quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

That would resolve this issue: 20080506-19:55:11 : Message 79 Rejected:
Invalid tag number:6081

However these other two are being rejected for another reason.

20080506-20:32:54 : Message 132 Rejected: Required tag missing:55
20080506-20:33:55 : Message 135 Rejected: Tag not defined for this
message type:14

The first one is because your data dictionary requires tag 55 to be in
the message, but it isn't present.  The other one is because tag 14 is
being put in the message when it isn't defined as a member.  Any idea
why you are getting messages like this?  You may need to adjust your
data dictionary file to their spec.

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] MsgType = AS, AllocationReport,
> Fix44
> From: azmat <mr...@gm...>
> Date: Tue, May 06, 2008 4:49 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Oren,
> thanks for the reply.  How do I validate?
> Is this the only information I need to go through?
> http://quickfixengine.org/quickfix/doc/html/xmlschema.html
> Can I use '"ValidateUserDefinedFields=N"' to bypass validation (as Shane
> suggested)?
> thanks-
> Oren Miller wrote:
> > 
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > Nope.  If a message doesn't pass validation, you won't get it, which is
> > the purpose of the validation.
> > 
> > --oren
> > 
> > 
> -- 
> View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17093105.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

Oren,

thanks for the reply.  How do I validate?

Is this the only information I need to go through?
http://quickfixengine.org/quickfix/doc/html/xmlschema.html

Can I use '"ValidateUserDefinedFields=N"' to bypass validation (as Shane
suggested)?

thanks-



Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Nope.  If a message doesn't pass validation, you won't get it, which is
> the purpose of the validation.
> 
> --oren
> 
> 

-- 
View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17093105.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

Shane,

Below is my config file.  Should it include anything else?
I've done well with just this much information, so far.


  # default settings for sessions
  [DEFAULT]
  ConnectionType=initiator
  ReconnectInterval=10
  HeartBtInt=60
  FileLogPath=.
  FileStorePath=.
  StartTime=12:30:00
  EndTime=21:30:00
  #StartDay=Sunday
  #EndDay=Friday

  # Order Session
  [SESSION]
  BeginString=FIX.4.2
  SenderCompID=blah2
  TargetCompID=blah3
  SocketConnectPort=PORT#
  SocketConnectHost=IP#
  DataDictionary=FIX42.xml

  # Drop Copy Session
  [SESSION]
  BeginString=FIX.4.4
  SenderCompID=blah1
  TargetCompID=blah4
  SocketConnectPort=PORT#
  SocketConnectHost=IP#
  DataDictionary=FIX44.xml

On Tue, May 6, 2008 at 4:37 PM, Shane Trotter <str...@co...>
wrote:

> azmat,
>
> Paste the contents of your config file (with anything applicable to
> DataDictionary).  Invalid tag number: 6081 looks like you are trying
> to validate user tags and using a data dictionary.
>
> If you do need to use a data dictionary still, you need to modify it
> to either 1) include the user-defined tags (6081) OR 2) In your config
> file set "ValidateUserDefinedFields=N"
>
> --
> Shane Trotter
> Connamara Systems, LLC
>
> On Tue, May 6, 2008 at 4:34 PM, azmat <mr...@gm...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >
> >  I get these sorts of messages in my event log:
> >
> >  20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081
> >  20080506-20:32:54 : Message 132 Rejected: Required tag missing:55
> >  20080506-20:33:55 : Message 135 Rejected: Tag not defined for this
> message
> >  type:14
> >
> >  I believe they correlate with the 35=AS messages that were received,
> but
> >  never processed.  Shouldn't fromApp be called no matter what?
> >
> >  thanks!
> >  azmat
> >
> >
> >
> >
> >  Shane Trotter wrote:
> >  >
> >  > QuickFIX Documentation:
> >  > http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  > QuickFIX Support: http://www.quickfixengine.org/services.html
> >  >
> >
> > > azmat,
> >  >
> >  > Are you using a data dictionary for validation?
> >  >
> >  > --
> >  > Shane Trotter
> >  > Connamara Systems, LLC
> >  >
> >  --
> >  View this message in context:
> http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html
> >
> >
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
>  -------------------------------------------------------------------------
> >  This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> >  Don't miss this year's exciting event. There's still time to save $100.
> >  Use priority code J8TL2D2.
> >
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> >  _______________________________________________
> >  Quickfix-developers mailing list
> >  Qui...@li...
> >  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

Nope.  If a message doesn't pass validation, you won't get it, which is
the purpose of the validation.

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] MsgType = AS, AllocationReport,
> Fix44
> From: azmat <mr...@gm...>
> Date: Tue, May 06, 2008 4:34 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I get these sorts of messages in my event log:
> 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081
> 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55
> 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message
> type:14
> I believe they correlate with the 35=AS messages that were received, but
> never processed.  Shouldn't fromApp be called no matter what? 
> thanks!
> azmat 
> Shane Trotter wrote:
> > 
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > azmat,
> > 
> > Are you using a data dictionary for validation?
> > 
> > -- 
> > Shane Trotter
> > Connamara Systems, LLC
> > 
> -- 
> View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

azmat,

Paste the contents of your config file (with anything applicable to
DataDictionary).  Invalid tag number: 6081 looks like you are trying
to validate user tags and using a data dictionary.

If you do need to use a data dictionary still, you need to modify it
to either 1) include the user-defined tags (6081) OR 2) In your config
file set "ValidateUserDefinedFields=N"

-- 
Shane Trotter
Connamara Systems, LLC

On Tue, May 6, 2008 at 4:34 PM, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>  I get these sorts of messages in my event log:
>
>  20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081
>  20080506-20:32:54 : Message 132 Rejected: Required tag missing:55
>  20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message
>  type:14
>
>  I believe they correlate with the 35=AS messages that were received, but
>  never processed.  Shouldn't fromApp be called no matter what?
>
>  thanks!
>  azmat
>
>
>
>
>  Shane Trotter wrote:
>  >
>  > QuickFIX Documentation:
>  > http://www.quickfixengine.org/quickfix/doc/html/index.html
>  > QuickFIX Support: http://www.quickfixengine.org/services.html
>  >
>
> > azmat,
>  >
>  > Are you using a data dictionary for validation?
>  >
>  > --
>  > Shane Trotter
>  > Connamara Systems, LLC
>  >
>  --
>  View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html
>
>
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
>  Don't miss this year's exciting event. There's still time to save $100.
>  Use priority code J8TL2D2.
>  http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
>  _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

I get these sorts of messages in my event log:

20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081
20080506-20:32:54 : Message 132 Rejected: Required tag missing:55
20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message
type:14

I believe they correlate with the 35=AS messages that were received, but
never processed.  Shouldn't fromApp be called no matter what? 

thanks!
azmat 



Shane Trotter wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> azmat,
> 
> Are you using a data dictionary for validation?
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
-- 
View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

Hmm how exactly do I do that?
I never used a data dictionary to validate any of the FIX 4.2 messages.

Any insight?

On Tue, May 6, 2008 at 3:59 PM, Shane Trotter <str...@co...>
wrote:

> azmat,
>
> Are you using a data dictionary for validation?
>
> --
> Shane Trotter
> Connamara Systems, LLC
>
> On Tue, May 6, 2008 at 3:39 PM, azmat <mr...@gm...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >  All,
> >
> >  I'm having a problem with implementing the the Allocation Report
> >  (msgtype=AS).  My counterparty is using Fix44, but whenever they send
> me a
> >  35=AS message (for a fill on a drop copy implementation), quickFIX
> never
> >  seems to pick up the message.
> >
> >  FromApp (and for that matter FromAdmin) is never called, whenever the
> 35=AS
> >  message is received.  However, the  message does get logged in my
> quickfix
> >  logs.  :confused:
> >
> >  How can I get quickfix to pick up these messages.  I am calling the
> crack
> >  method from within fromApp, and have implemented the onMessage below --
> but
> >  it is never called.
> >
> >  public override void  onMessage(QuickFix44.AllocationReport allocrpt,
> >  SessionID session)
> >  {
> >  }
> >
> >
> >  Any help would be much appreciated.
> >
> >  thanks!
> >  azmat
> >  --
> >  View this message in context:
> http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html
> >  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
>  -------------------------------------------------------------------------
> >  This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> >  Don't miss this year's exciting event. There's still time to save $100.
> >  Use priority code J8TL2D2.
> >
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> >  _______________________________________________
> >  Quickfix-developers mailing list
> >  Qui...@li...
> >  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>

Re: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

azmat,

Are you using a data dictionary for validation?

-- 
Shane Trotter
Connamara Systems, LLC

On Tue, May 6, 2008 at 3:39 PM, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  All,
>
>  I'm having a problem with implementing the the Allocation Report
>  (msgtype=AS).  My counterparty is using Fix44, but whenever they send me a
>  35=AS message (for a fill on a drop copy implementation), quickFIX never
>  seems to pick up the message.
>
>  FromApp (and for that matter FromAdmin) is never called, whenever the 35=AS
>  message is received.  However, the  message does get logged in my quickfix
>  logs.  :confused:
>
>  How can I get quickfix to pick up these messages.  I am calling the crack
>  method from within fromApp, and have implemented the onMessage below -- but
>  it is never called.
>
>  public override void  onMessage(QuickFix44.AllocationReport allocrpt,
>  SessionID session)
>  {
>  }
>
>
>  Any help would be much appreciated.
>
>  thanks!
>  azmat
>  --
>  View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html
>  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
>  Don't miss this year's exciting event. There's still time to save $100.
>  Use priority code J8TL2D2.
>  http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
>  _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] MsgType = AS, AllocationReport, Fix44

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

All,

I'm having a problem with implementing the the Allocation Report
(msgtype=AS).  My counterparty is using Fix44, but whenever they send me a
35=AS message (for a fill on a drop copy implementation), quickFIX never
seems to pick up the message.  

FromApp (and for that matter FromAdmin) is never called, whenever the 35=AS
message is received.  However, the  message does get logged in my quickfix
logs.  :confused:

How can I get quickfix to pick up these messages.  I am calling the crack
method from within fromApp, and have implemented the onMessage below -- but
it is never called.  

public override void  onMessage(QuickFix44.AllocationReport allocrpt,
SessionID session)
{
}


Any help would be much appreciated.

thanks!
azmat
-- 
View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

Hi,

Hard to believe I'm the first one to catch this issue.  It seems like
something very fundamental.

Is there a solution close at hand?  And when would there be a new
release of the library?

If there isn't I can take the generated code, hand edit the missing
values in the SecurityType class, and then compile.  I would rather not
do that but I have to move forward.

Thanks everybody for their input.


Warren



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Monday, May 05, 2008 3:15 PM
To: Mike Gatny
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing SecurityType

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

Yeah, this is right.  Looks like we should be aggregating these values
when generating the code.  If we do this with fields too we can generate
the deprecated fields instead of maintaining that list by hand.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Missing SecurityType
> From: Mike Gatny <mg...@co...>
> Date: Mon, May 05, 2008 12:22 pm
> To: qui...@li...
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions
really 
> aren't there.   For standard quickfix, should they be defined in 
> DeprecatedValues.h?
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
>
------------------------------------------------------------------------
-
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save
$100. 
> Use priority code J8TL2D2. 
>
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/j
avaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


------------------------------------------------------------------------
-
This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
Don't miss this year's exciting event. There's still time to save $100. 
Use priority code J8TL2D2. 
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/j
avaone
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


This email was sent to you by Thomson Reuters, the global news and information company.
Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.

Re: [Quickfix-developers] Daily Sequence Number Resets?

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

Atul,

This session would be set in the config file as follows:

StartDay=mon
EndDay=fri
# Note that StartTime and EndTime must be specified in GMT
StartTime=00:30:00
EndTime=06:00:00

On Mon, May 5, 2008 at 10:39 PM, atularora78 <atu...@rb...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi Shane,
>
>  What about for not having a session working over the weekend ? I mean
>  dis-connecting after the end of trading day on Friday say 6PM I want to
>  start my session again on Monday 00:30 Hrs.
>
>  Note: I am maintaining 24 hrs connectivity to acceptor.
>
>  Thanks in advance.
>
>  Regds
>  Atul
>
>
>
>
>
>  Shane Trotter wrote:
>  >
>  > QuickFIX Documentation:
>  > http://www.quickfixengine.org/quickfix/doc/html/index.html
>  > QuickFIX Support: http://www.quickfixengine.org/services.html
>  >
>  > Yes,  remove StartDay/EndDay as you will be using daily sessions.
>  >
>  > Set StartTime and EndTime to your normal daily session (But note that
>  > you must use UTC time) and it will reset daily.
>  >
>  > On 3/10/08, mr azmat <mr...@gm...> wrote:
>  >> So if I remove the StartDay and EndDay parameters, the sequence numbers
>  >> will
>  >> reset every day between the EndTime and StartTime (s)?
>  >> However, I want to not trade from Friday 4PM till Sunday 6PM, but reset
>  >> on a
>  >> daily basis between 4PM and 6PM.  Does that make sense?
>  >>
>  >>
>  >>
>  >> thanks!
>  >> azmat
>  >>
>  >>
>  >> On Mon, Mar 10, 2008 at 11:56 AM, Shane Trotter <str...@co...>
>  >> wrote:
>  >> > Azmat,
>  >> >
>  >> > Yes, QuickFIX should reset your sequence numbers between sessions.
>  >> >
>  >> > Note that if you use a week-long session as decided by the config file
>  >> > option StartDay and EndDay, your sequence numbers will be reset
>  >> > between the week session and not the day session.
>  >> >
>  >> >
>  >> >
>  >> >
>  >> > On 3/10/08, azmat <mr...@gm...> wrote:
>  >> > > QuickFIX Documentation:
>  >> http://www.quickfixengine.org/quickfix/doc/html/index.html
>  >> > >  QuickFIX Support:
>  >> http://www.quickfixengine.org/services.html
>  >> > >
>  >> > >
>  >> > >  All-
>  >> > >
>  >> > >  My counter-party requires that I reset both the sequence numbers on
>  >> all
>  >> our
>  >> > >  sessions every day before the StartTime.  How is this doable?  I did
>  >> take a
>  >> > >  look at these three parameters for the config file, but they don't
>  >> exactly
>  >> > >  fit my need.
>  >> > >
>  >> > >  ResetOnLogon
>  >> > >  ResetOnLogout
>  >> > >  ResetOnDisconnect
>  >> > >
>  >> > >  I don't need to reset the sequence numbers during the day (during
>  >> incidental
>  >> > >  logoffs or abnormal resets, etc) but between the time the trading
>  >> day
>  >> comes
>  >> > >  to an end and begins.  My question is if I set the StartTime and
>  >> EndTime
>  >> > >  parameters in the config file, will the quickfix engine
>  >> automatically
>  >> reset
>  >> > >  sequence numbers in this "down time"?  And if not, then how would I
>  >> > >  accomplish this?
>  >> > >
>  >> > >  thanks!
>  >> > >  azmat
>  >> > >  --
>  >> > >  View this message in context:
>  >> http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.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
>  >> > >
>  >> >
>  >> >
>  >> > --
>  >> > Shane Trotter
>  >> > Connamara Systems, LLC
>  >> >
>  >>
>  >>
>  >
>  >
>  > --
>  > Shane Trotter
>  > Connamara Systems, LLC
>  >
>  > -------------------------------------------------------------------------
>  > 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
>  >
>  >
>
>  --
>  View this message in context: http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p17071545.html
>
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
>  Don't miss this year's exciting event. There's still time to save $100.
>  Use priority code J8TL2D2.
>  http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
>
>
> _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

Re: [Quickfix-developers] Daily Sequence Number Resets?

[atularora78 <atu...@rb...>]

Hi Shane,

What about for not having a session working over the weekend ? I mean
dis-connecting after the end of trading day on Friday say 6PM I want to
start my session again on Monday 00:30 Hrs.

Note: I am maintaining 24 hrs connectivity to acceptor.

Thanks in advance.

Regds
Atul



Shane Trotter wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Yes,  remove StartDay/EndDay as you will be using daily sessions.
> 
> Set StartTime and EndTime to your normal daily session (But note that
> you must use UTC time) and it will reset daily.
> 
> On 3/10/08, mr azmat <mr...@gm...> wrote:
>> So if I remove the StartDay and EndDay parameters, the sequence numbers
>> will
>> reset every day between the EndTime and StartTime (s)?
>> However, I want to not trade from Friday 4PM till Sunday 6PM, but reset
>> on a
>> daily basis between 4PM and 6PM.  Does that make sense?
>>
>>
>>
>> thanks!
>> azmat
>>
>>
>> On Mon, Mar 10, 2008 at 11:56 AM, Shane Trotter <str...@co...>
>> wrote:
>> > Azmat,
>> >
>> > Yes, QuickFIX should reset your sequence numbers between sessions.
>> >
>> > Note that if you use a week-long session as decided by the config file
>> > option StartDay and EndDay, your sequence numbers will be reset
>> > between the week session and not the day session.
>> >
>> >
>> >
>> >
>> > On 3/10/08, azmat <mr...@gm...> wrote:
>> > > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > >  QuickFIX Support:
>> http://www.quickfixengine.org/services.html
>> > >
>> > >
>> > >  All-
>> > >
>> > >  My counter-party requires that I reset both the sequence numbers on
>> all
>> our
>> > >  sessions every day before the StartTime.  How is this doable?  I did
>> take a
>> > >  look at these three parameters for the config file, but they don't
>> exactly
>> > >  fit my need.
>> > >
>> > >  ResetOnLogon
>> > >  ResetOnLogout
>> > >  ResetOnDisconnect
>> > >
>> > >  I don't need to reset the sequence numbers during the day (during
>> incidental
>> > >  logoffs or abnormal resets, etc) but between the time the trading
>> day
>> comes
>> > >  to an end and begins.  My question is if I set the StartTime and
>> EndTime
>> > >  parameters in the config file, will the quickfix engine
>> automatically
>> reset
>> > >  sequence numbers in this "down time"?  And if not, then how would I
>> > >  accomplish this?
>> > >
>> > >  thanks!
>> > >  azmat
>> > >  --
>> > >  View this message in context:
>> http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.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
>> > >
>> >
>> >
>> > --
>> > Shane Trotter
>> > Connamara Systems, LLC
>> >
>>
>>
> 
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
> -------------------------------------------------------------------------
> 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
> 
> 

-- 
View this message in context: http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p17071545.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Missing SecurityType

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

Yeah, this is right.  Looks like we should be aggregating these values
when generating the code.  If we do this with fields too we can generate
the deprecated fields instead of maintaining that list by hand.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Missing SecurityType
> From: Mike Gatny <mg...@co...>
> Date: Mon, May 05, 2008 12:22 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions really 
> aren't there.   For standard quickfix, should they be defined in 
> DeprecatedValues.h?
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] ThreadedSocketAcceptor & Message resend

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

By starved do you mean they got no cycles or very few cycles?

> -------- Original Message --------
> Subject: [Quickfix-developers] ThreadedSocketAcceptor & Message resend
> From: John Haldi <jr...@ya...>
> Date: Mon, May 05, 2008 1:11 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 have a FIX "router" which initiates connections to a few different exchanges, and accepts connections from two dozen different client applications here in our office.  This "router" sends messages to the exchange on behalf of the client applications, and when it receives a message from an exchange it sends a copy to various clients depending on the Account tag and which client needs to see that message.  On a typical day we process about half a million messages from the exchange per day.
> We had a situation today where a single client application needed to be reinstalled and we rolled back the expected sequence number for that client back to 0000000001 so that the "router" would replay all the messages for the day to that client app.  Everything worked as expected in terms of the sequencing.  What was curious to me though was that the "router" seems to have starved the other threads while it was replaying these messages.  Since I'm using both the ThreadedSocketInitiator and the ThreadedSocketAcceptor, I would have thought that the other threads would have continued processing messages while this client app received its "replay".  Am I incorrect in this assumption?  Or have I perhaps failed to do something in my "router" code to allow it to continue processing messages on the other sessions?
> Thanks,
>    john<hr>-------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] ThreadedSocketAcceptor & Message resend

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

I have a FIX "router" which initiates connections to a few different exchanges, and accepts connections from two dozen different client applications here in our office.  This "router" sends messages to the exchange on behalf of the client applications, and when it receives a message from an exchange it sends a copy to various clients depending on the Account tag and which client needs to see that message.  On a typical day we process about half a million messages from the exchange per day.

We had a situation today where a single client application needed to be reinstalled and we rolled back the expected sequence number for that client back to 0000000001 so that the "router" would replay all the messages for the day to that client app.  Everything worked as expected in terms of the sequencing.  What was curious to me though was that the "router" seems to have starved the other threads while it was replaying these messages.  Since I'm using both the ThreadedSocketInitiator and the ThreadedSocketAcceptor, I would have thought that the other threads would have continued processing messages while this client app received its "replay".  Am I incorrect in this assumption?  Or have I perhaps failed to do something in my "router" code to allow it to continue processing messages on the other sessions?

Thanks,

   john

Re: [Quickfix-developers] Missing SecurityType

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

I really haven't used any validation yet but I believe you should be checking the data dictionary files (xml).  The data dictionary files are used to check for validity but only if it's turned on.  

spec/FIX42.xml:      <value enum="MUNI" description="MUNICIPAL_BOND"/>

--- On Mon, 5/5/08, Mike Gatny <mg...@co...> wrote:

> From: Mike Gatny <mg...@co...>
> Subject: Re: [Quickfix-developers] Missing SecurityType
> To: qui...@li...
> Date: Monday, May 5, 2008, 12:22 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> I did a quick check (find src/C++/ -name "*.h" |
> xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values
> Wareen mentions really 
> aren't there.   For standard quickfix, should they be
> defined in 
> DeprecatedValues.h?
> 
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
> 
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM)
> Conference 
> Don't miss this year's exciting event. There's
> still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


      ____________________________________________________________________________________
Be a better friend, newshound, and 
know-it-all with Yahoo! Mobile.  Try it now.  http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ

Re: [Quickfix-developers] Missing SecurityType

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

I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions really 
aren't there.   For standard quickfix, should they be defined in 
DeprecatedValues.h?

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

Re: [Quickfix-developers] Missing SecurityType

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

I don't believe this problem exists in the standard QuickFIX.  Is this
maybe unique to QuickFIX/J?

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Missing SecurityType
> From: Warren Sze <War...@th...>
> Date: Mon, May 05, 2008 10:12 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hi,
>  
> It looks like quickfix.field.SecurityType class is missing a bunch of
> enumerated values:
>  
>    FHA
>    FHL
>    FN
>    GN
>    GOVT
>    MUNI
>    RP
>    RVRP
>    SL
>    USTB
>    ZOO
>  
> The problem's in both self-compiled and binary distributions (this is
> for quickfixj 1.3.1).  It seems like only the common values across all
> protocols make it in.  I would have assumed it would be a super set of
> all of them.
>  
> The protocol I'm interested in getting correct is 4.2 so I tried to only
> build that one by editing the ant scripts but got a bunch of compile
> errors.  I was thinking about re-writing the code generators to do a
> super set but the code wasn't straight forward.  An inelegant thing I
> can do is edit all the data dictionaries to include all SecurityTypes
> but I would rather not. 
>  
> Has anybody else run across this problem?
>  
> Thanks.
>  
>  
> Warren
>  
>  
> Warren Sze
> Technical Specialist
> Thomson Reuters 
> Phone: 646-223-7028
> war...@th...
> RM: war...@re...
>  
> This email was sent to you by Thomson Reuters, the global news and information company.
> Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.<hr>-------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

The first thing I looked at was the 4.2 data dict and it had the missing
values I listed in my original post.  See below.

It looks like the code generator is taking the common values across 4.0
to 4.4.  That's why I tried to do a 4.2 only build.

Any other ideas?

Thanks.

Warren




    <field number="167" name="SecurityType" type="STRING">
      <value enum="BA" description="BANKERS_ACCEPTANCE"/>
      <value enum="CB" description="CONVERTIBLE_BOND"/>
      <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
      <value enum="CMO"
description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
      <value enum="CORP" description="CORPORATE_BOND"/>
      <value enum="CP" description="COMMERCIAL_PAPER"/>
      <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
      <value enum="CS" description="COMMON_STOCK"/>
      <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
      <value enum="FHL" description="FEDERAL_HOME_LOAN"/>
      <value enum="FN"
description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
      <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
      <value enum="FUT" description="FUTURE"/>
      <value enum="GN"
description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
      <value enum="GOVT"
description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
      <value enum="MF" description="MUTUAL_FUND"/>
      <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
      <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
      <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
      <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
      <value enum="MUNI" description="MUNICIPAL_BOND"/>
      <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
      <value enum="OPT" description="OPTION"/>
      <value enum="PS" description="PREFERRED_STOCK"/>
      <value enum="RP" description="REPURCHASE_AGREEMENT"/>
      <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
      <value enum="SL"
description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
      <value enum="TD" description="TIME_DEPOSIT"/>
      <value enum="USTB" description="US_TREASURY_BILL"/>
      <value enum="WAR" description="WARRANT"/>
      <value enum="ZOO" description="CATS_TIGERS"/>
    </field>








-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mike Gatny
Sent: Monday, May 05, 2008 11:30 AM
To: qui...@li...
Subject: Re: [Quickfix-developers] Missing SecurityType

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

You don't need to edit the ant scripts or modify the code generator to 
add enumerated types -- simply edit the data dictionary 
(core/src/main/resources/FIX42.xml) and rebuild.

See http://www.quickfixj.org/quickfixj/usermanual/usage/codegen.html

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


------------------------------------------------------------------------
-
This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
Don't miss this year's exciting event. There's still time to save $100. 
Use priority code J8TL2D2. 
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/j
avaone
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


This email was sent to you by Thomson Reuters, the global news and information company.
Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.

Re: [Quickfix-developers] Missing SecurityType

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

You don't need to edit the ant scripts or modify the code generator to 
add enumerated types -- simply edit the data dictionary 
(core/src/main/resources/FIX42.xml) and rebuild.

See http://www.quickfixj.org/quickfixj/usermanual/usage/codegen.html

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

[Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

Hi,

 

It looks like quickfix.field.SecurityType class is missing a bunch of
enumerated values:

 

   FHA

   FHL

   FN

   GN

   GOVT

   MUNI

   RP

   RVRP

   SL

   USTB

   ZOO

 

The problem's in both self-compiled and binary distributions (this is
for quickfixj 1.3.1).  It seems like only the common values across all
protocols make it in.  I would have assumed it would be a super set of
all of them.

 

The protocol I'm interested in getting correct is 4.2 so I tried to only
build that one by editing the ant scripts but got a bunch of compile
errors.  I was thinking about re-writing the code generators to do a
super set but the code wasn't straight forward.  An inelegant thing I
can do is edit all the data dictionaries to include all SecurityTypes
but I would rather not. 

 

Has anybody else run across this problem?

 

Thanks.

 

 

Warren

 

 

Warren Sze
Technical Specialist

Thomson Reuters 

Phone: 646-223-7028

war...@th...
RM: war...@re...

 



This email was sent to you by Thomson Reuters, the global news and information company.
Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.

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

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

Je serai absent(e) à partir du  05/05/2008 de retour le 05/20/2008.

Je répondrai à votre message dès mon retour.

I'll be out of office from till May 19th. I'll reply to your email as soon
as I get back. In the meantime, you can contact Damien Delvallée
(dam...@bn...) or FIB...@bn....





This message and any attachments (the "message") is
intended solely for the addressees and is confidential. 
If you receive this message in error, please delete it and 
immediately notify the sender. Any use not in accord with 
its purpose, any dissemination or disclosure, either whole 
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message. 
BNP PARIBAS (and its subsidiaries) shall (will) not 
therefore be liable for the message if modified. 
Do not print this message unless it is necessary,
consider the environment.

                ---------------------------------------------

Ce message et toutes les pieces jointes (ci-apres le 
"message") sont etablis a l'intention exclusive de ses 
destinataires et sont confidentiels. Si vous recevez ce 
message par erreur, merci de le detruire et d'en avertir 
immediatement l'expediteur. Toute utilisation de ce 
message non conforme a sa destination, toute diffusion 
ou toute publication, totale ou partielle, est interdite, sauf 
autorisation expresse. L'internet ne permettant pas 
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce 
message, dans l'hypothese ou il aurait ete modifie.
N'imprimez ce message que si necessaire,
pensez a l'environnement.

Re: [Quickfix-developers] Missing SecurityType

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

I think I remember someone mentioning that all you need to do is add it to the 4.4 xml files.

Mike


--- On Mon, 5/5/08, Warren Sze <War...@th...> wrote:

> From: Warren Sze <War...@th...>
> Subject: [Quickfix-developers] Missing SecurityType
> To: qui...@li...
> Date: Monday, May 5, 2008, 9:02 AM
> 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 the 2008 JavaOne(SM)
> Conference 
> Don't miss this year's exciting event. There's
> still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


      ____________________________________________________________________________________
Be a better friend, newshound, and 
know-it-all with Yahoo! Mobile.  Try it now.  http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ

Re: [Quickfix-developers] Performance test suite?

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

Thanks for the reply.
On Sat, May 3, 2008 at 2:08 PM, Mike Gatny <mg...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Take a look at the runpt* scripts in the test/ directory.
>
> --
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> Don't miss this year's exciting event. There's still time to save $100.
> Use priority code J8TL2D2.
>
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

 

 

________________________________

From: Warren Sze 
Sent: Friday, May 02, 2008 10:34 AM
To: 'qui...@li...'
Subject: Missing SecurityType

 

Hi,

 

It looks like quickfix.field.SecurityType class is missing the following
a bunch of enumerated values:

 

   FHA

   FHL

   FN

   GN

   GOVT

   MUNI

   RP

   RVRP

   SL

   USTB

   ZOO

 

The problem's in both self-compiled and binary distributions (this is
for quickfixj 1.3.1).  It seems like only the common values across all
protocols make it in.  I would have assumed it would be a super set of
all of them.

 

The protocol I'm interested in getting correct is 4.2 so I tried to only
build that one by editing the ant scripts but got a bunch of compile
errors.  I was thinking about re-writing the code generators to do a
super set but the code wasn't straight forward.  An inelegant thing I
can do is edit all the data dictionaries to include all SecurityTypes
but I would rather not. 

 

Has anybody else run across this problem?

 

Thanks.

 

 

Warren

 

 

 

Warren Sze
Technical Specialist

Thomson Reuters 

war...@th...
RM: war...@re...

 



This email was sent to you by Thomson Reuters, the global news and information company.
Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.