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From: <or...@qu...> - 2008-04-18 15:21:49
|
<html><body><div>1) No reason that I can see. When I changed it all tests continued to pass.</div> <div> </div> <div>2) My understanding is this is the polite way to close a socket while ensuring any queued data is transfered, there may be some debate on this though.<BR><BR>3) It should, what are you seeing?</div> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-developers] some questions<BR>From: "Mark T. Kennedy" <mke...@di...><BR>Date: Thu, April 10, 2008 12:34 pm<BR>To: quickfix developers <<a href="mailto:qui...@li...urceforge">qui...@li...urceforge</a>.net><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR><BR>1) why does 'FIX::Session::nextQueued (int num)' flatten its message with 'toString' and call<BR>'FIX::Session::next (const std::string& msg, bool queued)' instead of the seemingly more<BR>direct 'FIX::Session::next (const Message& message, bool queued)'?<BR><BR>2) why does 'FIX::socket_close (int s)' call 'shutdown' with an arg of SHUT_RDWR (=2)<BR>just before calling 'close'? is this something microsoft-specific?<BR><BR>3) why doesn't calling 'FIX::Session::logout' prevent subsequent logon attempts until<BR>the session is re-enabled?<BR><BR>/mark<BR><BR>This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback. Any representation to the contrary is unintentional. This communication is intended only for the person(s) to whom it is addressed. If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted. If you have received this in error, please notify the sender immediately by e-mail and delete this message. All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient. This notice is automatically appended to each e-mail message leaving Diamondback.<BR><BR><BR>-------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A><BR>_______________________________________________<BR>Quickfix-developers mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-developers%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-developers<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers">https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a></A><BR></BLOCKQUOTE></body></html> |
|
From: Mike P. <mic...@ya...> - 2008-04-18 13:27:18
|
Ran across a somewhat funny issue, I was looking for the .NET source under the quickfix/src directory and couldn't find it. This morning I just so happened to be extracting the QuickFix source and saw the file under the .NET directory go pass on my terminal. The issue is that I'm on linux and the .NET directory is hidden because the name starts with a '.'. I know .NET is a MS technology but someone might want to try to use Mono on linux. Maybe it's appropriate for the .NET directory to be hidden on linux/unix machines...
Maybe the directory could be name dotNET?
Mike
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From: <Nil...@co...> - 2008-04-18 06:41:25
|
I have my own server and client for this. Thanks -Nilesh >-----Original Message----- >From: qui...@li... [mailto:quickfix- >dev...@li...] On Behalf Of sumation >Sent: Thursday, April 17, 2008 11:35 PM >To: qui...@li... >Subject: Re: [Quickfix-developers] Market Data Request > >QuickFIX Documentation: >http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > >what program are you using to get markedata? >Thanks > >Nilesh Gajjar wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi >> >> Ref: Market Data Request, Market Data Incremental Refresh, Market Data >> snapshot/Full Refresh >> >> If tag 263 = 'Snapshot + Updates ' >> >> The server is expected to send incremental or full refresh based on >> the tag value of 265. There is no tag in Market Data Request that >> specify what should be the update frequency. >> >> Does that mean the server is free to decide its own frequency? >> a) Provide refresh every N second >> b) Provide refresh based on certain event (e.g. when trade take place) >> >> Thanks >> -Nilesh >> >> ------------------------------------------------------------------------ - >> 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/ java >one >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> > >-- >View this message in context: http://www.nabble.com/Market-Data-Request- >tp16631168p16749418.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/ java >one >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. |
|
From: Djalma R. d. S. F. <drs...@gm...> - 2008-04-18 01:15:23
|
Hi John, I guess that your QFRouter have hung because the ThreadedSocketAcceptor is implemented using a blocking socket. The connection is not broken, but the modal dialog in your client is preventing the tcp ack. QFRouter will keep frozen until QFClient sends some kind of receiving confirmation, which in your case will happen only when someone closes the modal dialog. If you have QF 1.12.4 you can use the SocketAcceptor to try to solve this problem. Because of performance issues, I preferred to make my own non-blocking implementation which I have already submitted. Djalma On Thu, Apr 17, 2008 at 12:45 PM, John Haldi <jr...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I had an interesting scenario happen here and was wondering if somebody > could sanity check whether what I think happened actually happened, and if > so what I might be able to do to handle this scenario if it pops up again. > Here's the details: > > I have an application (QFrouter) which goes out and connects to 6 source > systems (brokers/exchanges) using the threadedSocketInitiator. It also > allows connections from 20+ client apps (QFclient) using the > threadedSocketAcceptor. When a message comes in from an exchange/broker, I > handle the callback and check certain fields in the message and determine > which of my client apps should get a copy. I then send a copy of this > incoming message to each of my clients by "rewiring" the sendercompid and > the targetcompid and fan copies out to each client using the SendToTarget > method. > > So far, all of this has worked fine (up until today). [The above process > may not be the best way to do this, and I'd love to hear from somebody if > this is a dumb way to do this, but that isn't my question right now.] > > Today a message came in from an exchange connection (ARCA1) and my code > proceeded to send copies to each of my client apps. It got through the > first 3 client apps and then tried to send to the 4th client app on my list > of clients. At this point the client app in question ran out of disk space > on the client workstation, resulting in a modal pop-up dialog box appearing > on the client workstations saying "out of disk space". (One important > factoid is that I didn't know the client workstation was stuck with a modal > dialog box being displayed at this point. Might be relevant later in the > story.) > > Once this happened, the thread in my QFrouter seems to have hung. The > connection to ARCA1 eventually dropped when I didn't respond to a heartbeat, > but my QFrouter never recovered, and eventually I had to kill the process > and bounce QFrouter. Once I bounced QFrouter, I reconnected to ARCA1 and > messages started flowing. As soon as I received a message that needed to be > copied to client #4, my QFrouter hung again. At this point we discovered > that client #4 had a modal dialog freezing the app. As soon as we deleted > some files (freeing up sdisk space) from client workstation #4 and pressed > ok on the modal dialog, messages started flowing to the client app and my > QFrouter got "unstuck". > > In digging into my logs, it appears that the modal dialog was created by a > generic exception handler in my client app (QFclient), and was triggered > within the onMessage callback when either the QF engine or my app (unclear > which) attempted to log the incoming message. With hindsight, I will of > course handle this scenario in QFclient in a more graceful manner. > > But what I'm really curious about is whether QFrouter should have handled > the fact that client #4 wasn't responding. I would have thought that in > this scenario the QF engine in QFrouter should have recognized that client > #4 wasn't responding and dropped that conenction wtihin the > threadedSocketAcceptor and moved on -- or at least thrown an exception of > some sort. But it didn't - it simply seems to have frozen on that thread. > Meanwhile, messages continued to be processed coming in from the other > exchanges/brokers on the threadedSocketInitiator and passing those messages > on to clients. > > Am I correct in thinking that my QFrouter should have handled this > scenario more gracefully? If so, should I have coded differently to expect > this scenario? Should an exception of some sort been thrown by the QF > engine? > > For reference, both QFrouter and QFclient are VB .NET 2005 apps, and both > have the generic binary .dll that ships with QF, runtime version 2.0.50727, > version 1.0.2447.42056. Both apps have been running happily for months, but > this is the first time we had a disk space error. > > If anybody has any thoughts on this I'd greatly appreciate it. > > Many thanks, > > John > > > ------------------------------------------------------------------------- > 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 > |
|
From: sumation <ev...@On...> - 2008-04-17 18:04:45
|
what program are you using to get markedata? Thanks Nilesh Gajjar wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi > > Ref: Market Data Request, Market Data Incremental Refresh, Market Data > snapshot/Full Refresh > > If tag 263 = 'Snapshot + Updates ' > > The server is expected to send incremental or full refresh based on > the tag value of 265. There is no tag in Market Data Request that > specify what should be the update frequency. > > Does that mean the server is free to decide its own frequency? > a) Provide refresh every N second > b) Provide refresh based on certain event (e.g. when trade take place) > > Thanks > -Nilesh > > ------------------------------------------------------------------------- > 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 > > -- View this message in context: http://www.nabble.com/Market-Data-Request-tp16631168p16749418.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: sumation <ev...@On...> - 2008-04-17 18:03:50
|
Hi, I am looking for a TradeClient Application on C++ OpenSource No MS VC++. In what Compiler can I build other than Visual Studio and still run the app in Windows? Thanks, Sumation -- View this message in context: http://www.nabble.com/TradeClient-on-C%2B%2B-OpenSource-N0-MS-VC%2B%2B-tp16749376p16749376.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Keith M. <km...@us...> - 2008-04-17 16:51:35
|
My guess would be that QFclient is attempting to write to disk in the message callback, or in function called from the above. A modal dialog on MS Win means the application with the modal dialog effectively stops processing. The socket on QFrouter is then 'hung' as QFclient has it open, but QFclient won't release it until a user actions the modal dialog box, thus allowing Win to continue processing. If this is the case, try self posting and handling a user message with the incoming data to be processed in QFclient. I've little or no experience with VB, but the Win32 function is PostMessage, there will be something similar in VB no doubt. I had a similar problem on a different project. PostMessage was the solution! HTH Keith ----- Original Message ----- From: John Haldi To: qui...@li... Sent: Thursday, April 17, 2008 4:45 PM Subject: [Quickfix-developers] Weird system freeze QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html ------------------------------------------------------------------------------ I had an interesting scenario happen here and was wondering if somebody could sanity check whether what I think happened actually happened, and if so what I might be able to do to handle this scenario if it pops up again. Here's the details: I have an application (QFrouter) which goes out and connects to 6 source systems (brokers/exchanges) using the threadedSocketInitiator. It also allows connections from 20+ client apps (QFclient) using the threadedSocketAcceptor. When a message comes in from an exchange/broker, I handle the callback and check certain fields in the message and determine which of my client apps should get a copy. I then send a copy of this incoming message to each of my clients by "rewiring" the sendercompid and the targetcompid and fan copies out to each client using the SendToTarget method. So far, all of this has worked fine (up until today). [The above process may not be the best way to do this, and I'd love to hear from somebody if this is a dumb way to do this, but that isn't my question right now.] Today a message came in from an exchange connection (ARCA1) and my code proceeded to send copies to each of my client apps. It got through the first 3 client apps and then tried to send to the 4th client app on my list of clients. At this point the client app in question ran out of disk space on the client workstation, resulting in a modal pop-up dialog box appearing on the client workstations saying "out of disk space". (One important factoid is that I didn't know the client workstation was stuck with a modal dialog box being displayed at this point. Might be relevant later in the story.) Once this happened, the thread in my QFrouter seems to have hung. The connection to ARCA1 eventually dropped when I didn't respond to a heartbeat, but my QFrouter never recovered, and eventually I had to kill the process and bounce QFrouter. Once I bounced QFrouter, I reconnected to ARCA1 and messages started flowing. As soon as I received a message that needed to be copied to client #4, my QFrouter hung again. At this point we discovered that client #4 had a modal dialog freezing the app. As soon as we deleted some files (freeing up sdisk space) from client workstation #4 and pressed ok on the modal dialog, messages started flowing to the client app and my QFrouter got "unstuck". In digging into my logs, it appears that the modal dialog was created by a generic exception handler in my client app (QFclient), and was triggered within the onMessage callback when either the QF engine or my app (unclear which) attempted to log the incoming message. With hindsight, I will of course handle this scenario in QFclient in a more graceful manner. But what I'm really curious about is whether QFrouter should have handled the fact that client #4 wasn't responding. I would have thought that in this scenario the QF engine in QFrouter should have recognized that client #4 wasn't responding and dropped that conenction wtihin the threadedSocketAcceptor and moved on -- or at least thrown an exception of some sort. But it didn't - it simply seems to have frozen on that thread. Meanwhile, messages continued to be processed coming in from the other exchanges/brokers on the threadedSocketInitiator and passing those messages on to clients. Am I correct in thinking that my QFrouter should have handled this scenario more gracefully? If so, should I have coded differently to expect this scenario? Should an exception of some sort been thrown by the QF engine? For reference, both QFrouter and QFclient are VB .NET 2005 apps, and both have the generic binary .dll that ships with QF, runtime version 2.0.50727, version 1.0.2447.42056. Both apps have been running happily for months, but this is the first time we had a disk space error. If anybody has any thoughts on this I'd greatly appreciate it. Many thanks, John ------------------------------------------------------------------------------ ------------------------------------------------------------------------- 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 |
|
From: John H. <jr...@ya...> - 2008-04-17 15:45:21
|
I had an interesting
scenario happen here and was wondering if somebody could sanity check whether
what I think happened actually happened, and if so what I might be able to do to
handle this scenario if it pops up again. Here's the
details:
I have an
application (QFrouter) which goes out and connects to 6 source systems
(brokers/exchanges) using the threadedSocketInitiator. It also allows
connections from 20+ client apps (QFclient) using the threadedSocketAcceptor.
When a message comes in from an exchange/broker, I handle the callback and check
certain fields in the message and determine which of my client apps should get a
copy. I then send a copy of this incoming message to each of my clients by
"rewiring" the sendercompid and the targetcompid and fan copies out to each
client using the SendToTarget method.
So far, all of this
has worked fine (up until today). [The above process may not be the best way to
do this, and I'd love to hear from somebody if this is a dumb way to do this,
but that isn't my question right now.]
Today a message came
in from an exchange connection (ARCA1) and my code proceeded to send copies to
each of my client apps. It got through the first 3 client apps and then tried
to send to the 4th client app on my list of clients. At this point the client
app in question ran out of disk space on the client workstation, resulting in a
modal pop-up dialog box appearing on the client workstations saying "out of disk
space". (One important factoid is that I didn't know the client workstation was
stuck with a modal dialog box being displayed at this point. Might be relevant
later in the story.)
Once this happened,
the thread in my QFrouter seems to have hung. The connection to ARCA1
eventually dropped when I didn't respond to a heartbeat, but my QFrouter never
recovered, and eventually I had to kill the process and bounce QFrouter. Once I
bounced QFrouter, I reconnected to ARCA1 and messages started flowing. As soon
as I received a message that needed to be copied to client #4, my QFrouter hung
again. At this point we discovered that client #4 had a modal dialog freezing
the app. As soon as we deleted some files (freeing up sdisk space) from client
workstation #4 and pressed ok on the modal dialog, messages started flowing to
the client app and my QFrouter got "unstuck".
In digging into my
logs, it appears that the modal dialog was created by a generic exception
handler in my client app (QFclient), and was triggered within the onMessage
callback when either the QF engine or my app (unclear which) attempted to log
the incoming message. With hindsight, I will of course handle this scenario in
QFclient in a more graceful manner.
But what I'm really
curious about is whether QFrouter should have handled the fact that client #4
wasn't responding. I would have thought that in this scenario the QF engine in
QFrouter should have recognized that client #4 wasn't responding and dropped
that conenction wtihin the threadedSocketAcceptor and moved on -- or at least
thrown an exception of some sort. But it didn't - it simply seems to have
frozen on that thread. Meanwhile, messages continued to be processed coming in
from the other exchanges/brokers on the threadedSocketInitiator and passing
those messages on to clients.
Am I correct in
thinking that my QFrouter should have handled this scenario more gracefully? If
so, should I have coded differently to expect this scenario? Should an
exception of some sort been thrown by the QF engine?
For reference, both
QFrouter and QFclient are VB .NET 2005 apps, and both have the generic binary
.dll that ships with QF, runtime version 2.0.50727, version 1.0.2447.42056.
Both apps have been running happily for months, but this is the first time we
had a disk space error.
If anybody has any
thoughts on this I'd greatly appreciate it.
Many
thanks,
John
|
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From: Mark T. K. <mke...@di...> - 2008-04-16 16:37:47
|
i'm in space. i meant calling logout() on an acceptor *session*, not calling stop() on an actual acceptor. i need lunch. /mark Mark T. Kennedy wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > could those who really know the code comment on the following patch to Session.cpp > (from the subversion trunk): > > Index: Session.cpp > =================================================================== > --- Session.cpp (revision 1944) > +++ Session.cpp (working copy) > @@ -213,6 +213,13 @@ > return; > } > > + if( !isEnabled() ) > + { > + m_state.onEvent( "Received logon but session is disabled" ); > + disconnect(); > + return; > + } > + > ResetSeqNumFlag resetSeqNumFlag(false); > if( logon.isSetField(resetSeqNumFlag) ) > logon.getField( resetSeqNumFlag ); > @@ -305,7 +312,10 @@ > else > m_state.onEvent( "Received logout response" ); > > - m_state.incrNextTargetMsgSeqNum(); > + MsgSeqNum msgSeqNum; > + logout.getHeader ().getField (msgSeqNum); > + if (getExpectedTargetNum () == msgSeqNum) > + m_state.incrNextTargetMsgSeqNum(); > if ( m_resetOnLogout ) m_state.reset(); > disconnect(); > > the first hunk causes an acceptor to refuse logon attempts after stop() has been > called on it. thus, calling stop() and then waiting for isLoggedOn() to return > false guarantees no more fromApp() or fromAdmin() callbacks. > > question: how do i prevent the acceptor from continuing to listen on the acceptor's > port? > > the second hunk fixes what i think is a bug (that others have reported as well) in > that sequence numbers can be inadvertently consumed by logout messages that > are received out of sequence. > > all of the UT tests and the AT tests pass after this patch, although i don't know if the > tests actually hit the new code. > > i'm looking for someone (e.g. oren) to say "yeah, that looks right" or maybe "bogus! > do this instead." > > /mark kennedy > > This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback. Any representation to the contrary is unintentional. This communication is intended only for the person(s) to whom it is addressed. If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted. If you have received this in error, please notify the sender immediately by e-mail and delete this message. All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient. This notice is automatically appended to each e-mail message leaving Diamondback. > > > ------------------------------------------------------------------------- > 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 > This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback. Any representation to the contrary is unintentional. This communication is intended only for the person(s) to whom it is addressed. If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted. If you have received this in error, please notify the sender immediately by e-mail and delete this message. All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient. This notice is automatically appended to each e-mail message leaving Diamondback. |
|
From: Mark T. K. <mke...@di...> - 2008-04-16 15:31:59
|
could those who really know the code comment on the following patch to Session.cpp
(from the subversion trunk):
Index: Session.cpp
===================================================================
--- Session.cpp (revision 1944)
+++ Session.cpp (working copy)
@@ -213,6 +213,13 @@
return;
}
+ if( !isEnabled() )
+ {
+ m_state.onEvent( "Received logon but session is disabled" );
+ disconnect();
+ return;
+ }
+
ResetSeqNumFlag resetSeqNumFlag(false);
if( logon.isSetField(resetSeqNumFlag) )
logon.getField( resetSeqNumFlag );
@@ -305,7 +312,10 @@
else
m_state.onEvent( "Received logout response" );
- m_state.incrNextTargetMsgSeqNum();
+ MsgSeqNum msgSeqNum;
+ logout.getHeader ().getField (msgSeqNum);
+ if (getExpectedTargetNum () == msgSeqNum)
+ m_state.incrNextTargetMsgSeqNum();
if ( m_resetOnLogout ) m_state.reset();
disconnect();
the first hunk causes an acceptor to refuse logon attempts after stop() has been
called on it. thus, calling stop() and then waiting for isLoggedOn() to return
false guarantees no more fromApp() or fromAdmin() callbacks.
question: how do i prevent the acceptor from continuing to listen on the acceptor's
port?
the second hunk fixes what i think is a bug (that others have reported as well) in
that sequence numbers can be inadvertently consumed by logout messages that
are received out of sequence.
all of the UT tests and the AT tests pass after this patch, although i don't know if the
tests actually hit the new code.
i'm looking for someone (e.g. oren) to say "yeah, that looks right" or maybe "bogus!
do this instead."
/mark kennedy
This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback. Any representation to the contrary is unintentional. This communication is intended only for the person(s) to whom it is addressed. If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted. If you have received this in error, please notify the sender immediately by e-mail and delete this message. All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient. This notice is automatically appended to each e-mail message leaving Diamondback.
|
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From: Kbo K. <kbo...@gm...> - 2008-04-16 14:12:51
|
Hi all, Is there any update to this issue? I've just come across the same problem, and this is the latest post I could find... Thanks in advance, Kbo |
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From: Mike G. <mg...@co...> - 2008-04-16 13:54:30
|
In general, the 2GB file size was a limitation of 32-bit linux systems without a kernel and C library capable of Large File Support (LFS). RHEL 3 has LFS, but programs that aren't LFS-aware need to be recompiled to add it. See <http://people.redhat.com/berrange/notes/largefile.html>. -- Mike Gatny Connamara Systems, LLC http://www.connamara.com/ |
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From: Scott M. <rs...@pr...> - 2008-04-16 12:50:53
|
Hi all, The QuickFIX FileStore implementation appears to have a limit of 2GB on the size of the files it will write - once the .body file grows larger than this I just get an endless stream of "Cannot seek to end of <filename>" messages being logged. I've only tested this on Linux (RHEL3) since that was what our customer reported the problem on, but I expect it will happen on other platforms too. Is there an obvious workaround to this that I've missed, or is anyone working on it already? I might have a look at it myself if nobody else is yet. Cheers, Scott -- Dr Scott Mitchell, Apama Connectivity Engineering Manager, Cambridge UK Email: mailto:rs...@pr... Web: http://www.progress.com/apama/ Voice: +44 1223 866265 Fax: +44 1223 866222 Mobile: +44 7748 767117 |
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From: Sibte A. <si...@gm...> - 2008-04-12 14:07:45
|
Hi all, If no one else is already working on it, I would like to work on the Message log rotation feature. thanks |
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From: Pavel K. <po...@me...> - 2008-04-11 19:00:08
|
Hello, I'm having problem with reading MarketDataSnapshotFullRefresh message. I'm using DataDictionary and the settings are as follows: [SESSION] DataDictionary=spec/FIX44.xml UseDataDictionary=Y ValidateUserDefinedFields=N ValidateFieldsHaveValues=N ValidateFieldsOutOfOrder=N After successful subscription I start receiving market quotes as a sequence of MarketDataSnapshotFullRefresh messages. But they are all rejected with the error code "Rejected: Tag not defined for this message type:15" Type:15 is Currency. And it is provided in the repeating group. It is also provided in the FIX44.xml dictionary file. So there should be no reason for this error. I'm providing the received MarketDataSnapshotFullRefresh message below. =========================================================== Message Header = (8=FIX.4.4O9=485O35=WO49=XXXXO56=TestClient1O34=208O50=XX_XXXXXXO52=20080411 -10:52:06O Symbol = 55=GBP/USDO NoMDEntries = 268=4O MDEntryType = 269=0O ///bid MDEntryPx = 270=1.9731O6:59 PM 4/11/2008 Currency = 15=GBPO MDEntrySize = 271=2000000O MDEntryDate = 272=20080411O MDEntryTime = 273=10:52:06O TradingSessionID = 336=XXXXO TradingSessionSubID = 625=XXXXUSDD1O QuoteCondition = 276=AO MDEntryOriginator = 282=2329716O QuoteEntryID = 299=O0Haw9B-c0000003uWaO QuoteType = 537=1O 269=7O ///Trading Session High 270=1.9789O 272=20080411O 273=10:52:06O 269=8O ///Trading Session Low 270=1.9704O 272=20080411O 273=10:52:06O 269=1O ///Offer 270=1.9734O 15=GBPO 271=2000000O 272=20080411O 273=10:52:06O 336=FXCMO 625=XXXXUSDD1O 276=AO 282=2091472O 299=O0Haw9B-c0000003uWaO 537=1O //additional Tags (User Defined) 9011=0O9020=0O9000=3O9001=4O9002=0.0001O9005=3O Message Trailer = 10=060O) =========================================================== The structure of the message seems to be correct. Please help me find solution to this problem! Regards, Pavel |
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From: Pavel K. <po...@me...> - 2008-04-11 18:49:05
|
Hello, I'm having problem with reading MarketDataSnapshotFullRefresh message. I'm using DataDictionary and the settings are as follows: [SESSION] DataDictionary=spec/FIX44.xml UseDataDictionary=Y ValidateUserDefinedFields=N ValidateFieldsHaveValues=N ValidateFieldsOutOfOrder=N After successful subscription I start receiving market quotes as a sequence of MarketDataSnapshotFullRefresh messages. But they are all rejected with the error code "Rejected: Tag not defined for this message type:15" Type:15 is Currency. And it is provided in the repeating group. It is also provided in the FIX44.xml dictionary file. So there should be no reason for this error. I'm providing the received MarketDataSnapshotFullRefresh message below. =========================================================== Message Header = (8=FIX.4.4O9=485O35=WO49=XXXXO56=TestClient1O34=208O50=XX_XXXXXXO52=20080411 -10:52:06O Symbol = 55=GBP/USDO NoMDEntries = 268=4O MDEntryType = 269=0O ///bid MDEntryPx = 270=1.9731O6:59 PM 4/11/2008 Currency = 15=GBPO MDEntrySize = 271=2000000O MDEntryDate = 272=20080411O MDEntryTime = 273=10:52:06O TradingSessionID = 336=XXXXO TradingSessionSubID = 625=XXXXUSDD1O QuoteCondition = 276=AO MDEntryOriginator = 282=2329716O QuoteEntryID = 299=O0Haw9B-c0000003uWaO QuoteType = 537=1O 269=7O ///Trading Session High 270=1.9789O 272=20080411O 273=10:52:06O 269=8O ///Trading Session Low 270=1.9704O 272=20080411O 273=10:52:06O 269=1O ///Offer 270=1.9734O 15=GBPO 271=2000000O 272=20080411O 273=10:52:06O 336=FXCMO 625=XXXXUSDD1O 276=AO 282=2091472O 299=O0Haw9B-c0000003uWaO 537=1O //additional Tags (User Defined) 9011=0O9020=0O9000=3O9001=4O9002=0.0001O9005=3O Message Trailer = 10=060O) =========================================================== The structure of the message seems to be correct. Please help me find solution to this problem! Regards, Pavel |
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From: Nilesh G. <gaj...@gm...> - 2008-04-11 13:23:05
|
Hi Ref: Market Data Request, Market Data Incremental Refresh, Market Data snapshot/Full Refresh If tag 263 = 'Snapshot + Updates ' The server is expected to send incremental or full refresh based on the tag value of 265. There is no tag in Market Data Request that specify what should be the update frequency. Does that mean the server is free to decide its own frequency? a) Provide refresh every N second b) Provide refresh based on certain event (e.g. when trade take place) Thanks -Nilesh |
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From: Nilesh G. <gaj...@gm...> - 2008-04-11 12:12:30
|
Hi Ref: Market Data Request, Market Data Incremental Refresh, Market Data snapshot/Full Refresh If tag 263 = 'Snapshot + Updates ' The server is expected to send incremental or full refresh based on the tag value of 265. There is no tag in Market Data Request that specify what should be the update frequency. Does that mean the server is free to decide its own frequency? a) Provide refresh every N second b) Provide refresh based on certain event (e.g. when trade take place) Thanks -Nilesh |
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From: Mark T. K. <mke...@di...> - 2008-04-10 17:48:00
|
1) why does 'FIX::Session::nextQueued (int num)' flatten its message with 'toString' and call 'FIX::Session::next (const std::string& msg, bool queued)' instead of the seemingly more direct 'FIX::Session::next (const Message& message, bool queued)'? 2) why does 'FIX::socket_close (int s)' call 'shutdown' with an arg of SHUT_RDWR (=2) just before calling 'close'? is this something microsoft-specific? 3) why doesn't calling 'FIX::Session::logout' prevent subsequent logon attempts until the session is re-enabled? /mark This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback. Any representation to the contrary is unintentional. This communication is intended only for the person(s) to whom it is addressed. If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted. If you have received this in error, please notify the sender immediately by e-mail and delete this message. All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient. This notice is automatically appended to each e-mail message leaving Diamondback. |
|
From: Andrew C. <And...@Tw...> - 2008-04-09 15:35:05
|
Here is an idea that might help. Create multiple sessions in your config file that start and stop the sessions each day. [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=XXXX UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=MONDAY StartDay=su StartTime=21:25:00 EndTime=21:00:00 EndDay=mo [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=XXXX UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=21:25:00 EndTime=21:00:00 EndDay=tu etc. This will create daily log files that will not be locked/affect the current running session Create a scheduled task/job that compresses/archives the previous days files - or do them all on a weekend. Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Mark Raynes Sent: Wednesday, April 09, 2008 9:49 AM To: Jeff Cc: qui...@li... Subject: Re: [Quickfix-developers] Message Logs Rotation andPersistMessages.. No responses as yet. starting to lose hope! _____ From: jhe...@gm... [mailto:jhe...@gm...] On Behalf Of Jeff Sent: Wednesday, April 09, 2008 14:46 To: Mark Raynes Cc: qui...@li... Subject: Re: [Quickfix-developers] Message Logs Rotation and PersistMessages.. On Mon, Apr 7, 2008 at 5:42 AM, Mark Raynes <mr...@pr...> wrote: What would be the preferred way of rotating the FIX message logs in QuickFIX? Currently we have a situation where the message logs are growing indefinitely and the only way to rotate them is to bring down the application. Is there a way of having QF open a new message log each session? Or is there some signal I can send to the application that will re-open the logs? I'm about to start working this as well - rotating the logs so they don't grow out of control. Mark - did you figure anything out? What are others doing? Thanks, Jeff |
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From: <or...@qu...> - 2008-04-09 14:56:14
|
<html><body>Right now you need to rotate them yourself and you do have to disconnect to do this. We will look at a way to support this within quickfix.<BR><BR> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: Re: [Quickfix-developers] Message Logs Rotation and<BR>PersistMessages..<BR>From: "Mark Raynes" <mr...@pr...><BR>Date: Wed, April 09, 2008 8:48 am<BR>To: "Jeff" <jhe...@gm...><BR>Cc: <a href="mailto:qui...@li...">qui...@li...</a><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR> <HR> <STYLE> #wmMessage v\:* {behavior:url(#default#VML);} #wmMessage o\:* {behavior:url(#default#VML);} #wmMessage w\:* {behavior:url(#default#VML);} #wmMessage .shape {behavior:url(#default#VML);} </STYLE> <STYLE> #wmMessage /* Font Definitions */ @font-face {font-family:Tahoma; panose-1:2 11 6 4 3 5 4 4 2 4;} #wmMessage /* Style Definitions */ p.MsoNormal, #wmMessage li.MsoNormal, #wmMessage div.MsoNormal {margin:0cm; margin-bottom:.0001pt; font-size:12.0pt; font-family:"Times New Roman";} #wmMessage a:link, #wmMessage span.MsoHyperlink {color:blue; text-decoration:underline;} #wmMessage a:visited, #wmMessage span.MsoHyperlinkFollowed {color:blue; text-decoration:underline;} #wmMessage p {mso-margin-top-alt:auto; margin-right:0cm; mso-margin-bottom-alt:auto; margin-left:0cm; font-size:12.0pt; font-family:"Times New Roman";} #wmMessage span.EmailStyle18 {mso-style-type:personal-reply; font-family:Arial; color:navy;} #wmMessage @page Section1 {size:612.0pt 792.0pt; margin:72.0pt 90.0pt 72.0pt 90.0pt;} #wmMessage div.Section1 {page:Section1;} </STYLE> <DIV class=Section1> <div><FONT face=Arial color=navy size=2><SPAN style="FONT-SIZE: 10pt; COLOR: navy; FONT-FAMILY: Arial">No responses as yet… starting to lose hope!<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial color=navy size=2><SPAN style="FONT-SIZE: 10pt; COLOR: navy; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <DIV> <DIV class=MsoNormal style="TEXT-ALIGN: center" align=center><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"> <HR tabIndex=-1 align=center width="100%" SIZE=2> </SPAN></FONT></DIV> <div><B><FONT face=Tahoma size=2><SPAN style="FONT-WEIGHT: bold; FONT-SIZE: 10pt; FONT-FAMILY: Tahoma">From:</SPAN></FONT></B><FONT face=Tahoma size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Tahoma"> <a href="mailto:jhe...@gm...">jhe...@gm...</a> [<A onclick="Popup.composeWindow('pcompose.php?sendto=jhedlund%40gmail.com');; return false;" href="mailto:jhe...@gm..." target=_blank><a href="mailto:jhe...@gm...">mailto:jhe...@gm...</a></A>] <B><SPAN style="FONT-WEIGHT: bold">On Behalf Of </SPAN></B>Jeff<BR><B><SPAN style="FONT-WEIGHT: bold">Sent:</SPAN></B> Wednesday, April 09, 2008 14:46<BR><B><SPAN style="FONT-WEIGHT: bold">To:</SPAN></B> Mark Raynes<BR><B><SPAN style="FONT-WEIGHT: bold">Cc:</SPAN></B> <a href="mailto:qui...@li...">qui...@li...</a><BR><B><SPAN style="FONT-WEIGHT: bold">Subject:</SPAN></B> Re: [Quickfix-developers] Message Logs Rotation and PersistMessages..</SPAN></FONT><o:p></o:p></div></DIV> <div><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"><o:p> </o:p></SPAN></FONT></div> <P class=MsoNormal style="MARGIN-BOTTOM: 12pt"><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"><o:p> </o:p></SPAN></FONT></P> <DIV> <div><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt">On Mon, Apr 7, 2008 at 5:42 AM, Mark Raynes <<A onclick="Popup.composeWindow('pcompose.php?sendto=mraynes%40progress.com');; return false;" href="mailto:mr...@pr..." target=_blank><a href="mailto:mr...@pr...">mr...@pr...</a></A>> wrote:<o:p></o:p></SPAN></FONT></div> <DIV vlink="purple" link="blue"> <DIV> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">What would be the preferred way of rotating the FIX message logs in QuickFIX? Currently we have a situation where the message logs are growing indefinitely and the only way to rotate them is to bring down the application. Is there a way of having QF open a new message log each session? Or is there some signal I can send to the application that will re-open the logs?</SPAN></FONT><o:p></o:p></div></DIV></DIV> <DIV> <P class=MsoNormal style="MARGIN-BOTTOM: 12pt"><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"><BR>I'm about to start working this as well - rotating the logs so they don't grow out of control.<BR><BR>Mark - did you figure anything out? <BR><BR>What are others doing?<BR><BR>Thanks,<BR>Jeff<BR><BR><o:p></o:p></SPAN></FONT></P></DIV></DIV></DIV> <HR> -------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A> <HR> _______________________________________________<BR>Quickfix-developers mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-developers%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-developers<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers">https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a></A> </BLOCKQUOTE></body></html> |
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From: sandybhai <san...@ya...> - 2008-04-09 14:54:00
|
Hi I am Sending a Trade Capture Report Request and while doin that i am setting up some required filelds to : MsgType : AD TradeRequestID : 1 ----- i am hardcoding for this ... is it specific to any company???. TradeRequest Type : 0 (All Trades) SubscriptionRequestType : 1 (Snapshot + UIpdates ) CFICode : Futures SecurityID : OIL I am getting a response from the FIX HOST with a MsgType : AQ (Trade Capture Report Request Ack ) but i am not getting any Trade Capture Report.I am not sure if i am suppose to get this message or wether i have to trigger the Fix Host again for the report. Please help me with this ... -Sandeep -- View this message in context: http://www.nabble.com/Trade-Request-ID-tp16586406p16586406.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Mark R. <mr...@pr...> - 2008-04-09 13:49:29
|
No responses as yet... starting to lose hope! ________________________________ From: jhe...@gm... [mailto:jhe...@gm...] On Behalf Of Jeff Sent: Wednesday, April 09, 2008 14:46 To: Mark Raynes Cc: qui...@li... Subject: Re: [Quickfix-developers] Message Logs Rotation and PersistMessages.. On Mon, Apr 7, 2008 at 5:42 AM, Mark Raynes <mr...@pr...> wrote: What would be the preferred way of rotating the FIX message logs in QuickFIX? Currently we have a situation where the message logs are growing indefinitely and the only way to rotate them is to bring down the application. Is there a way of having QF open a new message log each session? Or is there some signal I can send to the application that will re-open the logs? I'm about to start working this as well - rotating the logs so they don't grow out of control. Mark - did you figure anything out? What are others doing? Thanks, Jeff |
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From: Jeff <jhe...@gm...> - 2008-04-09 13:45:44
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On Mon, Apr 7, 2008 at 5:42 AM, Mark Raynes <mr...@pr...> wrote: > What would be the preferred way of rotating the FIX message logs in > QuickFIX? Currently we have a situation where the message logs are growing > indefinitely and the only way to rotate them is to bring down the > application. Is there a way of having QF open a new message log each > session? Or is there some signal I can send to the application that will > re-open the logs? > I'm about to start working this as well - rotating the logs so they don't grow out of control. Mark - did you figure anything out? What are others doing? Thanks, Jeff |
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From: Parjeet S. <par...@oa...> - 2008-04-09 05:22:28
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Hi, Whenever I start my session using QuickFIX, I get this error message in my console: required tag missing: 141 How can trace the meaning of this message or solve this issue. Thanks PS |
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