quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Incorrect data format

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

You shouldn't have a problem with operator==() if you use the type-safe 
way of handling msg fields:

FIX::Side side;
msg.get(side);
if(FIX::Side_BUY == side)
{ }
else if(FIX::Side_SELL == side)
{ }
else
{ }

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

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

[Brian B <bri...@du...>]

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>

Re: [Quickfix-developers] Quickfix-developers Digest, Vol 24, Issue 18

[Sándor <ujp...@fr...>]

Hi,
 
 I suggest you to create wrapper/simulator classes around
 QuickFIX with the same interface that FIXforge has.  It's enough
 to simulate those methods, that you use in your application.
 FIXforge has a simple API, it will be easy to create the same
 functionality in the method bodies using QuickFIX.
 
 Sandor
 
 _____________
 Respected Sir/Ma'am
  
 I need some guide regarding using QuickFIX in my project. The basic problem now i am facing is related to convert my project from FIXForge .Net engine to QuickFIX. I've almost done my project using FIXForge .Net engine but now i come to know that FIXForge .Net engine, I am currently using, is on evaluation period and I've to purchase its license to run my application. Frankly, i cant afford its license cost so i searched for some other solution of this problem. So, i come to know about QuickFIX. NOw, i want to switch on QuickFIX but i explored classes of both of the options mean I've compared classes of FIXForge and QuickFIX and I am scared to switch on QuickFIX. Also, I am scared about performance and compatability issues. Kindly provide me some support regarding these issues. I am scared to change each and every line of code in my project. Most important thing is that do u prefer me to switch on QuickFIX or not?
  
 Ultimately, I am scared to loose a big deal if I will not be able to deliver this project on deadlines. Kindly, provide me some support. I badly need your support. 
  
 Thank You
  
 Best Regards
 Mudasser Hassan
 

Re: [Quickfix-developers] Incorrect data format

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

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Vincent Predoehl wrote:
>> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>>   (8=FIX. 
>> 4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=I 
>> ncorrect data format for value371=54372=8373=610=115)
>
> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?
>

I traced the problem to an operator== on two FIX::Side instance  
variables.  I have no idea what that would cause that, but everything  
works fine now.

Is there an accessor to the Char class I can use to compare the two  
characters?  I'm having trouble locating it in the code.

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

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

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?

I'm looking at the code, and I should be sending Side_SELL.  That was  
working before, so some other field in the message might not be valid  
with Side_SELL.

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

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

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Vincent Predoehl wrote:
>> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>>   (8=FIX. 
>> 4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=I 
>> ncorrect data format for value371=54372=8373=610=115)
>
> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?

Where can I find the log?  Do you mean the console output?

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

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

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

Vincent Predoehl wrote:
> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>   (8=FIX.4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=Incorrect data format for value371=54372=8373=610=115)

373=6 means "Incorrect data format for value"

372=8 means the MessageType (35) of the offending message was 
ExecutionReport (8)

45=6004 means that the MsgSeqNum (34) of the offending message was 6004

371=54 means that the tag with "incorrect data format for value" was the 
Side (54) tag

So, look in your log for an execution report (35=8) with a sequence 
number of 6004 (34=6004).  What was in the Side tag (54) of that message?

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

[Quickfix-developers] Incorrect data format

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

I've been making changes to my code and all of a sudden, all my  
NewOrderSingle messages started giving me Incorrect data format  
errors.  Here's a sample.

<20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
   (8=FIX. 
4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=Inco 
rrect data format for value371=54372=8373=610=115)

I'm only posting because I didn't really make any changes that should  
have done this, and it may be a nasty bug to find, so thanks in  
advance for anybody's help.

-- 
Vincent

Re: [Quickfix-developers] help Needed

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

par...@ho... wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hello,
> can you tell me how r u using quickfix? i have downloaded it and have IP,senderCompID,SenderSubID,port,TargetCompID,Username and Password
> 1. Can u tell me where to use all the above details?

Add them to your config file - See 
http://www.quickfixengine.org/quickfix/doc/html/configuration.html for 
examples.

QuickFIX will not automatically add Username and Password to outgoing 
messages for you.  If you need to add these to your Logon message (I 
assume this is the case - check with your counterparty), you can do so 
during the toAdmin() callback.

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

[Quickfix-developers] help Needed

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

Hello,
can you tell me how r u using quickfix? i have downloaded it and have IP,senderCompID,SenderSubID,port,TargetCompID,Username and Password.
I have build quickfix by enabling mysql support and it was sucessful.
1. Can u tell me where to use all the above details?
2. Can u tell me how to run example sucessfully?
 
Please help Me 
Thanks in advance
Parijat
 

Re: [Quickfix-developers] ExecutionReport Message Rejected

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

>  (8=FIX.4.4|9=92|35=8|34=2|49=MP|52=20080522-02:06:52.378|56=CLIENT|6=0|14=0|17=1|37=|39=0|54=2|150=0|151=25|10=041)
>  (Message 2 Rejected: Tag specified without a value:37)

You can see from the log above that you are adding tag 37 (OrderID) to 
the message, but its value is blank.

So when you are doing "OrderID(iss.str())" in the ExecutionReport 
constructor, "iss.str()" must be returning an empty string.

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

Re: [Quickfix-developers] How can i setup my project?

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

Mudasser,

QuickFIX comes with a set of acceptance and performance tests so you can
rest assured that the performance and compatibility is up to par when you
run them.  QuickFIX is definitely compatible with .NET, many people use it
for that purpose regularly.

Whether you choose to use QuickFIX or not is up to you as you know your
application better than anyone, and whether or not it will allow you to
finish before your deadline.

On Wed, May 28, 2008 at 5:11 AM, Mudasser Hassan <mud...@ya...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Respected Sir/Ma'am
>
>
>
> I need some guide regarding using QuickFIX in my project. The basic problem
> now i am facing is related to convert my project from FIXForge .Net engine
> to QuickFIX. I've almost done my project using FIXForge .Net engine but now
> i come to know that FIXForge .Net engine, I am currently using, is on
> evaluation period and I've to purchase its license to run my application.
> Frankly, i cant afford its license cost so i searched for some other
> solution of this problem. So, i come to know about QuickFIX. NOw, i want to
> switch on QuickFIX but i explored classes of both of the options mean I've
> compared classes of FIXForge and QuickFIX and I am scared to switch on
> QuickFIX. Also, I am scared about performance and compatability issues.
> Kindly provide me some support regarding these issues. I am scared to change
> each and every line of code in my project. Most important thing is that do u
> prefer me to switch on QuickFIX or not?
>
>
>
> Ultimately, I am scared to loose a big deal if I will not be able to
> deliver this project on deadlines. Kindly, provide me some support. I badly
> need your support.
>
>
>
> Thank You
>
>
>
> Best Regards
>
> Mudasser Hassan
>
>
> -------------------------------------------------------------------------
> 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
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] How can i setup my project?

[Mudasser H. <mud...@ya...>]

Respected Sir/Ma'am
 
I need some guide regarding using QuickFIX in my project. The basic problem now i am facing is related to convert my project from FIXForge .Net engine to QuickFIX. I've almost done my project using FIXForge .Net engine but now i come to know that FIXForge .Net engine, I am currently using, is on evaluation period and I've to purchase its license to run my application. Frankly, i cant afford its license cost so i searched for some other solution of this problem. So, i come to know about QuickFIX. NOw, i want to switch on QuickFIX but i explored classes of both of the options mean I've compared classes of FIXForge and QuickFIX and I am scared to switch on QuickFIX. Also, I am scared about performance and compatability issues. Kindly provide me some support regarding these issues. I am scared to change each and every line of code in my project. Most important thing is that do u prefer me to switch on QuickFIX or not?
 
Ultimately, I am scared to loose a big deal if I will not be able to deliver this project on deadlines. Kindly, provide me some support. I badly need your support. 
 
Thank You
 
Best Regards
Mudasser Hassan


      

Re: [Quickfix-developers] Price field/Network Byte Order

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

Because when they are transfered they are converted to text
representation, therefore byte order is not an issue.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Price field/Network Byte Order
> From: Vincent Predoehl <vpr...@ph...>
> Date: Tue, May 27, 2008 10:39 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>After looking at the code, it appears that QF is storing the Price  
> field as a double.  I need to store this as well, and I was wondering  
> how you guys got it to survive the network byte order issue.  Just  
> curious, if you don't mind me asking cause I'm going to have to do  
> the same thing.  I don't see any htond/dtohd conversion functions  
> like there are for converting longs ( htonl/ntohl )
> 
> -- 
> Vincent<hr>-------------------------------------------------------------------------
> 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/<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Price field/Network Byte Order

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

After looking at the code, it appears that QF is storing the Price  
field as a double.  I need to store this as well, and I was wondering  
how you guys got it to survive the network byte order issue.  Just  
curious, if you don't mind me asking cause I'm going to have to do  
the same thing.  I don't see any htond/dtohd conversion functions  
like there are for converting longs ( htonl/ntohl )

-- 
Vincent

Re: [Quickfix-developers] quickfix threads

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

Yes, your assumption here is correct.  FIX requires that messages get
processed in order, so for this reason you cannot process messages in
parallel since a new message will not get passed to you until the
previous one has been processed.  Otherwise you might receive them out
of order.  Your receipt of the message is confirmed by exiting the
onMessage call.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] quickfix threads
> From: Vincent Predoehl <vpr...@ph...>
> Date: Tue, May 27, 2008 3:47 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I'm writing test code for my matcher and I'm storing data in STL  
> containers for comparing the responses passed back in ExecutionReport  
> message.
> Before a new OrdStatReq message is sent, for example, the STL  
> container is checked to make sure that any expected OrdStatReq  
> message like the one about to be generated have been processed  
> already.  If not, my code calls process_sleep(1) until the message is  
> received.  The problem is the message never arrives.  I'm guessing  
> the reason is because I'm sleeping in the onMessage of the  
> ExecutionReport message and the message it is waiting for can't get  
> processed until the current messages finishes processing.
> So, I guess I'm wondering if the reason the expected ExecutionReport  
> message isn't being processed is because the code is hung up in the  
> sleep loop of the existing ExecutionReport message.  My guess is  
> that's the case, but I thought I'd ask because it seems there are  
> multiple threads handling the FIX messages.
> If anyone has any comments on how threads work in quickfix, I'd be  
> interested in knowing that.
> Thanks,
> -- 
> Vincent<hr>-------------------------------------------------------------------------
> 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/<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] quickfix threads

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

I'm writing test code for my matcher and I'm storing data in STL  
containers for comparing the responses passed back in ExecutionReport  
message.

Before a new OrdStatReq message is sent, for example, the STL  
container is checked to make sure that any expected OrdStatReq  
message like the one about to be generated have been processed  
already.  If not, my code calls process_sleep(1) until the message is  
received.  The problem is the message never arrives.  I'm guessing  
the reason is because I'm sleeping in the onMessage of the  
ExecutionReport message and the message it is waiting for can't get  
processed until the current messages finishes processing.

So, I guess I'm wondering if the reason the expected ExecutionReport  
message isn't being processed is because the code is hung up in the  
sleep loop of the existing ExecutionReport message.  My guess is  
that's the case, but I thought I'd ask because it seems there are  
multiple threads handling the FIX messages.

If anyone has any comments on how threads work in quickfix, I'd be  
interested in knowing that.

Thanks,
-- 
Vincent

Re: [Quickfix-developers] performance numbers

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

Have youtried running the performance testing application that comes
with QuickFIX.  Use the runpt script in the test directory.  It will
give you some numbers which you can run on your target platform.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers]  performance numbers
> From: fixuser <ji...@gm...>
> Date: Thu, May 22, 2008 1:26 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> We are evaluating QuickFIX for our trading platform.
> Can anyone tell me how many orders per second can QuickFIX handle out of the
> box?
> what about with tweaking?
> -- 
> View this message in context: http://www.nabble.com/performance-numbers-tp17410592p17410592.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> -------------------------------------------------------------------------
> 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] performance numbers

[fixuser <ji...@gm...>]

We are evaluating QuickFIX for our trading platform.

Can anyone tell me how many orders per second can QuickFIX handle out of the
box?
what about with tweaking?

-- 
View this message in context: http://www.nabble.com/performance-numbers-tp17410592p17410592.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] FIX50

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

It's not a terribly hard thing, the priority has just been low up to now
for the reason you stated, just wasn't a big hurry.  That has changed
and it is a top priority right now.  The work involved is not entirely
trivial.  There are a couple main pieces.

One is getting a FIX50.xml, which is in progress and nearing completion.
 We are switching to generating the xml files off of the FIX repository
distributed by the FPL.  This requires a new generator that will create
documents for FIX50 and the previous protocols.  One problem here is the
documents they distribute are a little flaky and we need to add special
code to deal with that.  It also needs to automatically handle
deprecated fields.  The new generator was started last week and is
available in svn here:
http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/quickfix/spec/generate_spec.rb?view=markup

The other part of the protocol is the new version independent sessions. 
This changes how sessions are handled and requires a new battery of unit
and functional tests.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] FIX50
> From: Sándor <ujp...@fr...>
> Date: Thu, May 22, 2008 7:43 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>  Hi,
>  
>  Cold somebody please explain me why is 5.0
>  support such a hard thing?    Are there other
>  modifications needed in the source, or it would
>  be enough to build a FIX50.xml dictionary to get it
>  work?   Am I right that the problem lies on unlocking
>  the session and application protocol?    Or FIX.5.0
>  wouldn't such a big deal to implement, but simply
>  there's no communication partner that uses newer
>  than 4.4, so there's no need to hurry implement 5.0?
>  
>  s.
> -------------------------------------------------------------------------
> 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

Re: [Quickfix-developers] Checksum problems

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

Agreed. We will see about improving the error reporting for this  
case.  As for message size, there is no limit outside of memory which  
would be about 2 gig on a 32 bit system.

On May 22, 2008, at 11:48 AM, "Jonathan Allen" <ja...@fi...>  
wrote:

> Seems obvious now, my partner company was sending me a malformed  
> message
> which QuickFix understandably rejected. The error message should be
> fixed, but the end result was correct.
>
> Thanks for your help.
>
> Jonathan
>
> -----Original Message-----
> From: or...@qu... [mailto:or...@qu...]
> Sent: Wednesday, May 21, 2008 9:18 PM
> To: Jonathan Allen
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Checksum problems
>
> I looked at the first message, and it doesn't look quote right to me.
> For instance here is a repeating group telling us to expect 4  
> repeating
> groups (232=4), but as you can see here there are only 3 groups.  I  
> can
> see how QuickFIX might interpret that as a checksum problem (when
> parsing it will put a 3 in that value instead of a 4).  Any idea  
> what is
> going on here?
>
> --oren
>
> 232= 
> 4^A233=ORDRINCR^A234=5000^A233=LEAVESQTY^A234=0^A233=PRIMARY^A234=S^
> A299=0414298D605XTGFEFtyc6krQUUhqqkyG^A
>
>> -------- Original Message --------
>> Subject: RE: [Quickfix-developers] Checksum problems
>> From: "Jonathan Allen" <ja...@fi...>
>> Date: Mon, May 19, 2008 3:20 pm
>> To: <or...@qu...>
>> Cc: <qui...@li...>
>>
>>
>> Resend with a smaller log file.
>>
>> -----Original Message-----
>> From: Jonathan Allen
>> Sent: Monday, May 19, 2008 1:18 PM
>> To: 'or...@qu...'
>> Cc: qui...@li...
>> Subject: RE: [Quickfix-developers] Checksum problems
>>
>> Certainly, the file is attached.
>>
>> Thanks for taking the time to look into this. I'm really at a loss
> right
>> now and I'm running out of time to get this fixed.
>>
>> Jonathan
>>
>> -----Original Message-----
>> From: or...@qu... [mailto:or...@qu...]
>> Sent: Monday, May 19, 2008 12:38 PM
>> To: Jonathan Allen
>> Cc: qui...@li...
>> Subject: RE: [Quickfix-developers] Checksum problems
>>
>> Do you have any sample message we can use to create test cases to
>> correct the problem?
>>
>> --oren
>>
>>
>>
>> INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED
> ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this
> message is not the intended recipient, you are notified that any
> disclosure, distribution or copying is prohibited. Please click here  
> for
> additional disclosures.
>>
>> http://www.fisbonds.com/FISBonds/PublicSite/EmailDisclosures.aspx
>
>
> INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED  
> ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this  
> message is not the intended recipient, you are notified that any  
> disclosure, distribution or copying is prohibited. Please click here  
> for additional disclosures.
>
> http://www.fisbonds.com/FISBonds/PublicSite/EmailDisclosures.aspx
>
>

Re: [Quickfix-developers] Checksum problems

[Jonathan A. <ja...@fi...>]

Seems obvious now, my partner company was sending me a malformed message
which QuickFix understandably rejected. The error message should be
fixed, but the end result was correct.

Thanks for your help.

Jonathan

-----Original Message-----
From: or...@qu... [mailto:or...@qu...] 
Sent: Wednesday, May 21, 2008 9:18 PM
To: Jonathan Allen
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Checksum problems

I looked at the first message, and it doesn't look quote right to me. 
For instance here is a repeating group telling us to expect 4 repeating
groups (232=4), but as you can see here there are only 3 groups.  I can
see how QuickFIX might interpret that as a checksum problem (when
parsing it will put a 3 in that value instead of a 4).  Any idea what is
going on here?

--oren

232=4^A233=ORDRINCR^A234=5000^A233=LEAVESQTY^A234=0^A233=PRIMARY^A234=S^
A299=0414298D605XTGFEFtyc6krQUUhqqkyG^A

> -------- Original Message --------
> Subject: RE: [Quickfix-developers] Checksum problems
> From: "Jonathan Allen" <ja...@fi...>
> Date: Mon, May 19, 2008 3:20 pm
> To: <or...@qu...>
> Cc: <qui...@li...>
> 
> 
> Resend with a smaller log file.
> 
> -----Original Message-----
> From: Jonathan Allen
> Sent: Monday, May 19, 2008 1:18 PM
> To: 'or...@qu...'
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Checksum problems
> 
> Certainly, the file is attached.
> 
> Thanks for taking the time to look into this. I'm really at a loss
right
> now and I'm running out of time to get this fixed.
> 
> Jonathan
> 
> -----Original Message-----
> From: or...@qu... [mailto:or...@qu...]
> Sent: Monday, May 19, 2008 12:38 PM
> To: Jonathan Allen
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Checksum problems
> 
> Do you have any sample message we can use to create test cases to
> correct the problem?
> 
> --oren
> 
> 
> 
> INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED
ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this
message is not the intended recipient, you are notified that any
disclosure, distribution or copying is prohibited. Please click here for
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> 
> http://www.fisbonds.com/FISBonds/PublicSite/EmailDisclosures.aspx


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http://www.fisbonds.com/FISBonds/PublicSite/EmailDisclosures.aspx

[Quickfix-developers] FIX50

[Sándor <ujp...@fr...>]

 Hi,
 
 Cold somebody please explain me why is 5.0
 support such a hard thing?    Are there other
 modifications needed in the source, or it would
 be enough to build a FIX50.xml dictionary to get it
 work?   Am I right that the problem lies on unlocking
 the session and application protocol?    Or FIX.5.0
 wouldn't such a big deal to implement, but simply
 there's no communication partner that uses newer
 than 4.4, so there's no need to hurry implement 5.0?
 
 s.

Re: [Quickfix-developers] Checksum problems

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

I looked at the first message, and it doesn't look quote right to me. 
For instance here is a repeating group telling us to expect 4 repeating
groups (232=4), but as you can see here there are only 3 groups.  I can
see how QuickFIX might interpret that as a checksum problem (when
parsing it will put a 3 in that value instead of a 4).  Any idea what is
going on here?

--oren

232=4^A233=ORDRINCR^A234=5000^A233=LEAVESQTY^A234=0^A233=PRIMARY^A234=S^A299=0414298D605XTGFEFtyc6krQUUhqqkyG^A

> -------- Original Message --------
> Subject: RE: [Quickfix-developers] Checksum problems
> From: "Jonathan Allen" <ja...@fi...>
> Date: Mon, May 19, 2008 3:20 pm
> To: <or...@qu...>
> Cc: <qui...@li...>
> 
> 
> Resend with a smaller log file.
> 
> -----Original Message-----
> From: Jonathan Allen
> Sent: Monday, May 19, 2008 1:18 PM
> To: 'or...@qu...'
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Checksum problems
> 
> Certainly, the file is attached.
> 
> Thanks for taking the time to look into this. I'm really at a loss right
> now and I'm running out of time to get this fixed.
> 
> Jonathan
> 
> -----Original Message-----
> From: or...@qu... [mailto:or...@qu...]
> Sent: Monday, May 19, 2008 12:38 PM
> To: Jonathan Allen
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Checksum problems
> 
> Do you have any sample message we can use to create test cases to
> correct the problem?
> 
> --oren
> 
> 
> 
> INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this message is not the intended recipient, you are notified that any disclosure, distribution or copying is prohibited. Please click here for additional disclosures.
> 
> http://www.fisbonds.com/FISBonds/PublicSite/EmailDisclosures.aspx

Re: [Quickfix-developers] QuickFix performance?

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

Hi Rick,

I am also looking to optimize my QuickFIX based application for performance.
Does anyone have benchmarks for 

- How many messages per second can QuickFIX handle?
- What the latency is within QuickFIX for sending out one order message, and
how it changes with a load of 10, 50, 100 messages simultaneously?

Jitesh



Rick Lane-2 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Djalma,
> 
> Good question. By "isolating" QuickFix, I mean I simply have a main 
> thread (the QuickFix thread) that handles all of the messages.  My first 
> thought was that maybe "cracking" the messages was causing overhead, so 
> I removed that -- so I basically only have a method that submits the New 
> Order Single request, and of course my fromApp() that does nothing other 
> than increments a message counter looks to see if the message is an 
> OrdStatus.FILLED and it then displays the total time taken, as well as 
> the total number of messages.
> 
> In my "full" program, I have several threads that handle notifying order 
> "listeners" (if I have one program that submits order A and another 
> program that submits order B, and order A gets filled, I have a thread 
> that properly routes ExecutionReports to the intended recipient), I also 
> have market-data threads (that is outside the scope of QuickFix), etc., 
> etc., and by isolate, I only meant I had a single QuickFix thread 
> processing the messages.
> 
> Before I dive any deeper into this issue, I'm going to test on a new 
> network because I have a suspicion the network I'm on has some serious 
> limitations (for other market-data related projects, we would get a ton 
> of missed/dropped packets, etc.).
> 
> Thanks for the response -- I'll let the group know what I find.
> 
> Rick
> 
> Djalma Rosa dos Santos Filho wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi Rick,
>>
>> I don't know if this is the same, but we are also suffering with
>> low-throughput message receiving when using quickfix in a C# GUI
>> application in the moment when there is a remote connection sending
>> thousands of messages. Because of this, we're planning to modify the
>> application's architecture by adding some stuff like MVC, queues and
>> threading pools to try to maximize the throughput. The current
>> application design is inefficient and I believe in some reasons for
>> that, things related to the way how Quickfix is working and some TCP
>> socket issues...
>> But, in order to know if maybe this is the same with you, let me ask
>> you some questions for clarification.
>> When you say that you could isolate quickfix performance, what exactly
>> do you mean? Nothing in fromApp() ?
>> Are you processing all messages in the context of the quickfix thread?
>> How heavy is this message processing?
>> Are you using the message cracker?
>>
>> Djalma
>>
>>
>> On Dec 19, 2007 12:59 PM, 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,
>>>
>>> Is there any documentation regarding the performance (e.g. message
>>> throughput capabilities) of QuickFix?  I'm running into issues where it
>>> seems that I'm receiving messages too slowly (I emailed the list a
>>> couple days ago regarding fill notifications -- namely, if I place an
>>> immediate-fill order for, say, 1000 contracts, it takes nearly 2.5
>>> seconds to receive all of the fill notifications).  This may have
>>> something to do with the CME (perhaps on the environment on which I'm
>>> testing they throttle fill notifications) but I don't believe this is
>>> the case.  I've pretty much eliminated any other threading/etc. that my
>>> application is doing to try to isolate the performance solely to
>>> QuickFix and I'm still seeing the same results.
>>>
>>> Has anyone run into this before, and is there some advice as to why
>>> these notifications might be taking so long to be processed?
>>>
>>> Thanks,
>>> RL
>>>
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