quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Ilyas USAL/FR/EUROPE/GROUP est absent.

[<ily...@bn...>]

Je serai absent(e) à partir du  08/11/2008 de retour le 08/25/2008.

I'll be out of office until August 25th. I'll reply to your email as soon
as I get back.
In the meantime, should you have any IT request, please contact Damien
Delvallée (dam...@bn...) or FIB...@bn....
For production requests, please contact EQI...@bn....





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Re: [Quickfix-developers] Re questing Previous Messages

[Patrick W. <pw...@ka...>]

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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> along with a healthy diet, reduces your potential for chronic lameness
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Re: [Quickfix-developers] Re questing Previous Messages

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

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
> 
> -------------------------------------------------------------------------
> Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
> Studies have shown that voting for your favorite open source project,
> along with a healthy diet, reduces your potential for chronic lameness
> and boredom. Vote Now at http://www.sourceforge.net/community/cca08
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

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[Quickfix-developers] Field name to number conversion

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

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

[Quickfix-developers] StartDay and EndDay keys

[Thiago M. <thi...@cm...>]

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

[Quickfix-developers] Throttling and Business Message Reject

[Brian L. <br...@br...>]

Hello All
 
I need to talk to a FIX service that is implementing message throttling :(
I can handle that by adding timing checks and thread pausing to the toApp
and toAdmin handlers, but for safety I also need to cater for their throttle
rejections.
 
If the throttle rate is exceeded, they will be sending Business Message
Reject messages with a specific rejection code in the Text (urgh). 
The message will then need to be resent.
 
So three questions:
 
1. Is there a way to force QuickFix to resend a message (outside of it
receiving a resend request).
2. Is the Business Message Reject handled as an admin or an application
message by QuickFix?
3. Is there an easier way to do message throttling?
 
Thanks
 
Brian

Re: [Quickfix-developers] Random disconnects from Quickfix

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

You might get a better response if you post this to the QuickFIX/J
mailing list.  It is more closely monitored by the QuickFIX/J
developers.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Random disconnects from Quickfix
> From: "Rodrick Brown" <rod...@gm...>
> Date: Thu, August 07, 2008 10:06 am
> To: "quickfix developers" <qui...@li...>,
> rb...@ba...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>We have a rich java frontend application talking fix to our OMS, both are
> using Quickfix/J. Under heavy performance testing of our system we
> experience the following behavior
> Our client seem to get disconnected because of heartbeat notifications
> messages not getting sent to our fix gateway in the interval we have
> specified (30secs). I'm guessing heartbeat notification isn't being sent
> while our client is being bombarded with updates ie. orders comming into our
> limit book.
> We have implemented a lot of logic in the onLogout function and It seems
> onLogout() is never called so our client tries to relogin with the same
> session and does a full resend request of all messages.
> The way our ATS work is to always hand out a new dynamic FIX session to
> clients who connect and disconnect. It seems when the client lags for what
> ever reason and our fix gateway does not recieve a heart beat onLogout isnt
> getting called however FIX is dropping our client and our client tries to
> reconnect with the same session.
> Can anyone confrim this behavoir and know of a possible work around?
> 20080806-00:48:43: Session
> FIX.4.4:FRZ->CLI/test1_1454906197547361963schedule is daily, 00:00:00
> UTC - 23:59:59 UTC (daily, 00:00:00 UTC -
> 23:59:59 UTC)
> 20080806-00:48:43: Created session:
> FIX.4.4:FRZ->CLI/test1_1454906197547361963
> 20080806-00:48:43: Accepting session
> FIX.4.4:FRZ->CLI/test1_1454906197547361963 from /192.168.149.71:3256
> 20080806-00:48:43: Acceptor heartbeat set to 45 seconds
> 20080806-00:48:43: Logon contains ResetSeqNumFlag=Y, resetting sequence
> numbers to 1
> 20080806-00:48:43: Received logon request
> 20080806-00:48:43: Responding to logon request
> 20080806-00:51:40: Received ResendRequest FROM: 5797 TO: infinity
> ....
> ....
> 20080806-00:53:11: Resending Message: 16349
> 20080806-00:53:11: Resending Message: 16350
> 20080806-00:53:11: Resending Message: 16351
> 20080806-00:54:59: Disconnecting
> 20080806-00:55:02: Accepting session
> FIX.4.4:FRZ->CLI/test1_1454906197547361963 from /192.168.149.71:3276
> 20080806-00:55:02: Acceptor heartbeat set to 45 seconds
> 20080806-00:55:02: Logon contains ResetSeqNumFlag=Y, resetting sequence
> numbers to 1
> 20080806-00:55:02: Received logon request
> 20080806-00:55:02: Responding to logon request
> 20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 5
> 20080806-00:55:02: Sent ResendRequest FROM: 2 TO: 0
> 20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 6
> 20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
> another.
> 20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 7
> 20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
> another.
> 20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 8
> 20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
> another.
> 20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 9
> 20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
> another.
> 20080806-00:55:02: ResendRequest for messages FROM 2 TO 4 has been
> satisfied.
> 20080806-00:55:02: Processing queued message: 5, pending: [6, 7, 8, 9]
> 20080806-00:55:02: Processing queued message: 6, pending: [7, 8, 9]
> 20080806-00:55:02: Processing queued message: 7, pending: [8, 9]
> 20080806-00:55:02: Processing queued message: 8, pending: [9]
> 20080806-00:55:02: Processing queued message: 9, pending: []
> 20080806-00:55:02: MsgSeqNum too high, expecting 10 but received 12
> 20080806-00:55:02: Sent ResendRequest FROM: 10 TO: 0
> 20080806-00:55:02: ResendRequest for messages FROM 10 TO 11 has been
> satisfied.
> 20080806-00:55:02: Processing queued message: 12, pending: []
> 20080806-00:57:07: Disconnecting
> -- 
> [ Rodrick R. Brown ]
> http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown<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] Random disconnects from Quickfix

[Rodrick B. <rod...@gm...>]

We have a rich java frontend application talking fix to our OMS, both are
using Quickfix/J. Under heavy performance testing of our system we
experience the following behavior

Our client seem to get disconnected because of heartbeat notifications
messages not getting sent to our fix gateway in the interval we have
specified (30secs). I'm guessing heartbeat notification isn't being sent
while our client is being bombarded with updates ie. orders comming into our
limit book.

We have implemented a lot of logic in the onLogout function and It seems
onLogout() is never called so our client tries to relogin with the same
session and does a full resend request of all messages.

The way our ATS work is to always hand out a new dynamic FIX session to
clients who connect and disconnect. It seems when the client lags for what
ever reason and our fix gateway does not recieve a heart beat onLogout isnt
getting called however FIX is dropping our client and our client tries to
reconnect with the same session.


Can anyone confrim this behavoir and know of a possible work around?

20080806-00:48:43: Session
FIX.4.4:FRZ->CLI/test1_1454906197547361963schedule is daily, 00:00:00
UTC - 23:59:59 UTC (daily, 00:00:00 UTC -
23:59:59 UTC)

20080806-00:48:43: Created session:
FIX.4.4:FRZ->CLI/test1_1454906197547361963

20080806-00:48:43: Accepting session
FIX.4.4:FRZ->CLI/test1_1454906197547361963 from /192.168.149.71:3256

20080806-00:48:43: Acceptor heartbeat set to 45 seconds

20080806-00:48:43: Logon contains ResetSeqNumFlag=Y, resetting sequence
numbers to 1

20080806-00:48:43: Received logon request

20080806-00:48:43: Responding to logon request

20080806-00:51:40: Received ResendRequest FROM: 5797 TO: infinity
....
....

20080806-00:53:11: Resending Message: 16349

20080806-00:53:11: Resending Message: 16350

20080806-00:53:11: Resending Message: 16351

20080806-00:54:59: Disconnecting

20080806-00:55:02: Accepting session
FIX.4.4:FRZ->CLI/test1_1454906197547361963 from /192.168.149.71:3276

20080806-00:55:02: Acceptor heartbeat set to 45 seconds

20080806-00:55:02: Logon contains ResetSeqNumFlag=Y, resetting sequence
numbers to 1

20080806-00:55:02: Received logon request

20080806-00:55:02: Responding to logon request

20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 5

20080806-00:55:02: Sent ResendRequest FROM: 2 TO: 0

20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 6

20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
another.

20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 7

20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
another.

20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 8

20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
another.

20080806-00:55:02: MsgSeqNum too high, expecting 2 but received 9

20080806-00:55:02: Already sent ResendRequest FROM: 2 TO: 4.  Not sending
another.

20080806-00:55:02: ResendRequest for messages FROM 2 TO 4 has been
satisfied.

20080806-00:55:02: Processing queued message: 5, pending: [6, 7, 8, 9]

20080806-00:55:02: Processing queued message: 6, pending: [7, 8, 9]

20080806-00:55:02: Processing queued message: 7, pending: [8, 9]

20080806-00:55:02: Processing queued message: 8, pending: [9]

20080806-00:55:02: Processing queued message: 9, pending: []

20080806-00:55:02: MsgSeqNum too high, expecting 10 but received 12

20080806-00:55:02: Sent ResendRequest FROM: 10 TO: 0

20080806-00:55:02: ResendRequest for messages FROM 10 TO 11 has been
satisfied.

20080806-00:55:02: Processing queued message: 12, pending: []

20080806-00:57:07: Disconnecting

-- 
[ Rodrick R. Brown ]
http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown

Re: [Quickfix-developers] Compile Errors on Debian unstable

[Paul C. <pa...@op...>]

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> On 08/06/2008 10:26 PM, Paul Check wrote:
>> I don´t think that was the problem given that the process was hanging
>> for an
>> hour.  But, I took your suggestion and just replaced the java call with
>> an
>> ant call in the build.sh scripts. Also, I deleted all my older java
>> versions
>> as well as ant-gcj, but left fastjar installed.
>>
>> By the way, there is a build.sh in the src directory. I believe your
>> patch
>> missed that one? So there should be four in total. At first I thought
>> your
>> patch wasn´t working, but after patching manually realized there was the
>> additional build.sh .  Regards, Paul
>>
>
> You're right, I somehow missed to update src/build.sh and add
> src/C++/link.sh scripts. I have committed the updated versions of the
> same to git repository; thanks

No problem. I am still uncertain as to exactly what my original problem
was, but the "ant" compile works. I am not much of an expert in java/ant,
but is there no problem with compatability? Does the JAVA_HOME variable
still get used? I understand ant is just a make-like utility...but if
you´re just calling ant without any reference to the specific version of
java you want to use, will it just use the defaults on the system or does
it automatically use JAVA_HOME?

A second question: In the original build.sh program there is a reference
to classpath that is used in the java call. Is this not necessary with ant
because the relevant classes are referenced in the build.xml file?

Regards, Paul

Re: [Quickfix-developers] Compile Errors on Debian unstable

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

On 08/07/2008 03:38 AM, Shane Trotter wrote:
> Out of curiosity are the updates you keep track of in git being merged 
> into the main QuickFIX repository?

That's none of my business; only owners, developers and, or 
administrators of the QuickFIX project have that prerogative to accept 
and, or merge such changes.

But the users need not worry, because I'm making the all that work 
publically available for everyone to download, test, evaluate and, or 
use as per terms and, or license of the original project.

Since, I'm a newbie  to FIX and QuickFIX as such, so I shall not be 
making any major changes in the existing code until I get a complete 
grasp of the whole thing along with nod for go from the original developers.

After checking out the sources from upstream SVN repository a few days 
ago, I attempted try build the same on both the Debian/testing (GCC 4.3) 
and FreeBSD 8.0-CURRENT (GCC 4.2) machines and needed to add a few 
missing headers to make it work. No doubt, the Autoconf, Automake and 
Libtool are packages for making your software more portable and to 
simplify building it -- usually on someone else's system, but seems the 
current QuickFIX team is somewhat more inclined towards most popular 
(though not suitable for such services, where system clock drift, 
automatic updates and, or restarts suck a lot) operating system or may 
be they don't have enough of the developers, testers and, or users from 
real world and, or much more mature environments. I'm writing this, 
because I found that the current QuickFIX configure/automake files 
needed a heavy overhaul, and that's what I was trying to accomplish.

A new machine is on its way this week, so I shall try making it (the 
QuickFIX) build under the Windows MinG32/MSYS and mono environments as well.

Thanks,
Regards,

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

Re: [Quickfix-developers] Compile Errors on Debian unstable

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

On 08/06/2008 10:26 PM, Paul Check wrote:
> I don´t think that was the problem given that the process was hanging for an 
> hour.  But, I took your suggestion and just replaced the java call with an 
> ant call in the build.sh scripts. Also, I deleted all my older java versions 
> as well as ant-gcj, but left fastjar installed.
>
> By the way, there is a build.sh in the src directory. I believe your patch 
> missed that one? So there should be four in total. At first I thought your 
> patch wasn´t working, but after patching manually realized there was the 
> additional build.sh .  Regards, Paul
>   

You're right, I somehow missed to update src/build.sh and add 
src/C++/link.sh scripts. I have committed the updated versions of the 
same to git repository; thanks

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

Re: [Quickfix-developers] Compile Errors on Debian unstable

[Paul C. <pau...@op...>]

On Tuesday 05 August 2008 01:19:34 Balwinder S Dheeman wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
> On 08/05/2008 04:36 AM, Paul Check wrote:
> >> Hope that helps,
> >
> > Indeed, I was able to compile your snapshot using gcc/++ 4.3 and the
> > python 2.5 headers, with mysql, python and ruby config options. Very
> > nice.
> >
> > I am still having one problem that is showing up in all versions of
> > quickfix that I am trying. When I try the --with-java option my compile
> > is getting stuck on the "Building jar....quickfix.jar" line, with a java
> > process running.  The java process seems to just hang. If I go to
> > src/java and do "ant jar" it will build the quickfix.jar in 5 seconds. I
> > take it there is something wrong with my system, but I cannot nail it
> > down. Any ideas anyone
>
> Not sure, but may be that you have an older/faster *ant-gcj* installed
> in the path, likewise a fastjar (jar-gcj) also; you may check it by
> issuing any of the following:
>
> ant -version
> dpkg -l |grep ant
> jar --version
>
> After installing and testing 'ant' (ant-gcj) and fastjar, I have tuned
> the requisite java build.sh scripts. Please check out the commitdiff
> http://cto.homelinux.net/git?p=quickfix.git;a=commitdiff;h=8dd40e8024d64137
>d949fd6864af2bba9509e9a2

I don´t think that was the problem given that the process was hanging for an 
hour.  But, I took your suggestion and just replaced the java call with an 
ant call in the build.sh scripts. Also, I deleted all my older java versions 
as well as ant-gcj, but left fastjar installed.

By the way, there is a build.sh in the src directory. I believe your patch 
missed that one? So there should be four in total. At first I thought your 
patch wasn´t working, but after patching manually realized there was the 
additional build.sh .  Regards, Paul

Re: [Quickfix-developers] uninitialized variable

[<Jon...@ub...>]

Apologies for the earlier HTML-only mail - you have no idea how much I
hate Outlook!


> _____________________________________________ 
> From: 	Wakely, Jonathan  
> Sent:	06 August 2008 16:42
> To:	'qui...@li...'
> Subject:	uninitialized variable
> 
> Hi,
> 
> FIX::Session::m_refreshOnLogon is not initialized in the Session
> constructor. If your settings do not include RefreshOnLogon=yes then
> the variable will never get initialised for the session.  This means
> that whether the session will be refreshed or not depends on whatever
> junk value happens to be at that memory location.
> 
> Regards,
> 
> Jonathan Wakely
> UBS AG
> FICC Market Links
> 100 Liverpool Street, London, EC2M 2RH
> +44 20 7567 1331
> 
> -- 
> 
Visit our website at http://www.ubs.com

This message contains confidential information and is intended only 
for the individual named.  If you are not the named addressee you 
should not disseminate, distribute or copy this e-mail.  Please 
notify the sender immediately by e-mail if you have received this 
e-mail by mistake and delete this e-mail from your system.
	
E-mails are not encrypted and cannot be guaranteed to be secure or 
error-free as information could be intercepted, corrupted, lost, 
destroyed, arrive late or incomplete, or contain viruses.  The sender 
therefore does not accept liability for any errors or omissions in the 
contents of this message which arise as a result of e-mail transmission.  
If verification is required please request a hard-copy version.  This 
message is provided for informational purposes and should not be 
construed as a solicitation or offer to buy or sell any securities 
or related financial instruments.

UBS Limited is a company registered in England & Wales under company
number 2035362, whose registered office is at 1 Finsbury Avenue,
London, EC2M 2PP, United Kingdom.

UBS AG (London Branch) is registered as a branch of a foreign company
under number BR004507, whose registered office is at
1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.

UBS Clearing and Execution Services Limited is a company registered
in England & Wales under company number 03123037, whose registered
office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.

[Quickfix-developers] uninitialized variable

[<Jon...@ub...>]

Visit our website at http://www.ubs.com

This message contains confidential information and is intended only 
for the individual named.  If you are not the named addressee you 
should not disseminate, distribute or copy this e-mail.  Please 
notify the sender immediately by e-mail if you have received this 
e-mail by mistake and delete this e-mail from your system.
	
E-mails are not encrypted and cannot be guaranteed to be secure or 
error-free as information could be intercepted, corrupted, lost, 
destroyed, arrive late or incomplete, or contain viruses.  The sender 
therefore does not accept liability for any errors or omissions in the 
contents of this message which arise as a result of e-mail transmission.  
If verification is required please request a hard-copy version.  This 
message is provided for informational purposes and should not be 
construed as a solicitation or offer to buy or sell any securities 
or related financial instruments.

UBS Limited is a company registered in England & Wales under company
number 2035362, whose registered office is at 1 Finsbury Avenue,
London, EC2M 2PP, United Kingdom.

UBS AG (London Branch) is registered as a branch of a foreign company
under number BR004507, whose registered office is at
1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.

UBS Clearing and Execution Services Limited is a company registered
in England & Wales under company number 03123037, whose registered
office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.

Re: [Quickfix-developers] Capturing Messages With Bad Data

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

Marcus Monaghan wrote:
> I would use the toAdmin to capture the error.

Agreed, you could watch for Reject messages in toAdmin().  If you like, 
you can then dig the offending message out of the MessageStore by its 
sequence number (which will be referenced on the Reject).  Description 
of how to do that here: 
<http://article.gmane.org/gmane.comp.finance.quickfix.devel/4003>

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

Re: [Quickfix-developers] Compile Errors on Debian unstable

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

On 08/05/2008 04:36 AM, Paul Check wrote:
>> Hope that helps,
>>     
>
> Indeed, I was able to compile your snapshot using gcc/++ 4.3 and the
> python 2.5 headers, with mysql, python and ruby config options. Very nice.
>
> I am still having one problem that is showing up in all versions of
> quickfix that I am trying. When I try the --with-java option my compile is
> getting stuck on the "Building jar....quickfix.jar" line, with a java
> process running.  The java process seems to just hang. If I go to src/java
> and do "ant jar" it will build the quickfix.jar in 5 seconds. I take it
> there is something wrong with my system, but I cannot nail it down. Any
> ideas anyone

Not sure, but may be that you have an older/faster *ant-gcj* installed 
in the path, likewise a fastjar (jar-gcj) also; you may check it by 
issuing any of the following:

ant -version
dpkg -l |grep ant
jar --version

After installing and testing 'ant' (ant-gcj) and fastjar, I have tuned 
the requisite java build.sh scripts. Please check out the commitdiff 
http://cto.homelinux.net/git?p=quickfix.git;a=commitdiff;h=8dd40e8024d64137d949fd6864af2bba9509e9a2

Cheers,

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

Re: [Quickfix-developers] Compile Errors on Debian unstable

[Paul C. <pa...@op...>]

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> On 07/29/2008 02:49 AM, Paul Check wrote:
>> Hi: I am not able to compíle 1.12.4 nor the cvs version, using Debian
>> unstable fully updated to last week. I believe the compilers are
>> gcc-4.3.1-2 and g++-4.3.1-2, although I have older versions of gcc/g++
>> installed. I do not have sstream but it is my understanding that I don´t
>> need it.
>>
>> I am barely getting anywhere in the compilation, with the error:
>>
>> strcpy is not a member of std
>>
>> occurring in src/tests/TestDeferredTestReporter.cpp
>>
>> basically right out of the gates.
>>
>> The QuickFIX documentation doesn´t mention anything about compiler
>> versions.
>>
>> Can anyone give me some guidance here?
>>
>
> Most the issues and, or your concerns are related GCC 4.3, hence either
> you apply the
> http://cto.homelinux.net/pub/patches/quickfix/quickfix-1.12.4-svn-1.patch.gz
> patch against the latest SVN head (1999) or get a latest snapshot of my
> working copy from
> http://cto.homelinux.net/git?p=quickfix.git;a=snapshot;h=cf4d8d157ea81f98ddafde4d2538cf185fa26a7e;sf=tgz
>
> The later one i.e. my working copy, contains many more
> autotools/automake build systems enhancements.
>
> Hope that helps,

Indeed, I was able to compile your snapshot using gcc/++ 4.3 and the
python 2.5 headers, with mysql, python and ruby config options. Very nice.

I am still having one problem that is showing up in all versions of
quickfix that I am trying. When I try the --with-java option my compile is
getting stuck on the "Building jar....quickfix.jar" line, with a java
process running.  The java process seems to just hang. If I go to src/java
and do "ant jar" it will build the quickfix.jar in 5 seconds. I take it
there is something wrong with my system, but I cannot nail it down. Any
ideas anyone?

Regards, Paul

Re: [Quickfix-developers] Compile Errors on Debian unstable

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

On 07/29/2008 02:49 AM, Paul Check wrote:
> Hi: I am not able to compíle 1.12.4 nor the cvs version, using Debian
> unstable fully updated to last week. I believe the compilers are
> gcc-4.3.1-2 and g++-4.3.1-2, although I have older versions of gcc/g++
> installed. I do not have sstream but it is my understanding that I don´t
> need it.
>
> I am barely getting anywhere in the compilation, with the error:
>
> strcpy is not a member of std
>
> occurring in src/tests/TestDeferredTestReporter.cpp
>
> basically right out of the gates.
>
> The QuickFIX documentation doesn´t mention anything about compiler versions.
>
> Can anyone give me some guidance here?
>   

Most the issues and, or your concerns are related GCC 4.3, hence either 
you apply the 
http://cto.homelinux.net/pub/patches/quickfix/quickfix-1.12.4-svn-1.patch.gz 
patch against the latest SVN head (1999) or get a latest snapshot of my 
working copy from 
http://cto.homelinux.net/git?p=quickfix.git;a=snapshot;h=cf4d8d157ea81f98ddafde4d2538cf185fa26a7e;sf=tgz

The later one i.e. my working copy, contains many more 
autotools/automake build systems enhancements.

Hope that helps,

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

[Quickfix-developers] Bug trackker -- was: New Release

[R P H. <he...@ow...>]

looks like Arctic has some issues.  Perhaps a more tested and 
maintained one should be used?

http://nvd.nist.gov/nvd.cfm?cvename=CVE-2008-3250
http://nvd.nist.gov/nvd.cfm?cvename=CVE-2006-3342

-- Russ herrold

Re: [Quickfix-developers] New Release

[Rodrick B. <rod...@gm...>]

On Mon, Aug 4, 2008 at 11:09 AM, <or...@qu...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Looks like the new bugtracker was hacked.  I think I'm giving up on
> third party bugtrackers.


Oren ever thought about moving QuickFix to the SF.net Infrastrucuture?
http://www.sf.net


>
> --oren
>
> > -------- Original Message --------
> > Subject: Re: [Quickfix-developers] New Release
> > From: "Mark T. Kennedy" <mke...@di...>
> > Date: Fri, August 01, 2008 10:32 am
> > To: quickfix developers <qui...@li...>
> >
> >
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > i just checked the bugtracker site and it says "no projects exist"?
> > and the old list seems to have disappeared?
> >
> > /mark
> >
> > Rich Holm wrote:
> > > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > >
> > > Any idea when there will be a new release?  I would
> > > really like to have the separate log file per day functionality.
> > > Anyone have an idea as to how hard this would be to
> > > back port to 1.12.4?
> > >
> > > Cheers,
> > > Rich
> > >
> > >
> > > This message is intended only for the personal and confidential use of
> the recipients named above.
> > > If the reader of this email is not the intended recipient, you have
> received this email in error and any review,
> > > dissemination, distribution or copying is strictly prohibited. If you
> have received this email in error,
> > > please notify the sender immediately by return email and permanently
> delete the copy you received.
> > >
> > > This message is provided for informational purposes and should not be
> construed as a solicitation or offer
> > > to buy or sell any securities or related financial instruments.
> Wolverine is not responsible for any
> > > recommendation, solicitation, offer or agreement or any information
> about any transaction, customer account
> > > or account activity that may be attached to or contained in this
> communication. Wolverine accepts no
> > > liability for any content contained in the email, or any errors or
> omissions arising as a result of
> > > email transmission. Any opinions contained in this email constitute the
> sender's best judgment at this
> > > time and are subject to change without notice.
> > >
> > >
> -------------------------------------------------------------------------
> > > 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 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.
> >
> >
> > -------------------------------------------------------------------------
> > 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=/
> _______________________________________________
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> Qui...@li...
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-- 
[ Rodrick R. Brown ]
http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown

Re: [Quickfix-developers] New Release

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

Looks like the new bugtracker was hacked.  I think I'm giving up on
third party bugtrackers.

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] New Release
> From: "Mark T. Kennedy" <mke...@di...>
> Date: Fri, August 01, 2008 10:32 am
> To: quickfix developers <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> i just checked the bugtracker site and it says "no projects exist"?
> and the old list seems to have disappeared?
> 
> /mark
> 
> Rich Holm wrote:
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > 
> > Any idea when there will be a new release?  I would
> > really like to have the separate log file per day functionality.
> > Anyone have an idea as to how hard this would be to
> > back port to 1.12.4?
> > 
> > Cheers,
> > Rich
> > 
> > 
> > This message is intended only for the personal and confidential use of the recipients named above. 
> > If the reader of this email is not the intended recipient, you have received this email in error and any review, 
> > dissemination, distribution or copying is strictly prohibited. If you have received this email in error, 
> > please notify the sender immediately by return email and permanently delete the copy you received. 
> > 
> > This message is provided for informational purposes and should not be construed as a solicitation or offer 
> > to buy or sell any securities or related financial instruments. Wolverine is not responsible for any 
> > recommendation, solicitation, offer or agreement or any information about any transaction, customer account 
> > or account activity that may be attached to or contained in this communication. Wolverine accepts no 
> > liability for any content contained in the email, or any errors or omissions arising as a result of 
> > email transmission. Any opinions contained in this email constitute the sender's best judgment at this 
> > time and are subject to change without notice.
> > 
> > -------------------------------------------------------------------------
> > 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 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.
> 
> 
> -------------------------------------------------------------------------
> 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] how to disable range checking on enums

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

#3 is the best option.  It works and best expresses your intention in
the spec document.  This is what I do to in this scenario.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] how to disable range checking on enums
> From: "Nick Richardson" <nic...@gm...>
> Date: Thu, July 31, 2008 8:57 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>There is no config parameter to disable the range checking on enum fields.
> 
> A broker we connect to has their own user defined values for tag 102.
> 
> I'd like to keep validation enabled but would like QF to not throw
> FIX::IncorrectTagValue for added values in tag 102.
> 
> eg - 58=Value is incorrect (out of range) for this tag|371=102|
> 
> As i see it I have three options,
> 1. disable validation all together, which I don't want to do.
> 
> 2. change the xml file for that broker and add their values. probably not
> good from a maintainability point of view going forward
> 
>     <field number="102" name="CxlRejReason" type="INT">
>       <value enum="0" description="TOO_LATE_TO_CANCEL"/>
>       <value enum="1" description="UNKNOWN_ORDER"/>
>       <value enum="2" description="BROKER_OPTION"/>
>       <value enum="100" description="BROKER_OPTION_100)"/>
>       <value enum="101" description="BROKER_OPTION_101)"/>
>     </field>
> 
> 
> 3. remove the enum values for that tag in the brokers xml file.
> <field number="102" name="CxlRejReason" type="INT">
> </field>
> 
> I leaning towards option 3 but thought i'd throw the question out to the
> group to see what other people do.
> 
> regards
> nick<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

Re: [Quickfix-developers] Capturing Messages With Bad Data

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

Hi Ned,

I would use the toAdmin to capture the error.

Regards,

Marcus Monaghan
Development
 
Winterflood Securities Limited
 
ddi:  +44 (0)20 3100 0350
main: +44 (0)20 3100 0004
fax:  +44 (0)20 7621 8600
web:  http://www.wins.co.uk
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ned...@ao...
Sent: 01 August 2008 16:23
To: qui...@li...
Subject: [Quickfix-developers] Capturing Messages With Bad Data

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


*** 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.

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[Quickfix-developers] OnConnected function of Application.h

[DCOP <del...@bn...>]

Hello,

I'm using the software of a person who has not documented the version of
quickfix he was used.
In the quickfix version deployed, the OnConnected function was used to know
the host and the port,
where the socket is connected.

But Now, I'm obliged to use quickfix version 1.12.4 because I need
NetworkStatusRequest and NetworkStatusResponse messages. The problem is I
can't find OnConnected function anymore in the Application.h.

My question is, how can I get the host and port where I'm connected ? 

Thank you for your answers.
-- 
View this message in context: http://www.nabble.com/OnConnected-function-of-Application.h-tp18807837p18807837.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Get Messages With Bad Data

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

Hello All,
    I'm new to QuickFix and to Fix as well. Any idea on  how I can capture 
messages that have bad data?
 
    I have a test application that is receiving  execution reports. On 
occasion an execution report is sent with invalid data  (i.e. alpha characters in a 
numeric field such as AvgPx). This message gets  included in the QuickFix log, 
but I want to be able to capture this in the  fromApp method in my test 
application as I do all the other execution  reports. Any idea on how to do this? I 
have tired a try and catch block, but  that does not appear to help.
 
    Any help would be greatly appreciated.
 
Thank you all for all your help
 
Ned



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