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From: Jain, A. <Ani...@rb...> - 2008-08-01 19:57:52
|
I agree with your description. Maybe, your needs are different. When QucikFIX session ends on not receiving the second response, there is a postmortem activity that needs to be done here, not "health" monitoring. The notification of missing heartbeat is quite useful and timely to me. But the bottom line is this: Missing heartbeat must mean the concept it stands for, so that I can rely on it. Thank you. Anil Jain -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Mike Gatny Sent: Friday, August 01, 2008 2:29 PM To: qui...@li... Subject: Re: [Quickfix-developers] Mistaken Test Request by QuickFIX QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html > Yes it causes problems. It tells the health of my FIX connections. > Missing a heartbeat is a big deal. It only becomes a big deal (i.e. the connection is considered lost) when one end of the connection sends no data for HeartBtInt seconds *AND* it additionally fails to respond to a TestRequest within HeartBtInt seconds. Here's what the spec has to say: When either end of a FIX connection has not sent any data for [HeartBtInt] seconds, it will transmit a Heartbeat message. When either end of the connection has not received any data for (HeartBtInt + "some reasonable transmission time") seconds, it will transmit a Test Request message. If there is still no Heartbeat message received after (HeartBtInt + "some reasonable transmission time") seconds then the connection should be considered lost and corrective action be initiated. In the scenario you posted, could the Rejected message be counted as data received within the HeartBtInt period, thus obviating the need for the TestRequest? I suppose it could. However, it does not end up mattering if it does not count it because a TestRequest was sent and correctly responded to. Which means that the connection is still "healthy". Am I understanding your concern correctly? -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ ________________________________________ This E-Mail (including any attachments) may contain privileged or confidential information. It is intended only for the addressee(s) indicated above. The sender does not waive any of its rights, privileges or other protections respecting this information. Any distribution, copying or other use of this E-Mail or the information it contains, by other than an intended recipient, is not sanctioned and is prohibited. If you received this E-Mail in error, please delete it and advise the sender (by return E-Mail or otherwise) immediately. This E-Mail (including any attachments) has been scanned for viruses. It is believed to be free of any virus or other defect that might affect any computer system into which it is received and opened. However, it is the responsibility of the recipient to ensure that it is virus free. The sender accepts no responsibility for any loss or damage arising in any way from its use. E-Mail received by or sent from RBC Capital Markets is subject to review by Supervisory personnel. Such communications are retained and may be produced to regulatory authorities or others with legal rights to the information. IRS CIRCULAR 230 NOTICE: TO COMPLY WITH U.S. TREASURY REGULATIONS, WE ADVISE YOU THAT ANY U.S. FEDERAL TAX ADVISE INCLUDED IN THIS COMMUNICATION IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, TO AVOID ANY U.S. FEDERAL TAX PENALTIES OR TO PROMOTE, MARKET, OR RECOMMEND TO ANOTHER PARTY ANY TRANSACTION OR MATTER. |
From: Mike G. <mg...@co...> - 2008-08-01 18:29:12
|
> Yes it causes problems. It tells the health of my FIX connections. > Missing a heartbeat is a big deal. It only becomes a big deal (i.e. the connection is considered lost) when one end of the connection sends no data for HeartBtInt seconds *AND* it additionally fails to respond to a TestRequest within HeartBtInt seconds. Here's what the spec has to say: When either end of a FIX connection has not sent any data for [HeartBtInt] seconds, it will transmit a Heartbeat message. When either end of the connection has not received any data for (HeartBtInt + “some reasonable transmission time”) seconds, it will transmit a Test Request message. If there is still no Heartbeat message received after (HeartBtInt + “some reasonable transmission time”) seconds then the connection should be considered lost and corrective action be initiated. In the scenario you posted, could the Rejected message be counted as data received within the HeartBtInt period, thus obviating the need for the TestRequest? I suppose it could. However, it does not end up mattering if it does not count it because a TestRequest was sent and correctly responded to. Which means that the connection is still "healthy". Am I understanding your concern correctly? -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
From: Balwinder S D. <bdh...@gm...> - 2008-08-01 18:16:38
|
Hi all, I'm new to quickfix, FIX and hence this list also. I have been playing around with the quickfix sources checked out via SVN, seems that the development and, or testing of latest code is somewhat stagnated under Unix/FreeBSD/Linux and, or Mac OS/X systems: [bsd@cto quickfix-1.12.4-svn]$ svn info Path: . URL: https://quickfix.svn.sourceforge.net/svnroot/quickfix/trunk/quickfix Repository Root: https://quickfix.svn.sourceforge.net/svnroot/quickfix Repository UUID: 533fcf9a-9214-0410-92c4-e4e556a5f8fb Revision: 1999 Node Kind: directory Schedule: normal Last Changed Author: orenmnero Last Changed Rev: 1999 Last Changed Date: 2008-07-08 03:24:17 +0530 (Tue, 08 Jul 2008) Although, I somehow managed to make the broken SVN version work on both under the Debian/Linux and FreeBSD environments, but the _test/runut_ (C++) and _test/runut_ruby failed to pass unit tests: [bsd@cto test]$ ./runut 5000 <ut> <output> </output> <results total="0" failures="0"> </results> </ut> C++/test/ParserTestCase.cpp:75: error: Failure in extractLength: Expected exception: "MessageParseError" not thrown FAILURE: 1 out of 53 tests failed (1 failures). Test time: 1.04 seconds. and ... [bsd@cto test]$ ./runut_ruby 5000 Loaded suite test/TestSuite Started ./test/DataDictionaryTestCase.rb:112: [BUG] Segmentation fault ruby 1.8.7 (2008-06-20 patchlevel 22) [i486-linux] ./test.sh: line 6: 2620 Aborted ruby -I ../../lib/ruby test/TestSuite.rb On Debian/Linux, I have GCC/G++ 4.3.1 (I appropriately, have added the requisite headers, per ISO C++0X standard) and on FreeBSD 8.0-CURRENT, I have GCC/G++ 4.2.1 in the base system. I also attempted to try STLPort but to a no avail. In addition to above, I have observed that the autotools/automake for the current and, or development version of quickfix needs a heavy overhaul, particularly the _configure.in_ is not intelligent enough to locate and, or resolve installed jdk, python, mysql, postgresql and, or odbc packages. Here at http://cto.homelinux.net/git?p=quickfix.git;a=shortlog, is a git shortlog on how I have been trying to make it (the SVN head) work on both the Linux and FreeBSD systems. I'm sorry, I'm busy a bit this weekend, but I shall try making/merging so many commits into a minimum possible patch-sets soon. Please, don't ask why I prefer GIT over SVN and, or other Source Code Management/monitoring systems. Awaiting for your valuable comments. Thanks, Regards, *-- Dr Balwinder S "bsd" Dheeman <http://cto.homelinux.net/%7Ebsd/> http://www.buzzingstocks.com/ <http://www.buzzingstocks.com/in/analysis.pl?ref=bdheeman> * |
From: Scott M. <rs...@pr...> - 2008-08-01 16:30:11
|
Hi Ajay, Thanks - data dictionary issues was my thought for the most likely culprit; will take a look and see what I can find. Best regards, Scott > -----Original Message----- > From: Ajay Kamdar [mailto:Aja...@tr...] > Sent: Friday, August 01, 2008 16:46 > To: Scott Mitchell; qui...@li... > Subject: RE: [Quickfix-developers] Incorrect NumInGroup count for > repeating group > > One thing you might want to check is if there are any non-standard tags > in the repeating groups in this message. > > If there are any non-standard tags (i.e. not in the dictionary) in the > repeating groups, then the count of repeating groups that QuickFIX is > able to parse correctly will differ from the count specified in the > NoXXX field, which will result in a session level reject with an error > message similar to the one you encountered. > > - Ajay > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Scott Mitchell > Sent: Friday, August 01, 2008 11:33 AM > To: qui...@li... > Subject: [Quickfix-developers] Incorrect NumInGroup count for repeating > group > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > ----------------------------------------------------------------------- > ---- > > The information in this email is confidential and may be legally > privileged. > It is intended solely for the addressee. Access to this email by anyone > else > is unauthorized. If you are not the intended recipient, any disclosure, > copying, > distribution or any action taken or omitted to be taken in reliance on > it, is > prohibited and may be unlawful. > > Tradeweb reserves the right to monitor and review the content of all > messages sent > to or from this e-mail address. Messages sent to or from this e-mail > address may > be stored on the Tradeweb e-mail system. |
From: Ajay K. <Aja...@tr...> - 2008-08-01 15:45:56
|
One thing you might want to check is if there are any non-standard tags in the repeating groups in this message. If there are any non-standard tags (i.e. not in the dictionary) in the repeating groups, then the count of repeating groups that QuickFIX is able to parse correctly will differ from the count specified in the NoXXX field, which will result in a session level reject with an error message similar to the one you encountered. - Ajay -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Scott Mitchell Sent: Friday, August 01, 2008 11:33 AM To: qui...@li... Subject: [Quickfix-developers] Incorrect NumInGroup count for repeating group QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html --------------------------------------------------------------------------- The information in this email is confidential and may be legally privileged. It is intended solely for the addressee. Access to this email by anyone else is unauthorized. If you are not the intended recipient, any disclosure, copying, distribution or any action taken or omitted to be taken in reliance on it, is prohibited and may be unlawful. Tradeweb reserves the right to monitor and review the content of all messages sent to or from this e-mail address. Messages sent to or from this e-mail address may be stored on the Tradeweb e-mail system. |
From: Scott M. <rs...@pr...> - 2008-08-01 15:33:06
|
Hi all, I am seeing QuickFIX send a Reject (35=3) with the message of the subject in response to every SecurityDefinition (35=d) sent to use by the ICE exchange. ICE is sending the security definitions in blocks of 100 and tag 146=100, but the reject seems to imply that the value of tag 146 is somehow incorrect... so I assume something more subtle is going on here? A sample SecurityDefinition and Reject message are in the attachment. Any help appreciated... I haven't seen this before and not really sure what could be causing it. Best regards, Scott |
From: Mark T. K. <mke...@di...> - 2008-08-01 15:32:37
|
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. |
From: Rich H. <rh...@wo...> - 2008-08-01 15:29:04
|
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. |
From: <Ned...@ao...> - 2008-08-01 15:23:21
|
To all, I have a test application that is reading in execution reports. On occasion, I get an execution report with bad data (i.e. alpha characters in the AvgPx field which I believe is a Incorrect Data Format). I want to be able to capture this message as I do all the other good messages in the fromApp event; however the fromApp event only captures the good message. How can I capture messages with an Incorrect Data Format in a field? I've tried including a Try and Catch block where I catch IncorrectDataFormat, but that does not appear to work. Thank you for all your time and efforts Ned **************Get fantasy football with free live scoring. Sign up for FanHouse Fantasy Football today. (http://www.fanhouse.com/fantasyaffair?ncid=aolspr00050000000020) |
From: <Ned...@ao...> - 2008-08-01 14:55:51
|
To all, I have a test application that is reading in execution reports. On occasion, I get an execution report with bad data (i.e. alpha characters in the AvgPx field which I believe is a Incorrect Data Format). I want to be able to capture this message as I do all the other good messages in the fromApp event; however the fromApp event only captures the good message. How can I capture messages with an Incorrect Data Format in a field? I've tried including a Try and Catch block where I catch IncorrectDataFormat, but that does not appear to work. Thank you for all your time and efforts Ned **************Get fantasy football with free live scoring. Sign up for FanHouse Fantasy Football today. (http://www.fanhouse.com/fantasyaffair?ncid=aolspr00050000000020) |
From: Jain, A. <Ani...@rb...> - 2008-08-01 12:55:50
|
Hi Mike, Yes it causes problems. It tells the health of my FIX connections. Missing a heartbeat is a big deal. I deal with Test Requests in different context with no problems. Spec wise, I'm not sure - to me, "extra" Test Request are not a problem by themself - but if "extra" missing heartbeat responses are allowed, would render the entire missing heartbeat concept meaningless. Thanks, Anil -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Mike Gatny Sent: Thursday, July 31, 2008 6:03 PM To: qui...@li... Subject: Re: [Quickfix-developers] Mistaken Test Request by QuickFIX QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Is this causing any specific problems for you? Sending an "extra" Test Request here does not violate the spec. -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ ------------------------------------------------------------------------ - This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ________________________________________ This E-Mail (including any attachments) may contain privileged or confidential information. It is intended only for the addressee(s) indicated above. The sender does not waive any of its rights, privileges or other protections respecting this information. Any distribution, copying or other use of this E-Mail or the information it contains, by other than an intended recipient, is not sanctioned and is prohibited. If you received this E-Mail in error, please delete it and advise the sender (by return E-Mail or otherwise) immediately. This E-Mail (including any attachments) has been scanned for viruses. It is believed to be free of any virus or other defect that might affect any computer system into which it is received and opened. However, it is the responsibility of the recipient to ensure that it is virus free. The sender accepts no responsibility for any loss or damage arising in any way from its use. E-Mail received by or sent from RBC Capital Markets is subject to review by Supervisory personnel. Such communications are retained and may be produced to regulatory authorities or others with legal rights to the information. IRS CIRCULAR 230 NOTICE: TO COMPLY WITH U.S. TREASURY REGULATIONS, WE ADVISE YOU THAT ANY U.S. FEDERAL TAX ADVISE INCLUDED IN THIS COMMUNICATION IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, TO AVOID ANY U.S. FEDERAL TAX PENALTIES OR TO PROMOTE, MARKET, OR RECOMMEND TO ANOTHER PARTY ANY TRANSACTION OR MATTER. |
From: Nick R. <nic...@gm...> - 2008-08-01 01:57:41
|
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 |
From: Mike G. <mg...@co...> - 2008-07-31 22:02:47
|
Is this causing any specific problems for you? Sending an "extra" Test Request here does not violate the spec. -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
From: Mark H. <mar...@ho...> - 2008-07-31 16:44:35
|
What kind of numbers are you seeking? Maximum order rates, simultaneous users, etc? Keep in mind any numbers will be dependent on your machine as well. > Date: Thu, 31 Jul 2008 08:57:53 -0700 > From: ali...@if... > To: qui...@li... > Subject: [Quickfix-developers] Load testing of QuickFIX > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I would like to know if anyone has performed load testing of QuickFIX & > QuickFIXJ? We are in the process of evaluating its use and would prefer any > knowledge sharing. > Regards, > -- > View this message in context: http://www.nabble.com/Load-testing-of-QuickFIX-tp18746375p18746375.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers _________________________________________________________________ Keep your kids safer online with Windows Live Family Safety. http://www.windowslive.com/family_safety/overview.html?ocid=TXT_TAGLM_WL_family_safety_072008 |
From: Mike G. <mg...@co...> - 2008-07-31 16:23:12
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FIXuser08 wrote: > 20080731-00:53:36: Session state is not current; resetting In your config file, what are the StartDay, EndDay, StartTime, and EndTime set to for the Session? Looks like you are not within the Session time. -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
From: Mike G. <mg...@co...> - 2008-07-31 16:13:16
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QuickFIX comes with some performance test scripts (see runpt* in the test/ directory) -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
From: FIXuser08 <ali...@if...> - 2008-07-31 15:58:07
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We observe the error message given below (No responder...) when we try to setup an initiator session and try sending out a logon message over that session. We are calling the SendToTarget with just the message or with the message/sendercompid & targetcompid. We have not tried using the overloaded version with the session id as the second parameter. We are able to set up an acceptor which appears to listen (according to the code and netstat). However, we are having trouble setting up the initiator session (no issues with firewalls/ports etc.) The code we are using is more or less the same as provided in the quickfixj docs (copied below) 20080731-00:53:36: Session state is not current; resetting FIX.4.4:testclient->TESTServer 20080731-00:53:36: Created session: FIX.4.4:testclient->TESTServer 20080731-00:53:37: No responder, not sending message public class Test { public static void main(String args[]) throws Exception { File fileTest2 = new File("C:/Eclipse2/Proj/QFixJavaProj/config/Initiator/config.ini.txt"); ApplicationTest application2 = new ApplicationTest(); SessionSettings settings2 = new SessionSettings(new FileInputStream(fileTest2)); MessageStoreFactory storeFactory2 = new FileStoreFactory(settings2); LogFactory logFactory2 = new FileLogFactory(settings2); MessageFactory messageFactory2 = new DefaultMessageFactory(); Initiator initiator = new SocketInitiator (application2, storeFactory2, settings2, logFactory2, messageFactory2); initiator.start(); Client sender = new Client(); // separate class from where we call sendToTarget //SessionID holder = quickfix.SessionID; sender.sendLogon(); Regards, -- View this message in context: http://www.nabble.com/trouble-setting-up-initiator-session-tp18746437p18746437.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: FIXuser08 <ali...@if...> - 2008-07-31 15:58:00
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I would like to know if anyone has performed load testing of QuickFIX & QuickFIXJ? We are in the process of evaluating its use and would prefer any knowledge sharing. Regards, -- View this message in context: http://www.nabble.com/Load-testing-of-QuickFIX-tp18746375p18746375.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Mike G. <mg...@co...> - 2008-07-31 15:04:15
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Please see: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html and: http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html It goes something like this: // send a new order single msg QuickFix42.NewOrderSingle msg = new QuickFix42.NewOrderSingle( new ClOrdID("ORDER1234"), new HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE ), new Symbol(args.Symbol), new Side(QuickFix.Side.BUY), new TransactTime(), new OrdType(QuickFix.OrdType.LIMIT)); msg.set(new OrderQty(100)); msg.set(new Account("ACCT1")); msg.set(new Price(1234.56)); Session.sentToTarget(msg, "YourSenderCompID", "EXECUTOR"); // The executor will send you an ExecutionReport message back. // Handle it here. public override void onMessage(QuickFix42.ExecutionReport msg, QuickFix.SessionID sessionID) { } -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
From: Greg C. <gre...@da...> - 2008-07-31 15:01:10
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I found the example for the executor in c#, I see the area where a new trade gets put and it sends back the execution report back to the initiator, now my question is how do I setup the initiator to receive this msg. An example of the function that would accept this execution report would be great J Thanks From: Greg Czechowicz [mailto:gre...@da...] Sent: Thursday, July 31, 2008 10:18 AM To: 'Greg Czechowicz' Cc: 'qui...@li...' Subject: Question on Quickfix new trade So I have my executor and initiator communicating, that is working fine. Now I would like to send a trade through. Does anyone have an example in c# where I can send a neworder request, and the executor processes it and passes back a msg to the initiator. This is where I am lost, there are no examples like this that I can find on the web. If anyone could help me out that would be great. |
From: Greg C. <gre...@da...> - 2008-07-31 14:19:42
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So I have my executor and initiator communicating, that is working fine. Now I would like to send a trade through. Does anyone have an example in c# where I can send a neworder request, and the executor processes it and passes back a msg to the initiator. This is where I am lost, there are no examples like this that I can find on the web. If anyone could help me out that would be great. |
From: Tom W <twi...@mq...> - 2008-07-31 13:44:20
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Anyone ............... ????? Tom W wrote: > > I have been trying to find a solution to this problem, without success. > I've seen several other posts around the internet (mostly from a few years > ago) but have yet to find a tangible solution. > > I am finished with my current FIX session, so I send a logout message (5) > to the FIX server and the logout completes fine. I then want to > stop/close my SocketInitiator and reset it so it can be reused for the > next session. This is the code I have : > > public void onLogout(SessionID sessionID) > { > if (this._socketInitiator != null) > { > this._socketInitiator.stop(true); // HANGS HERE > } > } > > When I then try to start another session using the same SocketInitiator, I > get the exception : > > "Configuration failed: Could not open body file: > Logs\\FIX.4.2-ABC-DEF.body" > > when I try to run this line of code : > > this._socketInitiator = new SocketInitiator(this, this._storeFactory, > this._settings, this._logFactory, this._msgFactory); > > It seems as if the SocketInitiator has not released all its resources > fully, and the .body file is indeed locked when I try to open it in, say, > Notepad. I have seen suggestions to using CVS (I'm not sure exactly what > this is or how to go about doing this) but surely there is a simpler > solution to what must be a fairly common action? I am using FIX 4.2 and > the latest version of QuickFIX from www.quickfixengine.org. > > Any solutions gratefully received! > > Tom > -- View this message in context: http://www.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p18754916.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Pierre El-k. <pi...@al...> - 2008-07-31 11:05:11
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Hej When the quickfix engine runs and everything is OK I still miss the log and the data in the database . In the config file I do have " FileLogPath=log OdbcUser=dba OdbcPassword=sql OdbcConnectionString=DSN=quickfix_asa;DB=r705; " The database works for the unit test where a session data is created and added to sessions table Any help!!!!!!!!!!!! Best regards Pierre |
From: Greg C. <gre...@da...> - 2008-07-30 19:48:58
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I fixed my problem. I had the target and sending computers reversed in the settings file. From: Greg Czechowicz [mailto:gre...@da...] Sent: Wednesday, July 30, 2008 1:39 PM To: 'Shane Trotter' Cc: 'qui...@li...' Subject: RE: [Quickfix-developers] QuickFix Session not found for incoming message This is the code that gets spit out to my console in the sample executor app that comes with quickfix.. <20080730-17:36:37, GLOBAL, event> (Accepted connection from 192.168.3.76 on port 6523) <20080730-17:36:38, GLOBAL, event> (Session not found for incoming message: 8=FIX.4.2☺9=73☺35=A☺34=1☺49=INIT☺52=2 0080730-17:37:46.171☺56=EXECUTOR☺98=0☺108=30☺141=Y☺10=215☺) <20080730-17:36:38, GLOBAL, incoming> (8=FIX.4.2☺9=73☺35=A☺34=1☺49=INIT☺52=20080730-17:37:46.171☺56=EXECUTOR☺98=0☺10 8=30☺141=Y☺10=215☺) From: Shane Trotter [mailto:str...@co...] Sent: Wednesday, July 30, 2008 1:35 PM To: Greg Czechowicz Cc: qui...@li... Subject: Re: [Quickfix-developers] QuickFix Session not found for incoming message Greg, Can you paste the code where the error is occurring? On Wed, Jul 30, 2008 at 12:32 PM, Greg Czechowicz <gre...@da...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I am just trying to learn fix and just build a simple app that connect and I keep getting this session not found for incoming message. I see an accepted connection, but I get this session not found message. Does anyone have any idea what I am doing wrong? I am stuck now L Greg Greg Czechowicz Data Symmetry LLC 908.264.5250 (Ph) 973.953.5944 (Cell) 908.264.5221 (Fx) gre...@da... <mailto:dav...@da...> ------------------------------------------------------------------------- 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 <http://moblin-contest.org/redirect.php?banner_id=100&url=/> &url=/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Shane Trotter Connamara Systems, LLC |
From: Ajay K. <Aja...@tr...> - 2008-07-30 17:50:42
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John, A few options come to mind: 1) As you noted, locking down the ability for regular users to change the time on their box would address scenario #1 2) You could run a time daemon like ntpd on the windows boxes and make it sync every ~30 seconds, which would help with the scenario of a large time drift due to hardware issues, but would do nothing to alleviate problems due to user errors. I haven't typically seen ntpd being run on user PCs, but then yours is not a normal situation... 3) Does the QuickFIX engine have to run on the user's windows box? If it is possible for the Windows application to connect to a QuickFIX engine running on a separate server, then I think that would insulate you from the vagaries of users and windows. This may be the most user proof option, but may also require your application to be re-coded and hence may not be very viable in your situation - Ajay --------------------------------------------------------------------------- The information in this email is confidential and may be legally privileged. It is intended solely for the addressee. Access to this email by anyone else is unauthorized. If you are not the intended recipient, any disclosure, copying, distribution or any action taken or omitted to be taken in reliance on it, is prohibited and may be unlawful. Tradeweb reserves the right to monitor and review the content of all messages sent to or from this e-mail address. Messages sent to or from this e-mail address may be stored on the Tradeweb e-mail system. |