quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Quickfix fails after recieve invalid message

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

Sequence problems are common, can you post the exact series of
messages in full (it's hard to debug without an exact sequence number
series and error messages.)

You can find the messages in the messages.log file as specified in the
quickfix config file.

-- 
Shane Trotter
Connamara Systems, LLC

On 3/7/08, Eranga Samararathna <pe...@ri...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>  Hello,
>
>  I sent invalid message to a quickfix application. ( eg : 35=XXXX). After
>  receiving this message quickfix didn't work properly. Even I sent the
>  correct message ( eg : 35=D ) it didn't work. It complains about
>  sequence number error.
>
>  Application information
>  -------------------------
>
>  Acceptor and initiator both used QF 1.12.4 c++ build.
>
>  Initiator send 35=XXXX message , Acceptor side complain about sequence
>  error
>
>
>  Initiator send 35=D message, Acceptor call back didn't get fired
>
>  -------------------------------------------------------
>
>  I know this an abnormal cause. But your guidance is needed.
>
>  Thanks,
>
>  Regards,
>
>  Eranga
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by: Microsoft
>  Defy all challenges. Microsoft(R) Visual Studio 2008.
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[Quickfix-developers] Quickfix fails after recieve invalid message

[Eranga S. <pe...@ri...>]

Hello,

I sent invalid message to a quickfix application. ( eg : 35=XXXX). After
receiving this message quickfix didn't work properly. Even I sent the
correct message ( eg : 35=D ) it didn't work. It complains about
sequence number error.

Application information
-------------------------

Acceptor and initiator both used QF 1.12.4 c++ build.

Initiator send 35=XXXX message , Acceptor side complain about sequence
error


Initiator send 35=D message, Acceptor call back didn't get fired

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

I know this an abnormal cause. But your guidance is needed.

Thanks,

Regards,

Eranga

[Quickfix-developers] QuickFix build with tcmalloc........

[Eranga S. <pe...@ri...>]

Hello,

I have build the quickfix with tcmalloc
( http://goog-perftools.sourceforge.net/doc/tcmalloc.html). But this
build didn't work. Are quickfix support for tcmalloc? If not when
quickfix support for tcmalloc? Are you experts see the any performance
gain with tcmalloc over traditional malloc?

Thanks,

regards,

Eranga

Re: [Quickfix-developers] Deplyment on Windows

[Eranga S. <pe...@ri...>]

Hi,

On Thu, 2008-03-06 at 16:14 -0600, Vega, Edgar wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi,
> 1)After the QuickFix project is Build and tested do I have to creat a
> Setup(.exe) for Deployment?

What are you mean build and tested ? If you developed an application
using QuickFix, of course you can create a build for it. QuickFix it
self doesn't a deployable application.

> 2)" Add the quickfix_net.dll and quickfix_net_message.dll to the
> references section of your projects. " where is the Reference section
> in the Project?

What are you do when you add thirdparty references in to your .net
environment ? E.g. log4net,nunit...etc

You have to do same thing here. These two libraries should be in your
project reference path. 

Regards,

Eranga

> Thanks and Regards,
> Edgar Allen 
> -------------------------------------------------------------------------
> 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] Deplyment on Windows

[Vega, E. <ev...@On...>]

Hi,
1)After the QuickFix project is Build and tested do I have to creat a Setup(.exe) for Deployment?
2)" Add the quickfix_net.dll and quickfix_net_message.dll to the references section of your projects. " where is the Reference section in the Project?
Thanks and Regards,
Edgar Allen 

Re: [Quickfix-developers] multiple sessions/connections

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

All,

I've gotten over my difficulty with understanding how I should setup my
config file to handle multiple sessions.  Thanks to everyone that helped!

What I want to do now is use 1 initiator with 2 sessions.  Is this even
possible?  Basically we have a listening session that we need to keep open
(different CompIDs, different port #) in order to listen for execution
reports and allocation reports that the broker is sending to us.  In
addition to that we have a session dedicated to trades/orders via FIX that
also handles exec reports, but those made via FIX.  My code now is able to
handle the various onMessages that would be returned, but I want 1 instance
of my quickfix app to handle these two sessions, instead of instantiating
two separate instances of the app.

Is this possible?  If not, then I will be resigned to using two instances.

many thanks!
azmat



azmat wrote:
> 
> All-
> 
> I need to setup 3 connections (one for market data, one for orders, and
> one for Drop Copies).  Do I just need to setup the config file with three
> connections with the appropriate information?  Also, how do I call
> Session.Logon() or Session.Logout()?
> 
> I can't instantiate an instance of Session (it lacks a constructor) and
> the logon/logout methods are not static.  Is this how I would logout/logon
> specific sessions, if I were able to use these functions?
> 
> many thanks to all.
> 
> thanks!
> azmat
> 
> 

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Re: [Quickfix-developers] Rejecting an MarketDataIncrementalRefreshmessage

[Scott R. <sri...@fo...>]

The conditionally required field missing exception is caused when your
code tries to extract the value of a field which is listed in the xml as
not required.  It appears that when you process each group, you are
attempting to extract field 48.  However, your broker is only sending
field 48 once (presumably, it is constant across all groups).  I suggest
simply extracting field 48 for the first group you process, and not
doing so for subsequent groups, reusing the value from the first group
in your logic.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Giovanni Chiappini
Sent: Thursday, March 06, 2008 5:06 AM
To: qui...@li...
Subject: [Quickfix-developers] Rejecting an
MarketDataIncrementalRefreshmessage

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

Re: [Quickfix-developers] Testing QuickFix with NUnit

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

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
>
>
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[Quickfix-developers] Using ODBC with SQLServer

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

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





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Re: [Quickfix-developers] multiple sessions/connections

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

I would say don't create a Session object directly, use sessionfactory
to create session object. What you have done is correct; you can use the
lookupSession to retrieve the existing session object.



Whenever there is factory pattern implemented, designer would force you
to create object using the factory (by making the constructor method
private), just to avoid accidental creation of object without factory.
This is exactly what you are trying to do.



I have no clue about your other question, regarding multiple sessions.



Hope this will help



-Nilesh



________________________________

From: azm...@gm... [mailto:azm...@gm...] On
Behalf Of mr azmat
Sent: Thursday, March 06, 2008 12:05 PM
To: Gajjar, Nilesh (Cognizant)
Subject: Re: [Quickfix-developers] multiple sessions/connections



Nilesh,

that is odd.  I am using C#, but when I try to instantiate the Session
class, the compiler won't let me. 
Then when I try to call Session.logout() or Session.logon() it won't let
me because logon/logout aren't static members of the Session class. 

I'm trying to do all of this because I know of no other way to logout of
a session. 
What I ended up doing was storing the sessionID and then calling like
this:

Session mySession = Session.lookupSession(SessionID)

Then I can call logout/logon from mySession.

mySession.logon()
mySession.logout()

I dont understand why I am unable to instantiate the Session class.
When I get into work tomorrow, I'll take a screenshot of the message.  I
am now able to use logon/logout, but it wasn't as straightforward as I
thought it should be.

But I was wondering if you could answer my first question:

"I need to setup 3 connections (one for market data, one for orders, and
one for Drop Copies).  Do I just need to setup the config file with
three connections with the appropriate information?"


thanks Nilesh,
azmat





On Thu, Mar 6, 2008 at 12:16 AM, <Nil...@co...> wrote:


Hi Azmat

I am not sure what you are talking about, there will always be a default
public constructor for any cpp object, even if there is no user defined
one. However I can see a constructor for Session object, am using the
QF-1.12.4. source.

======================
#ifndef FIX_SESSION_H
#define FIX_SESSION_H
...
...
...
/// Maintains the state and implements the logic of a %FIX %session.
class Session
{
public:
 Session( Application&, MessageStoreFactory&,
          const SessionID&,
          const DataDictionary&,
          const SessionTime&,
          int heartBtInt, LogFactory* pLogFactory );
 ~Session();

 void logon()
 { m_state.enabled( true ); m_state.logoutReason( "" ); }
 void logout( const std::string& reason = "" )
 { m_state.enabled( false ); m_state.logoutReason( reason ); }
=======================

Further, I don't understand a need to create Session object, as it is
already created and ready to be used by SocketInitiator. Also note that
QF provides you the sessionFactory, if there is a factory object
available than its good idea to create a object using factory rather
than creating it directly.

It will be good if you can explain bit more in detail about the need to
create a session object and need to call methods like logon and logout.

Cheers
-Nilesh



>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of azmat
>Sent: Thursday, March 06, 2008 4:39 AM
>To: qui...@li...
>Subject: Re: [Quickfix-developers] multiple sessions/connections
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>All-
>
>I need to setup 3 connections (one for market data, one for orders, and
one
>for Drop Copies).  Do I just need to setup the config file with three
>connections with the appropriate information?  Also, how do I call
>Session.Logon() or Session.Logout()?
>
>I can't instantiate an instance of Session (it lacks a constructor) and
the
>logon/logout methods are not static.  Is this how I would logout/logon
>specific sessions, if I were able to use these functions?
>
>many thanks to all.
>
>thanks!
>azmat
>
>
>
>
>
>azmat wrote:
>>
>> All-
>>
>> 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 (when _initiator.start()
is
>> called):
>>
>>
>>            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.  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.
>> If it is an execution Report then the cracker will pick it up and we
can
>> take care of it.  Is this the correct approach?
>>
>>
>> thanks!
>> azmat
>>
>
>--
>View this message in context: http://www.nabble.com/multiple-sessions-
>connections-tp15834166p15862725.html
>Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>-----------------------------------------------------------------------
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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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[Quickfix-developers] BusinessMessageReject

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

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

Re: [Quickfix-developers] Testing QuickFix with NUnit

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

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


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[Quickfix-developers] How can quickfix handle field encryption

[Quek T. W. <qt...@ya...>]

I have a fix counterparty on Fix4.4 that uses field encryption (triple-des).  Their requirements are :

    -  All fix header fields which can be encrypted such as MsgSeqNum, SendingTime are always encrypted 
       and placed in the SecureData field.  (Note: these fields are not in the clear at all )

    -  All other fields in message body are to be encrypted and placed in SecureData field and do not appear in the clear.
       
     - As a result of this, fix message types such as NewOrderSingle, ExecutionReport does not have any message
       body at all ( just the message header and trailer ).

Example fix messages (NewOrderSingle, ExectionReport ) are shown here : 

8=FIX.4.4^9=0219^35=D^49=ECOS1^56=018001^90=184^91=[This contains encryptable fix fields from header/body]^10=063^
8=FIX.4.4^9=0283^35=8^49=018001^56=ECOS1^90=248^91=^[This contains encryptable fix fields from header/body]^10=116^


I understand that QuickFix does not have any built-in support for encryption.  That is ok as i am able
to use OpenSSl tripledes in my fix application.  

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




      ____________________________________________________________________________________
Never miss a thing.  Make Yahoo your home page. 
http://www.yahoo.com/r/hs

Re: [Quickfix-developers] multiple sessions/connections

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

All-

I need to setup 3 connections (one for market data, one for orders, and one
for Drop Copies).  Do I just need to setup the config file with three
connections with the appropriate information?  Also, how do I call
Session.Logon() or Session.Logout()?

I can't instantiate an instance of Session (it lacks a constructor) and the
logon/logout methods are not static.  Is this how I would logout/logon
specific sessions, if I were able to use these functions?

many thanks to all.

thanks!
azmat





azmat wrote:
> 
> All-
> 
> 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 (when _initiator.start() is
> called):
> 
> 
>            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.  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. 
> If it is an execution Report then the cracker will pick it up and we can
> take care of it.  Is this the correct approach? 
> 
> 
> thanks!
> azmat 
> 

-- 
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Re: [Quickfix-developers] weird code

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

Also notice that you should be getting the number of groups in the same way:

QuickFix.NoMDEntries noMDentries = new QuickFix.NoMDEntries();
message.get(noMDentries); // From message, get NoMDEntries.

for (int i = 1; i < noMDentries.getValue(); i++)
{
  message.getGroup(i, group);

  group.get(mdEntryPx);
  group.get(mdEntryType);

  // Handle mdEntryPx and mdEntryType here.
}

On 3/5/08, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>  QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> thanks.  But the confusing part of the code is that getGroup returns a Group
>  BUT I am not placing it in any object, but it still compiles.  It looks like
>  a line of code that wouldn't do anything...like:
>
>  "string".ToString();
>
>
>  mdsfr.getGroup(i, mdGroup) //what does this line do??
>
>
>
> Any suggestions?
>  It's really blowing my mind.
>
>  thanks!
>  azmat
>
>
>
>  Hozaifa Akber Ali wrote:
>  >
>  >
>  > Azmat,
>  >
>  > The line ur asking is getting the group of data number of times coming in
>  > a response. this group contains tag 269, 270 and some more. tag 268
>  > (NoMDEntries) is the number of times. Code is correct just start the loop
>  > from 1 not zero.
>  >
>  > Regards
>  > Hozaifa Akber Ali
>  >
>  >
>  >
>
>
> --
>  View this message in context: http://www.nabble.com/weird-code-tp15836751p15861131.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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>  Qui...@li...
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>


-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] Fwd: weird code

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

Azmat,

 According to the documentation on how to get groups that you posted in
 the first email:

 If you notice, you use message.getGroup(1, group) to insert the first
 group of "message" into the "group" object.

 Then you can utilize "group" to pull out the pieces of information.

 For example:

 // Create group holder object.
 QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries group =
                new QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries();

 // From message, insert group data from the first group into "group" object.
 message.getGroup(1, group);

 // Create the objects we want to store the values in.
 QuickFix.MDEntryPx mdEntryPx = new QuickFix.MDEntryPx();
 QuickFix.MDEntryType mdEntryType = new QuickFix.MDEntryType();

 // Insert the group values into the holder objects.
 group.get(mdEntryType);
 group.get(mdEntryPx);

 Now mdEntryType will contain the type of the first group, and
 mdEntryPx will contain the price of the first group.

 Now you can test the types using standard QuickFIX types:

 switch (mdEntryType.getValue())
 {
  case QuickFix.MDEntryType.BID:
    bidPrice = mdEntryPx.getValue();
    break;
  case QuickFix.MDEntryType.OFFER:
    offerPrice = mdEntryPx.getValue();
    break;

}

--
Shane Trotter
Connamara Systems, LLC

Re: [Quickfix-developers] weird code

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

thanks.  But the confusing part of the code is that getGroup returns a Group
BUT I am not placing it in any object, but it still compiles.  It looks like
a line of code that wouldn't do anything...like:

"string".ToString();

mdsfr.getGroup(i, mdGroup) //what does this line do??


Any suggestions?
It's really blowing my mind.

thanks!
azmat


Hozaifa Akber Ali wrote:
> 
> 
> Azmat,
> 
> The line ur asking is getting the group of data number of times coming in
> a response. this group contains tag 269, 270 and some more. tag 268
> (NoMDEntries) is the number of times. Code is correct just start the loop
> from 1 not zero.
> 
> Regards
> Hozaifa Akber Ali
> 
> 
> 

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Re: [Quickfix-developers] Testing QuickFix with NUnit

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

Anyone have any insight on this problem?

Thanks,
Jeff

On Thu, Feb 28, 2008 at 11:00 AM, Jeff <jhe...@gm...> wrote:

>
> More information on this:
>
>   This happens after calling SocketInitiator.Start()
>
>   I do receive the onCreate() callback in my .NET class
>
> And I tried something else, because of this error (specifically the "
> Log.onEvent"):
>
> ----snip----
> > at System.Runtime.InteropServices.GCHandle.InternalCheckDomain(Int32
> > handle)
> > at System.Runtime.InteropServices.GCHandle.op_Explicit(IntPtr value)
> > at Log.onEvent(Log*,
> > basic_string<char,std::char_traits<char>,std::allocator<char> >* string)
> > ----snip----
>
>
> I thought I'd try it creating the class without the LogFactory.  That
> resulted in a different error:
>
> ----snip----
> at System.Runtime.InteropServices.GCHandle.InternalCheckDomain(Int32
> handle)
> at System.Runtime.InteropServices.GCHandle.op_Explicit(IntPtr value)
> at gcroot<QuickFix::MessageStore __gc *>.->(gcroot<QuickFix::MessageStore
> __gc *>* )
> at MessageStore.getCreationTime(MessageStore*, UtcTimeStamp* )
> ----snip----
>
> So it appears to be a problem with the Store and Log factories.  I don't
> believe there is a way to create the Initiator without a Store Factory, but
> if there is - please let me know and I'll try it without that and see if I
> can get any further.
>

[Quickfix-developers] Re questResend with no response from Acceptor

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

Hi,

I am newbie using fix for the first time from initiator's point of view. I
am facing a problem of not getting a  response to my ResendRequest. Can
anybody help me out in figuring out what can be the possible problem.
Details are as below:

RequestResend [BeginSeqNo=1 & EndSeqNo=0]. Send on onLogon() & the message
looks like:
<message>
<header>
<field name="BeginString" number="8"><![CDATA[FIX.4.4]]></field>
<field enum="ResendRequest" name="MsgType" number="35"><![CDATA[2]]></field>
<field name="SenderCompID" number="49"><![CDATA[XXXX]></field>
<field name="TargetCompID" number="56"><![CDATA[XXXX]]></field>
</header>
<body>
<field name="BeginSeqNo" number="7"><![CDATA[1]]></field>
<field name="EndSeqNo" number="16"><![CDATA[0]]></field>
</body>
<trailer/>
</message>

And my config looks like:
               <beginString>FIX.4.4</beginString>
	  <senderCompId>XXXX</senderCompId>
	  <targetCompId>XXX</targetCompId>
	  <Username>XXXXX</Username>
	  <Password>XXXX</Password>
	  <enableFixLogging>true</enableFixLogging>
	  <ConnectionType>initiator</ConnectionType>
	  <ReconnectInterval>50</ReconnectInterval>
	  <FileStorePath>${logdir}/fix/etc</FileStorePath>
	  <FileLogPath>${logdir}/fix/log</FileLogPath>
	  <StartTime>00:30:00</StartTime>
	  <EndTime>22:00:00</EndTime>
	  <LogonTimeout>30</LogonTimeout>
	  <HeartBtInt>60</HeartBtInt>
	  <SocketConnectPort>xxxxx</SocketConnectPort>
	  <SocketConnectHost>xxx.xxx.xxx.xxx</SocketConnectHost>
	  <CheckLatency>N</CheckLatency>
	  <MaxLatency>40</MaxLatency>
	  <DataDictionary>${configdir}/FIX44.xml</DataDictionary>

All the help is appreciated.

Thanks
Atul
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[Quickfix-developers] Suchit REIKHY is out of the office.

[<suc...@am...>]

I will be out of the office starting  03/05/2008 and will not return until
03/10/2008.

I will respond to your message when I return.



This message and any attachments (the "message") is intended solely for 
the addressees and is confidential. If you receive this message in error, 
please delete it and immediately notify the sender. Any use not in accord 
with its purpose, any dissemination or disclosure, either whole or partial, 
is prohibited except formal approval. The internet can not guarantee the 
integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) 
not therefore be liable for the message if modified. Please note that certain 
functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc.

Re: [Quickfix-developers] QuickFix42.BusinessManagerReject

[Hozaifa A. A. <hoz...@ve...>]

 

Add default case and in that print the message.tostring() to check what's
the message and there u will also find some text error message.

What's the meaning of application halts. Does it hangs or just move forward?

 

Regards

Hozaifa Akber Ali

 

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Parjeet Singh
Sent: Wednesday, March 05, 2008 10:30 AM
To: qui...@li...
Subject: [Quickfix-developers] QuickFix42.BusinessManagerReject

 

I have implemented 

 

public void fromApp(QuickFix.Message message, SessionID sessionID)

{

            switch (message.getHeader().getField(35))

                {

                    case "d":
                                

                    break;

                }

}

 

My defined dictionary is FIX42, when I pass the "message" in the fromApp, I
can see the QuickFix42.BusinessMessageReject. I have checked the FIX42 xml
as per required by the client and still I am getting the error.

 

When I step into the code switch (message.getHeader().getField(35)), the
application halts.

 

I will appreciate your help.

 

Thanks in advance.

 

PS

 

[Quickfix-developers] QuickFix42.BusinessManagerReject

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

I have implemented 

 

public void fromApp(QuickFix.Message message, SessionID sessionID)

{

            switch (message.getHeader().getField(35))

                {

                    case "d":
                                

                    break;

                }

}

 

My defined dictionary is FIX42, when I pass the "message" in the
fromApp, I can see the QuickFix42.BusinessMessageReject. I have checked
the FIX42 xml as per required by the client and still I am getting the
error.

 

When I step into the code switch (message.getHeader().getField(35)), the
application halts.

 

I will appreciate your help.

 

Thanks in advance.

 

PS



 

Re: [Quickfix-developers] weird code

[Hozaifa A. A. <hoz...@ve...>]

Azmat,

The line ur asking is getting the group of data number of times coming in a
response. this group contains tag 269, 270 and some more. tag 268
(NoMDEntries) is the number of times. Code is correct just start the loop
from 1 not zero.

Regards
Hozaifa Akber Ali


azmat wrote:
> 
> All,
> I am nicely moving along creating my first ever FIX app and would like to
> thank everyone in helping me with this journey.  I am now able to send
> market data messages, however have problems with the Snapshot / Full
> Refresh messages that are returned.  
> 
> This is what I wrote.  I based it off of what was written in the
> documentation
> (http://quickfixengine.org/quickfix/doc/html/csharp/repeating_groups_2.html)
> 
>             int iGroup = Int32.Parse(mdsfr.get(new
> NoMDEntries()).ToString());
>             QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries mdGroup =
> new QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries();
>             MDEntryType entryType = new MDEntryType();
>             MDEntryPx entryPrice = new MDEntryPx();
>             MDEntrySize entrySize = new MDEntrySize();
> 
>             for(uint i=0; i<iGroup; i++)
>            { 
>                 mdsfr.getGroup(i, mdGroup); // what does this line do??
> 
>                 if (mdGroup.get(new MDEntryType()).ToString() == "0")
> //bid
>                 {
>                     MarketDepthData md = new
> MarketDepthData(Int32.Parse(mdGroup.get(new MDEntrySize()).ToString()),
> mdGroup.get(new MDEntryPx()).ToString());
>                     mdupdate.bidList.Add(md.Price, md);
> 
>                 }
>                 else if (mdGroup.get(new MDEntryType()).ToString() == "1")
> //sell
>                 {
>                     MarketDepthData md = new
> MarketDepthData(Int32.Parse(mdGroup.get(new MDEntrySize()).ToString()),
> mdGroup.get(new MDEntryPx()).ToString());
>                     mdupdate.askList.Add(md.Price, md);
>                 }
>                 else //trade
>                 {
>                     mdupdate.LastPrice = mdGroup.get(new
> MDEntryPx()).ToString();
>                     mdupdate.LastQty = Int32.Parse(mdGroup.get(new
> MDEntrySize()).ToString());
>                 }
> 
> The line I think is "weird" is this one:
> 
> mdsfr.getGroup(i, mdGroup); // what does this line do??
> 
> The code compiles fine, but I have other issues in my app that don't let
> me run it.  By the way, mdsfr is a MarketDataSnapshotFullRefresh message. 
> Does anyone have any suggestions as to how I could improve this?
> 
> thanks!
> 
> 

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[Quickfix-developers] weird code

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

All,
I am nicely moving along creating my first ever FIX app and would like to
thank everyone in helping me with this journey.  I am now able to send
market data messages, however have problems with the Snapshot / Full Refresh
messages that are returned.  

This is what I wrote.  I based it off of what was written in the
documentation
(http://quickfixengine.org/quickfix/doc/html/csharp/repeating_groups_2.html)

            int iGroup = Int32.Parse(mdsfr.get(new
NoMDEntries()).ToString());
            QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries mdGroup =
new QuickFix42.MarketDataSnapshotFullRefresh.NoMDEntries();
            MDEntryType entryType = new MDEntryType();
            MDEntryPx entryPrice = new MDEntryPx();
            MDEntrySize entrySize = new MDEntrySize();

            for(uint i=0; i<iGroup; i++)
           { 
                mdsfr.getGroup(i, mdGroup); // what does this line do??

                if (mdGroup.get(new MDEntryType()).ToString() == "0") //bid
                {
                    MarketDepthData md = new
MarketDepthData(Int32.Parse(mdGroup.get(new MDEntrySize()).ToString()),
mdGroup.get(new MDEntryPx()).ToString());
                    mdupdate.bidList.Add(md.Price, md);

                }
                else if (mdGroup.get(new MDEntryType()).ToString() == "1")
//sell
                {
                    MarketDepthData md = new
MarketDepthData(Int32.Parse(mdGroup.get(new MDEntrySize()).ToString()),
mdGroup.get(new MDEntryPx()).ToString());
                    mdupdate.askList.Add(md.Price, md);
                }
                else //trade
                {
                    mdupdate.LastPrice = mdGroup.get(new
MDEntryPx()).ToString();
                    mdupdate.LastQty = Int32.Parse(mdGroup.get(new
MDEntrySize()).ToString());
                }

The line I think is "weird" is this one:

mdsfr.getGroup(i, mdGroup); // what does this line do??

The code compiles fine, but I have other issues in my app that don't let me
run it.  By the way, mdsfr is a MarketDataSnapshotFullRefresh message.  Does
anyone have any suggestions as to how I could improve this?

thanks!

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[Quickfix-developers] multiple sessions/connections

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

All-

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 (when _initiator.start() is
called):


           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.  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. 
If it is an execution Report then the cracker will pick it up and we can
take care of it.  Is this the correct approach? 


thanks!
azmat 
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