quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] QuickFix Session not found for incoming message

[Greg C. <gre...@da...>]

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...> 

 


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-- 
Shane Trotter
Connamara Systems, LLC

Re: [Quickfix-developers] QuickFix Session not found for incoming message

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

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... <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&url=/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] QuickFix Session not found for incoming message

[Greg C. <gre...@da...>]

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...> 

 

Re: [Quickfix-developers] System clock issues

[John H. <jo...@ha...>]

Understood, and thank you.  I'm hesitant to try this for fear that its a
case of throwing the baby out with the bath water.  I've just now the
following line in my app at startup:
 
Shell("w32tm /resync", AppWinStyle.Hide, False)

This should in theory force a resync, which ought to prevent an inadvertent
sync during trading hours since Windows then reschedules the next sync for a
week later....
 
   jh

  _____  

From: Shane Trotter [mailto:str...@co...] 
Sent: Wednesday, July 30, 2008 12:13 PM
To: John Haldi
Cc: qui...@li...
Subject: Re: [Quickfix-developers] System clock issues


John,

It might be worth it to configure QuickFIX with "CheckLatency=N" to remove
time validation, though I don't think this is recommended unless your
counterparty uses local time instead of GMT or something similar.

-- 
Shane Trotter
Connamara Systems, LLC


On Wed, Jul 30, 2008 at 11:07 AM, John Haldi <jr...@ya...> wrote:


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



I recently had two different scenarios occur which impacted my quickfix
implementation, and I thought I'd describe them here in case anybody else
runs into a similar situation, as well as to inquire if anybody has any
suggestions on how best to try to handle either situation the next time it
occurs.

By way of background, we've created an algorithmic high-frequency trading
system that utilizes the latest out-of-the-box quickfix implementation.  The
system is written in .NET 2.0.  We have a FIX "router" which is a gateway to
2 direct exchanges and 2 brokers (one US, one LatAm).  The router serves
about 20 client implementations here in the office.  All clients are running
on Windows XP.

Scenario #1 ("My life in IT would be much easier without Users"):

One of my traders starts screaming that his trading application has gone
nuts.  Investigation shows that his system clock is not set to the proper
date.  Further digging reveals that the trader in question was "bored, and
just playing with the system clock.  Why would that affect our trading
system?"  Diagnosis:  Quickfix discovered that the date had changed on the
system clock and reset the daily session, setting incoming and outgoing
sequence numbers back to 1.  This caused an immediate disconnect from the
FIX router and subsequent reconnects failed due to sequence number
mismatches.

>From my perspective, quickfix behaved exactly as it should in this scenario.
Amusingly enough, the same scenario re-occurred with a different trader a
few weeks later.  I can't resist sharing the explanation from the trader:
"I was online reserving a car for my vacation and when it asked me to enter
a date for pickup, I thought that was where I should enter it".  Priceless.

Scenario #2:  ("#^$&# Windows...")

Today one of our traders suddenly experienced a disconnect from our FIX
router in the middle of a large sequence of trades.  The loss of connection
was not a welcome event at that moment.  After much digging, we finally
discovered that Windows had decided on its own to initiate its weekly clock
sync to internet time.  Because of hardware vagaries, this workstation's
system time had drifted a little over two minutes since its last sync.  Upon
resetting the system time, quickfix determined that too much time had
elapsed during a heartbeat request (send it at 11:06:58 and two seconds
later get a response but the system time is now 11:09:23) so it initiated a
disconnect on timeout.  Quickfix then automatically (and successfully) tried
to log on as determined in my config file settings, but the market had
slipped on the trades in progress so the experience was considered a big
problem.

In both cases I believe that quickfix behaved exactly as expected.  I
suppose the reason I'm writing all this is to see if perhaps anybody has any
suggestions on 1) how to perhaps handle either of these scenarios more
gracefully within my code, or 2) how to perhaps try to prevent similar
situations from occuring from an IT management perspective (workstation
lockdown, etc.).  If anybody has any thoughts on the topic I'd love to hear
them.

(And before you suggest it, I asked:  Getting rid of all my users is not an
option....)

Many thanks,

   John


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6:56 AM

Re: [Quickfix-developers] System clock issues

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

John,

It might be worth it to configure QuickFIX with "CheckLatency=N" to remove
time validation, though I don't think this is recommended unless your
counterparty uses local time instead of GMT or something similar.

-- 
Shane Trotter
Connamara Systems, LLC

On Wed, Jul 30, 2008 at 11:07 AM, John Haldi <jr...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I recently had two different scenarios occur which impacted my quickfix
> implementation, and I thought I'd describe them here in case anybody else
> runs into a similar situation, as well as to inquire if anybody has any
> suggestions on how best to try to handle either situation the next time it
> occurs.
>
> By way of background, we've created an algorithmic high-frequency trading
> system that utilizes the latest out-of-the-box quickfix implementation.  The
> system is written in .NET 2.0.  We have a FIX "router" which is a gateway to
> 2 direct exchanges and 2 brokers (one US, one LatAm).  The router serves
> about 20 client implementations here in the office.  All clients are running
> on Windows XP.
>
> Scenario #1 ("My life in IT would be much easier without Users"):
>
> One of my traders starts screaming that his trading application has gone
> nuts.  Investigation shows that his system clock is not set to the proper
> date.  Further digging reveals that the trader in question was "bored, and
> just playing with the system clock.  Why would that affect our trading
> system?"  Diagnosis:  Quickfix discovered that the date had changed on the
> system clock and reset the daily session, setting incoming and outgoing
> sequence numbers back to 1.  This caused an immediate disconnect from the
> FIX router and subsequent reconnects failed due to sequence number
> mismatches.
>
> From my perspective, quickfix behaved exactly as it should in this
> scenario.  Amusingly enough, the same scenario re-occurred with a different
> trader a few weeks later.  I can't resist sharing the explanation from the
> trader:  "I was online reserving a car for my vacation and when it asked me
> to enter a date for pickup, I thought that was where I should enter it".
> Priceless.
>
> Scenario #2:  ("#^$&# Windows...")
>
> Today one of our traders suddenly experienced a disconnect from our FIX
> router in the middle of a large sequence of trades.  The loss of connection
> was not a welcome event at that moment.  After much digging, we finally
> discovered that Windows had decided on its own to initiate its weekly clock
> sync to internet time.  Because of hardware vagaries, this workstation's
> system time had drifted a little over two minutes since its last sync.  Upon
> resetting the system time, quickfix determined that too much time had
> elapsed during a heartbeat request (send it at 11:06:58 and two seconds
> later get a response but the system time is now 11:09:23) so it initiated a
> disconnect on timeout.  Quickfix then automatically (and successfully) tried
> to log on as determined in my config file settings, but the market had
> slipped on the trades in progress so the experience was considered a big
> problem.
>
> In both cases I believe that quickfix behaved exactly as expected.  I
> suppose the reason I'm writing all this is to see if perhaps anybody has any
> suggestions on 1) how to perhaps handle either of these scenarios more
> gracefully within my code, or 2) how to perhaps try to prevent similar
> situations from occuring from an IT management perspective (workstation
> lockdown, etc.).  If anybody has any thoughts on the topic I'd love to hear
> them.
>
> (And before you suggest it, I asked:  Getting rid of all my users is not an
> option....)
>
> Many thanks,
>
>    John
>
> -------------------------------------------------------------------------
> 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] System clock issues

[John H. <jr...@ya...>]

I recently had two different scenarios occur which impacted my quickfix implementation, and I thought I'd describe them here in case anybody else runs into a similar situation, as well as to inquire if anybody has any suggestions on how best to try to handle either situation the next time it occurs.

By way of background, we've created an algorithmic high-frequency trading system that utilizes the latest out-of-the-box quickfix implementation.  The system is written in .NET 2.0.  We have a FIX "router" which is a gateway to 2 direct exchanges and 2 brokers (one US, one LatAm).  The router serves about 20 client implementations here in the office.  All clients are running on Windows XP.

Scenario #1 ("My life in IT would be much easier without Users"):

One of my traders starts screaming that his trading application has gone nuts.  Investigation shows that his system clock is not set to the proper date.  Further digging reveals that the trader in question was "bored, and just playing with the system clock.  Why would that affect our trading system?"  Diagnosis:  Quickfix discovered that the date had changed on the system clock and reset the daily session, setting incoming and outgoing sequence numbers back to 1.  This caused an immediate disconnect from the FIX router and subsequent reconnects failed due to sequence number mismatches.

>From my perspective, quickfix behaved exactly as it should in this scenario.  Amusingly enough, the same scenario re-occurred with a different trader a few weeks later.  I can't resist sharing the explanation from the trader:  "I was online reserving a car for my vacation and when it asked me to enter a date for pickup, I thought that was where I should enter it".  Priceless.

Scenario #2:  ("#^$&# Windows...")

Today one of our traders suddenly experienced a disconnect from our FIX router in the middle of a large sequence of trades.  The loss of connection was not a welcome event at that moment.  After much digging, we finally discovered that Windows had decided on its own to initiate its weekly clock sync to internet time.  Because of hardware vagaries, this workstation's system time had drifted a little over two minutes since its last sync.  Upon resetting the system time, quickfix determined that too much time had elapsed during a heartbeat request (send it at 11:06:58 and two seconds later get a response but the system time is now 11:09:23) so it initiated a disconnect on timeout.  Quickfix then automatically (and successfully) tried to log on as determined in my config file settings, but the market had slipped on the trades in progress so the experience was considered a big problem.

In both cases I believe that quickfix behaved exactly as expected.  I suppose the reason I'm writing all this is to see if perhaps anybody has any suggestions on 1) how to perhaps handle either of these scenarios more gracefully within my code, or 2) how to perhaps try to prevent similar situations from occuring from an IT management perspective (workstation lockdown, etc.).  If anybody has any thoughts on the topic I'd love to hear them.

(And before you suggest it, I asked:  Getting rid of all my users is not an option....)

Many thanks,

   John

Re: [Quickfix-developers] Is a field in header or body? - at runtime

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

Message has an isHeaderField() method which takes a field id as an argument.

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

[Quickfix-developers] Implementing Logon/Logout

[Alexander K. <ale...@un...>]

Greetings,

I'm using FIX 4.2 and C++. What's the right way to implement Logon and 
Logout? My code looks like:

    MyApplication application;
    FIX::SessionSettings settings( cfg_file );
    FIX::FileStoreFactory storeFactory( settings );
    FIX::FileLogFactory logFactory( settings );
    FIX::SocketInitiator initiator( application, storeFactory, settings, 
logFactory );
    initiator.start();
    while(true){
      // do something...
      if(order_condition) application.SendOrder();
      // if(login_condition) application.Logon();
      // if(logout_condition) application.Logout();
    }  
    initiator.stop();

It seems that initiator.start()/initiator.stop() automatically sends 
login/logout requests (I'm wondering because I can't find these methods 
in SocketInitiator.h header). I want to login/logout my FIX-Application 
manually. Is there a way to do that by implementing Logon/Logout methods 
in my application-class (if yes, how can I query it)?

Thanks for help!

-- 

|  Alexander Köhn

[Quickfix-developers] static objects destruction order

[Alexey Z. <ale...@gm...>]

 Hello,

I've got a problem with static objects destruction order in QuickFix. I use
QuickFix a lot (Windows C++ version 1.12.4 r1897) but faced this problem for
the first time.
In this application Session::s_mutex is destructed before
Session::s_sessions wich uses Session::s_mutex (Session::removeSession) for
locking.
Did anyone see this problem before and have a fix or a workaround?

Thank you,
      Alexey Zubko.

[Quickfix-developers] Compile Errors on Debian unstable

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

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. My machine is a Xeon SMP.

I am barely getting anywhere in the compilation, with the error:

"strcpy is not a member of std"

occurring in src/tests/TestDeferredTestReporter.cpp

The QuickFIX documentation doesn´t mention anything about compiler
versions. Can anyone give me some guidance here?

Thanks, Paul Check

[Quickfix-developers] Compile Errors on Debian unstable

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

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?

Thanks, Paul Check

Re: [Quickfix-developers] transmission of new/ modified order time inFIX message

[Zoltan F. <zf...@gm...>]

Hi Partho,

If you are using the quickfix API's constructors then SendingTime(52) is
automatically included in all those messages that you are inquiring about.  

>From the sounds of it you are generating those messages (as opposed to
receiving them) so there should be no need for you to have to worry about
populating or formatting any fields.

Hope this helps,
Zoltan

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Partho Karmokar
Sent: Saturday, July 26, 2008 10:25 PM
To: qui...@li...
Subject: [Quickfix-developers] transmission of new/ modified order time
inFIX message

hi guys,
Could u please help me out with your suggestions as  which field to use for
transmiting the Date and Time at which a new  order is placed in the Order
server and also when the order is modified .and also how to convert from the
SYSTEMTIME format in win32 in a fix message..do i need to use custom
messages?
thanks

regards partho

[Quickfix-developers] transmission of new/ modified order time in FIX message

[Partho K. <par...@gm...>]

hi guys,
Could u please help me out with your suggestions as  which field to use for
transmiting the Date and Time at which a new  order is placed in the Order
server and also when the order is modified .and also how to convert from the
SYSTEMTIME format in win32 in a fix message..do i need to use custom
messages?
thanks
regards partho

[Quickfix-developers] QuickFix x64 - Still Trying.

[Devmember 0. <sis...@gm...>]

I was getting too many errors compiling QuickFix in a true Windows 64 bit
environment using MSXML, só I switched to the open source alternative
LIBXML2 as QuickFix permited such a trade (in the config_windows.h).

I now get only 1 error:

LINK : fatal error LNK1104: cannot open file 'libxml2.lib'
.\release\Conversions.obj : fatal error LNK1112: module machine type 'x64'
conflicts with target machine type 'X86'

This of course after compiling libxml2.lib in the x64 flavor -- Which
brought me to pay closer attention to error message. If I am not mistaken,
it seems that somewhere in the code, the compiler is targeting x86 even
though I issue the command:

msbuild quickfix_vs8.sln /t:Rebuild /p:Configuration=Release /p:platform=X64

...this, straight in the Win64 environment.

Can someone help me out of this problem?

Regards,

-- 
sis

[Quickfix-developers] Is a field in header or body? - at runtime

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

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


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Re: [Quickfix-developers] QuickFix in 64bit

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

Hello,

I am running quickfix on a Fedora 9 x86_64 (with the latest patches).  
I was able to
compile it last week (with java and Mysql support).  The build is very  
fresh in my mind :)

Is this similar to your environment?

-George

On Jul 24, 2008, at 12:04 PM, Devmember 04 wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Has anyone been able to compile QuickFix in a 64 bit environment?
>
> I have been trying and got held on a C++ error that is out of my  
> scope. Can someone help me?
>
> I have added the /Zc:wchar_t- compiler option and the comsuppw.lib  
> (release) dependencie... even though I am not sure that I have done  
> it right.
> quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved  
> external symbol
> "wchar_t * __cdecl _com_util::ConvertStringToBSTR(char const *)" (? 
> ConvertString
> ToBSTR@_com_util@@YAPEA_WPEBD@Z) referenced in function "public:  
> __cdecl _bstr_t
> ::Data_t::Data_t(char const *)" (??0Data_t@_bstr_t@@QEAA@PEBD@Z)
>
> quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved  
> external symbol
> "void __cdecl _com_issue_error(long)" (?_com_issue_error@@YAXJ@Z)  
> referenced in
> function "public: __cdecl _bstr_t::Data_t::Data_t(wchar_t const  
> *)" (??0Data_t@_
> bstr_t@@QEAA@PEB_W@Z)
>
> quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved  
> external symbol
> "char * __cdecl _com_util::ConvertBSTRToString(wchar_t *)" (? 
> ConvertBSTRToString
> @_com_util@@YAPEADPEA_W@Z) referenced in function "public: char  
> const * __cdecl
> _bstr_t::Data_t::GetString(void)const " (? 
> GetString@Data_t@_bstr_t@@QEBAPEBDXZ)
> release\vs8\quickfix_net.dll : fatal error LNK1120: 3 unresolved  
> externals
> .\release\Conversions.obj : fatal error LNK1112: module machine type  
> 'x64' confl
> icts with target machine type 'X86'
>
> -- 
> sis
> -------------------------------------------------------------------------
> 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 use same FIX application for both Market and Order messaegs

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

Configure a second session in the config file:

[SESSION]
BeginString=FIX.4.2
TargetCompID=MARKET_DATA_SESSION
SocketConnectPort=1234
SocketConnectHost=1.2.3.4

[SESSION]
BeginString=FIX.4.2
TargetCompID=ORDER_SESSION
SocketConnectPort=4321
SocketConnectHost=1.2.3.4

You may want to use the ThreadedSocketInitiator.

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

[Quickfix-developers] QuickFix in 64bit

[Devmember 0. <sis...@gm...>]

Has anyone been able to compile QuickFix in a 64 bit environment?

I have been trying and got held on a C++ error that is out of my scope. Can
someone help me?

I have added the /Zc:wchar_t- compiler option and the comsuppw.lib (release)
dependencie... even though I am not sure that I have done it right.
quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved external
symbol
"wchar_t * __cdecl _com_util::ConvertStringToBSTR(char const *)"
(?ConvertString
ToBSTR@_com_util@@YAPEA_WPEBD@Z) referenced in function "public: __cdecl
_bstr_t
::Data_t::Data_t(char const *)" (??0Data_t@_bstr_t@@QEAA@PEBD@Z)

quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved external
symbol
"void __cdecl _com_issue_error(long)" (?_com_issue_error@@YAXJ@Z) referenced
in
function "public: __cdecl _bstr_t::Data_t::Data_t(wchar_t const *)"
(??0Data_t@_
bstr_t@@QEAA@PEB_W@Z)

quickfix.lib(MSXML_DOMDocument.obj) : error LNK2019: unresolved external
symbol
"char * __cdecl _com_util::ConvertBSTRToString(wchar_t *)"
(?ConvertBSTRToString
@_com_util@@YAPEADPEA_W@Z) referenced in function "public: char const *
__cdecl
_bstr_t::Data_t::GetString(void)const " (
?GetString@Data_t@_bstr_t@@QEBAPEBDXZ)
release\vs8\quickfix_net.dll : fatal error LNK1120: 3 unresolved externals
.\release\Conversions.obj : fatal error LNK1112: module machine type 'x64'
confl
icts with target machine type 'X86'

-- 
sis

[Quickfix-developers] quickfix crash

[Andrew M. <an...@nm...>]

My otherwise stable QF app crashed 3 times in rapid succession generating 
these error files...

http://www.nmedia.net/~andrew/qf/hs_err_pid2424.log
http://www.nmedia.net/~andrew/qf/hs_err_pid3320.log
http://www.nmedia.net/~andrew/qf/hs_err_pid5916.log

Can anyone suggest why that might have been?

[Quickfix-developers] How to use same FIX application for both Market and Order messaegs

[Thiaga R. <thi...@re...>]

Hi All,We have deveolped the FIX Enabled application (With use of Quick fix) for both Order Management and Market data with the assumption of will get both messages in same port no.But now we got to know, that in production, Exchange supports market data and Order management messages in two different port number.How can I use the one quickfix application to handle two different port number (ie., one for Martket data and another for Order management) as we have only one configuration for port no  ie., SocketConnectPort Or should I use two application to handle thisPlease help me outRegards,Thiagarajan

Re: [Quickfix-developers] ReconnectInterval=0

[Andrew M. <an...@nm...>]

That's an idea. I'd rather do it via a configuration file though.

On Tue, 22 Jul 2008, Shane Trotter wrote:

> It may be possible to capture the disconnect from the onLogout and then
> issue a "Stop" to the socket initiator:
>
> socketInitiator_.stop();
>
> On Tue, Jul 22, 2008 at 1:43 PM, Andrew Munn <an...@nm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I want a reliable way of makeing sure sessions do not reconnect after a
>> disconnect.  Can I do ReconnectInterval=0 for that?
>>
>>
>> -------------------------------------------------------------------------
>> This SF.Net email is sponsored by the Moblin Your Move Developer's
>> challenge
>> Build the coolest Linux based applications with Moblin SDK & win great
>> prizes
>> Grand prize is a trip for two to an Open Source event anywhere in the world
>> http://moblin-contest.org/redirect.php?banner_id=100&url=/
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> -- 
> Shane Trotter
> Connamara Systems, LLC
>

Re: [Quickfix-developers] ReconnectInterval=0

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

It may be possible to capture the disconnect from the onLogout and then
issue a "Stop" to the socket initiator:

socketInitiator_.stop();

On Tue, Jul 22, 2008 at 1:43 PM, Andrew Munn <an...@nm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I want a reliable way of makeing sure sessions do not reconnect after a
> disconnect.  Can I do ReconnectInterval=0 for that?
>
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] ReconnectInterval=0

[Andrew M. <an...@nm...>]

I want a reliable way of makeing sure sessions do not reconnect after a 
disconnect.  Can I do ReconnectInterval=0 for that?

Re: [Quickfix-developers] connection reset by peer

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

Julián Mendiola wrote:
> "Connection reset by peer". How much would the initiator wait until it assumed the 
> acceptor has reset the connection?

The config option ReconnectInterval determines how long the initiator 
waits before attempting to connect again.  It defaults to 30 seconds.

Check your quickfix event log - it might contain some helpful info.

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

[Quickfix-developers] connection reset by peer

[J. M. <jul...@pr...>]

   If I try to do a logOn with a FIX server and it doesn't response, it is
normal that the initiator throw immediately an error : "Connection reset by
peer". How much would the initiator wait until it assumed the acceptor has
reset the connection?

hanks, Julian.