quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Ruby Build on Windows

[Kenny S. <ks...@co...>]

Can the ruby extension be built in windows using Visual Studio?  I built it
successfully on OS X  but I cannot find a configuration option for Visual
Studio.

I mistakenly posted this on the quickfix-users list yesterday.  I apologize
to all offended by cross-posting newbs.

-- 
Kenny Stone
Connamara Systems, LLC

Re: [Quickfix-developers] Fedora 9 x86_64 install -- Solved

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

Ok, for anyone working with Fedora 9 x86_64, this is how I got the  
software to compile:

First, run:

 > ./configure --prefix=/opt/FIXX/quickfix-build --with-mysql=/usr -- 
with-boost=/usr

Aftreward, edit "conf.status" and change the two lines below:

s,@LIBS@,|#_!!_#|-lpthread   -lxml2 -lz -lm -L/usr/lib64/mysql - 
lmysqlclient  -liberty,g
s,@MYSQL_LIBS@,|#_!!_#|-L/usr/lib64/mysql -lmysqlclient,g

Then run:

 > ./conf.status

Then:

 > make -j8

It should compile nicely.

-George


On Jul 17, 2008, at 5:04 PM, George Hrysanthopoulos wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Has anyone here compiled, "quickfix-1.12.4" under Fedora 9, x86_64?
>
> This is the error I am getting:
>
> > ./configure --prefix=/opt/FIXX/quickfix-build --with-ruby --with- 
> mysql=/usr
>
> ...
> ...
>
> > make
> make  all-recursive
> make[1]: Entering directory `/opt/FIXX/quickfix'
> Making all in src
> make[2]: Entering directory `/opt/FIXX/quickfix/src'
> Making all in C++
> make[3]: Entering directory `/opt/FIXX/quickfix/src/C++'
> Making all in test
> make[4]: Entering directory `/opt/FIXX/quickfix/src/C++/test'
> if /bin/sh ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. - 
> I. -I../../.. -I..  -O2 -march=native -pipe  -g -O2 -Wall -ansi - 
> Wpointer-arith -Wwrite-strings   -I/usr/include/mysql -I/usr/mysql/ 
> include   -I/usr/include/libxml2   -I/usr/lib64/ruby/1.8/x86_64- 
> linux -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF ".deps/ 
> FieldBaseTestCase.Tpo" \
> 	  -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' ||  
> echo './'`FieldBaseTestCase.cpp; \
> 	then mv ".deps/FieldBaseTestCase.Tpo" ".deps/ 
> FieldBaseTestCase.Plo"; \
> 	else rm -f ".deps/FieldBaseTestCase.Tpo"; exit 1; \
> 	fi
> mkdir .libs
>  g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -O2 -march=native -pipe  
> -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -I/usr/include/ 
> mysql -I/usr/mysql/include -I/usr/include/libxml2 -I/usr/lib64/ruby/ 
> 1.8/x86_64-linux -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/ 
> FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o .libs/ 
> FieldBaseTestCase.o
> In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:179: error: 'std::strcmp' has not been declared
> ../Utility.h:181: error: 'std::strlen' has not been declared
> ../Utility.h:184: error: 'std::memcpy' has not been declared
> ../Utility.h:185: error: 'std::memset' has not been declared
> ../Utility.h:189: error: 'std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function 'std::string  
> FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function 'void FIX::FieldBase::calculate()  
> const':
> ../Field.h:110: error: 'memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/opt/FIXX/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/opt/FIXX/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/opt/FIXX/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/opt/FIXX/quickfix'
> make: *** [all] Error 2
>
> Looks like I might be missing an RPM?
>
> -George H
> -------------------------------------------------------------------------
> 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  
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[Quickfix-developers] Fedora 9 x86_64 install

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

Has anyone here compiled, "quickfix-1.12.4" under Fedora 9, x86_64?

This is the error I am getting:

 > ./configure --prefix=/opt/FIXX/quickfix-build --with-ruby --with- 
mysql=/usr

...
...

 > make
make  all-recursive
make[1]: Entering directory `/opt/FIXX/quickfix'
Making all in src
make[2]: Entering directory `/opt/FIXX/quickfix/src'
Making all in C++
make[3]: Entering directory `/opt/FIXX/quickfix/src/C++'
Making all in test
make[4]: Entering directory `/opt/FIXX/quickfix/src/C++/test'
if /bin/sh ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. -I.  
-I../../.. -I..  -O2 -march=native -pipe  -g -O2 -Wall -ansi -Wpointer- 
arith -Wwrite-strings   -I/usr/include/mysql -I/usr/mysql/include   -I/ 
usr/include/libxml2   -I/usr/lib64/ruby/1.8/x86_64-linux -O0 -g -MT  
FieldBaseTestCase.lo -MD -MP -MF ".deps/FieldBaseTestCase.Tpo" \
	  -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' || echo  
'./'`FieldBaseTestCase.cpp; \
	then mv ".deps/FieldBaseTestCase.Tpo" ".deps/FieldBaseTestCase.Plo"; \
	else rm -f ".deps/FieldBaseTestCase.Tpo"; exit 1; \
	fi
mkdir .libs
  g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -O2 -march=native -pipe - 
g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -I/usr/include/mysql  
-I/usr/mysql/include -I/usr/include/libxml2 -I/usr/lib64/ruby/1.8/ 
x86_64-linux -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/ 
FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o .libs/ 
FieldBaseTestCase.o
In file included from ../FieldTypes.h:29,
                  from ../FieldConvertors.h:25,
                  from ../Field.h:32,
                  from FieldBaseTestCase.h:26,
                  from FieldBaseTestCase.cpp:27:
../Utility.h:179: error: 'std::strcmp' has not been declared
../Utility.h:181: error: 'std::strlen' has not been declared
../Utility.h:184: error: 'std::memcpy' has not been declared
../Utility.h:185: error: 'std::memset' has not been declared
../Utility.h:189: error: 'std::strerror' has not been declared
In file included from ../FieldConvertors.h:26,
                  from ../Field.h:32,
                  from FieldBaseTestCase.h:26,
                  from FieldBaseTestCase.cpp:27:
../Exceptions.h: In member function 'std::string  
FIX::SocketException::errorToWhat()':
../Exceptions.h:253: error: 'strerror' was not declared in this scope
In file included from FieldBaseTestCase.h:26,
                  from FieldBaseTestCase.cpp:27:
../Field.h: In member function 'void FIX::FieldBase::calculate() const':
../Field.h:110: error: 'memcpy' was not declared in this scope
make[4]: *** [FieldBaseTestCase.lo] Error 1
make[4]: Leaving directory `/opt/FIXX/quickfix/src/C++/test'
make[3]: *** [all-recursive] Error 1
make[3]: Leaving directory `/opt/FIXX/quickfix/src/C++'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory `/opt/FIXX/quickfix/src'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/opt/FIXX/quickfix'
make: *** [all] Error 2

Looks like I might be missing an RPM?

-George H

Re: [Quickfix-developers] QuickFix Virgin

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

Instead of running the executable directly, use the provided batch file
which passes in the correct configuration.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] QuickFix Virgin
> From: mark henderson <mar...@ya...>
> Date: Thu, July 17, 2008 11:19 am
> To: qui...@li...
> Cc: Adam Parkes <ada...@ch...>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hi,
>  
> I am new to quickfix and I am not sure how to proceed.  I have done the following;
>  
> runut debug 1234
>  
> which produces lots of dots and then says something about total 162 failures 0.  This looks like a good thing.  However, when I try and run the following;
>  
> c:\quickfix-1.12.4\quickfix\bin\debug\executor_cpp\executor_cpp.exe
>  
> It says it requires a file.  Is there an example of a file that I should pass to it?
>  
> What I'm really trying to do is get live spot market rates into a system that is written in Visual Basic 6.  My plan is to get a C++ program going that does exactly this and then somehow turn the C++ program into a DLL that I can call from VB.
>  
> Any hints or suggestions would be greatly appreciated!
>  
> Thanks in advance,
> Best Regards, Mark.
>       __________________________________________________________
> Not happy with your email address?.
> Get the one you really want - millions of new email addresses available now at Yahoo! http://uk.docs.yahoo.com/ymail/new.html<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] QuickFix Virgin

[mark h. <mar...@ya...>]

Hi,
 
I am new to quickfix and I am not sure how to proceed.  I have done the following;
 
runut debug 1234
 
which produces lots of dots and then says something about total 162 failures 0.  This looks like a good thing.  However, when I try and run the following;
 
c:\quickfix-1.12.4\quickfix\bin\debug\executor_cpp\executor_cpp.exe
 
It says it requires a file.  Is there an example of a file that I should pass to it?
 
What I'm really trying to do is get live spot market rates into a system that is written in Visual Basic 6.  My plan is to get a C++ program going that does exactly this and then somehow turn the C++ program into a DLL that I can call from VB.
 
Any hints or suggestions would be greatly appreciated!
 
Thanks in advance,
Best Regards, Mark.


      __________________________________________________________
Not happy with your email address?.
Get the one you really want - millions of new email addresses available now at Yahoo! http://uk.docs.yahoo.com/ymail/new.html

[Quickfix-developers] Incoming messages processed with delay

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

Hi all,

We've been using Quickfix for a very long time now, and we're run across a
very unusual problem recently. We're using an older version of the library
for this connection (it's embarrassing, but I can't tell you which, as I'm
not the developer on this - but I do see that the code changed a lot since
- please see the code extract below), and I'm basically trying to find out
whether this is a known bug, and whether upgrading to the latest version of
the library would solve our problem.

When receiving messages from one of our counterparty, messages get
processed with a rather important delay. Here are the logs we have:

15/07/2008 09:03:41:412;INFO;FIX recv size:73
15/07/2008 09:03:41:412;INFO;FIX Waiting for data...
15/07/2008 09:03:41:412 QFIX IN 8=FIX.4.2
9=0049
35=0
49=xxx
56=yyy
34=1757

52=20080715-01:03:41
10=034

15/07/2008 09:03:41:414;INFO;Received HeartBeat SeqNum: 1757
15/07/2008 09:03:41:414;INFO;Sending to EP...
15/07/2008 09:03:41:415;INFO;Sending to EP...OK
15/07/2008 09:03:41:415;INFO;DB update incoming seqnum 1758...
15/07/2008 09:03:41:429;INFO;DB update incoming seqnum 1758...OK
15/07/2008 09:03:41:429;INFO;DB store incoming...
15/07/2008 09:03:41:444;INFO;DB store incoming...Ok
15/07/2008 09:04:01:411;INFO;FIX recv size:73
15/07/2008 09:04:01:412;INFO;FIX Waiting for data...
15/07/2008 09:04:20:336;INFO;FIX recv size:101
15/07/2008 09:04:20:337;INFO;FIX Waiting for data...
15/07/2008 09:04:40:335;INFO;FIX recv size:73
15/07/2008 09:04:40:336;INFO;FIX Waiting for data...
15/07/2008 09:04:49:373;INFO;FIX recv size:101
15/07/2008 09:04:49:374;INFO;FIX Waiting for data...
15/07/2008 09:05:09:373;INFO;FIX recv size:101
15/07/2008 09:05:09:373;INFO;FIX Waiting for data...
[...]
15/07/2008 09:09:24:204 QFIX IN 8=FIX.4.2
9=0049
35=0
49=BLP
56=BNPX
34=1758

52=20080715-01:04:01
10=032

15/07/2008 09:09:24:206;INFO;Received HeartBeat SeqNum: 1758

This corresponds to the following piece of code in
ThreadedSocketConnection.cpp:

bool ThreadedSocketConnection::read()
{ QF_STACK_PUSH(ThreadedSocketConnection::read)

  char* buffer = 0;
  std::stringstream l_log1,l_log2;

  try
  {
    if ( !m_queueThreadSpawned )
      m_queueThreadSpawned = thread_spawn( &queueThread, this,
m_queueThread );

    buffer = new char[ 4096 ];
    l_log1 << horodatage_log() << ";INFO;FIX Waiting for data...\n";
    printf(l_log1.str().c_str());

    int result = recv( m_socket, buffer, 4095, 0 );
    if ( result <= 0 ) { throw SocketRecvFailed( result ); }
    buffer[ result ] = '\0';

    l_log2 << horodatage_log() << ";INFO;FIX recv size:" << result <<"\n";
    printf(l_log2.str().c_str());

    m_queue.push( std::make_pair((size_t)result, buffer) );
    return true;
  }
  catch ( SocketRecvFailed& e )
  {
    if( m_pSession )
    {
      m_pSession->getLog()->onEvent( e.what() );
      //std::cout << "ThreadedSocketConnection: session disconnection\n";
      m_pSession->disconnect();
    }
    else
    {
      //std::cout << "WARNING!! disconnection\n";
      disconnect();
    }

    delete [] buffer;
    m_queue.push( std::make_pair((size_t)-1, (char*)0) );
    return false;
  }

  QF_STACK_POP
}

I would expect the m_queue.push(...) call to trigger the message
processing, but for some reason, the "spawned thread" seems to wake up
after a long while.

Any input is appreciated.

Thanks,
Ilyas





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[Quickfix-developers] SocketInitiator.stop() Problem

[Tom W <twi...@mq...>]

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-tp18473551p18473551.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Odd ExecInstTag

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

 
I'm trying to specify 
an order as type "ISO PNP" on NYSE-ARCA (ISO PNP being their flavor of "do not 
route out").  To do so, they require tag 18 (ExecInst) to be set to a value of "f 6" -- 
that's an 'f' and a '6' separated by a space.  I've therefore modified my FIX41.xml file to include the following entry in the enum's for field 18:

      <value enum="f 6" description="ARCA_ISO_PNP"/>

 
Other than that, its the default FIX41.xml that ships with quickfix.  But when I use the message cracker, it is throwing an error saying undefined field for tag 18.  Unless I'm way off base, I believe the message validator 
is failing because it doesn't like a space in the enum value for tag 18.  Can 
anybody verify off the top of their head that indeed I cannot have a space in an 
enum definition for tag 18 in the xml file?  And if this is the case, is there 
an elegant way to accommodate this oddball tag without turning off all message 
validation?
 
Thanks,
 
   
John

[Quickfix-developers] Adaption QF to FIXML

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

 I need to use FIXML with a Server. The solution that came up was to edit
some QuickFIx code to allow this functionality, the idea is to catch every
incoming FIXML message and translate it to FIX, and edit every sending
message to FIXML before the sending.
   I creted a new class "FIXMLTranslator" that might do that. So in the QF
class Session.cpp I replaced the line:

                 message.toString( messageString );

by this one:

                 messageString = FIXMLParser::ToFIXML(&message);

This is just before the message is send to the socket... as it's just a
string he musn't care about the format...So a message like this(logOn):

                8=FIX.4.4 9=129 35=A 34=1 49=Terra Verte LP (AGR Power)
52=20080704-12:07:32.730 56=NYMEX 50=TRDGR 98=0 108=30 141=Y 553=tvapiuser
554=tvapiuser 10=233

converts in:

              <FIXML v="4.4" s="20040109" r="20030618"><UserReq
UserReqID="1" UserReqTyp="1" Username="tvapiuser"
Password="tvapiuser"/></FIXML>

To test this, I create an Iniciator and Acceptor applications, I run them
with the original QuickFix libraries and it worked great. But when I enter
the new QF edited libreries this happends:

In Iniciator:

             20080708-18:00:30 : Connecting to 192.168......... on port
31155
             20080708-18:00:30 : Initiated logon request
             20080708-18:00:30 : Socket Error: Connection reset by peer.
             20080708-18:00:30 : Disconnecting
   In Acceptor:

             20080708-18:33:42 : Accepted connection from 192.168.1.105 on
port 31155

   I've write some loggers files in the QuickFix C++ code to see if the
logOn message is received and it resulted positive. It seem that for some
reason the iniciator breake the connection after sending the logOn message,
it trys to read from the socket and it doesn't find anything... size=0 means
"Connection reset by peer".
   I would like to know every posible scenario in wich a quickFix session is
terminated, cause I can't figger ot out. What fires the event that trys to
read from the socket?? I guess it's not continuosly reading cause it would
find size=0 most of times, and throw "connection reset by peer" all the
time.

Thanks, Julian.

Re: [Quickfix-developers] Abnormal Termination in FileStore.cpp

[Djalma R. d. S. F. <drs...@gm...>]

 Hi,

I am also facing the same issues. QuickFIX is cheating itself and getting an
unhandled exception because the methods in Session.cpp are expecting
IOException, but in the FileStore constructor it is replacing IOException
with ConfigError.

try
{
   open( false );
}
catch ( IOException & e )
{
   throw ConfigError( e.what() );
}

FileStore::open is also throwing ConfigError, but should throw IOException
too.

Concerning the sharing violation, I believe that the reset and refresh
methods close and try to open again the files in exclusive mode and might be
causing the error due to timing issues, probably an operating system issue.
For reset the solution might be a simple file truncation, but for refresh I
believe we really need to reopen the files. I'll also try your idea to
change the order the files are opened and perhaps add a sleep call.

Djalma

On Fri, Jul 11, 2008 at 4:31 AM, BRACKLEY, Andrew, GBM <
And...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Very occassionally I get an abnormal termination in my quickfix
> application.  I have traced this down to the FileStore::open() method in the
> FileStore.cpp file.
> The issue seems to be that sometimes it can't open the <filename>.body file
> which then throws a ConfigError that doesn't get handled by the thread that
> was spawned for the reconnections.
>
> If I run "Process Monitor" from SysInternals it shows a Sharing Violation
> on this file, however Process Explorer shows that no other process has this
> file open.  There seems to be some timing issue between the file_unlink()
> and the file_open() commands leading to the open failing.  I can work around
> this by changing the order the files are opened in so the last file closed
> is now the last file opened.
>
> There seems to be two issues here:
>
> 1) The sharing violation on the files caused by a possible timing issue
> with closing and opening the files
> 2) The fact that the ConfigError is not caught on the spawned thread.
>
> The best way I've found to replicate this is by running another process on
> the same port as my quickfix application so that the quickfix app constantly
> tries to reconnect, however this doesn't always reproduce the issue.
>
>
> NOTE: I'm compiling under VC9 and using an application written in .NET
> using quickfix_net dlls compiled under VS2008.
>
> I can provide stack traces and more information if required.
>
> Thanks
>
>
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[Quickfix-developers] Abnormal Termination in FileStore.cpp

[BRACKLEY, A. G. <And...@rb...>]

Very occassionally I get an abnormal termination in my quickfix application.  I have traced this down to the FileStore::open() method in the FileStore.cpp file.
The issue seems to be that sometimes it can't open the <filename>.body file which then throws a ConfigError that doesn't get handled by the thread that was spawned for the reconnections.

If I run "Process Monitor" from SysInternals it shows a Sharing Violation on this file, however Process Explorer shows that no other process has this file open.  There seems to be some timing issue between the file_unlink() and the file_open() commands leading to the open failing.  I can work around this by changing the order the files are opened in so the last file closed is now the last file opened.

There seems to be two issues here:

1) The sharing violation on the files caused by a possible timing issue with closing and opening the files
2) The fact that the ConfigError is not caught on the spawned thread.

The best way I've found to replicate this is by running another process on the same port as my quickfix application so that the quickfix app constantly tries to reconnect, however this doesn't always reproduce the issue.


NOTE: I'm compiling under VC9 and using an application written in .NET using quickfix_net dlls compiled under VS2008.

I can provide stack traces and more information if required.

Thanks

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[Quickfix-developers] New Order Message Error

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

Hi everyone
After a successfuly login to  the trading system i always get a reject
message with the error "Invalid Message Type" when i try to send an order
message . I am sending a buy side message of order type MARKET. i dont
understand why Message type "D" is not being recognized if indeed its the
tags that is being rejected. Here is a sample of my of my Log.


8=FIX.4.4
9=74
35=UL
49=RMDS
56=DWD
34=25
52=20080707-08:22:20
6372=Equity
6421=0
6422=0
10=211

8=FIX.4.4
9=120
35=UF
49=RMDS
56=DWD
34=26
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET 

NORMAL
6371=2007/12/06
6598=10:00
6738=Open
10=062

8=FIX.4.4
9=117
35=UF
49=RMDS
56=DWD
34=27
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET 

ODD
6371=2007/12/06
6598=10:00
6738=Open
10=083

8=FIX.4.4
9=120
35=UF
49=RMDS
56=DWD
34=28
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET 

PROMPT
6371=2007/12/06
6598=10:00
6738=Open
10=089

8=FIX.4.4
9=57
35=UG
49=RMDS
56=DWD
34=29
52=20080707-08:22:20
58=READY
10=235

8=FIX.4.4
9=75
35=UH
49=RMDS
56=DWD
34=30
52=20080707-08:22:20
6722=DEFAULT
6421=0
6422=0
10=079

8=FIX.4.4
9=74
35=UH
49=RMDS
56=DWD
34=31
52=20080707-08:22:20
6722=NORMAL
6421=0
6422=0
10=019

8=FIX.4.4
9=75
35=UH
49=RMDS
56=DWD
34=32
52=20080707-08:22:20
6722=PRIMARY
6421=0
6422=0
10=112

8=FIX.4.4
9=77
35=UH
49=RMDS
56=DWD
34=33
52=20080707-08:22:20
6722=SECONDARY
6421=0
6422=0
10=247



8=FIX.4.4
9=183
35=D
34=4
49=DWD
52=20080707-08:22:59.456
56=RMDS
11=OL_37823
38=1000
40=1
48=NMG.o0000
54=1
60

=20080707-08:22:59
210=1000
6315=ET
NORMAL
6683=10.64.10.32
6684=1
6733=0000000945429LI
10=202



8=FIX.4.4
9=76
35=3
49=RMDS
56=DWD
34=34
52=20080707-08:22:21
45=4
58=Invalid
Message Type
10=084

-- 
View this message in context: http://www.nabble.com/New-Order-Message-Error-tp18312589p18312589.html
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Re: [Quickfix-developers] Disconnection issue

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

What does the log of the other application say?

> -------- Original Message --------
> Subject: [Quickfix-developers] Disconnection issue
> From: "Julián_Mendiola" <jul...@pr...>
> Date: Thu, July 10, 2008 3:09 pm
> To: "or...@qu..." <or...@qu...>,quickfix-users
> <qui...@li...>,qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>For some reason my initiator disconnect after sending the logOn message,
> this this the method tracking...
> 
>  SocketInitiator::onStart()
>   L---> m_connector.block( *this );
>  SocketConnector::block :
>   L---> m_monitor.block( wrapper, poll );
>  SocketMonitor::processReadSet :
>   L---> strategy.onEvent( *this, s );
>  SocketConnector.onEvent :
>   L---> m_strategy.onDisconnect( m_connector, socket )
>  Session-disconect() :
>   L---> socketInitiator.onDisconnect()
>  Disconnecting...
> 
> Why is it disconnecting??? In the logger file just say : "Connection reset
> by peer" and the peer is other application (mine), it is not closing the
> socket... the problem is in the Initiator as you can see above. Which are
> the possible causes that can trigger the break down of it???
> 
> Any clue?<hr>-------------------------------------------------------------------------
> 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<hr>_______________________________________________
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Re: [Quickfix-developers] 35=j, QF message queue, and crack

[Mike P. <mic...@ya...>]

I believe you can get the messsage store from the session and request the message from the store 

C++ Pseudo code:

MessageStore* s = Session.getStore();

std::vector<std::string> msglist;

s->get(msgSeqNum, msgSeqNum, msglist);

Hope this makes sense...

Mike




--- On Thu, 7/10/08, azmat <mr...@gm...> wrote:

> From: azmat <mr...@gm...>
> Subject: [Quickfix-developers]  35=j, QF message queue, and crack
> To: qui...@li...
> Date: Thursday, July 10, 2008, 4:13 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> 
> Hi everyone.
> 
> I have a peculiar situation.  I am receiving a 35=j message
> and would like
> to know which ClOrdId it is referring to (the acceptor is
> sending the 35=j). 
> The 35=j message contains tag 45 (RefSeqNum), which
> contains the sequence
> number of the message I sent out.  The message that got
> rejected (ie the one
> I sent) contains the ClOrdId I am interested in.
> 
> What I want to do is tie this 35=j message to that ClOrdId
> for some
> backoffice purposes.  I am thinking of how I could access
> all of the
> messages that have been passed to/from, using quickfix, and
> then 'querying'
> through them to get the information I want.
> 
> Basically this is what I want to do.
> 
> 1.  When a 35=j message is received, check tag 45 for
> sequence number.
> 2.  Go through message queue looking for the sequence
> number in tag 45 (of
> the 35=j message ) in field 34 (of the 35=D message)
> 3.  Look for tag 11 (ClOrdId) of the 35=D message.  
> 4.  Pass along to OMS/BackOffice for processing.
> 
> Is there some other way to "tie" these other type
> of reject messages (35=j,
> etc) with the orders that generated the messages?  Maybe
> something I can do
> in the in the fromApp via crack?  Is there a way I can
> query and access the
> messages in QuickFix's queue?  Does QuickFix have a
> queue of messages sent?
> (It Must!)
> 
> thanks!
> azmat
> -- 
> View this message in context:
> http://www.nabble.com/35%3Dj%2C-QF-message-queue%2C-and-crack-tp18392014p18392014.html
> Sent from the QuickFIX - Dev mailing list archive at
> Nabble.com.
> 
> 
> -------------------------------------------------------------------------
> 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


      

[Quickfix-developers] 35=j, QF message queue, and crack

[azmat <mr...@gm...>]

Hi everyone.

I have a peculiar situation.  I am receiving a 35=j message and would like
to know which ClOrdId it is referring to (the acceptor is sending the 35=j). 
The 35=j message contains tag 45 (RefSeqNum), which contains the sequence
number of the message I sent out.  The message that got rejected (ie the one
I sent) contains the ClOrdId I am interested in.

What I want to do is tie this 35=j message to that ClOrdId for some
backoffice purposes.  I am thinking of how I could access all of the
messages that have been passed to/from, using quickfix, and then 'querying'
through them to get the information I want.

Basically this is what I want to do.

1.  When a 35=j message is received, check tag 45 for sequence number.
2.  Go through message queue looking for the sequence number in tag 45 (of
the 35=j message ) in field 34 (of the 35=D message)
3.  Look for tag 11 (ClOrdId) of the 35=D message.  
4.  Pass along to OMS/BackOffice for processing.

Is there some other way to "tie" these other type of reject messages (35=j,
etc) with the orders that generated the messages?  Maybe something I can do
in the in the fromApp via crack?  Is there a way I can query and access the
messages in QuickFix's queue?  Does QuickFix have a queue of messages sent?
(It Must!)

thanks!
azmat
-- 
View this message in context: http://www.nabble.com/35%3Dj%2C-QF-message-queue%2C-and-crack-tp18392014p18392014.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Disconnection issue

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

 For some reason my initiator disconnect after sending the logOn message,
this this the method tracking...

 SocketInitiator::onStart()
  L---> m_connector.block( *this );
 SocketConnector::block :
  L---> m_monitor.block( wrapper, poll );
 SocketMonitor::processReadSet :
  L---> strategy.onEvent( *this, s );
 SocketConnector.onEvent :
  L---> m_strategy.onDisconnect( m_connector, socket )
 Session-disconect() :
  L---> socketInitiator.onDisconnect()
 Disconnecting...

Why is it disconnecting??? In the logger file just say : "Connection reset
by peer" and the peer is other application (mine), it is not closing the
socket... the problem is in the Initiator as you can see above. Which are
the possible causes that can trigger the break down of it???

Any clue?

Re: [Quickfix-developers] NewOrderSingle Error

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

Linus,

Have you contacted your counterparty?  Your message is correct (i.e.
MsgType=D), it is for them to determine and tell you why your orders were
rejected.

On Thu, Jul 10, 2008 at 5:28 AM, linus wahome <lyn...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi
>
> when i try to send an order messge i get a reject message whith "invalid
> message
> type" error. wat could be the problem.
>
> here is my vb code
> *Dim message As New QuickFix44.NewOrderSingle(New
> QuickFix.ClOrdID("OL_37823"), New Side("1"), New TransactTime(), New
> OrdType("1"))
>         message.setField(48, ("NMG.o0000"))
>         message.setField(38, ("1000"))
>         message.setField(210, ("1000"))
>         message.setField(6315, ("ET NORMAL"))
>         message.setField(6683, ("10.64.10.32"))
>         message.setField(6684, ("1"))
>         message.setField(6733, ("0000000945429LI"))
>         Session.sendToTarget(message, "DWD", "RMDS")*
>
> *my log is as follows:*
> 8=FIX.4.49=7435=UL49=RMDS56=DWD34=2552=20080707-08:22:206372=Equity6421=06422=010=211
>
> 8=FIX.4.49=12035=UF49=RMDS56=DWD34=2652=20080707-08:22:206301=316372=Equity6737=ET
> NORMAL6371=2007/12/066598=10:006738=Open10=062
> 8=FIX.4.49=11735=UF49=RMDS56=DWD34=2752=20080707-08:22:206301=316372=Equity6737=ET
> ODD6371=2007/12/066598=10:006738=Open10=083
> 8=FIX.4.49=12035=UF49=RMDS56=DWD34=2852=20080707-08:22:206301=316372=Equity6737=ET
> PROMPT6371=2007/12/066598=10:006738=Open10=089
> 8=FIX.4.49=5735=UG49=RMDS56=DWD34=2952=20080707-08:22:2058=READY10=235
> 8=FIX.4.49=7535=UH49=RMDS56=DWD34=3052=20080707-08:22:206722=DEFAULT6421=06422=010=079
>
> 8=FIX.4.49=7435=UH49=RMDS56=DWD34=3152=20080707-08:22:206722=NORMAL6421=06422=010=019
>
> 8=FIX.4.49=7535=UH49=RMDS56=DWD34=3252=20080707-08:22:206722=PRIMARY6421=06422=010=112
>
> 8=FIX.4.49=7735=UH49=RMDS56=DWD34=3352=20080707-08:22:206722=SECONDARY6421=06422=010=247
>
>
>
> 8=FIX.4.49=18335=D34=449=DWD52=20080707-08:22:59.45656=RMDS11=OL_3782338=100040=148=NMG.o000054=160=20080707-08:22:59210=10006315=ET
> NORMAL6683=10.64.10.326684=16733=0000000945429LI10=202
>
>
> 8=FIX.4.49=7635=349=RMDS56=DWD34=3452=20080707-08:22:2145=458=*Invalid
> Message Type*10=084
>
> what am i doing wrong or is the problem withmy counterparts server? could
> there be a problem with sessions and if so how can it be resolved?
>
> Thanks!
>
>
> -------------------------------------------------------------------------
> 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] NewOrderSingle Error

[linus w. <lyn...@ya...>]

Hi

when i try to send an order messge i get a reject message whith "invalid message
type" error. wat could be the problem.

here is my vb code 
Dim message As New QuickFix44.NewOrderSingle(New
QuickFix.ClOrdID("OL_37823"), New Side("1"), New TransactTime(), New
OrdType("1")) 
        message.setField(48, ("NMG.o0000")) 
        message.setField(38, ("1000")) 
        message.setField(210, ("1000")) 
        message.setField(6315, ("ET NORMAL")) 
        message.setField(6683, ("10.64.10.32")) 
        message.setField(6684, ("1")) 
        message.setField(6733, ("0000000945429LI")) 
        Session.sendToTarget(message, "DWD", "RMDS")

my log is as follows:
8=FIX.4.49=7435=UL49=RMDS56=DWD34=2552=20080707-08:22:206372=Equity6421=06422=010=211 
8=FIX.4.49=12035=UF49=RMDS56=DWD34=2652=20080707-08:22:206301=316372=Equity6737=ET
NORMAL6371=2007/12/066598=10:006738=Open10=062 
8=FIX.4.49=11735=UF49=RMDS56=DWD34=2752=20080707-08:22:206301=316372=Equity6737=ET
ODD6371=2007/12/066598=10:006738=Open10=083 
8=FIX.4.49=12035=UF49=RMDS56=DWD34=2852=20080707-08:22:206301=316372=Equity6737=ET
PROMPT6371=2007/12/066598=10:006738=Open10=089 
8=FIX.4.49=5735=UG49=RMDS56=DWD34=2952=20080707-08:22:2058=READY10=235 
8=FIX.4.49=7535=UH49=RMDS56=DWD34=3052=20080707-08:22:206722=DEFAULT6421=06422=010=079 
8=FIX.4.49=7435=UH49=RMDS56=DWD34=3152=20080707-08:22:206722=NORMAL6421=06422=010=019 
8=FIX.4.49=7535=UH49=RMDS56=DWD34=3252=20080707-08:22:206722=PRIMARY6421=06422=010=112 
8=FIX.4.49=7735=UH49=RMDS56=DWD34=3352=20080707-08:22:206722=SECONDARY6421=06422=010=247 


8=FIX.4.49=18335=D34=449=DWD52=20080707-08:22:59.45656=RMDS11=OL_3782338=100040=148=NMG.o000054=160=20080707-08:22:59210=10006315=ET
NORMAL6683=10.64.10.326684=16733=0000000945429LI10=202 


8=FIX.4.49=7635=349=RMDS56=DWD34=3452=20080707-08:22:2145=458=Invalid Message Type10=084 

what am i doing wrong or is the problem withmy counterparts server? could there be a problem with sessions and if so how can it be resolved?

Thanks!



      

Re: [Quickfix-developers] New odersingle error

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

Check with your counterparty -- looks like they do not support 
NewOrderSingle on this session.  Perhaps they have separate sessions for 
market data and order routing, and you are mistakenly sending an order 
to the market data session?

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

[Quickfix-developers] Persisting incoming messages

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

I have a question regarding persisting incoming messages within my application (using .NET/C#, FYI).
If my application crashes during the processing of fromApp(), QuickFix correctly re-requests this from the sending side and it is reprocessed. However, my application will only be a simple gateway to my OMS - what if the OMS fails to process this message and re-requests it from my QuickFix app?
Is there any way to mark the message as processed/unprocessed within QuickFix (so it will automatically replay unprocessed messages)? Or do I have to come up with a different persistence mechanism, such as recording all incoming messages somewhere?
Thanks...
Rgds,
Alexandros


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[Quickfix-developers] editng QF libraries

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

 I need to use FIXML with a Server. The solution that came up was to edit
some QuickFIx code to allow this functionality, the idea is to catch every
incoming FIXML message and translate it to FIX, and edit every sending
message to FIXML before the sending.
   I creted a new class "FIXMLTranslator" that might do that. So in the QF
class Session.cpp I replaced the line:

                 *message.toString( messageString );*

by this one:

                 *messageString = FIXMLParser::ToFIXML(&message);*

This is just before the message is send to the socket... as it's just a
string he musn't care about the format...So a message like this(logOn):

               * 8=FIX.4.4
9=129
35=A
34=1
49=Terra Verte LP (AGR
Power)
52=20080704-12:07:32.730
56=NYMEX
50=TRDGR
98=0
108=30
141=Y
553=tvapiuser
554=tvapiuser
10=233

*
converts in:

           *   <FIXML v="4.4" s="20040109" r="20030618"><UserReq
UserReqID="1" UserReqTyp="1" Username="tvapiuser"
Password="tvapiuser"/></FIXML>*

To test this, I create an Iniciator and Acceptor applications, I run them
with the original QuickFix libraries and it worked great. But when I enter
the new QF edited libreries this happends:

In Iniciator:

           *  20080708-18:00:30 : Connecting to 192.168......... on port
31155
             20080708-18:00:30 : Initiated logon request
             20080708-18:00:30 : Socket Error: Connection reset by peer.
             20080708-18:00:30 : Disconnecting*
   In Acceptor:

             *20080708-18:33:42 : Accepted connection from 192.168.1.105 on
port 31155*

   I've write some loggers files in the QuickFix C++ code to see if the
logOn message is received and it resulted positive. It seem that for
some reason the iniciator breake the connection after sending the logOn
message, it trys to read from the socket and it doesn't find anything...
size=0 means "Connection reset by peer".
   I would like to know every posible scenario in wich a quickFix session is
terminated, cause I can't figger ot out. What fires the event that trys to
read from the socket?? I guess it's not continuosly reading cause it would
find size=0 most of times, and throw "connection reset by peer" all the
time.

Thanks, Julian.

Re: [Quickfix-developers] session not connecting

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

Can you post the FIX message log as well?  i.e. the part that shows the
LOGON attempts and anything that might follow?

On Tue, Jul 8, 2008 at 11:24 AM, Julián Mendiola <
jul...@pr...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have this two Session but I can't make them work... do you see anything
> wrong? I run both aplication with the IP of my machine...
>
>  #NYMEX Session
>     [SESSION]
>     ConnectionType=acceptor
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=NYMEX
>     TargetCompID=ME
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketAcceptPort=31155
>     EncryptMethod=0
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\spikes\NymexEmulator\NymexEmulator\FIXML
> Definition\NymexFIX44.xml
>
> #NYMEX Emulation
>     [SESSION]
>     ConnectionType=initiator
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=ME
>     TargetCompID=NYMEX
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketConnectPort=31155
>     SocketConnectHost=192.168..........
>     EncryptMethod=0
>     SessionQualifier=NYMEX
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\TVT\solution\TVT.Common.IceFix\FIXML
> Definition\NymexFIX44.xml
>
> The logFile just saids:
>
> 20080708-16:12:52 : Created session
> 20080708-16:12:52 : Connecting to 192.168.1.104 on port 31155
> 20080708-16:13:13 : Disconnecting
>
>
> -------------------------------------------------------------------------
> 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] session not connecting

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

I have this two Session but I can't make them work... do you see anything
wrong? I run both aplication with the IP of my machine...

 #NYMEX Session
    [SESSION]
    ConnectionType=acceptor
    LogonTimeout=30
    ReconnectInterval=30
    ResetOnLogon=Y
    FileStorePath=C:\Projects\QuickFixSessions
    BeginString=FIX.4.4
    SenderCompID=NYMEX
    TargetCompID=ME
    StartTime=01:00:00
    EndTime=21:30:00
    HeartBtInt=30
    SocketAcceptPort=31155
    EncryptMethod=0
    UseDataDictionary=Y
    DataDictionary=C:\EricWhitney\spikes\NymexEmulator\NymexEmulator\FIXML
Definition\NymexFIX44.xml

#NYMEX Emulation
    [SESSION]
    ConnectionType=initiator
    LogonTimeout=30
    ReconnectInterval=30
    ResetOnLogon=Y
    FileStorePath=C:\Projects\QuickFixSessions
    BeginString=FIX.4.4
    SenderCompID=ME
    TargetCompID=NYMEX
    StartTime=01:00:00
    EndTime=21:30:00
    HeartBtInt=30
    SocketConnectPort=31155
    SocketConnectHost=192.168..........
    EncryptMethod=0
    SessionQualifier=NYMEX
    UseDataDictionary=Y
    DataDictionary=C:\EricWhitney\TVT\solution\TVT.Common.IceFix\FIXML
Definition\NymexFIX44.xml

The logFile just saids:

20080708-16:12:52 : Created session
20080708-16:12:52 : Connecting to 192.168.1.104 on port 31155
20080708-16:13:13 : Disconnecting

[Quickfix-developers] what is the status of my four 'new' issues (#'s 4, 5, 9, and 11)?

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

/mark

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Re: [Quickfix-developers] New odersingle error

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

Shane
here is my vb code
Dim message As New QuickFix44.NewOrderSingle(New
QuickFix.ClOrdID("OL_37823"), New Side("1"), New TransactTime(), New
OrdType("1"))
        message.setField(48, ("NMG.o0000"))
        message.setField(38, ("1000"))
        message.setField(210, ("1000"))
        message.setField(6315, ("ET NORMAL"))
        message.setField(6683, ("10.64.10.32"))
        message.setField(6684, ("1"))
        message.setField(6733, ("0000000945429LI"))
        Session.sendToTarget(message, "DWD", "RMDS")

my log is as follows:
8=FIX.4.4
9=74
35=UL
49=RMDS
56=DWD
34=25
52=20080707-08:22:20
6372=Equity
6421=0
6422=0
10=211

8=FIX.4.4
9=120
35=UF
49=RMDS
56=DWD
34=26
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET
NORMAL
6371=2007/12/06
6598=10:00
6738=Open
10=062

8=FIX.4.4
9=117
35=UF
49=RMDS
56=DWD
34=27
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET
ODD
6371=2007/12/06
6598=10:00
6738=Open
10=083

8=FIX.4.4
9=120
35=UF
49=RMDS
56=DWD
34=28
52=20080707-08:22:20
6301=31
6372=Equity
6737=ET
PROMPT
6371=2007/12/06
6598=10:00
6738=Open
10=089

8=FIX.4.4
9=57
35=UG
49=RMDS
56=DWD
34=29
52=20080707-08:22:20
58=READY
10=235

8=FIX.4.4
9=75
35=UH
49=RMDS
56=DWD
34=30
52=20080707-08:22:20
6722=DEFAULT
6421=0
6422=0
10=079

8=FIX.4.4
9=74
35=UH
49=RMDS
56=DWD
34=31
52=20080707-08:22:20
6722=NORMAL
6421=0
6422=0
10=019

8=FIX.4.4
9=75
35=UH
49=RMDS
56=DWD
34=32
52=20080707-08:22:20
6722=PRIMARY
6421=0
6422=0
10=112

8=FIX.4.4
9=77
35=UH
49=RMDS
56=DWD
34=33
52=20080707-08:22:20
6722=SECONDARY
6421=0
6422=0
10=247



8=FIX.4.4
9=183
35=D
34=4
49=DWD
52=20080707-08:22:59.456
56=RMDS
11=OL_37823
38=1000
40=1
48=NMG.o0000
54=1
60=20080707-08:22:59
210=1000
6315=ET
NORMAL
6683=10.64.10.32
6684=1
6733=0000000945429LI
10=202



8=FIX.4.4
9=76
35=3
49=RMDS
56=DWD
34=34
52=20080707-08:22:21
45=4
58=Invalid
Message Type
10=084





Shane Trotter wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Linus,
> 
> That depends on how you are constructing the message.  Can you paste the
> code where you create the order message?
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
> On Mon, Jul 7, 2008 at 5:13 AM, Linus <lyn...@ya...> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi
>>
>> when i try to send an order messge i get a reject message whith "invalid
>> message
>> type" error. wat could be the problem.
>>
>>
>> -------------------------------------------------------------------------
>> 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
>>
> 
> -------------------------------------------------------------------------
> 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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