quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] getting started - problems with example apps tradeclient and executor

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

Mark,

Add the following to both config files:

ResetOnLogon=Y

This will force a sequence reset on each logon for both sides,
avoiding any sequencing issues for the sample apps.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/18/08, fopguy <ma...@tr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi everyone,
>
>  First, thanks in advance for all your help. I was introduced to quickfix
>  this morning and I know i have a lot to catch up on.
>
>  I tried running the example application of tradeclient and executor found in
>  the default example directory, and it is telling me that they cannot create
>  a session.
>
>  I have modified the example configurations in such a way that I know
>  'tradeclient' is acting as the initiator, and 'executor' is the acceptor.
>  They can hook up on the specified port, as I can see them sending logon
>  messages to each other. However, logon does not finish correct, as things
>  seem to break down when they try to synchronize sequence numbers.
>
>  In a nutshell, I have something like this
>
>  ./execute execute.cfg
>
>  and then
>
>  ./tradeclient tradeclient.cfg
>
>  On the execute side, I see the following printouts (Im trying my best to not
>  be overly verbose)
>
>  <20080318-20:22:19, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Created session)
>
>   (Accepted connection from 127.0.0.1 on port 5001)
>   (Received logon request)
>   (Responding to logon request)
>   (MsgSeqNum too high, expecting 1166 but received 1219)
>   (Sent ResendRequest FROM: 1166 TO: 0)
>   (Received SequenceReset FROM: 1166 TO: 1220)
>  <20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Socket Error: Connection reset by peer.)
>  <20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Disconnecting)
>
>
>  I looked on the client side and it said pretty much the same thing. The
>  critical part...
>
>  <20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
>   (Received ResendRequest FROM: 1166 TO: 0)
>
>  <20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
>   (Sent SequenceReset TO: 1220)
>
>  Seems to me that tradeclient got executor's sequence number synchronization
>  message, and ignored it. As a result, the session never gets created.
>
>  This seems very strange to me since I have not changed any code in the
>  example applications. I am also running the standard configurations found in
>  the cfg directory.
>
>  Does anybody have any idea what's going on? Any help would be much
>  appreciated!
>
>  As a side question, any introductory reading material that would help me get
>  the example apps up and running would be also appreciated.
>
>  thanks
>
>  mark
>
>
>  --
>  View this message in context: http://www.nabble.com/getting-started---problems-with-example-apps-tradeclient-and-executor-tp16132288p16132288.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/
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>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Suppress logging in QuickFix

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

Scott,

When you create the initiator, you don't have to specify a LogFactory
in the constructor, this will prevent logging.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/20/08, csks <sco...@hs...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi,
>
>  May I know is there any way to suppress logging when using QuickFix? I found
>  there are "QuickFIX.FileLogPath" and "QuickFIX.FileStorePath" params but
>  they must be supplied. Is there a param that allows me to turn off the
>  logging?
>
>  Thanks
>
>  sCOTT
>
>  --
>  View this message in context: http://www.nabble.com/Suppress-logging-in-QuickFix-tp16174589p16174589.html
>  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by: Microsoft
>  Defy all challenges. Microsoft(R) Visual Studio 2008.
>  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>  _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Suppress logging in QuickFix

[csks <sco...@hs...>]

Hi,

May I know is there any way to suppress logging when using QuickFix? I found
there are "QuickFIX.FileLogPath" and "QuickFIX.FileStorePath" params but
they must be supplied. Is there a param that allows me to turn off the
logging?

Thanks

sCOTT

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[Quickfix-developers] Reconnect after Logout happens too fast

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

Hi,
(QuickFix version 1.12.4 (C++), Solaris 10).

My side (initiator) is connected to the ECN and receives a price stream.
Once in every 24 hours the ECN is sending a Logout to my process and expect the sequence number to be reseted.
After the Logout is received and the disconnect takes place, QuickFix is trying to reconnect after only 3 seconds even though the ReconnectInterval's value is 30.

Any idea why and is there a way to control this interval?

Below are the relevant QF logs (from the .event file):

20080319-16:15:01 : Received logout request
20080319-16:15:01 : Sending logout response
20080319-16:15:01 : Disconnecting
20080319-16:15:04 : Connecting to ...

Thanks,
Yoav

Re: [Quickfix-developers] getting started - problems with example apps tradeclient and executor

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

Mark,

Adding "ResetOnLogon=Y" to both configuration files (for both the
acceptor and initiator) might help.  This makes sure that both sides
start out at a sequence number of 0 during each logon.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/19/08, Mark Luk <ma...@tr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>  Hi everyone,
>
>  First, thanks in advance for all your help. I was introduced to quickfix
>  yesterday and I know i have a lot to catch up on.
>
>  I tried running the example application of tradeclient and executor
>  found in the default example directory, and it is telling me that they
>  cannot create a session.
>
>  I have modified the example configurations in such a way that I know
>  'tradeclient' is acting as the initiator, and 'executor' is the
>  acceptor. They can hook up on the specified port, as I can see them
>  sending logon messages to each other. However, logon does not finish
>  correct, as things seem to break down when they try to synchronize
>  sequence numbers.
>
>  In a nutshell, I have something like this
>
>  ./execute execute.cfg
>
>  and then
>
>  ./tradeclient tradeclient.cfg
>
>  On the execute side, I see the following printouts (Im trying my best to
>  not be overly verbose)
>
>  <20080318-20:22:19, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Created session)
>
>   (Accepted connection from 127.0.0.1 on port 5001)
>   (Received logon request)
>   (Responding to logon request)
>   (MsgSeqNum too high, expecting 1166 but received 1219)
>   (Sent ResendRequest FROM: 1166 TO: 0)
>   (Received SequenceReset FROM: 1166 TO: 1220)
>  <20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Socket Error: Connection reset by peer.)
>  <20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
>   (Disconnecting)
>
>
>  I looked on the client side and it said pretty much the same thing. The
>  critical part...
>
>  <20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
>   (Received ResendRequest FROM: 1166 TO: 0)
>
>  <20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
>   (Sent SequenceReset TO: 1220)
>
>  Seems to me that tradeclient got executor's sequence number
>  synchronization message, and ignored it. As a result, the session never
>  gets created.
>
>  This seems very strange to me since I have not changed any code in the
>  example applications. I am also running the standard configurations
>  found in the cfg directory.
>
>  Does anybody have any idea what's going on? Any help would be much
>  appreciated!
>
>  As a side question, any introductory reading material that would help me
>  get the example apps up and running would be also appreciated.
>
>  thanks
>
>  mark
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by: Microsoft
>  Defy all challenges. Microsoft(R) Visual Studio 2008.
>  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>  _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] getting started - problems with example apps tradeclient and executor

[Mark L. <ma...@tr...>]

Hi everyone,

First, thanks in advance for all your help. I was introduced to quickfix 
yesterday and I know i have a lot to catch up on.

I tried running the example application of tradeclient and executor 
found in the default example directory, and it is telling me that they 
cannot create a session.

I have modified the example configurations in such a way that I know 
'tradeclient' is acting as the initiator, and 'executor' is the 
acceptor. They can hook up on the specified port, as I can see them 
sending logon messages to each other. However, logon does not finish 
correct, as things seem to break down when they try to synchronize 
sequence numbers.

In a nutshell, I have something like this

./execute execute.cfg

and then

./tradeclient tradeclient.cfg

On the execute side, I see the following printouts (Im trying my best to 
not be overly verbose)

<20080318-20:22:19, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Created session)

  (Accepted connection from 127.0.0.1 on port 5001)
  (Received logon request)
  (Responding to logon request)
  (MsgSeqNum too high, expecting 1166 but received 1219)
  (Sent ResendRequest FROM: 1166 TO: 0)
  (Received SequenceReset FROM: 1166 TO: 1220)
<20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Socket Error: Connection reset by peer.)
<20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Disconnecting)


I looked on the client side and it said pretty much the same thing. The 
critical part...

<20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
  (Received ResendRequest FROM: 1166 TO: 0)

<20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
  (Sent SequenceReset TO: 1220)

Seems to me that tradeclient got executor's sequence number 
synchronization message, and ignored it. As a result, the session never 
gets created.

This seems very strange to me since I have not changed any code in the 
example applications. I am also running the standard configurations 
found in the cfg directory.

Does anybody have any idea what's going on? Any help would be much 
appreciated!

As a side question, any introductory reading material that would help me 
get the example apps up and running would be also appreciated.

thanks

mark

[Quickfix-developers] Execution report of Order Cancel Request Response and Order Cancel Replace Request

[Mayank J. N. <ma...@in...>]

Dear Quickfix Developers,

I have made some changes in the quickfix code to generate sample FIX traffic. 
I am getting the execution report for the Order but not for the Order Cancel 
Request and Order Cancel Replace Request. Can any developer please let me 
know the reason for this.
I am attaching the file in which I have made code changes and the config files 
I am using. Application.cpp(examples/tradeclient/). 

Thanks for yor concern. 
-- 
Regards
Mayank Jain
+91-9818390836

[Quickfix-developers] Currency Pairs

[Parjeet S. <par...@oa...>]

Hi,

 

This is may be simple question but at the moment I am struggling.

 

I have currency pairs such as AUD/USD, AUD/EUR and AUD/JPY etc. At the
moment I am hard coding for testing AUD/USD but I want to have it config
file. The issue is that how I can send each currency pairs at a time and
receive the quote from the brokers and generate xml file.

 

e.g.

 

AUD/USD scenario is working fine for me but it is hard coded for 1
currency pairs.

 

message.setField(New StringField(55, "AUD/USD"))

message.setField(New StringField(15, "AUD"))

 

Session.sendToTarget(message, "OAKVALE-PRICES-TEST", "BARX-PRICES-TEST")

 

*	I need to pass such as AUD/EUR in the sendToTarget.

 

Do I have to loop around or is there a way QuickFIX can handle it.

 

 

I will appreciate your help.

 

Thanks

 

PS

 

[Quickfix-developers] getting started - problems with example apps tradeclient and executor

[fopguy <ma...@tr...>]

Hi everyone,

First, thanks in advance for all your help. I was introduced to quickfix
this morning and I know i have a lot to catch up on.

I tried running the example application of tradeclient and executor found in
the default example directory, and it is telling me that they cannot create
a session.

I have modified the example configurations in such a way that I know
'tradeclient' is acting as the initiator, and 'executor' is the acceptor.
They can hook up on the specified port, as I can see them sending logon
messages to each other. However, logon does not finish correct, as things
seem to break down when they try to synchronize sequence numbers. 

In a nutshell, I have something like this

./execute execute.cfg 

and then

./tradeclient tradeclient.cfg

On the execute side, I see the following printouts (Im trying my best to not
be overly verbose)

<20080318-20:22:19, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Created session)

  (Accepted connection from 127.0.0.1 on port 5001)
  (Received logon request)
  (Responding to logon request)
  (MsgSeqNum too high, expecting 1166 but received 1219)
  (Sent ResendRequest FROM: 1166 TO: 0)
  (Received SequenceReset FROM: 1166 TO: 1220)
<20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Socket Error: Connection reset by peer.)
<20080318-20:22:42, FIX.4.2:EXECUTOR->CLIENT1, event>
  (Disconnecting)


I looked on the client side and it said pretty much the same thing. The
critical part...

<20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
  (Received ResendRequest FROM: 1166 TO: 0)

<20080318-20:22:36, FIX.4.2:CLIENT1->EXECUTOR, event>
  (Sent SequenceReset TO: 1220)

Seems to me that tradeclient got executor's sequence number synchronization
message, and ignored it. As a result, the session never gets created.

This seems very strange to me since I have not changed any code in the
example applications. I am also running the standard configurations found in
the cfg directory. 

Does anybody have any idea what's going on? Any help would be much
appreciated!

As a side question, any introductory reading material that would help me get
the example apps up and running would be also appreciated. 

thanks

mark


-- 
View this message in context: http://www.nabble.com/getting-started---problems-with-example-apps-tradeclient-and-executor-tp16132288p16132288.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] MsgSeqNum too low

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

Hi Brian,

Have you tried to intercept the logout message in toAdmin to check the text
field?

if ( !possDupFlag )
  {
    std::stringstream stream;
    stream << "MsgSeqNum too low, expecting " << getExpectedTargetNum()
           << " but received " << msgSeqNum;
    *generateLogout( stream.str() );*
    throw std::logic_error( stream.str() );
  }

Djalma

On Tue, Mar 18, 2008 at 12:23 PM, Brian Erst <azz...@ya...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have a counterparty that uses a non-standard way to indicate failover
> from one FIX backend to another (using FIX 4.2).
>
> If the first FIX node fails, you are disconnected (either socket dropped
> or a quick logout). When you reconnect and are directed to the failover
> node, the only indication that you've failed over is that the sequence
> number is "1". Of course, QuickFIX rightly rejects that as "MsgSeqNum too
> low" and starts a mad race to reconnect with until it gets a valid sequence
> number in the login response.
>
> I need to short circuit that behavior. If I'm reconnecting to a failover
> node, I need to detect that I got a "too low" sequence number and then
> disconnect, reset my own sequence numbers and login with a 141=Y. That
> brings both systems back into sync.
>
> My quick perusal of the QF 1.12.4 source doesn't look promising. It
> appears that it reads a FIX message from the socket, calls two versions of
> "next", which call nextLogon, which eventually calls verify(login...) which
> will throw an exception captured within the send loop, logging it out and
> writing the error to the error log.  At no point do I see a  place where my
> application will be informed either of the message or its failure.
>
> Anyone  know what I'm missing? Or do I have to turn all validation off
> (which would REALLY suck)? Or do I have to create a custom FileLogger that
> will look for the "MsgSeqNum too low" text (double-plus-ungood)?
>
> - Brian Erst
>
> -------------------------------------------------------------------------
> 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/
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] MsgSeqNum too low

[Brian E. <azz...@ya...>]

I have a counterparty that uses a non-standard way to indicate failover from one FIX backend to another (using FIX 4.2).

If the first FIX node fails, you are disconnected (either socket dropped or a quick logout). When you reconnect and are directed to the failover node, the only indication that you've failed over is that the sequence number is "1". Of course, QuickFIX rightly rejects that as "MsgSeqNum too low" and starts a mad race to reconnect with until it gets a valid sequence number in the login response.

I need to short circuit that behavior. If I'm reconnecting to a failover node, I need to detect that I got a "too low" sequence number and then disconnect, reset my own sequence numbers and login with a 141=Y. That brings both systems back into sync.

My quick perusal of the QF 1.12.4 source doesn't look promising. It appears that it reads a FIX message from the socket, calls two versions of "next", which call nextLogon, which eventually calls verify(login...) which will throw an exception captured within the send loop, logging it out and writing the error to the error log.  At no point do I see a  place where my application will be informed either of the message or its failure.

Anyone  know what I'm missing? Or do I have to turn all validation off (which would REALLY suck)? Or do I have to create a custom FileLogger that will look for the "MsgSeqNum too low" text (double-plus-ungood)?

- Brian Erst

[Quickfix-developers] About Market Data

[<Nil...@co...>]

Hi

I am working on Market Data Component for server side and client side.
Application needs to provide the following information as Market Data,
Top of the book, Price Depth, Order Depth, Price & Volume information
and Ticker (Symbol and LTP). In this regard I have following questions,
would appreciate if you can provide any pointer to solve this:

a) I am able to provide the Price & Order Depth for one level, but when
try to provide the information for multiple levels, say 5 level. The
server reports the following error before send message, "Tag appears
more than once". Its tag no 269, even though tag 268=5.

b) What tags to use, to request/provide the price and volume
information?

c) How do I provide the Ticker information, I mean what type of message
and tag to use?

d) Does QF support multicasting?

I understand that (please correct me if I am wrong any where)

Market Data Request - Client can request for any of the market data as
snapshot or snapshot + refresh. The refresh can be of two types, full
refresh or incremental refresh. Client can request the market data for
one symbol or set of symbols (is the max limit here)

Market Data Snapshot/ Full Refresh: The server provides the snapshot of
the market data or full refreshes using this message type. The server
provides the market data for one or more symbols (based on the client
request)

I see that FIX specs don't talk about the refresh frequency. That means,
the application needs to decide at frequency it wants to provide the
refresh (every second or every five seconds etc..)

Market Data - Incremental Refresh: The server provides the incremental
refresh of the market data and not the full refresh. Refresh frequency
to be decided by the application.

Please correct me if I am wrong in my understanding of any of the above
market data messages.

Thanks in advance

-Nilesh


>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of Yoav
>Sent: Monday, March 17, 2008 10:01 PM
>To: qui...@li...
>Subject: [Quickfix-developers] Strange Logon sequence when 141=Y
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>(QuickFix version 1.12.4 (C++), Solaris 10)
>
>When I set the 141 field to 'Y' in my Logon message
>(I'm initiator), it looks as if QF thinks the
>response that is coming back from the server is a new
>Logon request and not the Logon response.
>
>Below there are 2 logs:
>First one is without 141=Y and it looks ok.
>Second one is with 141=Y and you can see that when the
>response returns QF prints: "Received logon request"
>
>
>First (no flag, everything is normal):
>-----------------------------------------------
><20080314-20:44:58, FIX.4.3:FIXCLIENT->FIXSERVER,
>outgoing>
>(8=FIX.4.3 9=100 35=A 34=6 49=FIXCLIENT
>52=20080314-20:44:58.636 56=FIXSERVER 98=0 108=30
>553=user 554=pass 10=065 )
><20080314-20:44:58, FIX.4.3:FIXCLIENT->FIXSERVER,
>event>
>(Initiated logon request)
>
><20080314-20:45:00, FIX.4.3:FIXCLIENT->FIXSERVER,
>incoming>
>(8=FIX.4.3 9=71 35=A 49=FIXSERVER 56=FIXCLIENT 34=3
>52=20080314-20:45:00 108=30 98=0 10=013 )
><20080314-20:45:01, FIX.4.3:FIXCLIENT->FIXSERVER,
>event>
>(Received logon response)
>
>
>Second (with flag, Logon response is treated as Logon
>request):
>-----------------------------------------------
><20080314-20:44:09, FIX.4.3:FIXCLIENT->FIXSERVER,
>outgoing>
>(8=FIX.4.3 9=106 35=A 34=1 49=FIXCLIENT
>52=20080314-20:44:09.717 56=FIXSERVER 98=0 108=30
>141=Y 553=user 554=pass 10=107 )
><20080314-20:44:09, FIX.4.3:FIXCLIENT->FIXSERVER,
>event>
>(Initiated logon request)
>
><20080314-20:44:12, FIX.4.3:FIXCLIENT->FIXSERVER,
>incoming>
>8=FIX.4.3 9=71 35=A 49=FIXSERVER 56=FIXCLIENT 34=1
>52=20080314-20:44:12 108=30 98=0 10=013
><20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
>event>
>(Received logon request) - ???
>
><20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
>outgoing>
>(8=FIX.4.3 9=100 35=A 34=2 49=FIXCLIENT
>52=20080314-20:44:13.364 56=FIXSERVER 98=0 108=30
>553=user 554=pass 10=050 )
><20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
>event>
>(Responding to logon request) - ???
>
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[Quickfix-developers] About Market Data

[<Nil...@co...>]

Hi



I am working on Market Data Component for server side and client side.
Application needs to provide the following information as Market Data,
Top of the book, Price Depth, Order Depth, Price & Volume information
and Ticker (Symbol and LTP). In this regard I have following questions,
would appreciate if you can provide any pointer to solve this:



a) I am able to provide the Price & Order Depth for one level, but when
try to provide the information for multiple levels, say 5 level. The
server reports the following error before send message, "Tag appears
more than once". Its tag no 269, even though tag 268=5.



b) What tags to use, to request/provide the price and volume
information?



c) How do I provide the Ticker information, I mean what type of message
and tag to use?



d) Does QF support multicasting?



I understand that (please correct me if I am wrong any where)



Market Data Request - Client can request for any of the market data as
snapshot or snapshot + refresh. The refresh can be of two types, full
refresh or incremental refresh. Client can request the market data for
one symbol or set of symbols (is the max limit here)



Market Data Snapshot/ Full Refresh: The server provides the snapshot of
the market data or full refreshes using this message type. The server
provides the market data for one or more symbols (based on the client
request)



I see that FIX specs don't talk about the refresh frequency. That means,
the application needs to decide at frequency it wants to provide the
refresh (every second or every five seconds etc..)



Market Data - Incremental Refresh: The server provides the incremental
refresh of the market data and not the full refresh. Refresh frequency
to be decided by the application.



Please correct me if I am wrong in my understanding of any of the above
market data messages.



Thanks in advance



-Nilesh



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[Quickfix-developers] data dictionary not being set

[Nick R. <nic...@gm...>]

Hi,

How do I get QF to use the data dictionary. AFAIK everything is in the
right place but when I call "message.toXML()" the field names are not
printed because the dictionary is not set.

I have the following in my config file

UseDataDictionary=Y
DataDictionary=/home/nri/wa/wtfldgw/etc/FIX42.xml

It's being loaded by the app because when I dump the setting I see..

[DEFAULT]
BEGINSTRING=FIX.4.2
CHECKLATENCY=N
CONNECTIONTYPE=initiator
DATADICTIONARY=/home/nri/wa/wtfldgw/etc/FIX42.xml
ENDTIME=23:59:59
FILELOGPATH=/home/nri/wa/wtfldgw/logs
FILESTOREPATH=/home/nri/wa/wtfldgw/logs
HEARTBTINT=30
HTTPACCEPTPORT=20001
MILLISECONDSINTIMESTAMP=N
PERSISTMESSAGES=Y
RECONNECTINTERVAL=10
REFRESHONLOGON=Y
RESETONDISCONNECT=N
RESETONLOGON=N
RESETONLOGOUT=N
SOCKETCONNECTHOST=127.0.0.1
SOCKETCONNECTPORT=20000
STARTTIME=00:00:00
USEDATADICTIONARY=Y

[SESSION]
SENDERCOMPID=WTFLD
TARGETCOMPID=OM


My app is created as

   FIX::SessionSettings settings(gatewayConfig->configFile);
   cout << "FIXSetting" << endl << settings << endl;
   Application application;
   FIX::FileStoreFactory storeFactory( settings );
   FIX::FileLogFactory logFactory(settings);
   FIX::SocketInitiator initiator( application, storeFactory,
settings, logFactory );

Everything works but when I try to print the messages using
         cout << message.toXML() << endl;
         cout << message << endl;

there is no name, Note that  toXML() calls toXMLFields() and I
modified it to print NoDD as in following code snipet


    stream << std::setw(space) << " " << "<field ";
    if(s_dataDictionary.get() && s_dataDictionary->getFieldName(field, name))
    {
      stream << "name=\"" << name << "\" ";
    }
    else {
       stream << "No DD " ;  // *** CHANGED THIS TO PRINT NoDD......
    }

    stream << "number=\"" << field << "\"";

Notice the NoDD's printed belkow.

<message>
  <header>
    <field NoDD number="8"><![CDATA[FIX.4.2]]></field>
    <field NoDD number="9"><![CDATA[142]]></field>
    <field NoDD number="35"><![CDATA[8]]></field>
    <field NoDD number="34"><![CDATA[3]]></field>
    <field NoDD number="49"><![CDATA[OM]]></field>
    <field NoDD number="52"><![CDATA[20080318-03:13:44.515]]></field>
    <field NoDD number="56"><![CDATA[WTFLD]]></field>
  </header>
  <body>
    <field NoDD number="6"><![CDATA[0]]></field>
    <field NoDD number="11"><![CDATA[599.0]]></field>
    <field NoDD number="14"><![CDATA[0]]></field>
    <field NoDD number="17"><![CDATA[60]]></field>
    <field NoDD number="20"><![CDATA[0]]></field>
    <field NoDD number="22"><![CDATA[5]]></field>
    <field NoDD number="37"><![CDATA[599.0]]></field>
    <field NoDD number="38"><![CDATA[600]]></field>
    <field NoDD number="39"><![CDATA[0]]></field>
    <field NoDD number="48"><![CDATA[RDSb.L]]></field>
    <field NoDD number="54"><![CDATA[2]]></field>
    <field NoDD number="55"><![CDATA[RDSb]]></field>
    <field NoDD number="150"><![CDATA[0]]></field>
    <field NoDD number="151"><![CDATA[600]]></field>
  </body>
  <trailer>
    <field NoDD number="10"><![CDATA[103]]></field>
  </trailer>
</message>
8=FIX.4.2
9=142
35=8
34=3
49=OM
52=20080318-03:13:44.515
56=WTFLD
6=0
11=599.0
14=0
17=60
20=0
22=5
37=599.0
38=600
39=0
48=RDSb.L
54=2
55=RDSb
150=0
151=600
10=103



I also tried moving the data dictionary from the default to the
session section in the config file but without any luck

Anyone know whats wrong here ?

regards
Nick

Re: [Quickfix-developers] FileStore crashes in .NET?

[Rick L. <ric...@gm...>]

I'm fairly certain the crash was occurring in the quickfix_net.DLL -- 
I'll repost my stack trace while debugging the .dmp file at the end of 
this email.

Is there any way the .pdb file generated when the DLL was compiled 
(sometime in 2006) can be found?  It would help me determine where in 
the quickfix code the error is occuring (right now I only have the 
address of the function).

After looking at the .dmp file and generating a new .map file for 
quickfix_net.DLL, I'm making an educated guess (based on the address in 
this .dmp) that the exception is occurring at

ThreadedSocketConnection::readMessage(String)

Thanks,
Rick

 >    kernel32.dll!77e4bee7()    
     [Frames below may be incorrect and/or missing, no symbols loaded 
for kernel32.dll]   
     kernel32.dll!77e4bee7()    
     quickfix_net.dll!10084f0c()    
     quickfix_net.dll!100938d5()    
     quickfix_net.dll!10093938()    
     msvcr80.dll!_EH_prolog()  + 0x4e bytes   
     msvcr80.dll!_FindAndUnlinkFrame()  + 0x9b bytes   
     msvcr80.dll!_is_exception_typeof()  + 0x106 bytes   
     msvcr80.dll!__CxxExceptionFilter()  + 0x19f bytes   
     msvcr80.dll!__CxxExceptionFilter()  + 0x503 bytes   
     msvcr80.dll!__CxxExceptionFilter()  + 0x6e8 bytes   
     msvcr80.dll!__CxxFrameHandler()  + 0x26 bytes   
     ntdll.dll!7c828752()    
     kernel32.dll!77e4bee7()    
     kernel32.dll!77e4bee7()    
     kernel32.dll!77e4bee7()    
     *msvcr80.dll!_CxxThrowException()  + 0x46 bytes    *
     quickfix_net.dll!10093879()    
     
msvcp80.dll!std::basic_string<char,std::char_traits<char>,std::allocator<char> 
 >::assign()  + 0x6a bytes   
     msvcr80.dll!free()  + 0xec bytes   
     
msvcp80.dll!std::basic_string<char,std::char_traits<char>,std::allocator<char> 
 >::_Tidy()  + 0x33 bytes   
     
msvcp80.dll!std::basic_string<char,std::char_traits<char>,std::allocator<char> 
 >::~basic_string<char,std::char_traits<char>,std::allocator<char> >()  
+ 0x9 bytes 

Rick Lane wrote:
> That's what I was afraid of -- I'm fairly certain now that it had to 
> do w/ the market data....  No, looking at the .events file all I see 
> is heartbeats for the hour or so prior to the crash.  Unfortunately 
> all I have for debugging purposes is a Dr Watson dump file, which 
> isn't telling me much.
>
> Thanks anyway,
> Rick
>
> or...@qu... wrote:
>> I don't know of any outstanding bugs with the filestore.  Do you have 
>> any kind of stack trace.  Keep in mind that the quickfix_net.dll will 
>> pretty much always show up because events are being passed from 
>> quickfix to your application.  So crashes in your application will 
>> generally appear to start out in the quickfix dll.  12 MB is pretty 
>> big, but not outrageous and I've seen bigger.  None of it is kept in 
>> memory, it's only read in as needed for resend requests and such.  
>> Any idea if one was being processed during your crash?
>>  
>> --oren
>>
>>     -------- Original Message --------
>>     Subject: [Quickfix-developers] FileStore crashes in .NET?
>>     From: Rick Lane <ric...@gm...>
>>     Date: Fri, March 14, 2008 11:39 am
>>     To: qui...@li...
>>     <mailto:qui...@li...>
>>
>>     QuickFIX Documentation:
>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>     Greetings,
>>
>>     Have there been any documented instances of QuickFix causing an
>>     application crash in .NET related to the FileStore? My
>>     application was
>>     running along just fine, entering no orders (and with no orders, and
>>     therefore no execution reports) for a couple hours after a very busy
>>     morning. So for about an hour, the only traffic through QuickFix
>>     should've been heartbeats. I received an Application crash -- not
>>     the
>>     good kind, the kind that pretty much doesn't let you do any sort of
>>     recovery -- for the first time (I've gotten many crashes due to a
>>     null
>>     pointer, etc., but these can be caught and therefore recovered from).
>>
>>     I'm not 100% sure QuickFix caused this -- I'm in the process of
>>     thumbing
>>     through the memory dump created by Dr Watson (I'm not very good
>>     at this)
>>     -- but the quickfix_net dll keeps popping up in the log, so I
>>     decided to
>>     go check out the FileStore file. I was surprised to see it was
>>     nearly
>>     12 MB (which I guess because of a busy morning, this is to be
>>     expected?). This crash could very well have been due to the
>>     market data
>>     portion of my app (which listens to the CME's FIX/FAST data
>>     stream) but
>>     I thought I was handling those types of errors better than this,
>>     so I
>>     just wanted to see if anyone else has seen unexpected crashes w/ the
>>     .NET quickfix library, possibly having something to do with the
>>     FileStore?
>>
>>     Thanks in advance,
>>     Rick
>>
>>     -------------------------------------------------------------------------
>>     This SF.net <http://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... <#Compose>
>>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>

[Quickfix-developers] Strange Logon sequence when 141=Y

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

Hi,
(QuickFix version 1.12.4 (C++), Solaris 10)

When I set the 141 field to 'Y' in my Logon message
(I'm initiator), it looks as if QF thinks the
response that is coming back from the server is a new
Logon request and not the Logon response.

Below there are 2 logs:
First one is without 141=Y and it looks ok.
Second one is with 141=Y and you can see that when the
response returns QF prints: "Received logon request"


First (no flag, everything is normal):
-----------------------------------------------
<20080314-20:44:58, FIX.4.3:FIXCLIENT->FIXSERVER,
outgoing>
(8=FIX.4.3 9=100 35=A 34=6 49=FIXCLIENT
52=20080314-20:44:58.636 56=FIXSERVER 98=0 108=30
553=user 554=pass 10=065 )
<20080314-20:44:58, FIX.4.3:FIXCLIENT->FIXSERVER,
event>
(Initiated logon request)

<20080314-20:45:00, FIX.4.3:FIXCLIENT->FIXSERVER,
incoming>
(8=FIX.4.3 9=71 35=A 49=FIXSERVER 56=FIXCLIENT 34=3
52=20080314-20:45:00 108=30 98=0 10=013 )
<20080314-20:45:01, FIX.4.3:FIXCLIENT->FIXSERVER,
event>
(Received logon response) 


Second (with flag, Logon response is treated as Logon
request):
-----------------------------------------------
<20080314-20:44:09, FIX.4.3:FIXCLIENT->FIXSERVER,
outgoing>
(8=FIX.4.3 9=106 35=A 34=1 49=FIXCLIENT
52=20080314-20:44:09.717 56=FIXSERVER 98=0 108=30
141=Y 553=user 554=pass 10=107 )
<20080314-20:44:09, FIX.4.3:FIXCLIENT->FIXSERVER,
event>
(Initiated logon request)

<20080314-20:44:12, FIX.4.3:FIXCLIENT->FIXSERVER,
incoming>
8=FIX.4.3 9=71 35=A 49=FIXSERVER 56=FIXCLIENT 34=1
52=20080314-20:44:12 108=30 98=0 10=013
<20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
event>
(Received logon request) - ???

<20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
outgoing>
(8=FIX.4.3 9=100 35=A 34=2 49=FIXCLIENT
52=20080314-20:44:13.364 56=FIXSERVER 98=0 108=30
553=user 554=pass 10=050 )
<20080314-20:44:13, FIX.4.3:FIXCLIENT->FIXSERVER,
event>
(Responding to logon request) - ???

Re: [Quickfix-developers] pre-compiled DLL vs manually compiled

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

Hi Rick,

Have you recently installed Visual Studio 2005 SP1?
Check that in the about box. If the answer is Yes,  you must install the new
msvc runtime in the production environment.

Djalma


On Mon, Mar 17, 2008 at 10:10 AM, Rick Lane <ric...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Greetings,
>
> For the last year or so I've been using the DLLs that shipped with the
> pre-compiled version of QuickFix.  I wanted to build the project myself
> and use these executables instead, so I successfully built the project,
> it generated the DLL files that were of equal size to those that came
> with QuickFix, however I am getting an unexplainable crash on my
> production environment (strangely enough, however, I'm not getting a
> crash on my dev environment).  Any thoughts as to why it might be
> working in the dev environment, and not on production?  As soon as I
> swap the old (pre-compiled) DLLs back to the production server,
> everything works fine....
>
> Just thought I'd get a sanity check and might be forgetting something.
>
> Thanks,
> Rick
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] pre-compiled DLL vs manually compiled

[Rick L. <ric...@gm...>]

Thanks man -- you hit it spot on -- had to install the VC++ dependencies.

Andrew Culross wrote:
> Try a dependacy walker on the quickfix.dll's and see what's missing in
> production - I seem to remember something about a C++ dll - quickfix also
> requires an XML parser.
>
> Andrew Culross
> Direct   +1 (914) 220-8849 
> http://www.twofour.com/emaildisclaimer.aspx
>
>
>
> -----Original Message-----
> From: Rick Lane [mailto:ric...@gm...] 
> Sent: Monday, March 17, 2008 9:23 AM
> To: And...@Tw...
> Subject: Re: [Quickfix-developers] pre-compiled DLL vs manually compiled
>
>
> Andrew,
>
> Yep -- I'm building the release DLLs.
>
> Thanks,
> Rick
>
> Andrew Culross wrote:
>   
>> Did you do a release build?
>>
>> Andrew Culross
>> Direct   +1 (914) 220-8849 
>> http://www.twofour.com/emaildisclaimer.aspx
>>
>>
>>
>> -----Original Message-----
>> From: qui...@li...
>> [mailto:qui...@li...] On Behalf 
>> Of Rick Lane
>> Sent: Monday, March 17, 2008 9:10 AM
>> To: qui...@li...
>> Subject: [Quickfix-developers] pre-compiled DLL vs manually compiled
>>
>>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Greetings,
>>
>> For the last year or so I've been using the DLLs that shipped with the
>> pre-compiled version of QuickFix.  I wanted to build the project myself 
>> and use these executables instead, so I successfully built the project, 
>> it generated the DLL files that were of equal size to those that came 
>> with QuickFix, however I am getting an unexplainable crash on my 
>> production environment (strangely enough, however, I'm not getting a 
>> crash on my dev environment).  Any thoughts as to why it might be 
>> working in the dev environment, and not on production?  As soon as I 
>> swap the old (pre-compiled) DLLs back to the production server, 
>> everything works fine....
>>
>> Just thought I'd get a sanity check and might be forgetting something.
>>
>> Thanks,
>> Rick
>>
>> ----------------------------------------------------------------------
>> ---
>> This SF.net email is sponsored by: Microsoft
>> Defy all challenges. Microsoft(R) Visual Studio 2008.
>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>> _______________________________________________
>> Quickfix-developers mailing list Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>>   
>>     
>
>
>   

Re: [Quickfix-developers] FileStore crashes in .NET?

[Rick L. <ric...@gm...>]

I should add that at first I thought I might need to register the new 
DLL on the server, but the regsvr32 app gives me the following error 
message:

LoadLibrary("quickfix_net.dll") failed -- this application has failed to 
start because the application configuration is incorrect.  reinstalling 
the application may fix this problem.

Thanks,
Rick

Rick Lane wrote:
> After some more digging, I'm attempting to load the .dmp file 
> generated at the application crash into Visual Studio.  There are many 
> entries for quickfix_net.dll (which, as you said, may not mean there 
> was a problem with quickfix), but it would be nice to be able to load 
> the .pdb file for QuickFix into Visual Studio so I can see actual 
> function names instead of just assembly mumbo jumbo.
>
> I tried loading both the debug/vs8/quickfix_net.pdb and the 
> release/vs8/quickfix_net.pdb and for both it said it "did not match 
> the module."  Has anyone tried to load these pdb files into studio for 
> debugging purposes?  incidentally, the exception is: "Unhandled 
> exception at 0x77e4bee7 in user.dmp: 0xC0020001: The string binding is 
> invalid."  I've done some research on this and in most cases it seems 
> to occur when people are blending managed and unmanaged code.  Outside 
> of QuickFix, I do /not /have any unmanaged code -- so is this looking 
> more like it might be a native issue (after all, isn't the .NET 
> QuickFix library just a wrapper around the unmanaged version?).
>
> call stack at crash:
>
> >    kernel32.dll!77e4bee7()    
>      [Frames below may be incorrect and/or missing, no symbols loaded 
> for kernel32.dll]   
>      kernel32.dll!77e4bee7()    
>      quickfix_net.dll!10084f0c()    
>      quickfix_net.dll!100938d5()    
>      quickfix_net.dll!10093938()    
>
>
> or...@qu... wrote:
>> I don't know of any outstanding bugs with the filestore.  Do you have 
>> any kind of stack trace.  Keep in mind that the quickfix_net.dll will 
>> pretty much always show up because events are being passed from 
>> quickfix to your application.  So crashes in your application will 
>> generally appear to start out in the quickfix dll.  12 MB is pretty 
>> big, but not outrageous and I've seen bigger.  None of it is kept in 
>> memory, it's only read in as needed for resend requests and such.  
>> Any idea if one was being processed during your crash?
>>  
>> --oren
>>
>>     -------- Original Message --------
>>     Subject: [Quickfix-developers] FileStore crashes in .NET?
>>     From: Rick Lane <ric...@gm...>
>>     Date: Fri, March 14, 2008 11:39 am
>>     To: qui...@li...
>>     <mailto:qui...@li...>
>>
>>     QuickFIX Documentation:
>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>     Greetings,
>>
>>     Have there been any documented instances of QuickFix causing an
>>     application crash in .NET related to the FileStore? My
>>     application was
>>     running along just fine, entering no orders (and with no orders, and
>>     therefore no execution reports) for a couple hours after a very busy
>>     morning. So for about an hour, the only traffic through QuickFix
>>     should've been heartbeats. I received an Application crash -- not
>>     the
>>     good kind, the kind that pretty much doesn't let you do any sort of
>>     recovery -- for the first time (I've gotten many crashes due to a
>>     null
>>     pointer, etc., but these can be caught and therefore recovered from).
>>
>>     I'm not 100% sure QuickFix caused this -- I'm in the process of
>>     thumbing
>>     through the memory dump created by Dr Watson (I'm not very good
>>     at this)
>>     -- but the quickfix_net dll keeps popping up in the log, so I
>>     decided to
>>     go check out the FileStore file. I was surprised to see it was
>>     nearly
>>     12 MB (which I guess because of a busy morning, this is to be
>>     expected?). This crash could very well have been due to the
>>     market data
>>     portion of my app (which listens to the CME's FIX/FAST data
>>     stream) but
>>     I thought I was handling those types of errors better than this,
>>     so I
>>     just wanted to see if anyone else has seen unexpected crashes w/ the
>>     .NET quickfix library, possibly having something to do with the
>>     FileStore?
>>
>>     Thanks in advance,
>>     Rick
>>
>>     -------------------------------------------------------------------------
>>     This SF.net <http://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... <#Compose>
>>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>

[Quickfix-developers] pre-compiled DLL vs manually compiled

[Rick L. <ric...@gm...>]

Greetings,

For the last year or so I've been using the DLLs that shipped with the 
pre-compiled version of QuickFix.  I wanted to build the project myself 
and use these executables instead, so I successfully built the project, 
it generated the DLL files that were of equal size to those that came 
with QuickFix, however I am getting an unexplainable crash on my 
production environment (strangely enough, however, I'm not getting a 
crash on my dev environment).  Any thoughts as to why it might be 
working in the dev environment, and not on production?  As soon as I 
swap the old (pre-compiled) DLLs back to the production server, 
everything works fine....

Just thought I'd get a sanity check and might be forgetting something.

Thanks,
Rick

[Quickfix-developers] Propagating log events to the application?

[Edde <edd...@gm...>]

Hi Guys,

Is it possible to propagate log events to the application layer?

What I need is a way to propagate low level problems (for example
connection problems) to the application so that users have a way of
knowing what's going on. My current solution is to customize QuickFix
by overriding the onEvent(String message) method in FileLog to capture
the relevant messages and then passing them on to my application.
However, in the future I'd rather not have build my own version of
QuickFix everytime there is a new version so is there a different way
to do what I want?
The other option is to create my own subclass of FileLog but from what
I can understand this also means I need to override the FileLogFactory
to actually create my own instance of FileLog.

Cheers,
/Eddie

[Quickfix-developers] Market Data - Server Side

[<Nil...@co...>]

Hi

I am working on Market Data Component for server side and client side.
Application needs to provide the following information as Market Data,
Top of the book, Price Depth, Order Depth, Price & Volume information
and Ticker (Symbol and LTP). In this regard I have following questions,
would appreciate if you can provide any pointer to solve this:

a) I am able to provide the Price & Order Depth for one level, but when
try to provide the information for multiple levels, say 5 level. The
server reports the following error before send message, "Tag appears
more than once". Its tag no 269, even though tag 268=5.

b) What tags to use, to request/provide the price and volume
information?

c) How do I provide the Ticker information, I mean what type of message
and tag to use?

d) Does QF support multicasting?

I understand that (please correct me if I am wrong any where)

Market Data Request - Client can request for any of the market data as
snapshot or snapshot + refresh. The refresh can be of two types, full
refresh or incremental refresh. Client can request the market data for
one symbol or set of symbols (is the max limit here)

Market Data Snapshot/ Full Refresh: The server provides the snapshot of
the market data or full refreshes using this message type. The server
provides the market data for one or more symbols (based on the client
request)

I see that FIX specs don't talk about the refresh frequency. That means,
the application needs to decide at frequency it wants to provide the
refresh (every second or every five seconds etc..)

Market Data - Incremental Refresh: The server provides the incremental
refresh of the market data and not the full refresh. Refresh frequency
to be decided by the application.

Please correct me if I am wrong in my understanding of any of the above
market data messages.

Thanks in advance

-Nilesh


>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of
>or...@qu...
>Sent: Saturday, March 15, 2008 1:43 AM
>To: Rick Lane
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] FileStore crashes in .NET?
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html


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[Quickfix-developers] FW: clarification required reagrding MarketDataSnapshotFullRefresh message

[<Nil...@co...>]

________________________________

From: Andrade, Leena (Cognizant)
Sent: Friday, March 14, 2008 12:34 PM
To: qui...@li...
Subject: clarification required reagrdind MarketDataSnapshotFullRefresh
message



Hi,

I am having problems with the MarketDataSnapshotFullRefresh when I am
asking for Bids, Offers and Trades. I generate following message asking
for this 3 kinds of entries:
8=FIX.4.4_=167_5=V_4=51_9=XXXX_0=XXX_2=20060721-16:47:00.453_6=MEFF_7=M3
_46=1_5=[N/A]_8=21_2=8_61=FXXXSX_00=200607_62=0000001_63=1_64=3_65=0_67=
3_69=2_69=0_69=1_0=053__

The message getting information about bids and offers is rejected
automatically by the quickfix library because field 269 appears more
than once, but this is correct because field 268=4.
8=FIX.4.4_=223_5=W_4=92_2=20060721-16:50:41_9=MEFF_0=M3_6=XXXX_7=XXX_62=
0000001_5=IXN06_68=4_69=0_70=11475_71=17_73=16:29:57_90=1_69=0_70=11450_
71=8_90=2_69=0_70=11430_71=8_90=3_69=1_70=0_71=0_73=16:29:57_90=1_0=160_
_

8=FIX.4.4_=122_5=3_4=52_9=XXXX_0=XXX_2=20060721-16:47:00.625_6=MEFF_7=M3
_5=92_8=Tag appears more than once_71=269_72=W_73=13_0=210_

Does anyone know where lies the problem?






Regards,

Leena.







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[Quickfix-developers] How to find QuickFixJ application Completed start up

[thiagu_hi <thi...@re...>]

Hi All, 

I am using QuickFIXJ(Java) as initiator, I would like to do some sort of
operation once QuickFixJ aplication started successfully(means logged in
Success and received seq reset message if any mismatch in Seq No).

How come I Identify QuickFIXJ has started successfully, bcoz in the
following call back function i dont have identifier for this
1.onLogon 
2.onLogout 
3.toAdmin 
4.toApp 
5.fromApp 


Please help me out 

Thanks in advance, 
Thiagarajan

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Re: [Quickfix-developers] FileStore crashes in .NET?

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

<html><body>Never mind.&nbsp; I can see it's VS8 from your post.&nbsp; Might be able to do something about this by changing the build settings.&nbsp; I don't think it's a coding error.&nbsp; I'm looking into the microsoft knowledge base for possible solutions.<BR><BR>
<BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: Re: [Quickfix-developers] FileStore crashes in .NET?<BR>From: Rick Lane &lt;ric...@gm...&gt;<BR>Date: Fri, March 14, 2008 2:41 pm<BR>To: <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>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR><BR>
<HR>
After some more digging, I'm attempting to load the .dmp file generated at the application crash into Visual Studio.&nbsp; There are many entries for quickfix_net.dll (which, as you said, may not mean there was a problem with quickfix), but it would be nice to be able to load the .pdb file for QuickFix into Visual Studio so I can see actual function names instead of just assembly mumbo jumbo.<BR><BR>I tried loading both the debug/vs8/quickfix_net.pdb and the release/vs8/quickfix_net.pdb and for both it said it "did not match the module."&nbsp; Has anyone tried to load these pdb files into studio for debugging purposes?&nbsp; incidentally, the exception is: "<SPAN id=_ctl0_MainContent_PostFlatView><SPAN>Unhandled exception at 0x77e4bee7 in user.dmp: 0xC0020001: The string binding is invalid."&nbsp; I've done some research on this and in most cases it seems to occur when people are blending managed and unmanaged code.&nbsp; Outside of QuickFix, I do <I>not </I>have any unmanaged code -- so is this looking more like it might be a native issue (after all, isn't the .NET QuickFix library just a wrapper around the unmanaged version?).<BR><BR>call stack at crash:<BR><BR></SPAN></SPAN>&gt;&nbsp;&nbsp;&nbsp; kernel32.dll!77e4bee7() &nbsp;&nbsp;&nbsp; <BR>&nbsp;&nbsp;&nbsp;&nbsp; [Frames below may be incorrect and/or missing, no symbols loaded for kernel32.dll]&nbsp;&nbsp;&nbsp; <BR>&nbsp;&nbsp;&nbsp;&nbsp; kernel32.dll!77e4bee7() &nbsp;&nbsp;&nbsp; <BR>&nbsp;&nbsp;&nbsp;&nbsp; quickfix_net.dll!10084f0c() &nbsp;&nbsp;&nbsp; <BR>&nbsp;&nbsp;&nbsp;&nbsp; quickfix_net.dll!100938d5() &nbsp;&nbsp;&nbsp; <BR>&nbsp;&nbsp;&nbsp;&nbsp; quickfix_net.dll!10093938() &nbsp;&nbsp;&nbsp; <BR><BR><BR><a class=moz-txt-link-abbreviated onclick="Popup.composeWindow('pcompose.php?sendto=oren%40quickfixengine.org');; return false;" href="mailto:or...@qu..." target=_blank><a href="mailto:or...@qu...">or...@qu...</a></A> wrote: 
<BLOCKQUOTE cite=mid:200...@em... type="cite">
<DIV>I don't know of any outstanding bugs with the filestore.&nbsp; Do you have any kind of stack trace.&nbsp; Keep in mind that the quickfix_net.dll will pretty much always show up because events are being passed from quickfix to your application.&nbsp; So crashes in your application will generally appear to start out in the quickfix dll.&nbsp; 12 MB is pretty big, but not outrageous and I've seen bigger.&nbsp; None of it is kept in memory, it's only read in as needed for resend requests and such.&nbsp; Any idea if one was being processed during your crash?</DIV>
<DIV>&nbsp;</DIV>
<DIV>--oren</DIV>
<BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-developers] FileStore crashes in .NET?<BR>From: Rick Lane <A class=moz-txt-link-rfc2396E onclick="Popup.composeWindow('pcompose.php?sendto=rick.lane%40gmail.com');; return false;" href="mailto:ric...@gm..." target=_blank>&lt;ric...@gm...&gt;</A><BR>Date: Fri, March 14, 2008 11:39 am<BR>To: <A onclick="Popup.composeWindow('pcompose.php?sendto=quickfix-developers%40lists.sourceforge.net');; return false;" href="mailto:qui...@li..." target=_blank moz-do-not-send="true"><a href="mailto:qui...@li...">qui...@li...</a></A><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank moz-do-not-send="true">http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank moz-do-not-send="true">http://www.quickfixengine.org/services.html</a><BR><BR>Greetings,<BR><BR>Have there been any documented instances of QuickFix causing an <BR>application crash in .NET related to the FileStore? My application was <BR>running along just fine, entering no orders (and with no orders, and <BR>therefore no execution reports) for a couple hours after a very busy <BR>morning. So for about an hour, the only traffic through QuickFix <BR>should've been heartbeats. I received an Application crash -- not the <BR>good kind, the kind that pretty much doesn't let you do any sort of <BR>recovery -- for the first time (I've gotten many crashes due to a null <BR>pointer, etc., but these can be caught and therefore recovered from).<BR><BR>I'm not 100% sure QuickFix caused this -- I'm in the process of thumbing <BR>through the memory dump created by Dr Watson (I'm not very good at this) <BR>-- but the quickfix_net dll keeps popping up in the log, so I decided to <BR>go check out the FileStore file. I was surprised to see it was nearly <BR>12 MB (which I guess because of a busy morning, this is to be <BR>expected?). This crash could very well have been due to the market data <BR>portion of my app (which listens to the CME's FIX/FAST data stream) but <BR>I thought I was handling those types of errors better than this, so I <BR>just wanted to see if anyone else has seen unexpected crashes w/ the <BR>.NET quickfix library, possibly having something to do with the FileStore?<BR><BR>Thanks in advance,<BR>Rick<BR><BR>-------------------------------------------------------------------------<BR>This <a href="http://sf.net/" target=_blank moz-do-not-send="true"><a href="http://SF.net">SF.net</a></A> email is sponsored by: Microsoft<BR>Defy all challenges. Microsoft(R) Visual Studio 2008.<BR><A href="http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/" target=_blank moz-do-not-send="true">http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</a><BR>_______________________________________________<BR>Quickfix-developers mailing list<BR><a href="#Compose" target=_self moz-do-not-send="true" _onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-developers%40lists.sourceforge.net'); return false;"><a href="mailto:Qui...@li...">Qui...@li...</a></A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=_blank moz-do-not-send="true">https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a><BR></BLOCKQUOTE></BLOCKQUOTE>
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