quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Invalid Message

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

I'm guessing this line is confusing it:

o.set(FIX::TimeInForce(1));

You are passing in an integer when it should be a character.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Invalid Message
> From: Vincent Predoehl <vpr...@ph...>
> Date: Mon, May 19, 2008 10:25 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Why am I getting a BodyLength error in this message?
> Logon: FIX.4.4:MP->CLIENT
> <20080520-03:06:57, FIX.4.4:MP->CLIENT, incoming>
>    (8=FIX. 
> 4.49=10935=D34=249=CLIENT52=20080520-03:06:57.93356=MP11=121=138=50040=1 
> 54=255=C59=60=2008052003:06:5710=172)
> <20080520-03:06:57, FIX.4.4:MP->CLIENT, event>
>    (Invalid message: Expected BodyLength=107, Recieved BodyLength=109)
> Here's the code that generates the message:
>     static unsigned long clientID = 0;
>     ostringstream cid;   cid << ++clientID;
>     FIX44::NewOrderSingle o(cid.str(),  FIX::Side_SELL,  
> FIX::TransactTime(), FIX::
>     FIX::Header& h = o.getHeader();
>     o.set(FIX::HandlInst('1'));
>     o.set(FIX::Symbol("C"));
>     o.set(FIX::OrderQty(500));
>     o.set(FIX::TimeInForce(1));
>     h.setField(FIX::SenderCompID("CLIENT")); h.setField 
> (FIX::TargetCompID("MP"));
>     FIX::Session::sendToTarget(o);
> -- 
> 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

Re: [Quickfix-developers] SessionNotFound

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

I'm assuming that your are setting the targetcompid and the sendercompid on the NewOrderSingle to match the session




--- On Mon, 5/19/08, Vincent Predoehl <vpr...@ph...> wrote:

> From: Vincent Predoehl <vpr...@ph...>
> Subject: [Quickfix-developers] SessionNotFound
> To: qui...@li...
> Date: Monday, May 19, 2008, 5:11 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html-------------------------------------------------------------------------
> 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] Invalid Message

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

Why am I getting a BodyLength error in this message?

Logon: FIX.4.4:MP->CLIENT
<20080520-03:06:57, FIX.4.4:MP->CLIENT, incoming>
   (8=FIX. 
4.49=10935=D34=249=CLIENT52=20080520-03:06:57.93356=MP11=121=138=50040=1 
54=255=C59=60=2008052003:06:5710=172)
<20080520-03:06:57, FIX.4.4:MP->CLIENT, event>
   (Invalid message: Expected BodyLength=107, Recieved BodyLength=109)

Here's the code that generates the message:

    static unsigned long clientID = 0;
    ostringstream cid;   cid << ++clientID;
    FIX44::NewOrderSingle o(cid.str(),  FIX::Side_SELL,  
FIX::TransactTime(), FIX::
    FIX::Header& h = o.getHeader();

    o.set(FIX::HandlInst('1'));
    o.set(FIX::Symbol("C"));
    o.set(FIX::OrderQty(500));
    o.set(FIX::TimeInForce(1));
    h.setField(FIX::SenderCompID("CLIENT")); h.setField 
(FIX::TargetCompID("MP"));
    FIX::Session::sendToTarget(o);

-- 
Vincent

[Quickfix-developers] SessionNotFound

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

My call to sendToTarget(const Order&) is returning a SessionNotFound  
exception.  I modeled my code after the quickfix example code -  
tradeclient and ordermatch.

Here's my initiator code:

QFClient app;
FIX::SessionSettings cfg("client.cfg");
FIX::FileStoreFactory sf(cfg);
FIX::ScreenLogFactory lf(cfg);
FIX::SocketInitiator fixSock(app, sf, cfg, lf);

fixSock.start();

FIX44::NewOrderSingle o( ..., ..., ... );
		...	// add NewOrderSingle fields
FIX::Session::sendToTarget(o);		// get SessionNotFound exception

I use the single parameter variant of sendToTarget, which is the same  
as the sample code.  For some reason, the sample code works and mine  
doesn't ( SessionNotFound exception ).  I can't see anything  
different in the sample code, so I need help figuring out what's  
wrong.  I've attached the configs loaded by SessionSettings after my  
sig.

Thanks!!
-- 
Vincent

Here's the .cfg for the acceptor's SessionSettings object:

  [DEFAULT]
   2 ConnectionType=acceptor
   3 SocketAcceptPort=5001
   4 SocketReuseAddress=Y
   5 StartTime=00:00:00
   6 EndTime=00:00:00
   7
   8 [SESSION]
   9 BeginString=FIX.4.4
  10 SenderCompID=MP
  11 TargetCompID=CLIENT
  12 FileStorePath=store
  13 DataDictionary=spec/FIX44.xml

Here's the .cfg for the initiator's SessionSettings object:

[DEFAULT]
   2 ConnectionType=initiator
   3 HeartBtInt=30
   4 ReconnectInterval=1
   5 FileStorePath=store
   6 FileLogPath=log
   7 StartTime=00:00:00
   8 EndTime=00:00:00
   9 UseDataDictionary=N
  10 SocketConnectHost=localhost
  11
  12 [SESSION]
  13 BeginString=FIX.4.4
  14 SenderCompID=CLIENT
  15 TargetCompID=MP
  16 SocketConnectPort=5001
  17

Re: [Quickfix-developers] [quickfix] QuickFIX in C...

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

There is a C API for QuickFix, closest think is the C++ API.



--- On Mon, 5/19/08, Carneiro . <car...@gm...> wrote:

> From: Carneiro . <car...@gm...>
> Subject: [Quickfix-developers] [quickfix] QuickFIX in C...
> To: qui...@li...
> Date: Monday, May 19, 2008, 3:50 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html-------------------------------------------------------------------------
> 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] [quickfix] QuickFIX in C...

[Carneiro . <car...@gm...>]

Hi there,

I wanna create an embbeded solution of the QUICKFIX and I will need a source
code of the QUICKFIX in C (ANSI).

Someone have the QUICKFIX in C, please?

Thank you very much n advance.

Best regards,

RENATO CARNEIRO
e-mail: car...@gm...

Re: [Quickfix-developers] Checksum problems

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

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] Checksum problems

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

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

> -------- Original Message --------
> Subject: [Quickfix-developers] Checksum problems
> From: "Jonathan Allen" <ja...@fi...>
> Date: Mon, May 19, 2008 1:16 pm
> To: <qui...@li...>
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> QuickFix seems to be miscalculating checksums. I was told to turn off
> checksum validation for the time being, but I cannot figure out how. 
> How do I turn off checksum validation?
> For the long run, is there any known problems with QuickFix processing
> large messages? The messages that are failing are about 6232 bytes in
> length.
> Jonathan Allen
> Software Developer
> Fixed Income Securities, Inc.
> 858-547-7731
> 7720 Trade Street, Suite 310
> San Diego, CA 92121
> www.fisbonds.com
> Member FINRA/SIPC 
> 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
>
------------------------------------------------------------------------
-
> 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



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

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

Do you have any sample message we can use to create test cases to
correct the problem?

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Checksum problems
> From: "Jonathan Allen" <ja...@fi...>
> Date: Mon, May 19, 2008 1:16 pm
> To: <qui...@li...>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> QuickFix seems to be miscalculating checksums. I was told to turn off
> checksum validation for the time being, but I cannot figure out how. 
> How do I turn off checksum validation?
> For the long run, is there any known problems with QuickFix processing
> large messages? The messages that are failing are about 6232 bytes in
> length.
> Jonathan Allen
> Software Developer
> Fixed Income Securities, Inc.
> 858-547-7731
> 7720 Trade Street, Suite 310
> San Diego, CA 92121
> www.fisbonds.com
> Member FINRA/SIPC 
> 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
> -------------------------------------------------------------------------
> 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] Checksum problems

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

QuickFix seems to be miscalculating checksums. I was told to turn off
checksum validation for the time being, but I cannot figure out how. 

How do I turn off checksum validation?

For the long run, is there any known problems with QuickFix processing
large messages? The messages that are failing are about 6232 bytes in
length.

Jonathan Allen
Software Developer
Fixed Income Securities, Inc.
858-547-7731
7720 Trade Street, Suite 310
San Diego, CA 92121
www.fisbonds.com
Member FINRA/SIPC 



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

[Quickfix-developers] Using Two Network Interface Cards

[John V. <joh...@ho...>]

Our production computer has two NICs one to get market data and the other for order management using QuickFix.  Have any of you had a similar environment?  Are there any special things that you have to do to always use the appropriate connection?  I am not having any problems with the market data, but I cannot connect, in this case, to the Chicago Merchantile Exchange.  I have no problems in our test environment where there is only one NIC.

Thanks for any responses that you may have,
John Vanderwater
joh...@ho...

Re: [Quickfix-developers] Sql Server

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

> 1.  Do the pre-compiled binaries already have ODBC enabled?  It didn't
> seem so from the source (just something called "ftime" was enabled).
> I didn't find the odbc32.lib file to compile it myself.  Also I assume
> I can substitute in 64-bit odbc when compiling to .net wrapper code
> but I am not sure how the dependency on C++ code works, so that may
> not be right.

You can substitute with the 64 bit library if you build the underlying
C++ code in 64 bit.  That's what needs to link to ODBC.

> The option in the source file (config_windows.h file) says:
> "// Define if you have odbc library (Odbc32.lib)."
> 2.  I think I would prefer to use the native SQL Server connector
> which .net provides (I am using the C# wrapper), and also would like
> to make use of LINQ.  But I assume it would be difficult or impossible
> to override the underlying C++ code that handles that?

You can do this.  QuickFIX allows you to inherit from the
MessageStoreFactory and the MessageStore to implement your own
connectivity in C#.

Re: [Quickfix-developers] [Quickfix-users] SendingTime accuracy problem causes client disconnect.

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

No, but you could generate your own warnings by comparing the times of
the messages against the current time.

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-users] SendingTime accuracy problem causes
> client disconnect.
> From: "Rodrick Brown" <rod...@gm...>
> Date: Thu, May 15, 2008 5:38 pm
> To: "Djalma Rosa dos Santos Filho" <drs...@gm...>
> Cc: qui...@li...,
> qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> It seems with this option in place we're no longer seeing the reject
> message. Is there anyway to still have this reject message generated
> and not drop the client?
> On Thu, May 15, 2008 at 4:22 PM, Djalma Rosa dos Santos Filho
> <drs...@gm...> wrote:
> > Yes, this is quickfix behavior, but you can set CheckLatency=N or increase
> > the MaxLatency value.
> >
> > On Thu, May 15, 2008 at 3:33 PM, Rodrick Brown <rod...@gm...>
> > wrote:
> >>
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >> We're processing orders from queue which can get fairly large some
> >> orders end up being processed after the default SendingTime (120s). We
> >> then send back "Message 569 Rejected: SendingTime accuracy problem"
> >> back to the client which causes our client to disconnect is this the
> >> correct behavior?
> >>
> >> We dont want our client to be disconnected on these types of rejects.
> >> Has anyone else seen this?
> >>
> >> 20080515-17:55:58: Acceptor heartbeat set to 45 seconds
> >> 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
> >> sequence numbers to 1
> >> 20080515-17:55:58: Received logon request
> >> 20080515-17:55:58: Responding to logon request
> >> 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
> >> 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
> >> 20080515-18:00:20: Disconnecting
> >>
> >>
> >> --
> >> [ Rodrick R. Brown ]
> >> http://www.linkedin.com/in/rodrickbrown
> >>
> >> -------------------------------------------------------------------------
> >> 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-users mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
> -- 
> [ Rodrick R. Brown ]
> http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown
> -------------------------------------------------------------------------
> 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-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-developers] A buffer overrun has occurred

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

I'd put a '<< std::ends' at the end.  You need to terminate the string.

Mike


--- On Thu, 5/15/08, Alessandro Holanda <roo...@gm...> wrote:

> From: Alessandro Holanda <roo...@gm...>
> Subject: [Quickfix-developers] A buffer overrun has occurred
> To: qui...@li...
> Date: Thursday, May 15, 2008, 1:03 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html-------------------------------------------------------------------------
> 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] Dynamic sessions

[Manuel L. <lop...@gm...>]

Checking how to dynamically create session settings--is there an
example or sample of this somewhere?  (Good examples mean a lot fewer
basic questions--my apologies if I've overlooked it--I just didn't
find it)  I would like to skip the use of the settings file entirely.
Thanks.

1.  I take it I should first create an empty new SessionSettings object:
 SessionSettings qfSettings = new SessionSettings();
2.  Then I manually add settings for the default section settings:
ex.:  qfSettings.setBool(string key, bool value)
3.  Then I manually create a SessionID:
ex.  SessionID sessFatCorpId = new SessionID(FixVersionString,
SenderCompId, targetCompId);
(I assume "BeginString" is the fixversion string--the help file is not
very chatty here--says "extends string value").
4.  Then I manually add the session values:
ex.  qfSettings.setLong(sessFatCorpId, stringKey, longValue)
 5.  Then I can pass the qfSettings object as a parameter to the
SocketInitiator constructor.
6.  To get a Session object and check and control on a session
connection (start & stop & reset individual sessions etc.), do I use
these Session methods:
Session lookupSession(SessionID sessionID)
and
boolean doesSessionExist(SessionID sessionID)

I'm unclear about:
1.  What if I wanted to add another session (say sessionSkinnyCorp) to
an existing initiator already running a session?  I assume I shouldn't
try to create a whole new initiator object (I'm not using the threaded
initiator to keep things simple).
(I'm not entirely sure what parts should be static and singleton--I
assume the App object should be static, but the unthreaded initiator
is unclear--will multiple instances conflict if writing to the same
log and messagestore locations etc--is it better to share multiple
sessions with one initiator.)
2.  The use of the dictionary object in setting the settings.
3.  How precisely to reconnect to the same sessionId after
disconnecting (i.e. resuming without resetting the msg sequence ids
back to 1).
I assume if getRefreshOnLogon() is true, then doing a logon() to a
session with the same fix version and sender and target ids (and
session qualifier if any) will resume the messages at the same point,
even if the sessionId is new and different.

Re: [Quickfix-developers] Sql Server

[Manuel L. <lop...@gm...>]

Thank you.  A few more questions--I hope they're not too obvious.

1.  Do the pre-compiled binaries already have ODBC enabled?  It didn't
seem so from the source (just something called "ftime" was enabled).
I didn't find the odbc32.lib file to compile it myself.  Also I assume
I can substitute in 64-bit odbc when compiling to .net wrapper code
but I am not sure how the dependency on C++ code works, so that may
not be right.
The option in the source file (config_windows.h file) says:
"// Define if you have odbc library (Odbc32.lib)."

2.  I think I would prefer to use the native SQL Server connector
which .net provides (I am using the C# wrapper), and also would like
to make use of LINQ.  But I assume it would be difficult or impossible
to override the underlying C++ code that handles that?

Thanks,
Manuel


Message: 4
Date: Thu, 15 May 2008 10:15:58 -0700
From: or...@qu...
Subject: Re: [Quickfix-developers] Sql Server
To: Manuel Lopez <lop...@gm...>
Cc: qui...@li...
Message-ID:
       <200...@em...>

Content-Type: TEXT/plain; CHARSET=US-ASCII

Connections to SQL should be done via an ODBC connection.  The sql api
was deprecated so we switch to using ODBC for MSSQL.

--oren

Re: [Quickfix-developers] [Quickfix-users] SendingTime accuracy problem causes client disconnect.

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

It seems with this option in place we're no longer seeing the reject
message. Is there anyway to still have this reject message generated
and not drop the client?

On Thu, May 15, 2008 at 4:22 PM, Djalma Rosa dos Santos Filho
<drs...@gm...> wrote:
> Yes, this is quickfix behavior, but you can set CheckLatency=N or increase
> the MaxLatency value.
>
> On Thu, May 15, 2008 at 3:33 PM, Rodrick Brown <rod...@gm...>
> wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> We're processing orders from queue which can get fairly large some
>> orders end up being processed after the default SendingTime (120s). We
>> then send back "Message 569 Rejected: SendingTime accuracy problem"
>> back to the client which causes our client to disconnect is this the
>> correct behavior?
>>
>> We dont want our client to be disconnected on these types of rejects.
>> Has anyone else seen this?
>>
>> 20080515-17:55:58: Acceptor heartbeat set to 45 seconds
>> 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
>> sequence numbers to 1
>> 20080515-17:55:58: Received logon request
>> 20080515-17:55:58: Responding to logon request
>> 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
>> 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
>> 20080515-18:00:20: Disconnecting
>>
>>
>> --
>> [ Rodrick R. Brown ]
>> http://www.linkedin.com/in/rodrickbrown
>>
>> -------------------------------------------------------------------------
>> 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-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>



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

Re: [Quickfix-developers] [Quickfix-users] SendingTime accuracy problem causes clientdisconnect.

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

This was a stress test thanks to all for the fix works like a charm.

On Thu, May 15, 2008 at 4:21 PM, Ted Graham <tg...@co...> wrote:
>
> It appears from your mail that you are taking more than 2 minutes to process
> a message.
>
> Am I understanding you correctly that incoming messages are staying in the
> inbound queue for 120 seconds?  If so, I think you should investigate why it
> is taking so long to process messages, rather than raise your SendingTime
> threshold.
>
> Ted
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of Rodrick
> Brown
> Sent: Thursday, May 15, 2008 12:34 PM
> To: qui...@li...;
> qui...@li...
> Subject: [Quickfix-users] SendingTime accuracy problem causes
> clientdisconnect.
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> We're processing orders from queue which can get fairly large some
> orders end up being processed after the default SendingTime (120s). We
> then send back "Message 569 Rejected: SendingTime accuracy problem"
> back to the client which causes our client to disconnect is this the
> correct behavior?
>
> We dont want our client to be disconnected on these types of rejects.
> Has anyone else seen this?
>
> 20080515-17:55:58: Acceptor heartbeat set to 45 seconds
> 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
> sequence numbers to 1
> 20080515-17:55:58: Received logon request
> 20080515-17:55:58: Responding to logon request
> 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Disconnecting
>
>
> --
> [ Rodrick R. Brown ]
> http://www.linkedin.com/in/rodrickbrown
>
> -------------------------------------------------------------------------
> 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-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>



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

Re: [Quickfix-developers] [Quickfix-users] SendingTime accuracy problem causes client disconnect.

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

Yes, this is quickfix behavior, but you can set CheckLatency=N or increase
the MaxLatency value.

On Thu, May 15, 2008 at 3:33 PM, Rodrick Brown <rod...@gm...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> We're processing orders from queue which can get fairly large some
> orders end up being processed after the default SendingTime (120s). We
> then send back "Message 569 Rejected: SendingTime accuracy problem"
> back to the client which causes our client to disconnect is this the
> correct behavior?
>
> We dont want our client to be disconnected on these types of rejects.
> Has anyone else seen this?
>
> 20080515-17:55:58: Acceptor heartbeat set to 45 seconds
> 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
> sequence numbers to 1
> 20080515-17:55:58: Received logon request
> 20080515-17:55:58: Responding to logon request
> 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Disconnecting
>
>
> --
> [ Rodrick R. Brown ]
> http://www.linkedin.com/in/rodrickbrown
>
> -------------------------------------------------------------------------
> 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-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-developers] SendingTime accuracy problem causes client disconnect.

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

You can disable this functionality by settings CheckLatency=N

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] SendingTime accuracy problem causes
> client disconnect.
> From: "Rodrick Brown" <rod...@gm...>
> Date: Thu, May 15, 2008 1:33 pm
> To: qui...@li...,
> qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> We're processing orders from queue which can get fairly large some
> orders end up being processed after the default SendingTime (120s). We
> then send back "Message 569 Rejected: SendingTime accuracy problem"
> back to the client which causes our client to disconnect is this the
> correct behavior?
> We dont want our client to be disconnected on these types of rejects.
> Has anyone else seen this?
> 20080515-17:55:58: Acceptor heartbeat set to 45 seconds
> 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
> sequence numbers to 1
> 20080515-17:55:58: Received logon request
> 20080515-17:55:58: Responding to logon request
> 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
> 20080515-18:00:20: Disconnecting
> -- 
> [ Rodrick R. Brown ]
> http://www.linkedin.com/in/rodrickbrown
> -------------------------------------------------------------------------
> 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] [Quickfix-users] SendingTime accuracy problem causes clientdisconnect.

[Ted G. <tg...@Co...>]

It appears from your mail that you are taking more than 2 minutes to process
a message.  

Am I understanding you correctly that incoming messages are staying in the
inbound queue for 120 seconds?  If so, I think you should investigate why it
is taking so long to process messages, rather than raise your SendingTime
threshold.

Ted 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Rodrick
Brown
Sent: Thursday, May 15, 2008 12:34 PM
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] SendingTime accuracy problem causes
clientdisconnect.

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

We're processing orders from queue which can get fairly large some
orders end up being processed after the default SendingTime (120s). We
then send back "Message 569 Rejected: SendingTime accuracy problem"
back to the client which causes our client to disconnect is this the
correct behavior?

We dont want our client to be disconnected on these types of rejects.
Has anyone else seen this?

20080515-17:55:58: Acceptor heartbeat set to 45 seconds
20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
sequence numbers to 1
20080515-17:55:58: Received logon request
20080515-17:55:58: Responding to logon request
20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
20080515-18:00:20: Disconnecting


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

-------------------------------------------------------------------------
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-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-developers] A buffer overrun has occurred

[Sibte A. <si...@gm...>]

This is probably occurring because SessionSetting s will declare an
uninitialized object (default constructer is empty). And then when you call
operater>> on it, its assuming that s is initialized.

Trying initializing s by passing creating with with either of these two
constructors:

SessionSettings( std::istream& stream )
SessionSettings( const std::string& file )

BTW I am still confused at what you are trying to do. Should you be doing

SessionSetting s(cfgstring) instead?

thanks,
-- Sibte

On Thu, May 15, 2008 at 2:03 PM, Alessandro Holanda <roo...@gm...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> A buffer overrun has occurred in AERoteadorFront.exe which has corrupted
> the program's internal state.
>
> Source Code:
>
>   std::stringstream cfgstring;
>   cfgstring
>     << "[DEFAULT]" << std::endl
>     << "ConnectionType=" << "acceptor" << std::endl
>     << "SocketAcceptPort=" << "5001" << std::endl
>     << "SocketReuseAddress=" << "Y" << std::endl
>     << "StartTime=" << "00:00:00" << std::endl
>     << "EndTime=" << "00:00:00" << std::endl
>     << std::endl
>     << "[SESSION]" << std::endl
>     << "BeginString=" << "FIX.4.4" << std::endl
>     << "SenderCompID=" << "VENDOR" << std::endl
>     << "TargetCompID=" << "CLIENT1" << std::endl
>     << "FileStorePath=" << "store" << std::endl
>     //<< "DataDictionary=" << "../spec/FIX44BMF.xml" << std::endl
>     << std::endl;
>
>   FIX::SessionSettings s;
>
>   cfgstring >> s;    // <- A Buffer Overrun ocurr there
>
> Anyone can help me.
>
> Thanks
>
> Alessandro
>
> -------------------------------------------------------------------------
> 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] Remote host name/IP address

[Yoav <yo...@ya...>]

Hi,
When running a QuickFix application as Acceptor (C++), how can I get the remote hostname/IP address of the party which is connected to my server?

Thanks,
Yoav

[Quickfix-developers] SendingTime accuracy problem causes client disconnect.

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

We're processing orders from queue which can get fairly large some
orders end up being processed after the default SendingTime (120s). We
then send back "Message 569 Rejected: SendingTime accuracy problem"
back to the client which causes our client to disconnect is this the
correct behavior?

We dont want our client to be disconnected on these types of rejects.
Has anyone else seen this?

20080515-17:55:58: Acceptor heartbeat set to 45 seconds
20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting
sequence numbers to 1
20080515-17:55:58: Received logon request
20080515-17:55:58: Responding to logon request
20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem
20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem
20080515-18:00:20: Disconnecting


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

[Quickfix-developers] A buffer overrun has occurred

[Alessandro H. <roo...@gm...>]

A buffer overrun has occurred in AERoteadorFront.exe which has corrupted the
program's internal state.

Source Code:

  std::stringstream cfgstring;
  cfgstring
    << "[DEFAULT]" << std::endl
    << "ConnectionType=" << "acceptor" << std::endl
    << "SocketAcceptPort=" << "5001" << std::endl
    << "SocketReuseAddress=" << "Y" << std::endl
    << "StartTime=" << "00:00:00" << std::endl
    << "EndTime=" << "00:00:00" << std::endl
    << std::endl
    << "[SESSION]" << std::endl
    << "BeginString=" << "FIX.4.4" << std::endl
    << "SenderCompID=" << "VENDOR" << std::endl
    << "TargetCompID=" << "CLIENT1" << std::endl
    << "FileStorePath=" << "store" << std::endl
    //<< "DataDictionary=" << "../spec/FIX44BMF.xml" << std::endl
    << std::endl;

  FIX::SessionSettings s;

  cfgstring >> s;    // <- A Buffer Overrun ocurr there

Anyone can help me.

Thanks

Alessandro