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From: SZ Li <is...@gm...> - 2015-09-30 23:27:34
|
Hi, If you are a client of Reuters FX, you can find an example in their documentation center. Thanks, Simon On Wed, Sep 30, 2015 at 2:10 AM, Shilpa Suresh <Shi...@fl...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi all, > > > > I need the NextExpectedMsgSeqNum (Tag 789) functionality. > > It does not seem to be supported in QuickFIX-C++ latest version (1.14.3). > > > > Will I be able to find a ‘patch’ for this functionality ? > > > > @ Marcin Giedz [marcin.giedz@ar…], > > I found a post from you regarding the same, dated 2012-09-12 17:37:29… > almost 3 years back! > > You have offered to share a ‘patch’. > > May I request for the same ? > > > > Thanks & Regards, > > Shilpa > > > > ------------------------------ > This communication is for informational purposes only. FlexTrade archives > and monitors outgoing and incoming e-mail. The contents of this > transmission including any attachments, are confidential and are intended > solely for the use of the individual or entity to whom they are addressed. > If you have received this email in error please notify the sender by return > email and delete this message from your system. Use by other than intended > recipients is prohibited. FlexTrade Systems Inc., its subsidiaries and > affiliates do not guarantee the completeness and accuracy of this > transmission's contents. This email may be produced at the request of > regulators or in connection with civil litigation. Moreover, FlexTrade > Systems Inc., its subsidiaries and affiliates do not guarantee this > communication to be free of viruses and accepts no liability for any damage > caused thereof. > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Shilpa S. <Shi...@fl...> - 2015-09-30 06:22:52
|
Hi all, I need the NextExpectedMsgSeqNum (Tag 789) functionality. It does not seem to be supported in QuickFIX-C++ latest version (1.14.3). Will I be able to find a 'patch' for this functionality ? @ Marcin Giedz [marcin.giedz@ar...], I found a post from you regarding the same, dated 2012-09-12 17:37:29... almost 3 years back! You have offered to share a 'patch'. May I request for the same ? Thanks & Regards, Shilpa ________________________________ This communication is for informational purposes only. FlexTrade archives and monitors outgoing and incoming e-mail. The contents of this transmission including any attachments, are confidential and are intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error please notify the sender by return email and delete this message from your system. Use by other than intended recipients is prohibited. FlexTrade Systems Inc., its subsidiaries and affiliates do not guarantee the completeness and accuracy of this transmission's contents. This email may be produced at the request of regulators or in connection with civil litigation. Moreover, FlexTrade Systems Inc., its subsidiaries and affiliates do not guarantee this communication to be free of viruses and accepts no liability for any damage caused thereof. |
|
From: Berto <jas...@gm...> - 2015-09-29 20:00:14
|
in pyton I did following:
from bs4 import BeautifulSoup as Soup
class Application(fix.Application):
def fix_dict(self):
datadict={}
obj="/.../.../.../QuickFix/Dictionary/FIX42.xml"
handler = open(obj).read()
soup = Soup(handler,'xml')
for s in soup.findAll('fields'):
for m in s.findAll('field'):
msg_attrs =m.attrs
datadict[int(msg_attrs["number"])]=msg_attrs["name"]
return datadict
so given a tag => you get the field name once message fromApp
Hope this helps
|
|
From: Charlie G. <cha...@gm...> - 2015-09-10 08:09:11
|
http://sourceforge.net/p/quickfix/mailman/message/33061195/ Hi, Is there a version of the quickfix.i file which includes the MySQLStoreFactory and MySQLLogFactory for python bindings which someone wouldn't mind sharing? Thanks, Charlie |
|
From: Charlie G. <cha...@gm...> - 2015-09-04 09:07:36
|
I am also getting this error when trying to install quickfix using pip on
windows
test_std_tr1_shared_ptr.cpp
test_std_tr1_shared_ptr.cpp(1) : fatal error C1083: Cannot open include
file: 'tr1/memory': No such file or directory
...not found
Testing for std::shared_ptr...
D:\Users\charliegenge\AppData\Local\Programs\Common\Microsoft\Visual
C++ for Python\9.0\VC\Bin\cl.exe -std=c++0x /c /nologo /Ox /MD /W3 /GS-
/DNDEBUG -IC++ -IC:\Python27\include -IC:\Python27\PC
/Tptest_std_shared_ptr.cpp /Fotest_std_shared_ptr.obj
cl : Command line warning D9002 : ignoring unknown option '-std=c++0x'
test_std_shared_ptr.cpp
test_std_shared_ptr.cpp(5) : error C2039: 'shared_ptr' : is not a
member of 'std'
test_std_shared_ptr.cpp(5) : error C2065: 'shared_ptr' : undeclared
identifier
test_std_shared_ptr.cpp(5) : error C2062: type 'int' unexpected
...not found
Any ideas on how I can fix this?
Thanks,
Charlie
|
|
From: Rahul N. (IT\\TRD) <rna...@ns...> - 2015-09-03 11:55:26
|
Hi, I am using Quickfix 1.12.4 version. In which I have observed that when i am sending and receiving message with very high messages/seconds (1000 messages/Sec) then targetcompid field gets corrupted into quickfix engine. Finally it returns session not found or compid problem error. Does anyone faeces such problem. Warm regards Rahul Nalawade Disclaimer note on content of this message including enclosure(s)and attachments(s): The contents of this e-mail are the privileged and confidential material of National Stock Exchange of India Limited (NSE). The information is solely intended for the individual/entity it is addressed to. If you are not the intended recipient of this message, please be aware that you are not authorized in any which way whatsoever to read, forward, print, retain, copy or disseminate this message or any part of it. If you have received this e-mail in error, we would request you to please notify the sender immediately by return e-mail and delete it from your computer. This e-mail message including attachment(s), if any, is believed to be free of any virus and NSE is not responsible for any loss or damage arising in any way from its use. |
|
From: Andreas W. <and...@co...> - 2015-08-21 08:53:01
|
Hello, I tried to compile the quickfix version 1.14.3 on Solaris 10 using g++ version 4.9.2. It seems to run a unittest and there it crashes. The core looks like this: (dbx) where [1] 0xffffffff7e7dd314(0xffffffff7fffc2c8, 0x4a3, 0x1, 0x6, 0x0, 0xffffffffffffffff), at 0xffffffff7e7dd314 [2] 0xffffffff7f608570(0xffffffff7fffc2c8, 0x1, 0x6, 0x0, 0x6, 0x1), at 0xffffffff7f608570 [3] 0xffffffff7f6086a8(0x1, 0x6, 0x0, 0x0, 0x0, 0x0), at 0xffffffff7f6086a8 [4] raise(0x6, 0x0, 0xffffffff7cebb4d4, 0xffffffffffffffff, 0xffffffff7d03e000, 0x0), at 0xffffffff7ce7443c [5] abort(0x1, 0x1d8, 0xffffffff7ddde280, 0x1f1f4c, 0x0, 0x0), at 0xffffffff7ce4c1c0 =>[6] __gnu_cxx::__verbose_terminate_handler(), line 95 in "vterminate.cc" [7] __cxxabiv1::__terminate(handler = 0xffffffff7dde26a8 = &__gnu_cxx::__verbose_terminate_handler()), line 47 in "eh_terminate.cc" [8] __cxa_call_terminate(ue_header = 0x10016eb20), line 54 in "eh_call.cc" [9] __gxx_personality_v0(version = <value unavailable>, actions = <value unavailable>, exception_class = <value unavailable>, ue_header = 0x10016eb20, context = 0xffffffff7fffd3e0), line 670 in "eh_personality.cc" ---- hidden frames, use 'where -h' to see them all ---- [12] __cxa_throw(obj = 0x10016eb40, tinfo = 0xffffffff7df2bd90, dest = (nil)), line 82 in "eh_throw.cc" [13] FixtureDtorThrows::~FixtureDtorThrows(this = <bad address 0x000000008156a38f>), line 134 in "TestTestMacros.cpp" [14] ~FixtureDtorThrowsFixtureDtorThrowsTestNameHelper() (inlined), line 16 in "ExecuteTest.h" [15] TestFixtureDtorThrowsFixtureDtorThrowsTestName::RunImpl(this = 0xffffffff7fffc2c8), line 138 in "ExecuteTest.h" Does anyone have an idea what to do? Btw: I do not understand why there is a throw in a destructor since this is undefined behviour. But maybe this belongs to some test? Regards, Andreas -- Comyno Ltd. Zimmerweg 6 60325 Frankfurt www.comyno.com |
|
From: Brant R. B. <jef...@cr...> - 2015-08-20 05:52:29
|
Hello! Important message, visit http://www.thecvvc.com/finished.php?svo Brant R. Betcher |
|
From: Brant R. B. <jef...@cr...> - 2015-08-18 23:07:00
|
Hello! Important message, visit http://lightmaster-direct.co.uk/year.php?ab Brant R. Betcher |
|
From: Simon W. <si...@sw...> - 2015-08-05 11:14:20
|
Hi all, I'm doing some testing using quickfix with python - and don't seem to be able to use the MessageCracker. Googling suggests this is simply not supported in python - is this correct? Cheers, Simon |
|
From: <ja...@sk...> - 2015-06-27 05:20:32
|
> Hi, I have a query on the client's reply to the server after receiving > a MsgType = X message. > > Below is the message I got from the Server. > > 20150626-07:04:57.065 : 8=FIX.4.2 9=269 35=X > 49=********** 56=********** > 34=11 57=********** 52=20150626-07:04:58.559 > 262=175323234 387=16723 > 268=2 279=1 269=0 > 278=F.US.GCEQ151169.7 55=F.US.GCEQ15 > 290=4 270=1169.7000 271=30 279=1 > 269=1 > 278=F.US.GCEQ151170.2 55=F.US.GCEQ15 290=1 > 270=1170.2000 271=12 10=033 > > > > Below is the reply to the response message that my client sent out. > > 20150626-07:04:57.068 : 8=FIX.4.2 9=133 35=3 > 34=12 49=********** > 52=20150626-07:04:57.068 56=********** 45=11 > 58=Tag not defined for this message type > 371=387 > 372=X 373=2 10=173 > > > > I have checked the data dictionary on my FIX42.xml file and the tag > 387 (TotalVolumeTraded) is defined, though not required. > > Is this an issue on the server's side? Or what changes do I have to > make? |
|
From: Chris B. <cb...@co...> - 2015-06-26 17:58:20
|
Hey Rob, In theory the SWIG wrapped versions should be just fine. Having said that, I have very limited experience with the ruby wrapped api and have seen little traffic on these lists from others regarding that api. I recommend the jruby version simply because we have had success and the jruby integration is seamless. On Fri, Jun 26, 2015 at 3:10 AM, Robert Rainthorpe <ro...@le...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi Chris, > > Thanks for that suggestion - evaluating it now. > > Reading between the lines, would it be fair to say that the SWIG-based > plain Ruby wrapper is a toy, or a proof-of-concept more than a production > tool? > > Rob. > > > On 25 Jun 2015, at 18:51, Chris Busbey <cb...@co...> wrote: > > Hi Robert, > > I can't comment on your specific issues, but if you have the flexibility, > you might want to consider using JRuby and quickfix-j. Connamara Systems > has a gemified quickfix-jruby on github and rubygems that does just that. > > https://github.com/connamara/quickfix-jruby > > We have successfully deployed production systems using this setup. > > On Thu, Jun 25, 2015 at 9:20 AM, Robert Rainthorpe <ro...@le...> > wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ >> >> I'm using quickfix 1.14.3.1 on ruby 2.2.2p95 on Mac OS 10.10.3 >> (development) and Centos 5.10. (deployment) >> >> I'm putting together a drop copy engine connecting to Turquoise. The >> basic parsing side of things works very well. But my problems begin when it >> comes to preparing the application for production. In particular I cannot >> get the program to logout of the exchange successfully. Ideally I want my >> program to cleanly disconnect from the exchange in the following >> circumstances: >> >> 1. The exchange tells me to logout. >> 2. The program receives a SIGTERM or SIGINT >> 3. The current time is outside of StartTime/EndTime. >> >> 1 works - the exchange kicks me off, I respond to the logout and all is >> sweetness and light. We'll come back to 2. But 3 appears to not work. My >> settings file has the following information: >> >> UseLocalTime=Y >> StartTime=15:43:00 >> EndTime=15:43:59 >> StartDay=Monday >> EndDay=Tuesday >> >> It's currently 16:59 here in the UK, on Thursday. But the application >> will start without complaint. Similar tests with the time passing EndTime >> also fail. So question 1: >> >> QUESTION 1: Should the time handling code work on Ruby? >> >> >> On to part 2. I've added signal handlers and verified that they're called >> when the relevant signal is received. They set a global variable. The main >> "do-nothing" loop ejects when the variable is set. This bit works, although >> it seems that the Quickfix thread is a bit tenacious since the program only >> notices the signal after the HeartBtInt interval. >> >> The problem arises when I try to actually logout of the session and/or >> stop the initiator. If initiator.stop is called then the program runs to >> completion and then throws a Segmentation fault with the following >> backtrace: >> >> 0 libruby.2.2.0.dylib 0x00000001075f8445 >> rb_vm_bugreport + 149 >> 1 libruby.2.2.0.dylib 0x000000010749c719 rb_bug_context >> + 473 >> 2 libruby.2.2.0.dylib 0x0000000107572653 sigsegv + 83 >> 3 libsystem_platform.dylib 0x00007fff96af6f1a _sigtramp + 26 >> 4 quickfix.bundle 0x000000010823e635 >> _ZN3FIX7SessionD2Ev + 53 >> 5 ??? 0x00007fff587afa60 0x0 + >> 140734677842528 >> >> If I instead call Session.lookupSession(<<<sessionid, stored away >> earlier>>>).logout (without calling initiator.stop), then the program runs >> to completion, but the logout call doesn't appear to do anything - no log >> of any outgoing messages. So, second question: >> >> QUESTION 2: What's the appropriate way to handle an unscheduled >> termination of a Ruby Quickfix program? >> >> And finally, the general question: >> >> QUESTION 3: Am I mad to do serious production development in Quickfix >> Ruby? It is seriously lacking in documentation and whilst it's been fun >> ferreting around the source (C++ and Ruby) to get the meat of my >> application running, I fear these deployment issues are going to stop me >> actually getting the code accepted by the exchange. Is anyone using the gem >> to do real work, or should I dust off my C++ skills (from 1997...) and >> sacrifice all the meta-programming goodness that made writing the actual >> parse module straightforward? >> >> Thanks for any pointers, help, brickbats, whatever. >> >> Rob. >> >> >> >> ------------------------------------------------------------------------------ >> Monitor 25 network devices or servers for free with OpManager! >> OpManager is web-based network management software that monitors >> network devices and physical & virtual servers, alerts via email & sms >> for fault. Monitor 25 devices for free with no restriction. Download now >> http://ad.doubleclick.net/ddm/clk/292181274;119417398;o >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > > -- > Chris Busbey > Connamara Systems, LLC > > > > > ------------------------------------------------------------------------------ > Monitor 25 network devices or servers for free with OpManager! > OpManager is web-based network management software that monitors > network devices and physical & virtual servers, alerts via email & sms > for fault. Monitor 25 devices for free with no restriction. Download now > http://ad.doubleclick.net/ddm/clk/292181274;119417398;o > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Chris Busbey Connamara Systems, LLC |
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From: Robert R. <ro...@le...> - 2015-06-26 10:10:37
|
Hi Chris, Thanks for that suggestion - evaluating it now. Reading between the lines, would it be fair to say that the SWIG-based plain Ruby wrapper is a toy, or a proof-of-concept more than a production tool? Rob. > On 25 Jun 2015, at 18:51, Chris Busbey <cb...@co...> wrote: > > Hi Robert, > > I can't comment on your specific issues, but if you have the flexibility, you might want to consider using JRuby and quickfix-j. Connamara Systems has a gemified quickfix-jruby on github and rubygems that does just that. > > https://github.com/connamara/quickfix-jruby <https://github.com/connamara/quickfix-jruby> > > We have successfully deployed production systems using this setup. > > On Thu, Jun 25, 2015 at 9:20 AM, Robert Rainthorpe <ro...@le... <mailto:ro...@le...>> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ <http://www.quickfixengine.org/quickfix/doc/html/> > > I'm using quickfix 1.14.3.1 on ruby 2.2.2p95 on Mac OS 10.10.3 (development) and Centos 5.10. (deployment) > > I'm putting together a drop copy engine connecting to Turquoise. The basic parsing side of things works very well. But my problems begin when it comes to preparing the application for production. In particular I cannot get the program to logout of the exchange successfully. Ideally I want my program to cleanly disconnect from the exchange in the following circumstances: > > 1. The exchange tells me to logout. > 2. The program receives a SIGTERM or SIGINT > 3. The current time is outside of StartTime/EndTime. > > 1 works - the exchange kicks me off, I respond to the logout and all is sweetness and light. We'll come back to 2. But 3 appears to not work. My settings file has the following information: > > UseLocalTime=Y > StartTime=15:43:00 > EndTime=15:43:59 > StartDay=Monday > EndDay=Tuesday > > It's currently 16:59 here in the UK, on Thursday. But the application will start without complaint. Similar tests with the time passing EndTime also fail. So question 1: > > QUESTION 1: Should the time handling code work on Ruby? > > > On to part 2. I've added signal handlers and verified that they're called when the relevant signal is received. They set a global variable. The main "do-nothing" loop ejects when the variable is set. This bit works, although it seems that the Quickfix thread is a bit tenacious since the program only notices the signal after the HeartBtInt interval. > > The problem arises when I try to actually logout of the session and/or stop the initiator. If initiator.stop is called then the program runs to completion and then throws a Segmentation fault with the following backtrace: > > 0 libruby.2.2.0.dylib 0x00000001075f8445 rb_vm_bugreport + 149 > 1 libruby.2.2.0.dylib 0x000000010749c719 rb_bug_context + 473 > 2 libruby.2.2.0.dylib 0x0000000107572653 sigsegv + 83 > 3 libsystem_platform.dylib 0x00007fff96af6f1a _sigtramp + 26 > 4 quickfix.bundle 0x000000010823e635 _ZN3FIX7SessionD2Ev + 53 > 5 ??? 0x00007fff587afa60 0x0 + 140734677842528 > > If I instead call Session.lookupSession(<<<sessionid, stored away earlier>>>).logout (without calling initiator.stop), then the program runs to completion, but the logout call doesn't appear to do anything - no log of any outgoing messages. So, second question: > > QUESTION 2: What's the appropriate way to handle an unscheduled termination of a Ruby Quickfix program? > > And finally, the general question: > > QUESTION 3: Am I mad to do serious production development in Quickfix Ruby? It is seriously lacking in documentation and whilst it's been fun ferreting around the source (C++ and Ruby) to get the meat of my application running, I fear these deployment issues are going to stop me actually getting the code accepted by the exchange. Is anyone using the gem to do real work, or should I dust off my C++ skills (from 1997...) and sacrifice all the meta-programming goodness that made writing the actual parse module straightforward? > > Thanks for any pointers, help, brickbats, whatever. > > Rob. > > > ------------------------------------------------------------------------------ > Monitor 25 network devices or servers for free with OpManager! > OpManager is web-based network management software that monitors > network devices and physical & virtual servers, alerts via email & sms > for fault. Monitor 25 devices for free with no restriction. Download now > http://ad.doubleclick.net/ddm/clk/292181274;119417398;o <http://ad.doubleclick.net/ddm/clk/292181274;119417398;o> > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > -- > Chris Busbey > Connamara Systems, LLC |
|
From: <ja...@sk...> - 2015-06-26 07:31:13
|
Hi, I have a query on the client's reply to the server after receiving a
MsgType = X message.
Below is the message I got from the Server.
20150626-07:04:57.065 : 8=FIX.4.2 9=269 35=X
49=********** 56=**********
34=11 57=********** 52=20150626-07:04:58.559
262=175323234 387=16723
268=2 279=1 269=0
278=F.US.GCEQ151169.7 55=F.US.GCEQ15
290=4 270=1169.7000 271=30 279=1
269=1
278=F.US.GCEQ151170.2 55=F.US.GCEQ15 290=1
270=1170.2000 271=12 10=033
Below is the reply to the response message that my client sent out.
20150626-07:04:57.068 : 8=FIX.4.2 9=133 35=3
34=12 49=**********
52=20150626-07:04:57.068 56=********** 45=11
58=Tag not defined for this message type 371=387
372=X 373=2 10=173
I have checked the data dictionary on my FIX42.xml file and the tag 387
(TotalVolumeTraded) is defined, though not required.
Is this an issue on the server's side? Or what changes do I have to
make?
|
|
From: Chris B. <cb...@co...> - 2015-06-25 18:13:55
|
Hi Robert, I can't comment on your specific issues, but if you have the flexibility, you might want to consider using JRuby and quickfix-j. Connamara Systems has a gemified quickfix-jruby on github and rubygems that does just that. https://github.com/connamara/quickfix-jruby We have successfully deployed production systems using this setup. On Thu, Jun 25, 2015 at 9:20 AM, Robert Rainthorpe <ro...@le...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > I'm using quickfix 1.14.3.1 on ruby 2.2.2p95 on Mac OS 10.10.3 > (development) and Centos 5.10. (deployment) > > I'm putting together a drop copy engine connecting to Turquoise. The basic > parsing side of things works very well. But my problems begin when it comes > to preparing the application for production. In particular I cannot get the > program to logout of the exchange successfully. Ideally I want my program > to cleanly disconnect from the exchange in the following circumstances: > > 1. The exchange tells me to logout. > 2. The program receives a SIGTERM or SIGINT > 3. The current time is outside of StartTime/EndTime. > > 1 works - the exchange kicks me off, I respond to the logout and all is > sweetness and light. We'll come back to 2. But 3 appears to not work. My > settings file has the following information: > > UseLocalTime=Y > StartTime=15:43:00 > EndTime=15:43:59 > StartDay=Monday > EndDay=Tuesday > > It's currently 16:59 here in the UK, on Thursday. But the application will > start without complaint. Similar tests with the time passing EndTime also > fail. So question 1: > > QUESTION 1: Should the time handling code work on Ruby? > > > On to part 2. I've added signal handlers and verified that they're called > when the relevant signal is received. They set a global variable. The main > "do-nothing" loop ejects when the variable is set. This bit works, although > it seems that the Quickfix thread is a bit tenacious since the program only > notices the signal after the HeartBtInt interval. > > The problem arises when I try to actually logout of the session and/or > stop the initiator. If initiator.stop is called then the program runs to > completion and then throws a Segmentation fault with the following > backtrace: > > 0 libruby.2.2.0.dylib 0x00000001075f8445 rb_vm_bugreport > + 149 > 1 libruby.2.2.0.dylib 0x000000010749c719 rb_bug_context > + 473 > 2 libruby.2.2.0.dylib 0x0000000107572653 sigsegv + 83 > 3 libsystem_platform.dylib 0x00007fff96af6f1a _sigtramp + 26 > 4 quickfix.bundle 0x000000010823e635 > _ZN3FIX7SessionD2Ev + 53 > 5 ??? 0x00007fff587afa60 0x0 + > 140734677842528 > > If I instead call Session.lookupSession(<<<sessionid, stored away > earlier>>>).logout (without calling initiator.stop), then the program runs > to completion, but the logout call doesn't appear to do anything - no log > of any outgoing messages. So, second question: > > QUESTION 2: What's the appropriate way to handle an unscheduled > termination of a Ruby Quickfix program? > > And finally, the general question: > > QUESTION 3: Am I mad to do serious production development in Quickfix > Ruby? It is seriously lacking in documentation and whilst it's been fun > ferreting around the source (C++ and Ruby) to get the meat of my > application running, I fear these deployment issues are going to stop me > actually getting the code accepted by the exchange. Is anyone using the gem > to do real work, or should I dust off my C++ skills (from 1997...) and > sacrifice all the meta-programming goodness that made writing the actual > parse module straightforward? > > Thanks for any pointers, help, brickbats, whatever. > > Rob. > > > > ------------------------------------------------------------------------------ > Monitor 25 network devices or servers for free with OpManager! > OpManager is web-based network management software that monitors > network devices and physical & virtual servers, alerts via email & sms > for fault. Monitor 25 devices for free with no restriction. Download now > http://ad.doubleclick.net/ddm/clk/292181274;119417398;o > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Chris Busbey Connamara Systems, LLC |
|
From: Robert R. <ro...@le...> - 2015-06-25 16:37:26
|
I'm using quickfix 1.14.3.1 on ruby 2.2.2p95 on Mac OS 10.10.3 (development) and Centos 5.10. (deployment) I'm putting together a drop copy engine connecting to Turquoise. The basic parsing side of things works very well. But my problems begin when it comes to preparing the application for production. In particular I cannot get the program to logout of the exchange successfully. Ideally I want my program to cleanly disconnect from the exchange in the following circumstances: 1. The exchange tells me to logout. 2. The program receives a SIGTERM or SIGINT 3. The current time is outside of StartTime/EndTime. 1 works - the exchange kicks me off, I respond to the logout and all is sweetness and light. We'll come back to 2. But 3 appears to not work. My settings file has the following information: UseLocalTime=Y StartTime=15:43:00 EndTime=15:43:59 StartDay=Monday EndDay=Tuesday It's currently 16:59 here in the UK, on Thursday. But the application will start without complaint. Similar tests with the time passing EndTime also fail. So question 1: QUESTION 1: Should the time handling code work on Ruby? On to part 2. I've added signal handlers and verified that they're called when the relevant signal is received. They set a global variable. The main "do-nothing" loop ejects when the variable is set. This bit works, although it seems that the Quickfix thread is a bit tenacious since the program only notices the signal after the HeartBtInt interval. The problem arises when I try to actually logout of the session and/or stop the initiator. If initiator.stop is called then the program runs to completion and then throws a Segmentation fault with the following backtrace: 0 libruby.2.2.0.dylib 0x00000001075f8445 rb_vm_bugreport + 149 1 libruby.2.2.0.dylib 0x000000010749c719 rb_bug_context + 473 2 libruby.2.2.0.dylib 0x0000000107572653 sigsegv + 83 3 libsystem_platform.dylib 0x00007fff96af6f1a _sigtramp + 26 4 quickfix.bundle 0x000000010823e635 _ZN3FIX7SessionD2Ev + 53 5 ??? 0x00007fff587afa60 0x0 + 140734677842528 If I instead call Session.lookupSession(<<<sessionid, stored away earlier>>>).logout (without calling initiator.stop), then the program runs to completion, but the logout call doesn't appear to do anything - no log of any outgoing messages. So, second question: QUESTION 2: What's the appropriate way to handle an unscheduled termination of a Ruby Quickfix program? And finally, the general question: QUESTION 3: Am I mad to do serious production development in Quickfix Ruby? It is seriously lacking in documentation and whilst it's been fun ferreting around the source (C++ and Ruby) to get the meat of my application running, I fear these deployment issues are going to stop me actually getting the code accepted by the exchange. Is anyone using the gem to do real work, or should I dust off my C++ skills (from 1997...) and sacrifice all the meta-programming goodness that made writing the actual parse module straightforward? Thanks for any pointers, help, brickbats, whatever. Rob. |
|
From: Dilipsinh B. <dil...@si...> - 2015-06-23 10:29:41
|
Hello all,
What I did is as below (VS2010):
{ //constructor
settings = new FIX::SessionSettings("MT4FIX.cfg");
storeFactory = new FIX::FileStoreFactory(*settings);
initiator = new FIX::SocketInitiator(fixApp, (*storeFactory), (*settings));
}
{ //destructor
if(initiator)
{
initiator->stop();
delete initiator; <- here exception generated
initiator = NULL;
}
}
Call Stack
ntdll.dll!779eda25()
ntdll.dll!779d1a83()
ntdll.dll!779a37be()
> mfc100d.dll!__except_list() + 0x78746341 bytes
Unknown
FIXSample.exe!FIX::Dictionary::getString(const
std::basic_string<char,std::char_traits<char>,std::allocator<char> > & key=,
bool capitalize=) Line 40 + 0x13 bytes C++
Exception
Windows has triggered a breakpoint in FIXSample.exe.
This may be due to a corruption of the heap, which indicates a bug in
FIXSample.exe or any of the DLLs it has loaded.
This may also be due to the user pressing F12 while FIXSample.exe has focus.
Cursor Stop in Dictionary.cpp
if( capitalize )
-> std::transform(result.begin(), result.end(), result.begin(),
toupper);
Please give me any solution to solve this error...
Regards
Dilip
|
|
From: Nick R. <Nic...@co...> - 2015-06-19 10:56:23
|
--- regards Nick (Sent from BlackBerry) --- This email may contain confidential information and is for the sole use of the intended recipient(s). Any unauthorized use or disclosure of this communication is prohibited. If you have received this email in error please delete it and notify sender. |
|
From: Dilipsinh B. <dil...@si...> - 2015-06-19 09:55:47
|
Hello,
On deleting ‘SocketInitiator’ pointer gives memory error as below:
‘HEAP CORRUPTION DETECTED: after Normal block (#1463) at 0x007CC448. CRT detected that the application wrote to memory after end of heap buffer.’
My code:
if(initiator)
{
initiator->stop(); // stop FIX service....
if(!(initiator->isStopped()))
initiator->stop(true);
//initiator->~SocketInitiator();
-> delete initiator;
initiator = NULL;
}
|
|
From: Dilipsinh B. <dil...@si...> - 2015-06-18 05:36:22
|
Cursor stops at below function:
void Initiator::start() throw ( ConfigError, RuntimeError )
{
-> m_stop = false;
. . .
. . .
}
From: Dilipsinh Bheda [mailto:dil...@si...]
Sent: Thursday, June 18, 2015 11:02 AM
To: 'Grant Birchmeier'
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Error in using pointer of Initiator
Exception from Visual Studio:
“Unhandled exception at 0x005a6731 in MT4FIXSample.exe: 0xC0000005: Access violation writing location 0x000000e1.”
Regards
Dilip
From: Grant Birchmeier [mailto:gbi...@co...]
Sent: Wednesday, June 17, 2015 7:47 PM
To: Dilipsinh Bheda
Cc: Mailing Lists
Subject: Re: [Quickfix-developers] Error in using pointer of Initiator
WHAT IS THE EXCEPTION
On Wed, Jun 17, 2015 at 12:24 AM, Dilipsinh Bheda <dil...@si...> wrote:
On analysis, I found that the exception thrown is due ‘SenderCompID’.
For this specific ‘SenderCompID’ = ‘order.TOPFX238.1’ (for testing) , Initiator throw exception (even in tradeclient).
Don’t know why…
What we can conclude for this reason…. ( is it a quickfix bug….. )
Regards
Dilip
From: Grant Birchmeier [mailto:gbi...@co...]
Sent: Wednesday, June 17, 2015 1:35 AM
To: Dilipsinh Bheda
Cc: Mailing Lists
Subject: Re: [Quickfix-developers] Error in using pointer of Initiator
And the exception is... ?
On Tue, Jun 16, 2015 at 12:34 AM, Dilipsinh Bheda <dil...@si...> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
Hello all,
I created code as below:
settings = new FIX::SessionSettings("MT4FIX.cfg");
storeFactory = new FIX::FileStoreFactory(*settings);
logFactory = new FIX::FileLogFactory(*settings);
initiator = new FIX::SocketInitiator(fixApp, *storeFactory, *settings, *logFactory);
‘Tradeclient’ example runs perfect with ‘MT4FIX.cfg’…..
Application builds successful, but on debugging application, got exception on ‘initiator’…
And on running EXE directly gives “APPCRASH” error…..
Need help….
Regards
Dilip
------------------------------------------------------------------------------
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com
--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com
|
|
From: Dilipsinh B. <dil...@si...> - 2015-06-18 05:32:17
|
Exception from Visual Studio: “Unhandled exception at 0x005a6731 in MT4FIXSample.exe: 0xC0000005: Access violation writing location 0x000000e1.” Regards Dilip From: Grant Birchmeier [mailto:gbi...@co...] Sent: Wednesday, June 17, 2015 7:47 PM To: Dilipsinh Bheda Cc: Mailing Lists Subject: Re: [Quickfix-developers] Error in using pointer of Initiator WHAT IS THE EXCEPTION On Wed, Jun 17, 2015 at 12:24 AM, Dilipsinh Bheda <dil...@si...> wrote: On analysis, I found that the exception thrown is due ‘SenderCompID’. For this specific ‘SenderCompID’ = ‘order.TOPFX238.1’ (for testing) , Initiator throw exception (even in tradeclient). Don’t know why… What we can conclude for this reason…. ( is it a quickfix bug….. ) Regards Dilip From: Grant Birchmeier [mailto:gbi...@co...] Sent: Wednesday, June 17, 2015 1:35 AM To: Dilipsinh Bheda Cc: Mailing Lists Subject: Re: [Quickfix-developers] Error in using pointer of Initiator And the exception is... ? On Tue, Jun 16, 2015 at 12:34 AM, Dilipsinh Bheda <dil...@si...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ Hello all, I created code as below: settings = new FIX::SessionSettings("MT4FIX.cfg"); storeFactory = new FIX::FileStoreFactory(*settings); logFactory = new FIX::FileLogFactory(*settings); initiator = new FIX::SocketInitiator(fixApp, *storeFactory, *settings, *logFactory); ‘Tradeclient’ example runs perfect with ‘MT4FIX.cfg’….. Application builds successful, but on debugging application, got exception on ‘initiator’… And on running EXE directly gives “APPCRASH” error….. Need help…. Regards Dilip ------------------------------------------------------------------------------ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |
|
From: Grant B. <gbi...@co...> - 2015-06-17 14:17:22
|
WHAT IS THE EXCEPTION On Wed, Jun 17, 2015 at 12:24 AM, Dilipsinh Bheda < dil...@si...> wrote: > On analysis, I found that the exception thrown is due ‘SenderCompID’. > > > > For this specific ‘SenderCompID’ = ‘order.TOPFX238.1’ (for testing) , > Initiator throw exception (even in tradeclient). > > Don’t know why… > > What we can conclude for this reason…. ( is it a quickfix bug….. ) > > > > Regards > > Dilip > > > > > > > > *From:* Grant Birchmeier [mailto:gbi...@co...] > *Sent:* Wednesday, June 17, 2015 1:35 AM > *To:* Dilipsinh Bheda > *Cc:* Mailing Lists > *Subject:* Re: [Quickfix-developers] Error in using pointer of Initiator > > > > And the exception is... ? > > > > On Tue, Jun 16, 2015 at 12:34 AM, Dilipsinh Bheda < > dil...@si...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > Hello all, > > > > I created code as below: > > > > settings = new FIX::SessionSettings("MT4FIX.cfg"); > > storeFactory = new FIX::FileStoreFactory(*settings); > > logFactory = new FIX::FileLogFactory(*settings); > > initiator = new FIX::SocketInitiator(fixApp, *storeFactory, > *settings, *logFactory); > > > > ‘Tradeclient’ example runs perfect with ‘MT4FIX.cfg’….. > > > > Application builds successful, but on debugging application, got exception > on ‘initiator’… > > And on running EXE directly gives “APPCRASH” error….. > > > > Need help…. > > > > > > Regards > > Dilip > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > -- > > Grant Birchmeier > > *Connamara Systems, LLC* > > *Made-To-Measure Trading Solutions.* > > Exactly what you need. No more. No less. > > http://connamara.com > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Dilipsinh B. <dil...@si...> - 2015-06-17 05:25:16
|
On analysis, I found that the exception thrown is due ‘SenderCompID’. For this specific ‘SenderCompID’ = ‘order.TOPFX238.1’ (for testing) , Initiator throw exception (even in tradeclient). Don’t know why… What we can conclude for this reason…. ( is it a quickfix bug….. ) Regards Dilip From: Grant Birchmeier [mailto:gbi...@co...] Sent: Wednesday, June 17, 2015 1:35 AM To: Dilipsinh Bheda Cc: Mailing Lists Subject: Re: [Quickfix-developers] Error in using pointer of Initiator And the exception is... ? On Tue, Jun 16, 2015 at 12:34 AM, Dilipsinh Bheda <dil...@si...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ Hello all, I created code as below: settings = new FIX::SessionSettings("MT4FIX.cfg"); storeFactory = new FIX::FileStoreFactory(*settings); logFactory = new FIX::FileLogFactory(*settings); initiator = new FIX::SocketInitiator(fixApp, *storeFactory, *settings, *logFactory); ‘Tradeclient’ example runs perfect with ‘MT4FIX.cfg’….. Application builds successful, but on debugging application, got exception on ‘initiator’… And on running EXE directly gives “APPCRASH” error….. Need help…. Regards Dilip ------------------------------------------------------------------------------ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |
|
From: Grant B. <gbi...@co...> - 2015-06-16 20:05:39
|
And the exception is... ? On Tue, Jun 16, 2015 at 12:34 AM, Dilipsinh Bheda < dil...@si...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hello all, > > > > I created code as below: > > > > settings = new FIX::SessionSettings("MT4FIX.cfg"); > > storeFactory = new FIX::FileStoreFactory(*settings); > > logFactory = new FIX::FileLogFactory(*settings); > > initiator = new FIX::SocketInitiator(fixApp, *storeFactory, > *settings, *logFactory); > > > > ‘Tradeclient’ example runs perfect with ‘MT4FIX.cfg’….. > > > > Application builds successful, but on debugging application, got exception > on ‘initiator’… > > And on running EXE directly gives “APPCRASH” error….. > > > > Need help…. > > > > > > Regards > > Dilip > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Grant B. <gbi...@co...> - 2015-06-16 20:04:51
|
Yes, you already said that. (Also, I doubt many people on this list know what MT4 is, so stop telling us about it. It's not relevant.) My advice is still the same. Put your project aside and write a small standalone QF app so you can better understand how QF works. On Tue, Jun 16, 2015 at 12:23 AM, Dilipsinh Bheda < dil...@si...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Yes, I am trying to implement FIX bridge with quickfix, but as I said > before, am new to FIX, don’t know how to place market order with limits as > in MT4 client….. > > > > Regards > > Dilip > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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