quickfix-developers — QuickFIX developers forum

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

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

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.
>
>
>  -------------------------------------------------------------------------
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>  Defy all challenges. Microsoft(R) Visual Studio 2008.
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>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

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

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

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

[Quickfix-developers] SendToTarget failure

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

I have a test 
application which can send orders to an exchange.  If for some reason my session 
is disconnected and I issue a SendToTarget, it returns "false".  When I 
subsequently reconnect to the exchange, the order is sent out since it was 
queued in the fix space.
 
I would like to be 
able to trap this scenario so that if a user tries to send orders out and the 
session is disconnected, it will fail and then *not* send the order on 
subsequent reconnection.  My "nightmare" scenario is as follows:  User is 
auto-quoting a stock and the line drops.  hundreds of refreshed quotes are 
queued up somehow.  The line comes back and all those quotes are sent, but the 
market has moved and we get a ton of unwanted executions.
 
Is the best scenario 
to test the session status prior to calling SendToTarget?  Or is there a method 
I can call or a config option I can set so that any attempted SendToTargets 
which failed while disconnected are not then sent?  Can anybody recommend a 
"best practice" for this scenario?
 
I realize that I of 
course should not be sending any Cxl/Replaces until I get a live order ack, but 
even so the scenario could come to life if I am quoting multiple lines and the 
session drops - the initial quote on each line will still be queued up waiting 
to go out and will be sent regardless of where the market 
is.
 
Many thanks in 
advance for any suggestions,
 
   
John

[Quickfix-developers] fromApp callback not being invoked

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

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
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[Quickfix-developers] Trade Modification FIX query

[Parag T. <tri...@gm...>]

Hello,
I have one query. Suppose at sale side FIX Engine there exist a customized
message for modifying Account of an executed order i.e. trade. Following is
the scenario.
1) A client placed an order with Account 'A'.
2) Execution report of confirmation is genereated.
3) Above order gets traded and client receives execution report of trade.
4) Client modifies Account to 'B' from 'A' of trade through customized trade
modification message.
5) Request placed in step 4 gets confirmed.
6) The trade modification report is sent to the client.

My query is on completion of 6th step should a trade generated in step 3 be
modified with new Account i.e. 'B'? And on subsequent ResendRequest response
a same trade should contain the new Account value i.e. 'B' or original value
'A' and subsequent trade modification confirmation report?

Thanks in Advance,
Parag Trivedi.

[Quickfix-developers] Editing XML Dictionary file

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

Hi , 

This might be simple, but i am struggling to move ahead from this point.

I have edited the FIX44.xml for my User defined tages and Optional tags.

But Quick fix  is not updating my XML , should i rebuild the Source? 

Can anyone help me out by replying detailed procedure to change and update
xml file

Thanks in advance

Regards, 
Raja
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Re: [Quickfix-developers] BusinessMessageReject

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

Thanks Oren 

I have fixed this issue. The data dictionary I am using is QuickFix44; I
had wrong tag number for MinBidSize and MinOfferSize.

PS


-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Saturday, 8 March 2008 7:32 AM
To: Parjeet Singh
Cc: qui...@li...
Subject: Re: [Quickfix-developers] BusinessMessageReject

This message means you are sending them a message type that they are  
not expecting and don't know how to process.  Any idea why this is?

--oren

On Mar 5, 2008, at 11:43 PM, Parjeet Singh wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I have been struggling with this issue for last two days.
>
> I am using QuickFIX for C# and FIX 4.2. I am able to sendToTarget
> message successfully. When I get the response from the broker, it  
> comes
> as BusinessMessageReject.
>
> "8=FIX.4.2
9=159
35=j
34=44
43=Y
49=BARX-PRICES- 
> TEST
52=20080306-05:36:0
> 9
56=OAKVALE-PRICES-TEST
122=20080306-04:43:42
45=40
58=Unhandled
> message type '3' received
372=3
380=3
10=045
"
>
> I need few clarifications:
>
> 1. When I get response from broker, then I am expecting
> BusinessMessageReject.
> 2. According to the brokers spec, tag 58 is not required.
> 3. Do I have to handle this message?
>
> 4. How can I implement OnMessage in the Cracker.
>
> Thanks in advance
>
> PS
>
>
> ----------------------------------------------------------------------

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Re: [Quickfix-developers] Group assignment

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

<html><body><div>Probably a bug.&nbsp; I'll look into it.</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: [Quickfix-developers] Group assignment<BR>From: "Bill Robert" &lt;rob...@ra...&gt;<BR>Date: Mon, March 10, 2008 2:18 am<BR>To: &lt;qui...@li...&gt;<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>In following example (C++):<BR><BR>FIX::Group grp2(92, 93, FIX::message_order(93, 95, 94, 0));<BR>grp2.setField(93, "Original");<BR>grp2.setField(94, "BBB");<BR>grp2.setField(95, "AAA");<BR>std::string lctmp;<BR>cout &lt;&lt; "Original: " &lt;&lt; grp2.calculateString(lctmp) &lt;&lt; '\n';<BR><BR>FIX::Group lc(grp2);<BR>lc.setField(93, "Copy");<BR>cout &lt;&lt; "Copy: " &lt;&lt; lc.calculateString(lctmp) &lt;&lt; '\n';<BR><BR>the expected output would be <BR><BR>Original:92=1 93=Original 95=AAA 94=BBB<BR>Copy: 92=1 93=Copy 95=AAA 94=BBB<BR><BR>Please refer to the order 95&lt;94. If you run the code the copy looks like<BR><BR>Copy: 92=1 93=Copy 94=BBB 95=AAA<BR><BR>It looks like that the assignment FIX::Group lc(grp2) doesn't work as<BR>expected. Field/delim are correctly copied, but message_order is lost<BR>somehow in the copy assignment.<BR><BR>Is there a way to copy a group?<BR><BR>Thanks, Robert<BR><BR>-------------------------------------------------------------------------<BR>This SF.net 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="http://email.secureserver.net/pcompose.php?aEmlPart=0&amp;type=replyall&amp;folder=INBOX&amp;uid=25473#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] Different session lengths on different days

[Andrew C. <And...@Tw...>]

You can do it with multiple sessions and the StartDay/EndDay parameters that
people were just speaking about.
 
 
Andrew Culross

Direct   +1 (914) 220-8849 

http://www.twofour.com/emaildisclaimer.aspx

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Brian Erst
Sent: Monday, March 10, 2008 2:30 PM
To: qui...@li...
Subject: [Quickfix-developers] Different session lengths on different days


ICE has a different trading session length on Sunday than it does during the
rest of the week (the trading session starts around 23:00 UTC on Sunday, but
Tuesday-Friday it starts at 01:00 UTC). 

I can't think of any way to handle this in the QuickFIX INI settings in
1.12.4 - is there anything out there in the nightlies that might help?

- Brian Erst

[Quickfix-developers] Different session lengths on different days

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

ICE has a different trading session length on Sunday than it does during the rest of the week (the trading session starts around 23:00 UTC on Sunday, but Tuesday-Friday it starts at 01:00 UTC). 

I can't think of any way to handle this in the QuickFIX INI settings in 1.12.4 - is there anything out there in the nightlies that might help?

- Brian Erst

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

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

Yes,  remove StartDay/EndDay as you will be using daily sessions.

Set StartTime and EndTime to your normal daily session (But note that
you must use UTC time) and it will reset daily.

On 3/10/08, mr azmat <mr...@gm...> wrote:
> So if I remove the StartDay and EndDay parameters, the sequence numbers will
> reset every day between the EndTime and StartTime (s)?
> However, I want to not trade from Friday 4PM till Sunday 6PM, but reset on a
> daily basis between 4PM and 6PM.  Does that make sense?
>
>
>
> thanks!
> azmat
>
>
> On Mon, Mar 10, 2008 at 11:56 AM, Shane Trotter <str...@co...>
> wrote:
> > Azmat,
> >
> > Yes, QuickFIX should reset your sequence numbers between sessions.
> >
> > Note that if you use a week-long session as decided by the config file
> > option StartDay and EndDay, your sequence numbers will be reset
> > between the week session and not the day session.
> >
> >
> >
> >
> > On 3/10/08, azmat <mr...@gm...> wrote:
> > > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > >  QuickFIX Support:
> http://www.quickfixengine.org/services.html
> > >
> > >
> > >  All-
> > >
> > >  My counter-party requires that I reset both the sequence numbers on all
> our
> > >  sessions every day before the StartTime.  How is this doable?  I did
> take a
> > >  look at these three parameters for the config file, but they don't
> exactly
> > >  fit my need.
> > >
> > >  ResetOnLogon
> > >  ResetOnLogout
> > >  ResetOnDisconnect
> > >
> > >  I don't need to reset the sequence numbers during the day (during
> incidental
> > >  logoffs or abnormal resets, etc) but between the time the trading day
> comes
> > >  to an end and begins.  My question is if I set the StartTime and
> EndTime
> > >  parameters in the config file, will the quickfix engine automatically
> reset
> > >  sequence numbers in this "down time"?  And if not, then how would I
> > >  accomplish this?
> > >
> > >  thanks!
> > >  azmat
> > >  --
> > >  View this message in context:
> http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.html
> > >  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> > >
> > >
> > >
> -------------------------------------------------------------------------
> > >  This SF.net email is sponsored by: Microsoft
> > >  Defy all challenges. Microsoft(R) Visual Studio 2008.
> > >
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> > >  _______________________________________________
> > >  Quickfix-developers mailing list
> > >  Qui...@li...
> > >
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > >
> >
> >
> > --
> > Shane Trotter
> > Connamara Systems, LLC
> >
>
>


-- 
Shane Trotter
Connamara Systems, LLC

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

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

So if I remove the StartDay and EndDay parameters, the sequence numbers will
reset every day between the EndTime and StartTime (s)?
However, I want to *not *trade from Friday 4PM till Sunday 6PM, but reset on
a daily basis between 4PM and 6PM.  Does that make sense?



thanks!
azmat

On Mon, Mar 10, 2008 at 11:56 AM, Shane Trotter <str...@co...>
wrote:

> Azmat,
>
> Yes, QuickFIX should reset your sequence numbers between sessions.
>
> Note that if you use a week-long session as decided by the config file
> option StartDay and EndDay, your sequence numbers will be reset
> between the week session and not the day session.
>
> On 3/10/08, azmat <mr...@gm...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >  All-
> >
> >  My counter-party requires that I reset both the sequence numbers on all
> our
> >  sessions every day before the StartTime.  How is this doable?  I did
> take a
> >  look at these three parameters for the config file, but they don't
> exactly
> >  fit my need.
> >
> >  ResetOnLogon
> >  ResetOnLogout
> >  ResetOnDisconnect
> >
> >  I don't need to reset the sequence numbers during the day (during
> incidental
> >  logoffs or abnormal resets, etc) but between the time the trading day
> comes
> >  to an end and begins.  My question is if I set the StartTime and
> EndTime
> >  parameters in the config file, will the quickfix engine automatically
> reset
> >  sequence numbers in this "down time"?  And if not, then how would I
> >  accomplish this?
> >
> >  thanks!
> >  azmat
> >  --
> >  View this message in context:
> http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.html
> >  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
>  -------------------------------------------------------------------------
> >  This SF.net email is sponsored by: Microsoft
> >  Defy all challenges. Microsoft(R) Visual Studio 2008.
> >  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> >  _______________________________________________
> >  Quickfix-developers mailing list
> >  Qui...@li...
> >  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
>
> --
> Shane Trotter
> Connamara Systems, LLC
>

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

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

Azmat,

Yes, QuickFIX should reset your sequence numbers between sessions.

Note that if you use a week-long session as decided by the config file
option StartDay and EndDay, your sequence numbers will be reset
between the week session and not the day session.

On 3/10/08, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  All-
>
>  My counter-party requires that I reset both the sequence numbers on all our
>  sessions every day before the StartTime.  How is this doable?  I did take a
>  look at these three parameters for the config file, but they don't exactly
>  fit my need.
>
>  ResetOnLogon
>  ResetOnLogout
>  ResetOnDisconnect
>
>  I don't need to reset the sequence numbers during the day (during incidental
>  logoffs or abnormal resets, etc) but between the time the trading day comes
>  to an end and begins.  My question is if I set the StartTime and EndTime
>  parameters in the config file, will the quickfix engine automatically reset
>  sequence numbers in this "down time"?  And if not, then how would I
>  accomplish this?
>
>  thanks!
>  azmat
>  --
>  View this message in context: http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.html
>  Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by: Microsoft
>  Defy all challenges. Microsoft(R) Visual Studio 2008.
>  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>  _______________________________________________
>  Quickfix-developers mailing list
>  Qui...@li...
>  https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>


-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] Daily Sequence Number Resets?

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

All-

My counter-party requires that I reset both the sequence numbers on all our
sessions every day before the StartTime.  How is this doable?  I did take a
look at these three parameters for the config file, but they don't exactly
fit my need.  

ResetOnLogon 
ResetOnLogout
ResetOnDisconnect 

I don't need to reset the sequence numbers during the day (during incidental
logoffs or abnormal resets, etc) but between the time the trading day comes
to an end and begins.  My question is if I set the StartTime and EndTime
parameters in the config file, will the quickfix engine automatically reset
sequence numbers in this "down time"?  And if not, then how would I
accomplish this?

thanks!
azmat
-- 
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Re: [Quickfix-developers] Using ODBC with SQLServer

[Bill R. <rob...@ra...>]

Messages_Log is maintained by the Log class.

To achieve what you want, you need to adapt the Log class and rewrite
the three methods mentioned below. 

QF itself fills the database fields according to the session, which
simplifies searches.

Regards, 
Rob

> -----Original Message-----
> From: Nil...@co... 
> [mailto:Nil...@co...] 
> Sent: Monday, March 10, 2008 10:29 AM
> To: Bill Robert
> Cc: qui...@li...
> Subject: RE: [Quickfix-developers] Using ODBC with SQLServer
> 
> 
> Thanks Bill
> 
> I agree and understand that 'message' table only logs the 
> outgoing messages and not incoming. However, my concerns is 
> about message_log'
> table and not 'message'. The 'message_log' table logs all 
> messages getting in and out from QF. The concern is the data 
> in 'sendercompid'
> and 'targetcompid', doesn't match with the FIX message stored 
> in text column.
> 
> 
> id	time	beginstring	sendercompid	targetcompid
> session_qualifier text
> 					
> 
> 764	03/10/ 2008 8:58:12 AM	FIX.4.2	WACH	Regression_QA	NULL
> 8=FIX.4.2
9=123
35=j
34=10
49=Regression_QA
52=20080310-08:58:
> 12.204
56=
> WACH
45=7
58=Conditionally Required Field Missing 
> (11)
372=8
380=5
10=207

> 
> Please see the tag value of 49 and 56, it is reverse of what 
> is displayed under sendcompid and targetcompid.
> 
> 
> Thanks
> -Nilesh
> 
> >-----Original Message-----
> >From: Bill Robert [mailto:rob...@ra...]
> >Sent: Monday, March 10, 2008 1:45 PM
> >To: Gajjar, Nilesh (Cognizant)
> >Subject: RE: [Quickfix-developers] Using ODBC with SQLServer
> >
> >In the Log class are these three functions:
> >
> >  void onIncoming( const std::string& value )  void 
> onOutgoing( const 
> > std::string& value )  void onEvent( const std::string& value )
> >
> >Pls refer to Log.h (ScreenLog) for an example.
> >
> >The message table contains only outgoing messages. Inbound messages
> need
> >to be stored by your application.
> >
> >Regards,
> >Rob
> >
> >
> >> -----Original Message-----
> >> From: qui...@li...
> >> [mailto:qui...@li...] 
> On Behalf 
> >> Of Nil...@co...
> >> Sent: Monday, March 10, 2008 8:52 AM
> >> To: or...@qu...
> >> Cc: qui...@li...
> >> Subject: Re: [Quickfix-developers] Using ODBC with SQLServer
> >>
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >>
> >> Thanks Oren for the reply.
> >>
> >> I don't understand what do you mean by the direction 
> field, I don't 
> >> see such fields in message_log or message table.
> >>
> >> I see that the sender-compid and target-compid mentioned in the 
> >> message (logged in text coloumn), doesn't match with the 
> id stored in 
> >> 'sendcompid' and 'targetcompid' column. Isn't this strange?
> >>
> >> Thanks
> >> -Nilesh
> >>
> >>
> >> The sender and target comp ids are merely identifiers for 
> the session 
> >> they do not belong to.  The direction field is what is used to 
> >> indicate direction.  They only time you will see different 
> values is 
> >> if there are messages on multiple sessions.
> >>
> >>
> >> --oren
> >>
> >>
> >> On Mar 6, 2008, at 2:41 AM, <Nil...@co...> wrote:
> >>
> >>
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> Hi
> >>
> >> I am using ODBC with SQL Server for logging purpose. I 
> have observed 
> >> some strange behavior, not sure if this is bug in QF. I am 
> using QF 
> >> 1.12.4.
> >>
> >> I assume that "message_log" table stores all incoming and outgoing 
> >> messages. In my case it doing this job perfectly fine, no issues 
> >> there.
> >>
> >> Assume that the server comp-id is "SERVER" and client comp-id is 
> >> "CLIENT".
> >>
> >> What I see in "message_log" table is the sendercompid and 
> >> targetcompid is always "SERVER" and "CLIENT" respectively.
> >> Irrespective of the incoming or outgoing message.
> >>
> >> Any idea what is going on here...
> >>
> >> Thanks & Regards
> >> -Nilesh
> >>
> >>
> >> >-----Original Message-----
> >> >From: qui...@li...
> >> [mailto:quickfix-
> >> >dev...@li...] On Behalf Of Oren Miller
> >> >Sent: Saturday, March 08, 2008 2:05 AM
> >> >To: Gajjar, Nilesh (Cognizant)
> >> >Cc: qui...@li...
> >> >Subject: Re: [Quickfix-developers] Using ODBC with SQLServer
> >> >
> >> >QuickFIX Documentation:
> >> >http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> >QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> This e-mail and any files transmitted with it are for the 
> sole use of 
> >> the intended recipient(s) and may contain confidential and 
> privileged 
> >> information.
> >> If you are not the intended recipient, please contact the 
> sender by 
> >> reply e-mail and destroy all copies of the original
> message.
> >> Any unauthorised review, use, disclosure, dissemination, 
> forwarding, 
> >> printing or copying of this email or any action taken in 
> reliance on 
> >> this e-mail is strictly prohibited and may be unlawful.
> >>
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> >> -----------
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> >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>
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> prohibited and may be unlawful.
> 

Re: [Quickfix-developers] Using ODBC with SQLServer

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

Thanks Bill

I agree and understand that 'message' table only logs the outgoing
messages and not incoming. However, my concerns is about message_log'
table and not 'message'. The 'message_log' table logs all messages
getting in and out from QF. The concern is the data in 'sendercompid'
and 'targetcompid', doesn't match with the FIX message stored in text
column.

id	time	beginstring	sendercompid	targetcompid
session_qualifier text
					
764	03/10/ 2008 8:58:12 AM	FIX.4.2	WACH	Regression_QA	NULL
8=FIX.4.2
9=123
35=j
34=10
49=Regression_QA
52=20080310-08:58:12.204
56=
WACH
45=7
58=Conditionally Required Field Missing
(11)
372=8
380=5
10=207


Please see the tag value of 49 and 56, it is reverse of what is
displayed under sendcompid and targetcompid.

Thanks
-Nilesh

>-----Original Message-----
>From: Bill Robert [mailto:rob...@ra...]
>Sent: Monday, March 10, 2008 1:45 PM
>To: Gajjar, Nilesh (Cognizant)
>Subject: RE: [Quickfix-developers] Using ODBC with SQLServer
>
>In the Log class are these three functions:
>
>  void onIncoming( const std::string& value )
>  void onOutgoing( const std::string& value )
>  void onEvent( const std::string& value )
>
>Pls refer to Log.h (ScreenLog) for an example.
>
>The message table contains only outgoing messages. Inbound messages
need
>to be stored by your application.
>
>Regards,
>Rob
>
>
>> -----Original Message-----
>> From: qui...@li...
>> [mailto:qui...@li...] On
>> Behalf Of Nil...@co...
>> Sent: Monday, March 10, 2008 8:52 AM
>> To: or...@qu...
>> Cc: qui...@li...
>> Subject: Re: [Quickfix-developers] Using ODBC with SQLServer
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Thanks Oren for the reply.
>>
>> I don't understand what do you mean by the direction field, I
>> don't see such fields in message_log or message table.
>>
>> I see that the sender-compid and target-compid mentioned in
>> the message (logged in text coloumn), doesn't match with the
>> id stored in 'sendcompid' and 'targetcompid' column. Isn't
>> this strange?
>>
>> Thanks
>> -Nilesh
>>
>>
>> The sender and target comp ids are merely identifiers for the
>> session they do not belong to.  The direction field is what
>> is used to indicate direction.  They only time you will see
>> different values is if there are messages on multiple sessions.
>>
>>
>> --oren
>>
>>
>> On Mar 6, 2008, at 2:41 AM, <Nil...@co...> wrote:
>>
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi
>>
>> I am using ODBC with SQL Server for logging purpose. I have
>> observed some strange behavior, not sure if this is bug in
>> QF. I am using QF 1.12.4.
>>
>> I assume that "message_log" table stores all incoming and
>> outgoing messages. In my case it doing this job perfectly
>> fine, no issues there.
>>
>> Assume that the server comp-id is "SERVER" and client comp-id
>> is "CLIENT".
>>
>> What I see in "message_log" table is the sendercompid and
>> targetcompid is always "SERVER" and "CLIENT" respectively.
>> Irrespective of the incoming or outgoing message.
>>
>> Any idea what is going on here...
>>
>> Thanks & Regards
>> -Nilesh
>>
>>
>> >-----Original Message-----
>> >From: qui...@li...
>> [mailto:quickfix-
>> >dev...@li...] On Behalf Of Oren Miller
>> >Sent: Saturday, March 08, 2008 2:05 AM
>> >To: Gajjar, Nilesh (Cognizant)
>> >Cc: qui...@li...
>> >Subject: Re: [Quickfix-developers] Using ODBC with SQLServer
>> >
>> >QuickFIX Documentation:
>> >http://www.quickfixengine.org/quickfix/doc/html/index.html
>> >QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> This e-mail and any files transmitted with it are for the
>> sole use of the intended recipient(s) and may contain
>> confidential and privileged information.
>> If you are not the intended recipient, please contact the
>> sender by reply e-mail and destroy all copies of the original
message.
>> Any unauthorised review, use, disclosure, dissemination,
>> forwarding, printing or copying of this email or any action
>> taken in reliance on this e-mail is strictly prohibited and
>> may be unlawful.
>>
>> --------------------------------------------------------------
>> -----------
>> 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 e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information.
If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message.
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Re: [Quickfix-developers] Using ODBC with SQLServer

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

Thanks Oren for the reply.

I don't understand what do you mean by the direction field, I don't see
such fields in message_log or message table.

I see that the sender-compid and target-compid mentioned in the message
(logged in text coloumn), doesn't match with the id stored in
'sendcompid' and 'targetcompid' column. Isn't this strange?

Thanks
-Nilesh


The sender and target comp ids are merely identifiers for the session
they do not belong to.  The direction field is what is used to indicate
direction.  They only time you will see different values is if there are
messages on multiple sessions.


--oren


On Mar 6, 2008, at 2:41 AM, <Nil...@co...> wrote:


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


Hi

I am using ODBC with SQL Server for logging purpose. I have observed
some strange behavior, not sure if this is bug in QF. I am using QF
1.12.4.

I assume that "message_log" table stores all incoming and outgoing
messages. In my case it doing this job perfectly fine, no issues there.

Assume that the server comp-id is "SERVER" and client comp-id is
"CLIENT".

What I see in "message_log" table is the sendercompid and targetcompid
is always "SERVER" and "CLIENT" respectively. Irrespective of the
incoming or outgoing message.

Any idea what is going on here...

Thanks & Regards
-Nilesh


>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of Oren Miller
>Sent: Saturday, March 08, 2008 2:05 AM
>To: Gajjar, Nilesh (Cognizant)
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] Using ODBC with SQLServer
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html


This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information.
If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message.
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prohibited and may be unlawful.

[Quickfix-developers] Group assignment

[Bill R. <rob...@ra...>]

In following example (C++):

  FIX::Group grp2(92, 93, FIX::message_order(93, 95, 94, 0));
  grp2.setField(93, "Original");
  grp2.setField(94, "BBB");
  grp2.setField(95, "AAA");
  std::string lctmp;
  cout << "Original: " << grp2.calculateString(lctmp) << '\n';

  FIX::Group lc(grp2);
  lc.setField(93, "Copy");
  cout << "Copy: " << lc.calculateString(lctmp) << '\n';

the expected output would be 

	Original:92=1 93=Original 95=AAA 94=BBB
	Copy: 92=1 93=Copy 95=AAA 94=BBB

Please refer to the order 95<94. If you run the code the copy looks like

	Copy: 92=1 93=Copy 94=BBB 95=AAA

It looks like that the assignment FIX::Group lc(grp2) doesn't work as
expected. Field/delim are correctly copied, but message_order is lost
somehow in the copy assignment.

Is there a way to copy a group?

Thanks, Robert

Re: [Quickfix-developers] Testing QuickFix with NUnit

[Jeff <jhe...@gm...>]

Oren,

Thanks for the update - let me know if there is anything I can do to help
out in the process.

Thanks!
Jeff

On Fri, Mar 7, 2008 at 3:37 PM, Oren Miller <or...@qu...> wrote:

> This is something we want to look into.  We have NUnit tests for QuickFIX
> which works fine since we aren't crossing app domains, but it is annoying
> not to be able to unit test object that make use of QuickFIX.  There are
> gchandles in both those objects, I'll need to reevaluate what is going on in
> there.
> --oren
>
> On Mar 6, 2008, at 7:59 AM, Jeff wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks for the reply!  It's not so much that I want to create it without
> the message-store factory, I was just asking that in an attempt for more
> testing.
>
> The big issue is that it's not possible to test with Nunit due to the
> gchandle crossing app domains problem, which appears to be in the log
> factory and the message store factory.
>
> I suppose no one is really using NUnit to do any unit testing with this
> library?
>
> QuickFix developers:  Are there any unnecessary gchandles being passed in
> the log and message store factories?
>
> Thanks!
>
> Jeff
>
> On Thu, Mar 6, 2008 at 12:30 AM, <Nil...@co...> wrote:
>
> >
> > Jeff
> >
> > I don't think you can create initiator without message-store factory.
> > However you can create it without log-factory. This could be because the
> > message-store is been used for guaranteed message delivery, irrespective
> > of TCP or UDP, as required by the FIX specifications.
> >
> > Cheers
> > -NIlesh
> >
> > >-----Original Message-----
> > >From: qui...@li...
> > [mailto:quickfix-
> > >dev...@li...] On Behalf Of Jeff
> > >Sent: Thursday, March 06, 2008 12:34 AM
> > >To: qui...@li...
> > >Subject: Re: [Quickfix-developers] Testing QuickFix with NUnit
> > >
> > >QuickFIX Documentation:
> > >http://www.quickfixengine.org/quickfix/doc/html/index.html
> > >QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > This e-mail and any files transmitted with it are for the sole use of
> > the intended recipient(s) and may contain confidential and privileged
> > information.
> > If you are not the intended recipient, please contact the sender by
> > reply e-mail and destroy all copies of the original message.
> > Any unauthorised review, use, disclosure, dissemination, forwarding,
> > printing or copying of this email or any action taken in reliance on this
> > e-mail is strictly
> > prohibited and may be unlawful.
> >
>
> -------------------------------------------------------------------------
> 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] Testing QuickFix with NUnit

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

This is something we want to look into.  We have NUnit tests for  
QuickFIX which works fine since we aren't crossing app domains, but  
it is annoying not to be able to unit test object that make use of  
QuickFIX.  There are gchandles in both those objects, I'll need to  
reevaluate what is going on in there.

--oren

On Mar 6, 2008, at 7:59 AM, Jeff wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks for the reply!  It's not so much that I want to create it  
> without the message-store factory, I was just asking that in an  
> attempt for more testing.
>
> The big issue is that it's not possible to test with Nunit due to  
> the gchandle crossing app domains problem, which appears to be in  
> the log factory and the message store factory.
>
> I suppose no one is really using NUnit to do any unit testing with  
> this library?
>
> QuickFix developers:  Are there any unnecessary gchandles being  
> passed in the log and message store factories?
>
> Thanks!
>
> Jeff
>
> On Thu, Mar 6, 2008 at 12:30 AM, <Nil...@co...> wrote:
>
> Jeff
>
> I don't think you can create initiator without message-store factory.
> However you can create it without log-factory. This could be  
> because the
> message-store is been used for guaranteed message delivery,  
> irrespective
> of TCP or UDP, as required by the FIX specifications.
>
> Cheers
> -NIlesh
>
> >-----Original Message-----
> >From: qui...@li...
> [mailto:quickfix-
> >dev...@li...] On Behalf Of Jeff
> >Sent: Thursday, March 06, 2008 12:34 AM
> >To: qui...@li...
> >Subject: Re: [Quickfix-developers] Testing QuickFix with NUnit
> >
> >QuickFIX Documentation:
> >http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> This e-mail and any files transmitted with it are for the sole use  
> of the intended recipient(s) and may contain confidential and  
> privileged information.
> If you are not the intended recipient, please contact the sender by  
> reply e-mail and destroy all copies of the original message.
> Any unauthorised review, use, disclosure, dissemination,  
> forwarding, printing or copying of this email or any action taken  
> in reliance on this e-mail is strictly
> prohibited and may be unlawful.
>
> ---------------------------------------------------------------------- 
> ---
> 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] Using ODBC with SQLServer

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

The sender and target comp ids are merely identifiers for the session  
they do not belong to.  The direction field is what is used to  
indicate direction.  They only time you will see different values is  
if there are messages on multiple sessions.

--oren

On Mar 6, 2008, at 2:41 AM, <Nil...@co...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
>
>
> I am using ODBC with SQL Server for logging purpose. I have  
> observed some strange behavior, not sure if this is bug in QF. I am  
> using QF 1.12.4.
>
>
>
> I assume that “message_log” table stores all incoming and outgoing  
> messages. In my case it doing this job perfectly fine, no issues  
> there.
>
>
>
> Assume that the server comp-id is “SERVER” and client comp-id is  
> “CLIENT”.
>
>
>
> What I see in “message_log” table is the sendercompid and  
> targetcompid is always “SERVER” and “CLIENT” respectively.  
> Irrespective of the incoming or outgoing message.
>
>
>
> Any idea what is going on here…
>
>
>
> Thanks & Regards
> -Nilesh
>
>
>
> This e-mail and any files transmitted with it are for the sole use  
> of the intended recipient(s) and may contain confidential and  
> privileged information.
> If you are not the intended recipient, please contact the sender by  
> reply e-mail and destroy all copies of the original message.
> Any unauthorised review, use, disclosure, dissemination,  
> forwarding, printing or copying of this email or any action taken  
> in reliance on this e-mail is strictly
> prohibited and may be unlawful.
> ---------------------------------------------------------------------- 
> ---
> 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] BusinessMessageReject

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

This message means you are sending them a message type that they are  
not expecting and don't know how to process.  Any idea why this is?

--oren

On Mar 5, 2008, at 11:43 PM, Parjeet Singh wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I have been struggling with this issue for last two days.
>
> I am using QuickFIX for C# and FIX 4.2. I am able to sendToTarget
> message successfully. When I get the response from the broker, it  
> comes
> as BusinessMessageReject.
>
> "8=FIX.4.2
9=159
35=j
34=44
43=Y
49=BARX-PRICES- 
> TEST
52=20080306-05:36:0
> 9
56=OAKVALE-PRICES-TEST
122=20080306-04:43:42
45=40
58=Unhandled
> message type '3' received
372=3
380=3
10=045
"
>
> I need few clarifications:
>
> 1. When I get response from broker, then I am expecting
> BusinessMessageReject.
> 2. According to the brokers spec, tag 58 is not required.
> 3. Do I have to handle this message?
>
> 4. How can I implement OnMessage in the Cracker.
>
> Thanks in advance
>
> PS
>
>
> ---------------------------------------------------------------------- 
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>

Re: [Quickfix-developers] How can quickfix handle field encryption

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

QuickFIX is not capable of either of these things.  It always  
attaches a MsgSeqNum, and always expects to have one available.

--oren

On Mar 5, 2008, at 7:46 PM, Quek Tai Wee wrote:
>
> Appreciate your advice if Quickfix can handle the above  
> requirements that i have described.
> The questions that i have are  :
>
>  1)  can QuickFix do the following :
>
>       a) Send outgoing messages without compulsory fields appearing  
> in the clear ?
>
>         example : Sending NewOrderSingle without the MsgSeqNum,  
> ClOrdID fields in the clear
>
>       b) Received incoming messages (ExecutionReport) with  
> mandatory fields (MsgSeqNum, ClOrdID) not in the clear ?
>          Will Quickfix messages reject messages without the  
> MsgSeqNum in the clear ?
>
>
>
> thanks in advance,
>
>  Tai Wee
>
> Looking for last minute shopping deals? Find them fast with Yahoo!  
> Search.
> ---------------------------------------------------------------------- 
> ---
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Re: [Quickfix-developers] Market Data Request

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

They will both start automatically if they are in the configuration  
file.

All I am saying is you want to make sure the market data messages go  
on the market data session and not the order session.

--oren

On Mar 3, 2008, at 1:54 PM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Oren-
>
> I've setup two connections in my config file, but how do I start both
> sessions?  Would they both get called if their information is in the
> "FixSettings.txt" file with the code below:
>
>
>            if (_initiator != null)
>                 throw new Exception("Already Started");
>             try
>             {
>                 SessionSettings settings = new
> SessionSettings("FixSettings.txt");
>                 QFWrapper application = new QFWrapper(this);
>                 FileStoreFactory storeFactory = new
> FileStoreFactory(settings);
>                 FileLogFactory logFactory = new FileLogFactory 
> (settings);
>                 MessageFactory messageFactory = new  
> DefaultMessageFactory();
>                 _initiator = new ThreadedSocketInitiator(application,
> storeFactory, settings, logFactory, messageFactory);
>                 _initiator.start();
>             }
>             catch (Exception e)
>             {
>                 System.Diagnostics.Trace.WriteLine("FixServer.Start 
> () ERROR:
> " + e.Message);
>             }
>
>
> Also, I need to setup another session for Drop Copies, and I  
> imagine the
> same rule applies to 3 sessions as it does with 2.  What do you  
> mean by
> 'target your market data messages to that session's comp IDs'?   
> Basically
> what I will be doing is cracking any messages received, and if the  
> messages
> contained are MarketData Messages (specifically snapshot,  
> incremental, or
> reject messages), I will use the appropriate market-data logic in my
> application.
>
> Is there something wrong with doing it this way, instead of  
> matching for
> compIDs?  I could see if I had multiple Order sessions with  
> multiple brokers
> and needed to figure out which message is coming from who...but since
> MarketData return messages are completely different than order return
> messages, is it necessary?
>
> thanks!
> azmat
>
>
>
> Oren Miller wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> It's pretty typical to separate market data and order management into
>> different sessions.  The will probably just create a new session for
>> you with a different set of comp ids.  You will need to add this new
>> session to your configuration file.  Then you will need to target
>> your market data messages to that sessions comp ids.
>>
>> --oren
>>
>>
>
> -- 
> View this message in context: http://www.nabble.com/Market-Data- 
> Request-tp15279801p15812283.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ---------------------------------------------------------------------- 
> ---
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Trade Capture Report

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

Hello, I am sending a Trade capture report request with MsgType = AD. I
am  getting a getting a Acknowledge message back with MsgType = AQ, but
after that even though I commence  some trades I do not get any Message
back  on my fromApp() method. I don't know if this is the right method
that I should be coding my logic for listening a call back from server.
Funny thing is when I look at the file store msaage.body I do see a
MsgTye = AE which is a trade capture from the server. Can anybody help
here, which callback method I need to implement so that I can listen to
the trade capture sent by the server.

 

Any help will be appreciated.

 

Thanks

 

Regards,

Mobashir