quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] different behaviour release and debug

[Goodman, J. <Jef...@cm...>]

I think I narrowed it down to the getBeginString() of the SessionId
object.  In debug mode this gives back the string with the proper value.
In release, it gives back blank.  The only way it works is if I call
sessionId.getBeginString().getString()

		-----Original Message-----
		From: Goodman, Jeff 
		Sent: Friday, June 13, 2008 8:27 AM
		To: qui...@li...
		Subject: different behaviour release and debug

		I am including the VS7 project in my build.  It works in
debug, but when I build and run the release version, it doesn't work. 
		When I create the SessionSettings object, it builds the
settings.  I put some debug messages in the code and I can see before
calling the set method below, the sessionID.getBeginString() returns the
begin string in my configuration, but once in the set method, the
sessionID.getBeginString() is empty.


		s.set( sessionID, dict ); 



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[Quickfix-developers] different behaviour release and debug

[Goodman, J. <Jef...@cm...>]

I am including the VS7 project in my build.  It works in debug, but when
I build and run the release version, it doesn't work. 
When I create the SessionSettings object, it builds the settings.  I put
some debug messages in the code and I can see before calling the set
method below, the sessionID.getBeginString() returns the begin string in
my configuration, but once in the set method, the
sessionID.getBeginString() is empty.


s.set( sessionID, dict ); 



***********************************************************************************


This communication, including any attachments, is for the exclusive use of the 
intended recipient(s) and/or the intended recipient's designees and may contain 
proprietary, confidential and/or privileged information.  Any use, retention or
dissemination by a person other than the intended recipient is strictly prohibited.
If you are not the intended recipient or designee, please notify the sender
immediately by return e-mail and delete/destroy all copies of this communication.


Any opinions, conclusions or information herein not related to the official business 
of Natixis Capital Markets shall be understood as neither given nor endorsed by the 
company.

Re: [Quickfix-developers] Runtime Error! (no program listed)

[Rick L. <ric...@gm...>]

I believe I may have pinpointed the cause of my bug, and it's actually 
on the /market data /portion of my application which only uses QuickFix 
to construct messages.  By this I mean the CME uses FIX for their order 
routing and for this I use QuickFix, but their market data is compressed 
(FIX/FAST) data that I decode myself, creating the FIX message as a 
string, and then I pass it to QuickFix to generate a Message object.  I 
have several threads running concurrently each listening to a different 
"channel" -- these were sharing a static, public QuickFix.Dictionary 
object and I believe this is where the error was occurring.  Does anyone 
have any idea why this would cause such havoc in my application?  Not 
only has the error stopped occurring, but it seems that there is far 
less memory usage now that I've given each "channel" their own 
Dictionary object.

Rick Lane wrote:
> yes, that's correct.
>
> or...@qu... wrote:
>> I'm sorry if you've already stated this before, but this is 1.12.4
>> correct?
>>
>> --oren
>>
>>   
>>> The only other configuration I've tested is on my development machine 
>>> which is running XP (instead of Server 2003), however there are other 
>>> differences, most notably being that my dev machine connects to the 
>>> CME's certification environment which has FAR less traffic than production.
>>> Rick
>>> Shane Trotter wrote:
>>>     
>>>> Rick,
>>>>
>>>> Have you tried running it on a different machine/OS combination?  I am 
>>>> curious if this problem persists on all configurations.
>>>>
>>>> -- 
>>>> Shane Trotter
>>>> Connamara Systems, LLC
>>>>
>>>> On Tue, Jun 10, 2008 at 9:37 AM, Rick Lane <ric...@gm... 
>>>> <mailto:ric...@gm...>> wrote:
>>>>
>>>>     QuickFIX Documentation:
>>>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>
>>>>     Greetings,
>>>>
>>>>     I've brought this up several times in the past, but I keep getting
>>>>     a few more pieces of the puzzle and so I want to run this by the
>>>>     group again to see if perhaps I can't pinpoint the cause. 
>>>>
>>>>     I'm getting a hard application crash -- the message box that pops
>>>>     has the title:
>>>>
>>>>     *Microsoft Visual C++ Runtime Library*
>>>>
>>>>     and the message is:
>>>>
>>>>     *Runtime Error!
>>>>
>>>>     Program:
>>>>
>>>>     This application has requested the Runtime to terminate it in an
>>>>     unusual way.
>>>>     Please contact the application's support team for more information.*
>>>>
>>>>     So two things are interesting here:  1) my trading application is
>>>>     a C# .NET application.  The only C++ application code that is
>>>>     being run, at least as far as I know, is the native QuickFix code
>>>>     in the quickfix_net.dll and quickfix_net_messages.dll files.  2)
>>>>     there is no Program: listed -- I would think that if my
>>>>     application caused the crash (a) I would've received a more
>>>>     informative JIT debugger message because the debugger/etc. is
>>>>     installed on the server and whenever I get other types of crashes
>>>>     I can look at the place in code and (b) it would've mentioned my
>>>>     application on the Program: line. 
>>>>
>>>>     Has anyone seen this type of crash related to QuickFix
>>>>     (specifically one that does not list the Program that caused the
>>>>     crash)?  With this information, I have really NO means of tracking
>>>>     this thing down and it could be devastating (if I have open
>>>>     orders, etc., there's no recovery).
>>>>
>>>>     Any help is greatly appreciated.
>>>>
>>>>     Rick
>>>>
>>>>
>>>>
>>>>     -------------------------------------------------------------------------
>>>>     Check out the new SourceForge.net Marketplace.
>>>>     It's the best place to buy or sell services for
>>>>     just about anything Open Source.
>>>>     http://sourceforge.net/services/buy/index.php
>>>>     _______________________________________________
>>>>     Quickfix-developers mailing list
>>>>     Qui...@li...
>>>>     <mailto:Qui...@li...>
>>>>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>
>>>>
>>>> <hr>-------------------------------------------------------------------------
>>>>       
>>> Check out the new SourceForge.net Marketplace.
>>> It's the best place to buy or sell services for
>>> just about anything Open Source.
>>> http://sourceforge.net/services/buy/index.php<hr>_______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>     
>>
>>   

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

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

Je serai absent(e) à partir du  06/11/2008 de retour le 06/12/2008.

Je répondrai à votre message dès mon retour.

I'll be out of office from till tomorrow. I'll reply to your email as soon
as I get back. In the meantime, you can contact Damien Delvallée
(dam...@bn...) or FIB...@bn....





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Re: [Quickfix-developers] Runtime Error! (no program listed)

[Rick L. <ric...@gm...>]

yes, that's correct.

or...@qu... wrote:
> I'm sorry if you've already stated this before, but this is 1.12.4
> correct?
>
> --oren
>
>   
>> The only other configuration I've tested is on my development machine 
>> which is running XP (instead of Server 2003), however there are other 
>> differences, most notably being that my dev machine connects to the 
>> CME's certification environment which has FAR less traffic than production.
>> Rick
>> Shane Trotter wrote:
>>     
>>> Rick,
>>>
>>> Have you tried running it on a different machine/OS combination?  I am 
>>> curious if this problem persists on all configurations.
>>>
>>> -- 
>>> Shane Trotter
>>> Connamara Systems, LLC
>>>
>>> On Tue, Jun 10, 2008 at 9:37 AM, Rick Lane <ric...@gm... 
>>> <mailto:ric...@gm...>> wrote:
>>>
>>>     QuickFIX Documentation:
>>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>     Greetings,
>>>
>>>     I've brought this up several times in the past, but I keep getting
>>>     a few more pieces of the puzzle and so I want to run this by the
>>>     group again to see if perhaps I can't pinpoint the cause. 
>>>
>>>     I'm getting a hard application crash -- the message box that pops
>>>     has the title:
>>>
>>>     *Microsoft Visual C++ Runtime Library*
>>>
>>>     and the message is:
>>>
>>>     *Runtime Error!
>>>
>>>     Program:
>>>
>>>     This application has requested the Runtime to terminate it in an
>>>     unusual way.
>>>     Please contact the application's support team for more information.*
>>>
>>>     So two things are interesting here:  1) my trading application is
>>>     a C# .NET application.  The only C++ application code that is
>>>     being run, at least as far as I know, is the native QuickFix code
>>>     in the quickfix_net.dll and quickfix_net_messages.dll files.  2)
>>>     there is no Program: listed -- I would think that if my
>>>     application caused the crash (a) I would've received a more
>>>     informative JIT debugger message because the debugger/etc. is
>>>     installed on the server and whenever I get other types of crashes
>>>     I can look at the place in code and (b) it would've mentioned my
>>>     application on the Program: line. 
>>>
>>>     Has anyone seen this type of crash related to QuickFix
>>>     (specifically one that does not list the Program that caused the
>>>     crash)?  With this information, I have really NO means of tracking
>>>     this thing down and it could be devastating (if I have open
>>>     orders, etc., there's no recovery).
>>>
>>>     Any help is greatly appreciated.
>>>
>>>     Rick
>>>
>>>
>>>
>>>     -------------------------------------------------------------------------
>>>     Check out the new SourceForge.net Marketplace.
>>>     It's the best place to buy or sell services for
>>>     just about anything Open Source.
>>>     http://sourceforge.net/services/buy/index.php
>>>     _______________________________________________
>>>     Quickfix-developers mailing list
>>>     Qui...@li...
>>>     <mailto:Qui...@li...>
>>>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>>
>>> <hr>-------------------------------------------------------------------------
>>>       
>> Check out the new SourceForge.net Marketplace.
>> It's the best place to buy or sell services for
>> just about anything Open Source.
>> http://sourceforge.net/services/buy/index.php<hr>_______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>     
>
>   

Re: [Quickfix-developers] postgresql support

[Vincent P. <vpr...@ph...>]

On Jun 9, 2008, at 9:03 PM, Vincent Predoehl wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> How do you compile in postgresql support?  I've tried several  
> things, but I keep getting errors (see below).  I must not  
> understand what the base directory parameter in --with- 
> postgresql=<base directory> option means.  I tried pointing it to  
> the postgresql dev (headers) directory and a postgresql database.

either nobody knows the answer to this, or it's such a stupid  
question nobody is bothering to answer.

Anyway, I noticed I was missing libpq ( postgre C++ interface ) so I  
installed that.  I found the missing header not found by  
PostgreSQLConnection.h - libpq-fe.h, and added that directory to the  
path, but I still get the same error.

I'm guessing that the path may be modified by ./configure or make so  
it isn't finding the file.

>
> Thanks.
>
> -- VP
>
>
> In file included from ../PostgreSQLStore.h:36,
>                  from PostgreSQLStoreTestCase.h:28,
>                  from PostgreSQLStoreTestCase.cpp:29:
> ../PostgreSQLConnection.h:35:22: error: libpq-fe.h: No such file or  
> directory
> ../PostgreSQLConnection.h:55: error: 'PGconn' has not been declared
> ../PostgreSQLConnection.h:99: error: ISO C++ forbids declaration of  
> 'PGresult' with no type
> ../PostgreSQLConnection.h:99: error: expected ';' before '*' token
> ../PostgreSQLConnection.h:100: error: 'ExecStatusType' does not  
> name a type
> ../PostgreSQLConnection.h: In constructor  
> 'FIX::PostgreSQLQuery::PostgreSQLQuery(const std::string&)':
> ../PostgreSQLConnection.h:46: error: class 'FIX::PostgreSQLQuery'  
> does not have any field named 'm_result'
> ../PostgreSQLConnection.h: In destructor  
> 'FIX::PostgreSQLQuery::~PostgreSQLQuery()':
> ../PostgreSQLConnection.h:51: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:52: error: 'PQclear' was not declared in  
> this scope
> ../PostgreSQLConnection.h: In member function 'bool  
> FIX::PostgreSQLQuery::execute(int*)':
> ../PostgreSQLConnection.h:61: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:61: error: 'PQclear' was not declared in  
> this scope
> ../PostgreSQLConnection.h:62: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:62: error: 'PQexec' was not declared in  
> this scope
> ../PostgreSQLConnection.h:63: error: 'm_status' was not declared in  
> this scope
> ../PostgreSQLConnection.h:63: error: 'PQresultStatus' was not  
> declared in this scope
> ../PostgreSQLConnection.h:65: error: 'PQreset' was not declared in  
> this scope
> ../PostgreSQLConnection.h: In member function 'bool  
> FIX::PostgreSQLQuery::success()':
> ../PostgreSQLConnection.h:73: error: 'm_status' was not declared in  
> this scope
> ../PostgreSQLConnection.h:73: error: 'PGRES_TUPLES_OK' was not  
> declared in this scope
> ../PostgreSQLConnection.h:74: error: 'PGRES_COMMAND_OK' was not  
> declared in this scope
> ../PostgreSQLConnection.h: In member function 'int  
> FIX::PostgreSQLQuery::rows()':
> ../PostgreSQLConnection.h:79: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:79: error: 'PQntuples' was not declared  
> in this scope
> ../PostgreSQLConnection.h: In member function 'char*  
> FIX::PostgreSQLQuery::reason()':
> ../PostgreSQLConnection.h:84: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:84: error: 'PQresultErrorMessage' was not  
> declared in this scope
> ../PostgreSQLConnection.h: In member function 'char*  
> FIX::PostgreSQLQuery::getValue(int, int)':
> ../PostgreSQLConnection.h:89: error: 'm_result' was not declared in  
> this scope
> ../PostgreSQLConnection.h:89: error: 'PQgetvalue' was not declared  
> in this scope
> ../PostgreSQLConnection.h: At global scope:
> ../PostgreSQLConnection.h:164: error: ISO C++ forbids declaration  
> of 'PGconn' with no type
> ../PostgreSQLConnection.h:164: error: expected ';' before '*' token
> ../PostgreSQLConnection.h: In destructor  
> 'FIX::PostgreSQLConnection::~PostgreSQLConnection()':
> ../PostgreSQLConnection.h:124: error: 'm_pConnection' was not  
> declared in this scope
> ../PostgreSQLConnection.h:125: error: 'PQfinish' was not declared  
> in this scope
> ../PostgreSQLConnection.h: In member function 'bool  
> FIX::PostgreSQLConnection::connected()':
> ../PostgreSQLConnection.h:136: error: 'm_pConnection' was not  
> declared in this scope
> ../PostgreSQLConnection.h:136: error: 'PQstatus' was not declared  
> in this scope
> ../PostgreSQLConnection.h:136: error: 'CONNECTION_OK' was not  
> declared in this scope
> ../PostgreSQLConnection.h: In member function 'bool  
> FIX::PostgreSQLConnection::reconnect()':
> ../PostgreSQLConnection.h:142: error: 'm_pConnection' was not  
> declared in this scope
> ../PostgreSQLConnection.h:142: error: 'PQreset' was not declared in  
> this scope
> ../PostgreSQLConnection.h: In member function 'bool  
> FIX::PostgreSQLConnection::execute(FIX::PostgreSQLQuery&)':
> ../PostgreSQLConnection.h:149: error: 'm_pConnection' was not  
> declared in this scope
> ../PostgreSQLConnection.h: In member function 'void  
> FIX::PostgreSQLConnection::connect()':
> ../PostgreSQLConnection.h:156: error: 'm_pConnection' was not  
> declared in this scope
> ../PostgreSQLConnection.h:158: error: 'PQsetdbLogin' was not  
> declared in this scope
> make[4]: *** [PostgreSQLStoreTestCase.lo] Error 1
> make[3]: *** [all-recursive] Error 1
> make[2]: *** [all-recursive] Error 1
> make[1]: *** [all-recursive] Error 1
> make: *** [all] Error 2
> Desktop:~/Phoenix/Applications/quickfix vpredoehl$
>
> ---------------------------------------------------------------------- 
> ---
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/ 
> index.php_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

-- VP

[Quickfix-developers] HOW TO CONFIGURE?

[parijat <par...@ho...>]

Hi everyone,

First, thanks in advance for all your help. I was introduced to quickfix
yesterday and I know i have a lot to catch up on.

I tried running the example application of tradeclient and executor
found in the default example directory, and it is telling me that they
cannot create a session.
i am pasting my .cfg files here which i found in Bin folder, please tell me
where i have to make changes. I have got the details of connections with an
IP address, which is as follows

SenderCompID (tag 49): ABC_TEST
SenderSubID (tag 50): FX
Trade Session:
Port: 3977
TargetCompID (tag 56): ABCTRADE_TEST
Username (tag 553): abctrade
Password (tag 554): abcpass

Quote Session:
Port: 3978
TargetCompID (tag 56): ABCQUOTE_TEST
Username (tag 553): abcquote
Password (tag 554): abcpass


for ordermatch.cfg
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5002
SocketReuseAddress=Y
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
DataDictionary=../spec/FIX42.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=ORDERMATCH
TargetCompID=CLIENT1

[SESSION]
BeginString=FIX.4.2
SenderCompID=ORDERMATCH
TargetCompID=CLIENT2

for exeutor.cfg

[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00

[SESSION]
BeginString=FIX.4.0
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX40.xml

[SESSION]
BeginString=FIX.4.0
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX40.xml

[SESSION]
BeginString=FIX.4.1
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX41.xml

[SESSION]
BeginString=FIX.4.1
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX41.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX42.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX42.xml

[SESSION]
BeginString=FIX.4.3
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX43.xml

[SESSION]
BeginString=FIX.4.3
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX43.xml

[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX44.xml

[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX44.xml

for tradeclient.cfg
[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=1
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=localhost

[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=ORDERMATCH
SocketConnectPort=5002

[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=ORDERMATCH
SocketConnectPort=5002

[SESSION]
BeginString=FIX.4.0
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.0
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.1
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.1
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.3
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.3
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001
I NEED TO KNOW WHERE AND WHAT EXACTLY I HAVE TO MAKE CHANGES IN ALL 3 .cfg
FILES .
-- 
View this message in context: http://www.nabble.com/HOW-TO-CONFIGURE--tp17763233p17763233.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Runtime Error! (no program listed)

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

I'm sorry if you've already stated this before, but this is 1.12.4
correct?

--oren

> The only other configuration I've tested is on my development machine 
> which is running XP (instead of Server 2003), however there are other 
> differences, most notably being that my dev machine connects to the 
> CME's certification environment which has FAR less traffic than production.
> Rick
> Shane Trotter wrote:
> > Rick,
> >
> > Have you tried running it on a different machine/OS combination?  I am 
> > curious if this problem persists on all configurations.
> >
> > -- 
> > Shane Trotter
> > Connamara Systems, LLC
> >
> > On Tue, Jun 10, 2008 at 9:37 AM, Rick Lane <ric...@gm... 
> > <mailto:ric...@gm...>> wrote:
> >
> >     QuickFIX Documentation:
> >     http://www.quickfixengine.org/quickfix/doc/html/index.html
> >     QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >     Greetings,
> >
> >     I've brought this up several times in the past, but I keep getting
> >     a few more pieces of the puzzle and so I want to run this by the
> >     group again to see if perhaps I can't pinpoint the cause. 
> >
> >     I'm getting a hard application crash -- the message box that pops
> >     has the title:
> >
> >     *Microsoft Visual C++ Runtime Library*
> >
> >     and the message is:
> >
> >     *Runtime Error!
> >
> >     Program:
> >
> >     This application has requested the Runtime to terminate it in an
> >     unusual way.
> >     Please contact the application's support team for more information.*
> >
> >     So two things are interesting here:  1) my trading application is
> >     a C# .NET application.  The only C++ application code that is
> >     being run, at least as far as I know, is the native QuickFix code
> >     in the quickfix_net.dll and quickfix_net_messages.dll files.  2)
> >     there is no Program: listed -- I would think that if my
> >     application caused the crash (a) I would've received a more
> >     informative JIT debugger message because the debugger/etc. is
> >     installed on the server and whenever I get other types of crashes
> >     I can look at the place in code and (b) it would've mentioned my
> >     application on the Program: line. 
> >
> >     Has anyone seen this type of crash related to QuickFix
> >     (specifically one that does not list the Program that caused the
> >     crash)?  With this information, I have really NO means of tracking
> >     this thing down and it could be devastating (if I have open
> >     orders, etc., there's no recovery).
> >
> >     Any help is greatly appreciated.
> >
> >     Rick
> >
> >
> >
> >     -------------------------------------------------------------------------
> >     Check out the new SourceForge.net Marketplace.
> >     It's the best place to buy or sell services for
> >     just about anything Open Source.
> >     http://sourceforge.net/services/buy/index.php
> >     _______________________________________________
> >     Quickfix-developers mailing list
> >     Qui...@li...
> >     <mailto:Qui...@li...>
> >     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
> >
> ><hr>-------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

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

The default latency check is for 2 minutes.  Is your queue really
running 2 minutes behind?  If we didn't timestamp before placing the
message on the queue, we wouldn't have a good idea what time the sender
sent the message from their application, a more interesting latency
number than just the latency of the socket call.

> Is it possible to set FIX message timestamp before the message is sent instead of queued?

Re: [Quickfix-developers] Runtime Error! (no program listed)

[Rick L. <ric...@gm...>]

Shane,

The only other configuration I've tested is on my development machine 
which is running XP (instead of Server 2003), however there are other 
differences, most notably being that my dev machine connects to the 
CME's certification environment which has FAR less traffic than production.

Rick

Shane Trotter wrote:
> Rick,
>
> Have you tried running it on a different machine/OS combination?  I am 
> curious if this problem persists on all configurations.
>
> -- 
> Shane Trotter
> Connamara Systems, LLC
>
> On Tue, Jun 10, 2008 at 9:37 AM, Rick Lane <ric...@gm... 
> <mailto:ric...@gm...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>     Greetings,
>
>     I've brought this up several times in the past, but I keep getting
>     a few more pieces of the puzzle and so I want to run this by the
>     group again to see if perhaps I can't pinpoint the cause. 
>
>     I'm getting a hard application crash -- the message box that pops
>     has the title:
>
>     *Microsoft Visual C++ Runtime Library*
>
>     and the message is:
>
>     *Runtime Error!
>
>     Program:
>
>     This application has requested the Runtime to terminate it in an
>     unusual way.
>     Please contact the application's support team for more information.*
>
>     So two things are interesting here:  1) my trading application is
>     a C# .NET application.  The only C++ application code that is
>     being run, at least as far as I know, is the native QuickFix code
>     in the quickfix_net.dll and quickfix_net_messages.dll files.  2)
>     there is no Program: listed -- I would think that if my
>     application caused the crash (a) I would've received a more
>     informative JIT debugger message because the debugger/etc. is
>     installed on the server and whenever I get other types of crashes
>     I can look at the place in code and (b) it would've mentioned my
>     application on the Program: line. 
>
>     Has anyone seen this type of crash related to QuickFix
>     (specifically one that does not list the Program that caused the
>     crash)?  With this information, I have really NO means of tracking
>     this thing down and it could be devastating (if I have open
>     orders, etc., there's no recovery).
>
>     Any help is greatly appreciated.
>
>     Rick
>
>
>
>     -------------------------------------------------------------------------
>     Check out the new SourceForge.net Marketplace.
>     It's the best place to buy or sell services for
>     just about anything Open Source.
>     http://sourceforge.net/services/buy/index.php
>     _______________________________________________
>     Quickfix-developers mailing list
>     Qui...@li...
>     <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>

Re: [Quickfix-developers] Runtime Error! (no program listed)

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

Rick,

Have you tried running it on a different machine/OS combination?  I am
curious if this problem persists on all configurations.

-- 
Shane Trotter
Connamara Systems, LLC

On Tue, Jun 10, 2008 at 9:37 AM, Rick Lane <ric...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Greetings,
>
> I've brought this up several times in the past, but I keep getting a few
> more pieces of the puzzle and so I want to run this by the group again to
> see if perhaps I can't pinpoint the cause.
>
> I'm getting a hard application crash -- the message box that pops has the
> title:
>
> *Microsoft Visual C++ Runtime Library*
>
> and the message is:
>
> *Runtime Error!
>
> Program:
>
> This application has requested the Runtime to terminate it in an unusual
> way.
> Please contact the application's support team for more information.*
>
> So two things are interesting here:  1) my trading application is a C# .NET
> application.  The only C++ application code that is being run, at least as
> far as I know, is the native QuickFix code in the quickfix_net.dll and
> quickfix_net_messages.dll files.  2) there is no Program: listed -- I would
> think that if my application caused the crash (a) I would've received a more
> informative JIT debugger message because the debugger/etc. is installed on
> the server and whenever I get other types of crashes I can look at the place
> in code and (b) it would've mentioned my application on the Program: line.
>
> Has anyone seen this type of crash related to QuickFix (specifically one
> that does not list the Program that caused the crash)?  With this
> information, I have really NO means of tracking this thing down and it could
> be devastating (if I have open orders, etc., there's no recovery).
>
> Any help is greatly appreciated.
>
> Rick
>
>
>
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Runtime Error! (no program listed)

[Rick L. <ric...@gm...>]

Greetings,

I've brought this up several times in the past, but I keep getting a few 
more pieces of the puzzle and so I want to run this by the group again 
to see if perhaps I can't pinpoint the cause. 

I'm getting a hard application crash -- the message box that pops has 
the title:

*Microsoft Visual C++ Runtime Library*

and the message is:

*Runtime Error!

Program:

This application has requested the Runtime to terminate it in an unusual 
way.
Please contact the application's support team for more information.*

So two things are interesting here:  1) my trading application is a C# 
.NET application.  The only C++ application code that is being run, at 
least as far as I know, is the native QuickFix code in the 
quickfix_net.dll and quickfix_net_messages.dll files.  2) there is no 
Program: listed -- I would think that if my application caused the crash 
(a) I would've received a more informative JIT debugger message because 
the debugger/etc. is installed on the server and whenever I get other 
types of crashes I can look at the place in code and (b) it would've 
mentioned my application on the Program: line. 

Has anyone seen this type of crash related to QuickFix (specifically one 
that does not list the Program that caused the crash)?  With this 
information, I have really NO means of tracking this thing down and it 
could be devastating (if I have open orders, etc., there's no recovery).

Any help is greatly appreciated.

Rick

Re: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

[Facchetti - K. <s.f...@kl...>]

Is it possible to set FIX message timestamp before the message is sent 
instead of queued?
I think that the problem is here:

bool FIX::SocketConnection::send 	(  	const std::string &  	
	 )  	| [private, virtual]|

  	

Implements FIX::Responder 
<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_responder.html#a1>. 


Definition at line 63 
<http://www.quickfixengine.org/quickfix/doc/html/_socket_connection_8cpp-source.html#l00063> 
of file SocketConnection.cpp 
<http://www.quickfixengine.org/quickfix/doc/html/_socket_connection_8cpp-source.html>. 


00064 { QF_STACK_PUSH <http://www.quickfixengine.org/quickfix/doc/html/_call_stack_8h.html#a0>(SocketConnection::send)
00065 
00066   Locker l( m_mutex );
00067 
00068   m_sendQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r3>.push_back( msg );
00069   processQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#a7>();
00070   signal <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#a8>();
00071   return true;
00072 
00073   QF_STACK_POP <http://www.quickfixengine.org/quickfix/doc/html/_call_stack_8h.html#a1>
00074 }
      


bool FIX::SocketConnection::processQueue 	(  	
	 )  	

  	

Definition at line 76 
<http://www.quickfixengine.org/quickfix/doc/html/_socket_connection_8cpp-source.html#l00076> 
of file SocketConnection.cpp 
<http://www.quickfixengine.org/quickfix/doc/html/_socket_connection_8cpp-source.html>. 


00077 { QF_STACK_PUSH <http://www.quickfixengine.org/quickfix/doc/html/_call_stack_8h.html#a0>(SocketConnection::processQueue)
00078 
00079   Locker l( m_mutex );
00080 
00081   if( !m_sendQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r3>.size() ) return true;
00082 
00083   struct timeval timeout = { 0, 0 };
00084   fd_set writeset = m_fds <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r9>;
00085   if( select( 1 + m_socket, 0, &writeset, 0, &timeout ) <= 0 )
00086     return false;
00087     
00088   const std::string& msg = m_sendQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r3>.front();
00089 
00090   int result = socket_send <http://www.quickfixengine.org/quickfix/doc/html/namespace_f_i_x.html#a2911>
00091     ( m_socket <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r0>, msg.c_str() + m_sendLength <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r4>, msg.length() - m_sendLength <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r4> );
00092 
00093   if( result > 0 )
00094     m_sendLength <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r4> += result;
00095 
00096   if( m_sendLength <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r4> == msg.length() )
00097   {
00098     m_sendLength <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r4> = 0;
00099     m_sendQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r3>.pop_front();
00100   }
00101 
00102   return !m_sendQueue <http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_socket_connection.html#r3>.size();
00103 
00104   QF_STACK_POP <http://www.quickfixengine.org/quickfix/doc/html/_call_stack_8h.html#a1>
00105 }
      



Rodrick Brown ha scritto:
> You will need to optimize you're code your queues are growing too 
> large find out what's causing the bottle neck, I experienced a similar 
> bug on my system many months back and was able to overcome this issue.
>
> On Tue, Jun 10, 2008 at 8:14 AM, Facchetti - Kline 
> <s.f...@kl... <mailto:s.f...@kl...>> wrote:
>
>
>     I'm running only the initiator.
>     My FIX client machine is syncronize with time server as well FIX
>     server machine.
>     The third party FIX server can't disable sending time control.
>
>     I attach my quickfix log.
>     As you can see, I send only 19th SecurityDefinitionRequest, and
>     while replies are preocessed, I receive from the server
>     "SENDINGTIME ACCURACY PROBLEM".
>
>     Thanks,
>     Stefano
>
>     Eranga Samararathne ha scritto:
>>
>>     If you are running your initiator and acceptor in two separate
>>     machine, then make sure to synchronize time.
>>     There are few other option available to resolve this issue.
>>
>>     E.g: You can set "CheckLatency=N" property in your QuickFix
>>     configuration file.
>>
>>     For more infor read the QuickFix documentation
>>     http://www.quickfixengine.org/quickfix/doc/html/configuration.html
>>
>>     Specially read about CheckLatency and MaxLatency sections.
>>
>>     Regards,
>>
>>     Eranga.
>>
>>
>>     -----Original Message-----
>>
>>
>>     If I send many messages with the initiator (I call sendToTarget
>>     method in a loop), after some time, the server sends me this
>>     error message: "SENDINGTIME ACCURACY PROBLEM".
>>     I suppose that quickfix set the message's timestamp before
>>     putting it in a queue.. If the queue is big (like in my case),
>>     there is a delay in the message delivery.
>>
>>     How can I do..?
>>
>>     Thanks,
>>     Stefano
>>

Re: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

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

You will need to optimize you're code your queues are growing too large find
out what's causing the bottle neck, I experienced a similar bug on my system
many months back and was able to overcome this issue.

On Tue, Jun 10, 2008 at 8:14 AM, Facchetti - Kline <s.f...@kl...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  I'm running only the initiator.
> My FIX client machine is syncronize with time server as well FIX server
> machine.
> The third party FIX server can't disable sending time control.
>
> I attach my quickfix log.
> As you can see, I send only 19th SecurityDefinitionRequest, and while
> replies are preocessed, I receive from the server "SENDINGTIME ACCURACY
> PROBLEM".
>
> Thanks,
> Stefano
>
> Eranga Samararathne ha scritto:
>
> If you are running your initiator and acceptor in two separate machine,
> then make sure to synchronize time.
> There are few other option available to resolve this issue.
>
> E.g: You can set "CheckLatency=N" property in your QuickFix configuration
> file.
>
> For more infor read the QuickFix documentation
> http://www.quickfixengine.org/quickfix/doc/html/configuration.html
>
> Specially read about CheckLatency and MaxLatency sections.
>
> Regards,
>
> Eranga.
>
>
> -----Original Message-----
>
>
> If I send many messages with the initiator (I call sendToTarget method in a
> loop), after some time, the server sends me this error message: "SENDINGTIME
> ACCURACY PROBLEM".
> I suppose that quickfix set the message's timestamp before putting it in a
> queue.. If the queue is big (like in my case), there is a delay in the
> message delivery.
>
> How can I do..?
>
> Thanks,
> Stefano
>
>
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

Re: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

[Facchetti - K. <s.f...@kl...>]

I'm running only the initiator.
My FIX client machine is syncronize with time server as well FIX server 
machine.
The third party FIX server can't disable sending time control.

I attach my quickfix log.
As you can see, I send only 19th SecurityDefinitionRequest, and while 
replies are preocessed, I receive from the server "SENDINGTIME ACCURACY 
PROBLEM".

Thanks,
Stefano

Eranga Samararathne ha scritto:
>
> If you are running your initiator and acceptor in two separate 
> machine, then make sure to synchronize time.
> There are few other option available to resolve this issue.
>
> E.g: You can set "CheckLatency=N" property in your QuickFix 
> configuration file.
>
> For more infor read the QuickFix documentation
> http://www.quickfixengine.org/quickfix/doc/html/configuration.html
>
> Specially read about CheckLatency and MaxLatency sections.
>
> Regards,
>
> Eranga.
>
>
> -----Original Message-----
>
>
> If I send many messages with the initiator (I call sendToTarget method 
> in a loop), after some time, the server sends me this error message: 
> "SENDINGTIME ACCURACY PROBLEM".
> I suppose that quickfix set the message's timestamp before putting it 
> in a queue.. If the queue is big (like in my case), there is a delay 
> in the message delivery.
>
> How can I do..?
>
> Thanks,
> Stefano
>

Re: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

[Eranga S. <PE...@ri...>]

Hi,

If you are running your initiator and acceptor in two separate machine, then make sure to synchronize time.
There are few other option available to resolve this issue.

E.g: You can set "CheckLatency=N" property in your QuickFix configuration file.

For more infor read the QuickFix documentation 
http://www.quickfixengine.org/quickfix/doc/html/configuration.html

Specially read about CheckLatency and MaxLatency sections.

Regards,

Eranga.


-----Original Message-----
From: Facchetti - Kline [mailto:s.f...@kl...]
Sent: Tue 6/10/2008 1:36 PM
To: qui...@li...
Subject: [Quickfix-developers] SENDINGTIME ACCURACY PROBLEM
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


If I send many messages with the initiator (I call sendToTarget method in a loop), after some time, the server sends me this error message: "SENDINGTIME ACCURACY PROBLEM".
I suppose that quickfix set the message's timestamp before putting it in a queue.. If the queue is big (like in my case), there is a delay in the message delivery.

How can I do..?

Thanks,
Stefano

[Quickfix-developers] SENDINGTIME ACCURACY PROBLEM

[Facchetti - K. <s.f...@kl...>]

If I send many messages with the initiator (I call sendToTarget method 
in a loop), after some time, the server sends me this error message: 
"SENDINGTIME ACCURACY PROBLEM".
I suppose that quickfix set the message's timestamp before putting it in 
a queue.. If the queue is big (like in my case), there is a delay in the 
message delivery.

How can I do..?

Thanks,
Stefano

-- 

Distinti saluti

Ing. Stefano Facchetti**

* *

*KLINE srl
*/Via Solferino, 4/b
25024 Leno (BS)
Tel. 030 9048384
Fax 02 700443977/**

* *
This e-mail, including any attachments, may contain private or 
confidential information. If you think you may not be the intended 
recipient, or if you have received this e-mail in error, please contact 
the sender immediately and delete all copies of this e-mail. If you are 
not the intended recipient, you must not reproduce any part of this 
e-mail or disclose its contents to any other party. This message 
represents the opinion of the sender and not necessarily the opinion of 
the company. 

[Quickfix-developers] postgresql support

[Vincent P. <vpr...@ph...>]

How do you compile in postgresql support?  I've tried several things,  
but I keep getting errors (see below).  I must not understand what  
the base directory parameter in --with-postgresql=<base directory>  
option means.  I tried pointing it to the postgresql dev (headers)  
directory and a postgresql database.

Thanks.

-- VP


In file included from ../PostgreSQLStore.h:36,
                  from PostgreSQLStoreTestCase.h:28,
                  from PostgreSQLStoreTestCase.cpp:29:
../PostgreSQLConnection.h:35:22: error: libpq-fe.h: No such file or  
directory
../PostgreSQLConnection.h:55: error: 'PGconn' has not been declared
../PostgreSQLConnection.h:99: error: ISO C++ forbids declaration of  
'PGresult' with no type
../PostgreSQLConnection.h:99: error: expected ';' before '*' token
../PostgreSQLConnection.h:100: error: 'ExecStatusType' does not name  
a type
../PostgreSQLConnection.h: In constructor  
'FIX::PostgreSQLQuery::PostgreSQLQuery(const std::string&)':
../PostgreSQLConnection.h:46: error: class 'FIX::PostgreSQLQuery'  
does not have any field named 'm_result'
../PostgreSQLConnection.h: In destructor  
'FIX::PostgreSQLQuery::~PostgreSQLQuery()':
../PostgreSQLConnection.h:51: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:52: error: 'PQclear' was not declared in  
this scope
../PostgreSQLConnection.h: In member function 'bool  
FIX::PostgreSQLQuery::execute(int*)':
../PostgreSQLConnection.h:61: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:61: error: 'PQclear' was not declared in  
this scope
../PostgreSQLConnection.h:62: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:62: error: 'PQexec' was not declared in  
this scope
../PostgreSQLConnection.h:63: error: 'm_status' was not declared in  
this scope
../PostgreSQLConnection.h:63: error: 'PQresultStatus' was not  
declared in this scope
../PostgreSQLConnection.h:65: error: 'PQreset' was not declared in  
this scope
../PostgreSQLConnection.h: In member function 'bool  
FIX::PostgreSQLQuery::success()':
../PostgreSQLConnection.h:73: error: 'm_status' was not declared in  
this scope
../PostgreSQLConnection.h:73: error: 'PGRES_TUPLES_OK' was not  
declared in this scope
../PostgreSQLConnection.h:74: error: 'PGRES_COMMAND_OK' was not  
declared in this scope
../PostgreSQLConnection.h: In member function 'int  
FIX::PostgreSQLQuery::rows()':
../PostgreSQLConnection.h:79: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:79: error: 'PQntuples' was not declared in  
this scope
../PostgreSQLConnection.h: In member function 'char*  
FIX::PostgreSQLQuery::reason()':
../PostgreSQLConnection.h:84: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:84: error: 'PQresultErrorMessage' was not  
declared in this scope
../PostgreSQLConnection.h: In member function 'char*  
FIX::PostgreSQLQuery::getValue(int, int)':
../PostgreSQLConnection.h:89: error: 'm_result' was not declared in  
this scope
../PostgreSQLConnection.h:89: error: 'PQgetvalue' was not declared in  
this scope
../PostgreSQLConnection.h: At global scope:
../PostgreSQLConnection.h:164: error: ISO C++ forbids declaration of  
'PGconn' with no type
../PostgreSQLConnection.h:164: error: expected ';' before '*' token
../PostgreSQLConnection.h: In destructor  
'FIX::PostgreSQLConnection::~PostgreSQLConnection()':
../PostgreSQLConnection.h:124: error: 'm_pConnection' was not  
declared in this scope
../PostgreSQLConnection.h:125: error: 'PQfinish' was not declared in  
this scope
../PostgreSQLConnection.h: In member function 'bool  
FIX::PostgreSQLConnection::connected()':
../PostgreSQLConnection.h:136: error: 'm_pConnection' was not  
declared in this scope
../PostgreSQLConnection.h:136: error: 'PQstatus' was not declared in  
this scope
../PostgreSQLConnection.h:136: error: 'CONNECTION_OK' was not  
declared in this scope
../PostgreSQLConnection.h: In member function 'bool  
FIX::PostgreSQLConnection::reconnect()':
../PostgreSQLConnection.h:142: error: 'm_pConnection' was not  
declared in this scope
../PostgreSQLConnection.h:142: error: 'PQreset' was not declared in  
this scope
../PostgreSQLConnection.h: In member function 'bool  
FIX::PostgreSQLConnection::execute(FIX::PostgreSQLQuery&)':
../PostgreSQLConnection.h:149: error: 'm_pConnection' was not  
declared in this scope
../PostgreSQLConnection.h: In member function 'void  
FIX::PostgreSQLConnection::connect()':
../PostgreSQLConnection.h:156: error: 'm_pConnection' was not  
declared in this scope
../PostgreSQLConnection.h:158: error: 'PQsetdbLogin' was not declared  
in this scope
make[4]: *** [PostgreSQLStoreTestCase.lo] Error 1
make[3]: *** [all-recursive] Error 1
make[2]: *** [all-recursive] Error 1
make[1]: *** [all-recursive] Error 1
make: *** [all] Error 2
Desktop:~/Phoenix/Applications/quickfix vpredoehl$

Re: [Quickfix-developers] QuickFix repeating group issue

[Chris B. <cb...@co...>]

Hi Neeraj,

Check out the documentation regarding repeating groups located here:

http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html

There you will find safer ways of creating and receiving messages with  
repeating groups.

Chris.


On Jun 9, 2008, at 12:22 PM, Gehani, Neeraj wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Does any of you have experience with Quickfix. I am trying to do the  
> following
>
> 1) create a NewOrderList with repeating groups.
> 2) Send it over wire.
> 3) Receive it and convert it back into a NewOrderList
> 4) getGroup from the message ( that all fails with exceptions
>
> In the step #3 when I create the QuickFix44.NewOrderList out of  
> Payload, it just flattens out the repeating group into almost a  
> sorted output ( leaving aside the header and footer of the fix  
> message intact). What the right way of doing this? Any help  
> appreciated.
>
> 2008-06-09 10:58:34,475 [EMS Session Dispatcher (2556)] DEBUG
> msgString = 8=FIX. 
> 4.4
9=263
35=E
66=Portfolio1
68=6
73=6
1=ABC
11=FAA: 
> 1
53=1100
54=1
55=A
67=1
1=ABC
11=FAA: 
> 2
53=2200
54=1
55=B
67=2
1=ABC
11=FAA: 
> 3
53=3300
54=1
55=C
67=3
1=XYZ
11=FAA: 
> 4
53=4400
54=2
55=D
67=4
1=XYZ
11=FAA: 
> 5
53=5500
54=2
55=E
67=5
1=XYZ
11=FAA: 
> 6
53=6600
54=2
55=F
67=6
394=2
10=192

>
> FixList = 8=FIX. 
> 4.4
9=263
35=E
1=ABC
1=ABC
1=ABC
1=XYZ
1=XYZ
1=XYZ
11=FAA:1
11=FAA: 
> 2
11=FAA:3
11=FAA:4
11=FAA:5
11=FAA: 
> 6 
> 
 
> 53 
> = 
> 1100 
> 
 
> 53 
> = 
> 2200 
> 
 
> 53 
> = 
> 3300 
> 
 
> 53 
> = 
> 4400 
> 
 
> 53 
> = 
> 5500 
> 
 
> 53 
> = 
> 6600 
> 
 
> 54 
> = 
> 1 
> 
 
> 54 
> = 
> 1 
> 
 
> 54 
> = 
> 1 
> 
 
> 54 
> = 
> 2 
> 
 
> 54 
> = 
> 2 
> 
 
> 54 
> = 
> 2 
> 
 
> 55 
> = 
> A 
> 
 
> 55 
> = 
> B 
> 
 
> 55 
> = 
> C 
> 
 
> 55 
> = 
> D 
> 
 
> 55 
> = 
> E 
> 
 
> 55 
> =F
66=Portfolio1
67=1
67=2
67=3
67=4
67=5
67=6
68=6
73=6
394=2
10=192

>
> Here is the code that recieves a message.
>
>             QuickFix44.NewOrderList fixList = new  
> QuickFix44.NewOrderList();
>             fixList.setString( (msgString);
>             DebugFormat("msgString = {0} \n\n FixList = {1}",  
> requestMessage.Payload, fixList.ToString());
>
> Creation is done by
>
>         public static string createNewOrderList(){
>             QuickFix44.NewOrderList newOrderList = new  
> QuickFix44.NewOrderList();
>
>             QuickFix.ListID listId= new QuickFix.ListID("Portfolio1");
>             newOrderList.setField(listId);
>
>             QuickFix.BidType bidType = new  
> QuickFix.BidType(QuickFix.BidType.DISCLOSED_STYLE);
>             newOrderList.setField(bidType);
>
>             int totNumberOfOrders = 6;
>             newOrderList.setField(new  
> QuickFix.TotNoOrders(totNumberOfOrders));
>
>             //Orders list as repeating group
>
>             QuickFix.Account account1 = new QuickFix.Account("ABC");
>             QuickFix.Account account2 = new QuickFix.Account("XYZ");
>             QuickFix.Quantity quantity = new QuickFix.Quantity(1100);
>             QuickFix.Side side = new QuickFix.Side('1');
>             int ascii = 65;
>             char symbol = Convert.ToChar(ascii);
>             String clOrderId = "FAA:";
>
>             for ( int i =0;i< totNumberOfOrders;i++){
>
>                 QuickFix.Group sequenceGroup = new  
> QuickFix.Group(73,50);
>                 sequenceGroup.setField(new  
> QuickFix.ClOrdID(clOrderId + (i + 1)));
>                 sequenceGroup.setField(new QuickFix.ListSeqNo(i + 1));
>                 sequenceGroup.setField(new QuickFix.Quantity(1100*(i 
> +1)));
>                 sequenceGroup.setField(new  
> QuickFix.Symbol(symbol.ToString()));
>
>                 if (i < totNumberOfOrders / 2)
>                 {
>                     sequenceGroup.setField(new QuickFix.Side('1'));
>                     sequenceGroup.setField(account1);
>                 }
>                 else
>                 {
>                     sequenceGroup.setField(new QuickFix.Side('2'));
>                     sequenceGroup.setField(account2);
>                 }
>
>                 SoupLogger.getLogger().DebugFormat("Group = {0}",  
> sequenceGroup.ToString());
>                 newOrderList.addGroup(sequenceGroup);
>                 symbol = Convert.ToChar(++ascii);
>             }
>
>             return newOrderList.ToString();
>         }
>
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php_______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] QuickFix repeating group issue

[Gehani, N. <nee...@ci...>]

Does any of you have experience with Quickfix. I am trying to do the
following

1) create a NewOrderList with repeating groups.
2) Send it over wire.
3) Receive it and convert it back into a NewOrderList 
4) getGroup from the message ( that all fails with exceptions

In the step #3 when I create the QuickFix44.NewOrderList out of Payload,
it just flattens out the repeating group into almost a sorted output (
leaving aside the header and footer of the fix message intact). What the
right way of doing this? Any help appreciated.

2008-06-09 10:58:34,475 [EMS Session Dispatcher (2556)] DEBUG  
msgString =
8=FIX.4.4
9=263
35=E
66=Portfolio1
68=6
73=6
1=ABC
11=FAA:1
53=1100
54=1

55=A
67=1
1=ABC
11=FAA:2
53=2200
54=1
55=B
67=2
1=ABC
11=FAA:3
53=3300

54=1
55=C
67=3
1=XYZ
11=FAA:4
53=4400
54=2
55=D
67=4
1=XYZ
11=FAA:5
53=5
500
54=2
55=E
67=5
1=XYZ
11=FAA:6
53=6600
54=2
55=F
67=6
394=2
10=192
 

FixList =
8=FIX.4.4
9=263
35=E
1=ABC
1=ABC
1=ABC
1=XYZ
1=XYZ
1=XYZ
11=FAA:1
11=FAA
:2
11=FAA:3
11=FAA:4
11=FAA:5
11=FAA:6
53=1100
53=2200
53=3300
53=4400
5
3=5500
53=6600
54=1
54=1
54=1
54=2
54=2
54=2
55=A
55=B
55=C
55=D
55=E
55
=F
66=Portfolio1
67=1
67=2
67=3
67=4
67=5
67=6
68=6
73=6
394=2
10=192


Here is the code that recieves a message. 

            QuickFix44.NewOrderList fixList = new
QuickFix44.NewOrderList();
            fixList.setString( (msgString);
            DebugFormat("msgString = {0} \n\n FixList = {1}",
requestMessage.Payload, fixList.ToString());

Creation is done by

        public static string createNewOrderList(){
            QuickFix44.NewOrderList newOrderList = new
QuickFix44.NewOrderList();

            QuickFix.ListID listId= new QuickFix.ListID("Portfolio1");
            newOrderList.setField(listId);

            QuickFix.BidType bidType = new
QuickFix.BidType(QuickFix.BidType.DISCLOSED_STYLE);
            newOrderList.setField(bidType);

            int totNumberOfOrders = 6;
            newOrderList.setField(new
QuickFix.TotNoOrders(totNumberOfOrders));

            //Orders list as repeating group
           
            QuickFix.Account account1 = new QuickFix.Account("ABC");
            QuickFix.Account account2 = new QuickFix.Account("XYZ");
            QuickFix.Quantity quantity = new QuickFix.Quantity(1100);
            QuickFix.Side side = new QuickFix.Side('1');
            int ascii = 65;
            char symbol = Convert.ToChar(ascii);
            String clOrderId = "FAA:";

            for ( int i =0;i< totNumberOfOrders;i++){
                
                QuickFix.Group sequenceGroup = new
QuickFix.Group(73,50);
                sequenceGroup.setField(new QuickFix.ClOrdID(clOrderId +
(i + 1)));
                sequenceGroup.setField(new QuickFix.ListSeqNo(i + 1));
                sequenceGroup.setField(new
QuickFix.Quantity(1100*(i+1)));
                sequenceGroup.setField(new
QuickFix.Symbol(symbol.ToString()));

                if (i < totNumberOfOrders / 2)
                {
                    sequenceGroup.setField(new QuickFix.Side('1'));
                    sequenceGroup.setField(account1);
                }
                else
                {
                    sequenceGroup.setField(new QuickFix.Side('2'));
                    sequenceGroup.setField(account2);
                }

                SoupLogger.getLogger().DebugFormat("Group = {0}",
sequenceGroup.ToString());
                newOrderList.addGroup(sequenceGroup);
                symbol = Convert.ToChar(++ascii);
            }

            return newOrderList.ToString();
        }

Re: [Quickfix-developers] How to construct message from a string

[JiteshT <ji...@ed...>]

Hello Han,

Use the following code:
QuickFix.Message msg = new QuickFix.Message(buffer);  //where buffer is your
message string

The constructor is overloaded. 
You can optionally supply a datadictionary, and choose to validate the
message.
Note, this creates a generic Message object, not NewOrderSingle message.



-----

--
Jitesh Thakkar
Edge Financial Technologies
www.edgefinite.com

-- 
View this message in context: http://www.nabble.com/How-to-construct-message-from-a-string-tp17560452p17570873.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] How to construct message from a string

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

There is a Message constructor that takes a string argument (a FIX 
message as a string), and will optionally validate the message.

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

[Quickfix-developers] How to construct message from a string

[Han, T. \(G. I. Technology\) <ton...@ml...>]

Dear all,

I am very new to quickFix. Now I will be using quickFix to
validate/construct messages got from IBM MQ.

My question is that whether I can construct a message object but
directly using the message string I got from IMB queue.

For example:

I have a string got from MQ
"8=FIX.4.4
9=87
35=D
11=321
40=2
54=1
58=Cancel My
Order!
60=20080530-16:31:28
6123=testStr
8756=14.54
10=010
"
Are there any ways that I can use this string to construct a
QuickFix44.NewOrderSingle object without split the string and
Set the field one by one?

Thanks in advance.



________________________________________________________________________
_____
Best Regards,

Han Hui Tony
--------------------------------------------------------

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Re: [Quickfix-developers] Fedora 9 - gcc 4.3.0-8 issues

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

The patch has been checked into svn.   Thanks.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Fedora 9 - gcc 4.3.0-8 issues
> From: Brian B <bri...@du...>
> Date: Thu, May 29, 2008 8:52 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
> For those of you with upgrade-itis, the following patch
> allows quickfix (latest svn) to compile on Fedora 9.
> Basically, add #include <cstring> to Utility.h
> The issue is an update to gcc, "Header dependency cleanup".
> See http://gcc.gnu.org/gcc-4.3/porting_to.html
> Brian
> [brian@graceland quickfix]$ diff -u -r 
> /TRAN/src/svnquickfix/quickfix/src/C++/Utility.h src/C++/Utility.h
> --- /TRAN/src/svnquickfix/quickfix/src/C++/Utility.h    2008-04-28 
> 08:33:18.000000000 +0100
> +++ src/C++/Utility.h    2008-05-29 10:42:35.000000000 +0100
> @@ -87,6 +87,7 @@
>  #endif
>  
>  #include <string>
> +#include <cstring>
>  #include <cctype>
>  #include <ctime>
>  #include <cstdio>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] exit on message parse failure

[Alasdair R. <ala...@ja...>]

I am new to quickfix (and in fact Fix). I am writing a very simple app
which will connect, and then parse each ExecutionReport message received
and put it in a database. This is working fine, but occasionally I get a
message which fails for some reason. Hopefully byt the time we get
through to production this won't happen, but just in case I would like
to exit the program gracefully .. so I can decide whether to do a quick
fix or continue processing the next message. So 2 questions
 
1. Can I somehow propagate an exception to my app thread (and then exit)
from within the fromApp() method? (dont particularly want to do an
exit(1))
2. If i do that will quickfix rerequest the message when I start up
again (ie at what stage does it record a particular message as
processed)?
 
thanks
Alasdair Richardson