quickfix-developers — QuickFIX developers forum

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

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

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
>

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

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

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
>

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

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

<html><body><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 &lt;ric...@gm...&gt;<BR>Date: Fri, March 14, 2008 11:39 am<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>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">SF.net</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>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a><BR></BLOCKQUOTE></body></html>

[Quickfix-developers] FileStore crashes in .NET?

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

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

Re: [Quickfix-developers] Just Starting...

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

Alternatively, taken from the link you posted with the following C++ code:

    FIX::PossDupFlag possDupFlag;
    message.getHeader().getField( possDupFlag );

This is very similar to the C# translation:

  QuickFix.PossDupFlag possDupFlag;
  message.getHeader().getField( possDupFlag );

-- 
Shane Trotter
Connamara Systems, LLC


On 3/14/08, Shane Trotter <str...@co...> wrote:
> Azmat,
>
>  You should be getting fields the type safe way (taken from
>  http://quickfixengine.org/quickfix/doc/html/csharp/receiving_messages_3.html):
>
>  QuickFix.PossDupFlag possDupe =
>  msg.getHeader().getField(QuickFix.PossDupFlag.FIELD);
>
>  Note that you shouldn't instantiate with getField(new Type()) to get
>  any field, it just wastes allocations/cpu/memory.
>
>  When you have the possDupe object, you can get its boolean value with
>  possDupe.getValue();
>
>
>  --
>  Shane Trotter
>  Connamara Systems, LLC
>
>
>  On 3/14/08, azmat <mr...@gm...> wrote:
>  > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  >  QuickFIX Support: http://www.quickfixengine.org/services.html
>  >
>  >
>  >
>  > Well, I think that is where my problem is.  I overrode the
>  >  onMessage(ExecutionReport) function and this is what I'm thinking I should
>  >  write in it.
>  >
>  >
>  >  PossDupFlag pdf = execrpt.getHeader().getField(new PossDupFlag());
>  >  if (pdf != null)
>  >  {
>  >         return;
>  >  }
>  >  else
>  >  {
>  >   //  process messages that do not have possdup flag set at all to the OMS
>  >  }
>  >
>  >
>  >  This is the error I am receiving:
>  >
>  >  Error   2       Cannot implicitly convert type 'QuickFix.BooleanField' to
>  >  'QuickFix.PossDupFlag'. An explicit conversion exists (are you missing a
>  >  cast?)
>  >
>  >  I haven't worked with the getHeader() function and am not familiar with how
>  >  I should get properties from it.  I am using the QuickFix .NET wrapper (C#).
>  >
>  >  thanks!
>  >  azmat
>  >
>  >
>  >
>  >
>  >  Oren Miller wrote:
>  >  >
>  >  > QuickFIX Documentation:
>  >  > http://www.quickfixengine.org/quickfix/doc/html/index.html
>  >  > QuickFIX Support: http://www.quickfixengine.org/services.html
>  >  >
>  >  >
>  >
>  > > Well if that's all you want to do then just don't pass&nbsp;the message
>  >  > into&nbsp;your OMS when the flag is true.&nbsp; The DoNotSend
>  >  > exception&nbsp;doesn't enter into it.&nbsp; In reality you should very
>  >  > rarely encounter this situation because you will only ever see a PossDup
>  >  > message if the engine has not seen the message before.&nbsp; Meaning it
>  >  > came as a result of a resend request.&nbsp; But in this case all you have
>  >  > to do is see that the value is true, then simply don't pass it along.
>  >  > &nbsp;
>  >  > --oren
>  >  >
>  >  >
>  >
>  >
>  >  --
>  >  View this message in context: http://www.nabble.com/Just-Starting...-tp14811784p16048126.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
>  >
>

Re: [Quickfix-developers] Just Starting...

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

Azmat,

You should be getting fields the type safe way (taken from
http://quickfixengine.org/quickfix/doc/html/csharp/receiving_messages_3.html):

QuickFix.PossDupFlag possDupe =
msg.getHeader().getField(QuickFix.PossDupFlag.FIELD);

Note that you shouldn't instantiate with getField(new Type()) to get
any field, it just wastes allocations/cpu/memory.

When you have the possDupe object, you can get its boolean value with
possDupe.getValue();

-- 
Shane Trotter
Connamara Systems, LLC

On 3/14/08, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Well, I think that is where my problem is.  I overrode the
>  onMessage(ExecutionReport) function and this is what I'm thinking I should
>  write in it.
>
>
>  PossDupFlag pdf = execrpt.getHeader().getField(new PossDupFlag());
>  if (pdf != null)
>  {
>         return;
>  }
>  else
>  {
>   //  process messages that do not have possdup flag set at all to the OMS
>  }
>
>
>  This is the error I am receiving:
>
>  Error   2       Cannot implicitly convert type 'QuickFix.BooleanField' to
>  'QuickFix.PossDupFlag'. An explicit conversion exists (are you missing a
>  cast?)
>
>  I haven't worked with the getHeader() function and am not familiar with how
>  I should get properties from it.  I am using the QuickFix .NET wrapper (C#).
>
>  thanks!
>  azmat
>
>
>
>
>  Oren Miller wrote:
>  >
>  > QuickFIX Documentation:
>  > http://www.quickfixengine.org/quickfix/doc/html/index.html
>  > QuickFIX Support: http://www.quickfixengine.org/services.html
>  >
>  >
>
> > Well if that's all you want to do then just don't pass&nbsp;the message
>  > into&nbsp;your OMS when the flag is true.&nbsp; The DoNotSend
>  > exception&nbsp;doesn't enter into it.&nbsp; In reality you should very
>  > rarely encounter this situation because you will only ever see a PossDup
>  > message if the engine has not seen the message before.&nbsp; Meaning it
>  > came as a result of a resend request.&nbsp; But in this case all you have
>  > to do is see that the value is true, then simply don't pass it along.
>  > &nbsp;
>  > --oren
>  >
>  >
>
>
>  --
>  View this message in context: http://www.nabble.com/Just-Starting...-tp14811784p16048126.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
>

Re: [Quickfix-developers] clarification required reagrdind MarketDataSnapshotFullRefresh message

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

Are you using a DataDictionary?  DataDictionaries are required for any
message with repeating groups.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/14/08, Lee...@co... <Lee...@co...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  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 Andrade
>
> Cognizant Technology Solutions
>
> Pune - India
>
>
>
>
>  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
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> If you are not the intended recipient, please contact the sender by reply
> e-mail and destroy all copies of the original message.
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Just Starting...

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

Well, I think that is where my problem is.  I overrode the
onMessage(ExecutionReport) function and this is what I'm thinking I should
write in it.


PossDupFlag pdf = execrpt.getHeader().getField(new PossDupFlag());
if (pdf != null)
{
        return;
}
else
{
 //  process messages that do not have possdup flag set at all to the OMS
}


This is the error I am receiving:

Error	2	Cannot implicitly convert type 'QuickFix.BooleanField' to
'QuickFix.PossDupFlag'. An explicit conversion exists (are you missing a
cast?)	

I haven't worked with the getHeader() function and am not familiar with how
I should get properties from it.  I am using the QuickFix .NET wrapper (C#).

thanks!
azmat



Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Well if that's all you want to do then just don't pass the message
> into your OMS when the flag is true.  The DoNotSend
> exception doesn't enter into it.  In reality you should very
> rarely encounter this situation because you will only ever see a PossDup
> message if the engine has not seen the message before.  Meaning it
> came as a result of a resend request.  But in this case all you have
> to do is see that the value is true, then simply don't pass it along. 
>   
> --oren 
> 
> 

-- 
View this message in context: http://www.nabble.com/Just-Starting...-tp14811784p16048126.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] clarification required reagrdind MarketDataSnapshotFullRefresh message

[<Lee...@co...>]

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 Andrade

Cognizant Technology Solutions

Pune - India







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[Quickfix-developers] Perl or PHP Bindings

[Alexandre de A. <ale...@gm...>]

Hi all,

First of all, congratulations for all developers and contributors, great job.

Any idea about a future Perl or PHP Bindings?

Regards

-- 
Alexandre Teixeira

Re: [Quickfix-developers] Incorrect NumInGroup count for repeating group

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

Can you paste an example message that works correctly and the message
in question causing the problem?

-- 
Shane Trotter
Connamara Systems, LLC


On 3/13/08, Ahmed, Mobashir <ma...@ve...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
>
>
>
>
> Hi,
>
>  I am send a trade capture report request and getting a acknowledge back. I
> am able to capture a  deals as long as they are outright deals but as soon
> as I try to capture a spread deals I start getting this error on the file
> store "Incorrect NumInGroup count for repeating group". FromApp() method
> doesn't capture this validation. Is there something  I need to do in my
> trade capture request since reference field in the error is "555" (NoLegs)
> and the type of this field is "NUMINGROUP".
>
>
>
> Any help will be appreciated.
>
>
>
> Thanks
> -------------------------------------------------------------------------
>  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] Just Starting...

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

<html><body><div>Well if that's all you want to do then just don't pass&nbsp;the message into&nbsp;your OMS when the flag is true.&nbsp; The DoNotSend exception&nbsp;doesn't enter into it.&nbsp; In reality you should very rarely encounter this situation because you will only ever see a PossDup message if the engine has not seen the message before.&nbsp; Meaning it came as a result of a resend request.&nbsp; But in this case all you have to do is see that the value is true, then simply don't pass it along.</div>
<div>&nbsp;</div>
<div>--oren<BR></div>
<BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: Re: [Quickfix-developers] Just Starting...<BR>From: "mr azmat" &lt;mr...@gm...&gt;<BR>Date: Thu, March 13, 2008 4:56 pm<BR>To: <a href="mailto:or...@qu...">or...@qu...</a><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>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>
Hmm, I'm not sure I quite understand your second paragraph.<BR><BR>Basically I want to check PossDup on receipt and if it is TRUE...I'd like to discard the message altogether before it gets into our OMS.<BR>Isn't that the entire purpose of the PossDupFlag?&nbsp; <BR><BR>thanks-<BR>azmat<BR><BR>
<DIV class=gmail_quote>On Thu, Mar 13, 2008 at 4:50 PM, &lt;<a 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>&gt; wrote:<BR>
<BLOCKQUOTE class=gmail_quote style="PADDING-LEFT: 1ex; MARGIN: 0pt 0pt 0pt 0.8ex; BORDER-LEFT: rgb(204,204,204) 1px solid">
<DIV>
<DIV>You are kind of talking about two different things here.&nbsp; One is checking for a possdup flag on receipt, which is simply a matter of checking for the field in the header.</DIV>
<DIV>&nbsp;</DIV>
<DIV>The other is checking in sent messages presumably because you don't want to send messages that didn't make it out the first time.&nbsp; In this case can you elaborate on what problem you encountered and what exactly isn't working in your port of the code?<BR><BR>--oren</DIV>
<BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid">
<DIV class=Ih2E3d>-------- Original Message --------<BR>Subject: Re: [Quickfix-developers] Just Starting...<BR></DIV>
<DIV class=Ih2E3d>From: azmat &lt;<A onclick="Popup.composeWindow('pcompose.php?sendto=mrazmat%40gmail.com');; return false;" href="mailto:mr...@gm..." target=_blank><a href="mailto:mr...@gm...">mr...@gm...</a></A>&gt;<BR>Date: Thu, March 13, 2008 4:40 pm<BR>To: <A onclick="Popup.composeWindow('pcompose.php?sendto=quickfix-developers%40lists.sourceforge.net');; return false;" href="mailto:qui...@li..." target=_blank><a href="mailto:qui...@li...">qui...@li...</a></A><BR><BR></DIV>
<DIV>
<DIV></DIV>
<DIV class=Wj3C7c>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><BR>All-<BR><BR>I need to check if the possdup flag is set, when I receive an execution<BR>report from the counter-party. I've also read many places that I should<BR>"throw a donotsend exception" in ToApp after I check for the PossDup flag. <BR><BR>Something similar to this, written by Caleb:<BR><a href="http://www.nabble.com/Request-resend-ts3856953.html#a3881695" target=_blank>http://www.nabble.com/Request-resend-ts3856953.html#a3881695</a><BR><BR><BR>For some reason I can't get this to work with C#. I'm having issues<BR>'translating' the C++ to C#, using QuickFix 1.2.4. This is quite<BR>frusturating. Has anyone done this in C#?<BR><BR><BR>thanks!<BR>azmat<BR><BR><BR><BR>Patrick Wright-3 wrote:<BR>&gt; <BR>&gt; QuickFIX Documentation:<BR>&gt; <a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>&gt; QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR>&gt; <BR>&gt; Yes that is right.<BR>&gt; <BR>&gt; When you call sendtoTarget the toApp callback should be called by the<BR>&gt; fix engine to allow you to do some processing before the message is sent<BR>&gt; (log it for example). Also you can throw a DoNotSend exception here to<BR>&gt; stop the message from being sent. toApp will also be called when the<BR>&gt; engine responds to a resend request.<BR>&gt; <BR>&gt; I have only been using this for a few months - other people may have a<BR>&gt; better insight into this.<BR>&gt; <BR>&gt; Patrick<BR>&gt; <BR>&gt; <BR><BR>-- <BR>View this message in context: <a href="http://www.nabble.com/Just-Starting...-tp14811784p16039185.html" target=_blank>http://www.nabble.com/Just-Starting...-tp14811784p16039185.html</a><BR>Sent from the QuickFIX - Dev mailing list archive at <a href="http://nabble.com/" target=_blank><a href="http://Nabble.com">Nabble.com</a></A>.<BR><BR><BR>-------------------------------------------------------------------------<BR>This <A href="http://sf.net/" target=_blank><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>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</a><BR>_______________________________________________<BR>Quickfix-developers mailing list<BR><a href="#118aa1f8d3fd2f6b_Compose" target=_self>Quickfix-developers<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=_blank>https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a><BR></DIV></DIV></BLOCKQUOTE></DIV></BLOCKQUOTE></DIV><BR>
<HR>
-------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</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>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a> </BLOCKQUOTE></body></html>

[Quickfix-developers] Incorrect NumInGroup count for repeating group

[Ahmed, M. <ma...@ve...>]

Hi,

 I am send a trade capture report request and getting a acknowledge
back. I am able to capture a  deals as long as they are outright deals
but as soon as I try to capture a spread deals I start getting this
error on the file store "Incorrect NumInGroup count for repeating
group". FromApp() method doesn't capture this validation. Is there
something  I need to do in my trade capture request since reference
field in the error is "555" (NoLegs) and the type of this field is
"NUMINGROUP".

 

Any help will be appreciated.

 

Thanks

Re: [Quickfix-developers] Just Starting...

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

Hmm, I'm not sure I quite understand your second paragraph.

Basically I want to check PossDup on receipt and if it is TRUE...I'd like to
discard the message altogether before it gets into our OMS.
Isn't that the entire purpose of the PossDupFlag?

thanks-
azmat

On Thu, Mar 13, 2008 at 4:50 PM, <or...@qu...> wrote:

> You are kind of talking about two different things here.  One is checking
> for a possdup flag on receipt, which is simply a matter of checking for the
> field in the header.
>
> The other is checking in sent messages presumably because you don't want
> to send messages that didn't make it out the first time.  In this case can
> you elaborate on what problem you encountered and what exactly isn't working
> in your port of the code?
>
> --oren
>
> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Just Starting...
> From: azmat <mr...@gm...>
> Date: Thu, March 13, 2008 4:40 pm
> To: qui...@li...
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All-
>
> I need to check if the possdup flag is set, when I receive an execution
> report from the counter-party. I've also read many places that I should
> "throw a donotsend exception" in ToApp after I check for the PossDup flag.
>
>
> Something similar to this, written by Caleb:
> http://www.nabble.com/Request-resend-ts3856953.html#a3881695
>
>
> For some reason I can't get this to work with C#. I'm having issues
> 'translating' the C++ to C#, using QuickFix 1.2.4. This is quite
> frusturating. Has anyone done this in C#?
>
>
> thanks!
> azmat
>
>
>
> Patrick Wright-3 wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Yes that is right.
> >
> > When you call sendtoTarget the toApp callback should be called by the
> > fix engine to allow you to do some processing before the message is sent
> > (log it for example). Also you can throw a DoNotSend exception here to
> > stop the message from being sent. toApp will also be called when the
> > engine responds to a resend request.
> >
> > I have only been using this for a few months - other people may have a
> > better insight into this.
> >
> > Patrick
> >
> >
>
> --
> View this message in context:
> http://www.nabble.com/Just-Starting...-tp14811784p16039185.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
> Quickfix-developers**@lists.sourceforge.net <#118aa1f8d3fd2f6b_Compose>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

Re: [Quickfix-developers] Just Starting...

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

<html><body><div>You are kind of talking about two different things here.&nbsp; One is checking for a possdup flag on receipt, which is simply a matter of checking for the field in the header.</div>
<div>&nbsp;</div>
<div>The other is checking in sent messages presumably because you don't want to send messages that didn't make it out the first time.&nbsp; In this case can you elaborate on what problem you encountered and what exactly isn't working in your port of the code?<BR><BR>--oren</div>
<BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: Re: [Quickfix-developers] Just Starting...<BR>From: azmat &lt;mr...@gm...&gt;<BR>Date: Thu, March 13, 2008 4:40 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><BR>All-<BR><BR>I need to check if the possdup flag is set, when I receive an execution<BR>report from the counter-party. I've also read many places that I should<BR>"throw a donotsend exception" in ToApp after I check for the PossDup flag. <BR><BR>Something similar to this, written by Caleb:<BR><a href="http://www.nabble.com/Request-resend-ts3856953.html#a3881695" target=_blank>http://www.nabble.com/Request-resend-ts3856953.html#a3881695</a><BR><BR><BR>For some reason I can't get this to work with C#. I'm having issues<BR>'translating' the C++ to C#, using QuickFix 1.2.4. This is quite<BR>frusturating. Has anyone done this in C#?<BR><BR><BR>thanks!<BR>azmat<BR><BR><BR><BR>Patrick Wright-3 wrote:<BR>&gt; <BR>&gt; QuickFIX Documentation:<BR>&gt; <a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>&gt; QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR>&gt; <BR>&gt; Yes that is right.<BR>&gt; <BR>&gt; When you call sendtoTarget the toApp callback should be called by the<BR>&gt; fix engine to allow you to do some processing before the message is sent<BR>&gt; (log it for example). Also you can throw a DoNotSend exception here to<BR>&gt; stop the message from being sent. toApp will also be called when the<BR>&gt; engine responds to a resend request.<BR>&gt; <BR>&gt; I have only been using this for a few months - other people may have a<BR>&gt; better insight into this.<BR>&gt; <BR>&gt; Patrick<BR>&gt; <BR>&gt; <BR><BR>-- <BR>View this message in context: <a href="http://www.nabble.com/Just-Starting...-tp14811784p16039185.html" target=_blank>http://www.nabble.com/Just-Starting...-tp14811784p16039185.html</a><BR>Sent from the QuickFIX - Dev mailing list archive at <a href="http://Nabble.com">Nabble.com</a>.<BR><BR><BR>-------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</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>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers</a><BR></BLOCKQUOTE></body></html>

Re: [Quickfix-developers] Just Starting...

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

All-

I need to check if the possdup flag is set, when I receive an execution
report from the counter-party.  I've also read many places that I should
"throw a donotsend exception" in ToApp after I check for the PossDup flag.  

Something similar to this, written by Caleb:
http://www.nabble.com/Request-resend-ts3856953.html#a3881695


For some reason I can't get this to work with C#.  I'm having issues
'translating' the C++ to C#, using QuickFix 1.2.4.  This is quite
frusturating.  Has anyone done this in C#?


thanks!
azmat



Patrick Wright-3 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Yes that is right.
> 
> When you call sendtoTarget the toApp callback should be called by the
> fix engine to allow you to do some processing before the message is sent
> (log it for example). Also you can throw a DoNotSend exception here to
> stop the message from being sent. toApp will also be called when the
> engine responds to a resend request.
> 
> I have only been using this for a few months - other people may have a
> better insight into this.
> 
> Patrick
> 
> 

-- 
View this message in context: http://www.nabble.com/Just-Starting...-tp14811784p16039185.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Memory leak when reconnecting?

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

QuickFix version 1.12.4 (C++), Solaris 10

In case my FIX client's sequence numbers get out of
sync with the FIX server, QF is doing the following
logic:

Loop:
* (Initiated logon request) with SequenceNumber++ )
* (Received logout request) from server with error: 
MsgSeqNum too low
* (Sending logout response) to server
* (Disconnecting)
* (Connecting to fixserver on port 54321) - after the
ReconnectInterval
and so on.

When I check the virtual memory status I see that each
such iteration consumes about 18MB (!) of VM that are
never being freed.

Is there something I need to do in the Logout to free
memory?


Thanks,
Yoav

Re: [Quickfix-developers] Socket Error when expecting a Logout message response

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

The only problem I have seen is disconnecting before receiving a
logout response.  The wait loop solved that problem.  That said, I
have never used QuickFIX through stunnel.

I do not believe this is a QuickFIX issue though, as stunnel is
disconnecting side.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/13/08, Yoav <yo...@ya...> wrote:
> Hi Shane,
>  The counterparty is my case is a local 'stunnel' (this
>  is where my FIX client connects to and stunnel
>  forwards my messages to the "real" party).
>  I do see in the stunnel logs that the socket was
>  closed but I don't think (though I'm not sure) that it
>  was initiated by either stunnel or the real
>  coutnerparty.
>
>  Did you ever see some problems with QF related to
>  logging out while receiving incoming messages?
>
>  Regarding your second question: I'm not sure I
>  understand. What is the proper handling of onLogout()
>  (when I initiated the logout)?
>  (I don't use the message cracker so I don't use the
>  onMessage functions)
>
>  Thanks!
>
> Yoav
>
>  --- Shane Trotter <str...@co...> wrote:
>
>  > It sounds like the counterparty is disconnecting
>  > before it sends the
>  > logout response.  Could it be a problem on their
>  > end?  The error in
>  > the QuickFIX log (Connection reset by peer) would
>  > seem like this is
>  > the case.
>  >
>  > Have you traced the network packets with Wireshark
>  > and tcpview to see
>  > precisely what is received/happening on the pipe?
>  >
>  > Also, are you handling the onLogout() callback to
>  > detect logouts
>  > during connection resets as opposed to
>  > onMessage(Logout)?
>  >
>  > --
>  > Shane Trotter
>  > Connamara Systems, LLC
>  >
>  > On 3/13/08, Yoav <yo...@ya...> wrote:
>  > > Hi Shane and thanks for your reply.
>  > >  What you suggested is more or less what I do and
>  > this
>  > >  where I get the problem.
>  > >  When I kill the process I call the
>  > lookupSession(),
>  > >  then I call session->logout(). The Logout message
>  > is
>  > >  being sent and the Initiator thread is about to
>  > read()
>  > >  from the socket. Then *sometimes* the read()
>  > returns
>  > >  an error. It's like something happens to the
>  > socket
>  > >  (closed?) but I'm not sure what or why.
>  > >
>  > >  The same problem happens when I use
>  > initiator.stop()
>  > >  and not session->logout()
>  > >
>  > >
>  > >  Yoav
>  > >
>  > >
>  > >  --- Shane Trotter <str...@co...> wrote:
>  > >
>  > >  > Yoav,
>  > >  >
>  > >  > You should send a
>  > >  > Session.lookupSession(SessionID).logout() to
>  > force
>  > >  > the logout and wait for a little while
>  > (possibly 30
>  > >  > seconds) using a
>  > >  > loop similar to this:
>  > >  >
>  > >  > int ALITTLEWHILE = 30;
>  > >  > for (int sec = 1; (sec <= ALITTLEWHILE) &&
>  > >  > Session.lookupSession(SessionID).isLoggedOn();
>  > >  > sec++)
>  > >  > {
>  > >  >   Thread.Sleep(1000);
>  > >  > }
>  > >  >
>  > >  > initiator.stop();
>  > >  >
>  > >  > --
>  > >  > Shane Trotter
>  > >  > Connamara Systems, LLC
>  > >  >
>  > >  > On 3/12/08, Yoav <yo...@ya...> wrote:
>  > >  > > QuickFIX Documentation:
>  > >  >
>  > >
>  >
>  http://www.quickfixengine.org/quickfix/doc/html/index.html
>  > >  > >  QuickFIX Support:
>  > >  > http://www.quickfixengine.org/services.html
>  > >  > >
>  > >  > >  QuickFix version 1.12.4 (C++), Solaris 10
>  > >  > >
>  > >  > >  I'm implementing a clean shutdown in my FIX
>  > >  > client.
>  > >  > >  When the process is being killed I send
>  > Logout
>  > >  > message
>  > >  > >  on all my QF Initiator sessions.
>  > >  > >
>  > >  > >  I see the following problem:
>  > >  > >  Sometimes everything works, meaning: I see
>  > the
>  > >  > Logout
>  > >  > >  message being sent and the response being
>  > >  > received.
>  > >  > >  But sometimes I see the Logout message being
>  > sent
>  > >  > and
>  > >  > >  immediately I see an error:
>  > >  > >  "(Socket Error: Connection reset by peer.)"
>  > >  > >
>  > >  > >  2 comments:
>  > >  > >  1) The 'peer' in my case is 'stunnel' which
>  > is
>  > >  > doing
>  > >  > >  port forwarding
>  > >  > >  2) During the time I kill my FIX process
>  > there
>  > >  > are
>  > >  > >  incoming messages
>  > (MarketDataSnapshotFullRefresh)
>  > >  > >
>  > >  > >  Any clue will be highly appreciated,
>  > >  > >  Yoav
>  > >  > >
>  > >  > >
>  > >  > >
>  > >  >
>  > >
>  >
>  -------------------------------------------------------------------------
>  > >  > >  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] Socket Error when expecting a Logout message response

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

Hi Shane,
The counterparty is my case is a local 'stunnel' (this
is where my FIX client connects to and stunnel
forwards my messages to the "real" party).
I do see in the stunnel logs that the socket was
closed but I don't think (though I'm not sure) that it
was initiated by either stunnel or the real
coutnerparty.

Did you ever see some problems with QF related to
logging out while receiving incoming messages?

Regarding your second question: I'm not sure I
understand. What is the proper handling of onLogout()
(when I initiated the logout)?
(I don't use the message cracker so I don't use the
onMessage functions)

Thanks!
Yoav

--- Shane Trotter <str...@co...> wrote:

> It sounds like the counterparty is disconnecting
> before it sends the
> logout response.  Could it be a problem on their
> end?  The error in
> the QuickFIX log (Connection reset by peer) would
> seem like this is
> the case.
> 
> Have you traced the network packets with Wireshark
> and tcpview to see
> precisely what is received/happening on the pipe?
> 
> Also, are you handling the onLogout() callback to
> detect logouts
> during connection resets as opposed to
> onMessage(Logout)?
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
> On 3/13/08, Yoav <yo...@ya...> wrote:
> > Hi Shane and thanks for your reply.
> >  What you suggested is more or less what I do and
> this
> >  where I get the problem.
> >  When I kill the process I call the
> lookupSession(),
> >  then I call session->logout(). The Logout message
> is
> >  being sent and the Initiator thread is about to
> read()
> >  from the socket. Then *sometimes* the read()
> returns
> >  an error. It's like something happens to the
> socket
> >  (closed?) but I'm not sure what or why.
> >
> >  The same problem happens when I use
> initiator.stop()
> >  and not session->logout()
> >
> >
> >  Yoav
> >
> >
> >  --- Shane Trotter <str...@co...> wrote:
> >
> >  > Yoav,
> >  >
> >  > You should send a
> >  > Session.lookupSession(SessionID).logout() to
> force
> >  > the logout and wait for a little while
> (possibly 30
> >  > seconds) using a
> >  > loop similar to this:
> >  >
> >  > int ALITTLEWHILE = 30;
> >  > for (int sec = 1; (sec <= ALITTLEWHILE) &&
> >  > Session.lookupSession(SessionID).isLoggedOn();
> >  > sec++)
> >  > {
> >  >   Thread.Sleep(1000);
> >  > }
> >  >
> >  > initiator.stop();
> >  >
> >  > --
> >  > Shane Trotter
> >  > Connamara Systems, LLC
> >  >
> >  > On 3/12/08, Yoav <yo...@ya...> wrote:
> >  > > QuickFIX Documentation:
> >  >
> > 
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  > >  QuickFIX Support:
> >  > http://www.quickfixengine.org/services.html
> >  > >
> >  > >  QuickFix version 1.12.4 (C++), Solaris 10
> >  > >
> >  > >  I'm implementing a clean shutdown in my FIX
> >  > client.
> >  > >  When the process is being killed I send
> Logout
> >  > message
> >  > >  on all my QF Initiator sessions.
> >  > >
> >  > >  I see the following problem:
> >  > >  Sometimes everything works, meaning: I see
> the
> >  > Logout
> >  > >  message being sent and the response being
> >  > received.
> >  > >  But sometimes I see the Logout message being
> sent
> >  > and
> >  > >  immediately I see an error:
> >  > >  "(Socket Error: Connection reset by peer.)"
> >  > >
> >  > >  2 comments:
> >  > >  1) The 'peer' in my case is 'stunnel' which
> is
> >  > doing
> >  > >  port forwarding
> >  > >  2) During the time I kill my FIX process
> there
> >  > are
> >  > >  incoming messages
> (MarketDataSnapshotFullRefresh)
> >  > >
> >  > >  Any clue will be highly appreciated,
> >  > >  Yoav
> >  > >
> >  > >
> >  > >
> >  >
> > 
>
-------------------------------------------------------------------------
> >  > >  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] Socket Error when expecting a Logout message response

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

It sounds like the counterparty is disconnecting before it sends the
logout response.  Could it be a problem on their end?  The error in
the QuickFIX log (Connection reset by peer) would seem like this is
the case.

Have you traced the network packets with Wireshark and tcpview to see
precisely what is received/happening on the pipe?

Also, are you handling the onLogout() callback to detect logouts
during connection resets as opposed to onMessage(Logout)?

-- 
Shane Trotter
Connamara Systems, LLC

On 3/13/08, Yoav <yo...@ya...> wrote:
> Hi Shane and thanks for your reply.
>  What you suggested is more or less what I do and this
>  where I get the problem.
>  When I kill the process I call the lookupSession(),
>  then I call session->logout(). The Logout message is
>  being sent and the Initiator thread is about to read()
>  from the socket. Then *sometimes* the read() returns
>  an error. It's like something happens to the socket
>  (closed?) but I'm not sure what or why.
>
>  The same problem happens when I use initiator.stop()
>  and not session->logout()
>
>
>  Yoav
>
>
>  --- Shane Trotter <str...@co...> wrote:
>
>  > Yoav,
>  >
>  > You should send a
>  > Session.lookupSession(SessionID).logout() to force
>  > the logout and wait for a little while (possibly 30
>  > seconds) using a
>  > loop similar to this:
>  >
>  > int ALITTLEWHILE = 30;
>  > for (int sec = 1; (sec <= ALITTLEWHILE) &&
>  > Session.lookupSession(SessionID).isLoggedOn();
>  > sec++)
>  > {
>  >   Thread.Sleep(1000);
>  > }
>  >
>  > initiator.stop();
>  >
>  > --
>  > Shane Trotter
>  > Connamara Systems, LLC
>  >
>  > On 3/12/08, Yoav <yo...@ya...> wrote:
>  > > QuickFIX Documentation:
>  >
>  http://www.quickfixengine.org/quickfix/doc/html/index.html
>  > >  QuickFIX Support:
>  > http://www.quickfixengine.org/services.html
>  > >
>  > >  QuickFix version 1.12.4 (C++), Solaris 10
>  > >
>  > >  I'm implementing a clean shutdown in my FIX
>  > client.
>  > >  When the process is being killed I send Logout
>  > message
>  > >  on all my QF Initiator sessions.
>  > >
>  > >  I see the following problem:
>  > >  Sometimes everything works, meaning: I see the
>  > Logout
>  > >  message being sent and the response being
>  > received.
>  > >  But sometimes I see the Logout message being sent
>  > and
>  > >  immediately I see an error:
>  > >  "(Socket Error: Connection reset by peer.)"
>  > >
>  > >  2 comments:
>  > >  1) The 'peer' in my case is 'stunnel' which is
>  > doing
>  > >  port forwarding
>  > >  2) During the time I kill my FIX process there
>  > are
>  > >  incoming messages (MarketDataSnapshotFullRefresh)
>  > >
>  > >  Any clue will be highly appreciated,
>  > >  Yoav
>  > >
>  > >
>  > >
>  >
>  -------------------------------------------------------------------------
>  > >  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] Socket Error when expecting a Logout message response

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

Hi Shane and thanks for your reply.
What you suggested is more or less what I do and this
where I get the problem.
When I kill the process I call the lookupSession(),
then I call session->logout(). The Logout message is
being sent and the Initiator thread is about to read()
from the socket. Then *sometimes* the read() returns
an error. It's like something happens to the socket
(closed?) but I'm not sure what or why.

The same problem happens when I use initiator.stop()
and not session->logout()

Yoav

--- Shane Trotter <str...@co...> wrote:

> Yoav,
> 
> You should send a
> Session.lookupSession(SessionID).logout() to force
> the logout and wait for a little while (possibly 30
> seconds) using a
> loop similar to this:
> 
> int ALITTLEWHILE = 30;
> for (int sec = 1; (sec <= ALITTLEWHILE) &&
> Session.lookupSession(SessionID).isLoggedOn();
> sec++)
> {
>   Thread.Sleep(1000);
> }
> 
> initiator.stop();
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
> On 3/12/08, Yoav <yo...@ya...> wrote:
> > QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> >  QuickFix version 1.12.4 (C++), Solaris 10
> >
> >  I'm implementing a clean shutdown in my FIX
> client.
> >  When the process is being killed I send Logout
> message
> >  on all my QF Initiator sessions.
> >
> >  I see the following problem:
> >  Sometimes everything works, meaning: I see the
> Logout
> >  message being sent and the response being
> received.
> >  But sometimes I see the Logout message being sent
> and
> >  immediately I see an error:
> >  "(Socket Error: Connection reset by peer.)"
> >
> >  2 comments:
> >  1) The 'peer' in my case is 'stunnel' which is
> doing
> >  port forwarding
> >  2) During the time I kill my FIX process there
> are
> >  incoming messages (MarketDataSnapshotFullRefresh)
> >
> >  Any clue will be highly appreciated,
> >  Yoav
> >
> >
> > 
>
-------------------------------------------------------------------------
> >  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] sendToTarget Format

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

Parjeet,

Create the message for the exact type you want and use its constructor
with QuickFix types.

Dim message As QuickFix41.OrderCancelRequest(New OrigClOrdID("123"),
New ClOrdID("321"), New Symbol("LNUX"), New Side(Side.BUY))

message.set(new Text("Cancel My Order!"));

OrdType is similar, use the QuickFIX namespace:  message.setField(new
OrdType(OrdType.LIMIT));

-- 
Shane Trotter
Connamara Systems, LLC


On 3/13/08, Parjeet Singh <par...@oa...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  This is a simple question but I need bit of clarifications: I am not
>  sure few scenarios.
>
>  I have coded to SendMessage in this way:
>
>
>  Private Function SendMessageRequest(ByVal intQuoteReqID As Integer) As
>  Boolean
>
>  strQuoteReqID = CStr(intQuoteReqID)
>
>
>         message.setField(New StringField(40, "C"))
>
>         message.setField(New StringField(167, "FOR"))
>         message.setField(New StringField(131, strQuoteReqID))
>         message.setField(New StringField(146, "1"))
>         message.setField(New StringField(55, "AUD/USD"))
>
>  Try
>             Session.sendToTarget(message, "OAKVALE-PRICES-TEST",
>  "BARX-PRICES-TEST")
>
>         Catch e As SessionNotFound
>             MsgBox(e.Message)
>         End Try
>
>
>  At the moment I am hard coding that is the Tag and Description.
>  message.setField (New StringField (40,"C"))
>
>   - Is there any way I can avoid hard coding and use data dictionary for
>  ordType Tag and description etc.
>
>
>  - At the moment I am calling above code from onLogon..........is this
>  correct place to call above function or I have to use toApp call back
>
>   Public Sub onLogon(ByVal Param As QuickFix.SessionID) Implements
>  QuickFix.Application.onLogon
>         System.Console.WriteLine("Logon: " & Param.GetType.FullName)
>
>         Dim s As Session = Session.lookupSession(Param)
>
>
>         If (s.isLoggedOn = True) Then
>             If (s.receivedLogon = True) Then
>                 intQuoteReqID = intQuoteReqID + 1
>                 SendMessageRequest(intQuoteReqID)
>             End If
>         End If
>
>  -------------------------------------------------------------------------
>  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] sendToTarget Format

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

This is a simple question but I need bit of clarifications: I am not
sure few scenarios.

I have coded to SendMessage in this way:


Private Function SendMessageRequest(ByVal intQuoteReqID As Integer) As
Boolean

strQuoteReqID = CStr(intQuoteReqID)

        
        message.setField(New StringField(40, "C"))

        message.setField(New StringField(167, "FOR"))
        message.setField(New StringField(131, strQuoteReqID))
        message.setField(New StringField(146, "1"))
        message.setField(New StringField(55, "AUD/USD"))

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

        Catch e As SessionNotFound
            MsgBox(e.Message)
        End Try


At the moment I am hard coding that is the Tag and Description.
message.setField (New StringField (40,"C")) 

 - Is there any way I can avoid hard coding and use data dictionary for
ordType Tag and description etc.


- At the moment I am calling above code from onLogon..........is this
correct place to call above function or I have to use toApp call back

  Public Sub onLogon(ByVal Param As QuickFix.SessionID) Implements
QuickFix.Application.onLogon
        System.Console.WriteLine("Logon: " & Param.GetType.FullName)

        Dim s As Session = Session.lookupSession(Param)


        If (s.isLoggedOn = True) Then
            If (s.receivedLogon = True) Then
                intQuoteReqID = intQuoteReqID + 1
                SendMessageRequest(intQuoteReqID)
            End If
        End If

Re: [Quickfix-developers] fromApp callback not being invoked

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

Thankf Shane. I noticed that if I remove the conversational state [seqnums,
head, body & sessions file] it I do get these messages back in the fromApp
callback without even sending a Request Resend. Do I have to clean up this
conversational state files to get such a behaviour ? or there is a another
way to achieve this.

Objective of doing this is to recover from intra-day crashs which demands
that I request for all the messages [ExecutionReorts & AllocationInstruction
messages] from the beginning of the session including the ones queued up
while the client was down.

Kind Regards
Atul Arora
Royal Bank of Scotland


Shane Trotter wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I believe QuickFIX ignores messages that it already has processed in
> resend requests (to prevent your application from seeing the same
> orders/executions multiple times.)
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
> On 3/12/08, atularora78 <atu...@rb...> wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>  QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>  Hi
>>
>>  I (initiator) am sending a RequestResend() from 1 to 0 and I do get the
>>  messages back from the server. I can see them in raw quickfixj logs. But
>>  somehow does not come through to fromAdmin() callback.
>>
>>  Anybody point me to as to what could be happening ?
>>
>>
>>  Thanks
>>  Atul
>>  --
>>  View this message in context:
>> http://www.nabble.com/fromApp-callback-not-being-invoked-tp16001444p16001444.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
>>
> 
> -------------------------------------------------------------------------
> 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
> 
> 

-- 
View this message in context: http://www.nabble.com/fromApp-callback-not-being-invoked-tp16001444p16020101.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Socket Error when expecting a Logout message response

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

Yoav,

You should send a Session.lookupSession(SessionID).logout() to force
the logout and wait for a little while (possibly 30 seconds) using a
loop similar to this:

int ALITTLEWHILE = 30;
for (int sec = 1; (sec <= ALITTLEWHILE) &&
Session.lookupSession(SessionID).isLoggedOn(); sec++)
{
  Thread.Sleep(1000);
}

initiator.stop();

-- 
Shane Trotter
Connamara Systems, LLC

On 3/12/08, Yoav <yo...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>  QuickFix version 1.12.4 (C++), Solaris 10
>
>  I'm implementing a clean shutdown in my FIX client.
>  When the process is being killed I send Logout message
>  on all my QF Initiator sessions.
>
>  I see the following problem:
>  Sometimes everything works, meaning: I see the Logout
>  message being sent and the response being received.
>  But sometimes I see the Logout message being sent and
>  immediately I see an error:
>  "(Socket Error: Connection reset by peer.)"
>
>  2 comments:
>  1) The 'peer' in my case is 'stunnel' which is doing
>  port forwarding
>  2) During the time I kill my FIX process there are
>  incoming messages (MarketDataSnapshotFullRefresh)
>
>  Any clue will be highly appreciated,
>  Yoav
>
>
>  -------------------------------------------------------------------------
>  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
>