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From: Hozaifa A. A. <hoz...@ve...> - 2008-03-04 05:24:31
|
Hello,
Create onLogon event and after logon u can send the request. Other things
are correct unless ur having some error.
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Parjeet Singh
Sent: Tuesday, March 04, 2008 10:11 AM
To: qui...@li...
Subject: [Quickfix-developers] Message CallBack
This is may be simple question but at moment it is tough for me.
I may be missing some basic point or misunderstanding. I have created a
created this code to connect to the client side.
e.g.
This is from form load event and the client can see the connection.
SessionSettings settings = new SessionSettings("C:\\Documents and
Settings\\ParjeetS\\Projects\\FIXBarxsAcorn\\FIXBarxsAcorn\\Initiator.config
");
Application application = new Application();
FileStoreFactory storeFactory = new
FileStoreFactory(settings);
MessageFactory messageFactory = new
DefaultMessageFactory();
ThreadedSocketInitiator initiator = new
ThreadedSocketInitiator(application, storeFactory,
settings,
messageFactory);
// SocketInitiator initiator = new
SocketInitiator(application, storeFactory, settings,messageFactory);
initiator.start();
while (initiator.isLoggedOn() == true)
{
MessageBox.Show("Test");
}
The issue or missing some major point is from where I should be sending
message and receiving message for example in creating message in
Send Message
public void onCreate( SessionID sessionID )
{
msg.getHeader().setField(new StringField(8, "FIX.4.2"));
// SenderCompID
msg.getHeader().setField(new StringField(49,
"yyy-PRICES-TEST"));
// TargetCompID, with enumeration
msg.getHeader().setField(new StringField(56, "xxx
-PRICES-TEST"));
// MsgType
msg.getHeader().setField(new CharField(35, 'R'));
msg.setField(new CharField(54, "1"));
msg.setField(new StringField(58, "Cancel My
Order!"));
Session.sendToTarget(message, "xxx-TEST",
"yyy-PRICES-TEST");
}
Receive Message
public void fromApp( Message message, SessionID sessionID )
{ crack( message, sessionID )
Price price = new Price();
message.getField(price);
ClOrdID clOrdID = new ClOrdID();
message.getField(clOrdID);
}
How I will receive the message in the file that is defined directory.
At the end I need to convert the above message to xml.
I will appreciate your help.
Thanks in advance.
PS
|
|
From: Parjeet S. <par...@oa...> - 2008-03-04 05:11:53
|
This is may be simple question but at moment it is tough for me.
I may be missing some basic point or misunderstanding. I have created a
created this code to connect to the client side.
e.g.
This is from form load event and the client can see the connection.
SessionSettings settings = new SessionSettings("C:\\Documents and
Settings\\ParjeetS\\Projects\\FIXBarxsAcorn\\FIXBarxsAcorn\\Initiator.co
nfig");
Application application = new Application();
FileStoreFactory storeFactory = new
FileStoreFactory(settings);
MessageFactory messageFactory = new
DefaultMessageFactory();
ThreadedSocketInitiator initiator = new
ThreadedSocketInitiator(application,
storeFactory, settings,
messageFactory);
// SocketInitiator initiator = new
SocketInitiator(application, storeFactory, settings,messageFactory);
initiator.start();
while (initiator.isLoggedOn() == true)
{
MessageBox.Show("Test");
}
The issue or missing some major point is from where I should be sending
message and receiving message for example in creating message in
Send Message
public void onCreate( SessionID sessionID )
{
msg.getHeader().setField(new StringField(8, "FIX.4.2"));
// SenderCompID
msg.getHeader().setField(new StringField(49,
"yyy-PRICES-TEST"));
// TargetCompID, with enumeration
msg.getHeader().setField(new StringField(56,
"xxx -PRICES-TEST"));
// MsgType
msg.getHeader().setField(new CharField(35,
'R'));
msg.setField(new CharField(54, "1"));
msg.setField(new StringField(58, "Cancel My
Order!"));
Session.sendToTarget(message, "xxx-TEST",
"yyy-PRICES-TEST");
}
Receive Message
public void fromApp( Message message, SessionID sessionID )
{ crack( message, sessionID )
Price price = new Price();
message.getField(price);
ClOrdID clOrdID = new ClOrdID();
message.getField(clOrdID);
}
How I will receive the message in the file that is defined directory.
At the end I need to convert the above message to xml.
I will appreciate your help.
Thanks in advance.
PS
|
|
From: azmat <mr...@gm...> - 2008-03-03 19:54:30
|
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.
|
|
From: Hozaifa A. A. <hoz...@ve...> - 2008-03-03 10:06:20
|
Hi, I am trying to connect to Hotspot but once they accept my Logon, they Acknoledge me back and also send test request and wants wants me to send heartbeat but for some reason my client sends back logon again and i am unable to stop it from doing this. here is my Configuration setting: [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=1 FileStorePath=storemarket FileLogPath=log StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=N [SESSION] BeginString=FIX.4.2 SessionQualifier=marketdata SenderCompID=DATA-FIX-FOREXMGR TargetCompID=HSFX-FIX-BRIDGE SocketConnectHost=209.191.250.24 SocketConnectPort=9001 DataDictionary=spec/FIX42.xml Here is my log: ------------------------------ ------------------------------ 3/3/2008 11:35:46 AM OnCreate: FIX.4.2:DATA-FIX-FOREXMGR->HSFX-FIX-BRIDGE:marketdata ------------------------------ ------------------------------ 3/3/2008 11:35:47 AM OnToAdmin1: 8=FIX.4.29=8735=A34=849=DATA-FIX-FOREXMGR52=20080303-06:35:46.97356=HSFX-FIX-BRIDGE98=0108=3010=001 ------------------------------ ------------------------------ 3/3/2008 11:35:49 AM OnFromAdmin: 8=FIX.4.29=8835=A34=2849=HSFX-FIX-BRIDGE52=20080303-06:35:48.62056=DATA-FIX-FOREXMGR98=0108=3010=043 ------------------------------ ------------------------------ 3/3/2008 11:35:52 AM OnToAdmin1: 8=FIX.4.29=7535=034=249=DATA-FIX-FOREXMGR52=20080303-06:35:52.33156=HSFX-FIX-BRIDGE10=191 ------------------------------ ------------------------------ 3/3/2008 11:35:52 AM OnToAdmin1: 8=FIX.4.29=8735=A34=349=DATA-FIX-FOREXMGR52=20080303-06:35:52.36256=HSFX-FIX-BRIDGE98=0108=3010=241 ------------------------------ ------------------------------ 3/3/2008 11:35:56 AM OnToAdmin1: 8=FIX.4.29=8435=234=449=DATA-FIX-FOREXMGR52=20080303-06:35:56.15256=HSFX-FIX-BRIDGE7=116=010=067 ------------------------------ ------------------------------ 3/3/2008 11:35:56 AM OnLogon: FIX.4.2:DATA-FIX-FOREXMGR->HSFX-FIX-BRIDGE:marketdata ------------------------------ ------------------------------ 3/3/2008 11:35:57 AM OnFromAdmin: 8=FIX.4.29=10235=334=3049=HSFX-FIX-BRIDGE52=20080303-06:35:55.49556=DATA-FIX-FOREXMGR45=358=Not yet supported10=086 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnToAdmin1: 8=FIX.4.29=8435=234=549=DATA-FIX-FOREXMGR52=20080303-06:35:58.12956=HSFX-FIX-BRIDGE7=216=010=075 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnFromAdmin: 8=FIX.4.29=9235=434=243=Y49=HSFX-FIX-BRIDGE52=20080303-06:35:57.66756=DATA-FIX-FOREXMGR36=32123=Y10=010 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnFromAdmin: 8=FIX.4.29=8835=134=3249=HSFX-FIX-BRIDGE52=20080303-06:35:57.66756=DATA-FIX-FOREXMGR112=Gen487510=204 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnToAdmin1: 8=FIX.4.29=8735=034=649=DATA-FIX-FOREXMGR52=20080303-06:35:58.56856=HSFX-FIX-BRIDGE112=Gen487510=156 ------------------------------ I dont know how to handle this because i am able to connect to CAX broker with the same code sequence. Regards, Hozaifa Akber Ali Naveed wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Here is my setting > > # default settings for sessions > > [DEFAULT] > > ConnectionType=initiator > > SenderCompID=NCEL > > SocketNodelay=N > > FileLogPath=LOG > > CheckLatency=N > > [SESSION] > > TargetCompID=PATS > > SocketConnectPort=3000 > > SocketConnectHost=10.1.1.11 > > BeginString=FIX.4.2 > > StartTime=00:00:00 > > EndTime=23:59:59 > > HeartBtInt=10 > > PersistMessages=Y > > FileStorePath=STORE > > UseDataDictionary=Y > > DataDictionary=FIX42.xml > > ValidateUserDefinedField=Y > > ResetOnDisconnect=Y > > > > > > > > > > ________________________________ > > From: Oren Miller [mailto:or...@qu...] > Sent: Wednesday, June 27, 2007 10:18 PM > To: Naveed Ali > Cc: qui...@li... > Subject: Re: [Quickfix-developers] Why the Logon Message is sent again...? > > > > Can you share your configuration settings? > > > > --oren > > > > On Jun 27, 2007, at 7:50 AM, Naveed Ali wrote: > > > > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > My Application is a Fix Client which is connecting to an Fix Acceptor.. > > When I run it on my test server it works fine.. > > > > But On Live server > > 1. It initiates Logon Message > > 2. Received Logon Request (with no Seq No. Rest Flag) > > 3. It again sends Logon Message > > > > Can Anyone explain why this is happening.. > > A quick response will be much help full > > > > > > > > ------------------------------------------------------- > > Following is the log > > > > > > (Connection succeeded) > > > > <20070627-12:44:29, FIX.4.2:NCEL->PATS, outgoing> > > (8=FIX.4.2☺9=93☺35=A☺34=1☺49=NCEL☺52=20070627-12:44:29.526☺ > > 56=PATS☺95=14☺96=NCELFIX/FIX123☺98=0☺108=10☺141=Y☺10=003☺) > > <20070627-12:44:29, FIX.4.2:NCEL->PATS, event> > > (Initiated logon request) > > > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, incoming> > > (8=FIX.4.2☺9=59☺35=A☺34=1☺49=PATS☺52=20070627-12:45:13☺ > > 56=NCEL☺98=0☺108=10☺10=148☺) > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> > > (Received logon request) > > > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, outgoing> > > (8=FIX.4.2☺9=87☺35=A☺34=2☺49=NCEL☺52=20070627-12:44:31.584☺ > > 56=PATS☺95=14☺96=NCELFIX/FIX123☺98=0☺108=10☺10=215☺) > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> > > (Responding to logon request) > > > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> > > (Socket Error: Connection reset by peer.) > > <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> > > (Disconnecting) > > > > ------------------------------------------------------- > > > > > > > > -with regards > > Muhammad Naveed Ali > > > > ------------------------------------------------------------------------- > > This SF.net email is sponsored by DB2 Express > > Download DB2 Express C - the FREE version of DB2 express and take > > control of your XML. No limits. Just data. Click to get it now. > > http://sourceforge.net/powerbar/db2/_______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by DB2 Express > Download DB2 Express C - the FREE version of DB2 express and take > control of your XML. No limits. Just data. Click to get it now. > http://sourceforge.net/powerbar/db2/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/Why-the-Logon-Message-is-sent-again...--tp11323826p15799931.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Hozaifa A. A. <hoz...@ve...> - 2008-03-03 07:07:25
|
Hi, I am trying to connect to Hotspot but once they accept my Logon, they Acknoledge me back and also send test request and wants wants me to send heartbeat but for some reason my client sends back logon again and i am unable to stop it from doing this. here is my Configuration setting: [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=1 FileStorePath=storemarket FileLogPath=log StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=N [SESSION] BeginString=FIX.4.2 SessionQualifier=marketdata SenderCompID=DATA-FIX-FOREXMGR TargetCompID=HSFX-FIX-BRIDGE SocketConnectHost=209.191.250.24 SocketConnectPort=9001 DataDictionary=spec/FIX42.xml Here is my log: ------------------------------ ------------------------------ 3/3/2008 11:35:46 AM OnCreate: FIX.4.2:DATA-FIX-FOREXMGR->HSFX-FIX-BRIDGE:marketdata ------------------------------ ------------------------------ 3/3/2008 11:35:47 AM OnToAdmin1: 8=FIX.4.29=8735=A34=849=DATA-FIX-FOREXMGR52=20080303-06:35:46.97356=HSFX-FIX-BRIDGE98=0108=3010=001 ------------------------------ ------------------------------ 3/3/2008 11:35:49 AM OnFromAdmin: 8=FIX.4.29=8835=A34=2849=HSFX-FIX-BRIDGE52=20080303-06:35:48.62056=DATA-FIX-FOREXMGR98=0108=3010=043 ------------------------------ ------------------------------ 3/3/2008 11:35:52 AM OnToAdmin1: 8=FIX.4.29=7535=034=249=DATA-FIX-FOREXMGR52=20080303-06:35:52.33156=HSFX-FIX-BRIDGE10=191 ------------------------------ ------------------------------ 3/3/2008 11:35:52 AM OnToAdmin1: 8=FIX.4.29=8735=A34=349=DATA-FIX-FOREXMGR52=20080303-06:35:52.36256=HSFX-FIX-BRIDGE98=0108=3010=241 ------------------------------ ------------------------------ 3/3/2008 11:35:56 AM OnToAdmin1: 8=FIX.4.29=8435=234=449=DATA-FIX-FOREXMGR52=20080303-06:35:56.15256=HSFX-FIX-BRIDGE7=116=010=067 ------------------------------ ------------------------------ 3/3/2008 11:35:56 AM OnLogon: FIX.4.2:DATA-FIX-FOREXMGR->HSFX-FIX-BRIDGE:marketdata ------------------------------ ------------------------------ 3/3/2008 11:35:57 AM OnFromAdmin: 8=FIX.4.29=10235=334=3049=HSFX-FIX-BRIDGE52=20080303-06:35:55.49556=DATA-FIX-FOREXMGR45=358=Not yet supported10=086 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnToAdmin1: 8=FIX.4.29=8435=234=549=DATA-FIX-FOREXMGR52=20080303-06:35:58.12956=HSFX-FIX-BRIDGE7=216=010=075 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnFromAdmin: 8=FIX.4.29=9235=434=243=Y49=HSFX-FIX-BRIDGE52=20080303-06:35:57.66756=DATA-FIX-FOREXMGR36=32123=Y10=010 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnFromAdmin: 8=FIX.4.29=8835=134=3249=HSFX-FIX-BRIDGE52=20080303-06:35:57.66756=DATA-FIX-FOREXMGR112=Gen487510=204 ------------------------------ ------------------------------ 3/3/2008 11:35:58 AM OnToAdmin1: 8=FIX.4.29=8735=034=649=DATA-FIX-FOREXMGR52=20080303-06:35:58.56856=HSFX-FIX-BRIDGE112=Gen487510=156 ------------------------------ I dont know how to handle this because i am able to connect to CAX broker with the same code sequence. Regards, Hozaifa Akber Ali Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Can you share your configuration settings? > > --oren > > On Jun 27, 2007, at 7:50 AM, Naveed Ali wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >> html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> My Application is a Fix Client which is connecting to an Fix >> Acceptor.. >> >> When I run it on my test server it works fine.. >> >> >> >> But On Live server >> >> 1. It initiates Logon Message >> >> 2. Received Logon Request (with no Seq No. Rest Flag) >> >> 3. It again sends Logon Message >> >> >> >> Can Anyone explain why this is happening.. >> >> A quick response will be much help full >> >> >> >> >> >> >> >> ------------------------------------------------------- >> >> Following is the log >> >> >> >> >> >> (Connection succeeded) >> >> >> >> <20070627-12:44:29, FIX.4.2:NCEL->PATS, outgoing> >> >> (8=FIX. >> 4.2☺9=93☺35=A☺34=1☺49=NCEL☺52=20070627-12:44:29.526☺ >> >> 56=PATS☺95=14☺96=NCELFIX/ >> FIX123☺98=0☺108=10☺141=Y☺10=003☺) >> >> <20070627-12:44:29, FIX.4.2:NCEL->PATS, event> >> >> (Initiated logon request) >> >> >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, incoming> >> >> (8=FIX.4.2☺9=59☺35=A☺34=1☺49=PATS☺52=20070627-12:45:13☺ >> >> 56=NCEL☺98=0☺108=10☺10=148☺) >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> >> >> (Received logon request) >> >> >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, outgoing> >> >> (8=FIX. >> 4.2☺9=87☺35=A☺34=2☺49=NCEL☺52=20070627-12:44:31.584☺ >> >> 56=PATS☺95=14☺96=NCELFIX/FIX123☺98=0☺108=10☺10=215☺) >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> >> >> (Responding to logon request) >> >> >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> >> >> (Socket Error: Connection reset by peer.) >> >> <20070627-12:44:31, FIX.4.2:NCEL->PATS, event> >> >> (Disconnecting) >> >> >> >> ------------------------------------------------------- >> >> >> >> >> >> >> >> -with regards >> >> Muhammad Naveed Ali >> >> >> >> ---------------------------------------------------------------------- >> --- >> This SF.net email is sponsored by DB2 Express >> Download DB2 Express C - the FREE version of DB2 express and take >> control of your XML. No limits. Just data. Click to get it now. >> http://sourceforge.net/powerbar/db2/ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by DB2 Express > Download DB2 Express C - the FREE version of DB2 express and take > control of your XML. No limits. Just data. Click to get it now. > http://sourceforge.net/powerbar/db2/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/Why-the-Logon-Message-is-sent-again...--tp11323826p15798720.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Hozaifa A. A. <hoz...@ve...> - 2008-03-03 06:58:56
|
Hello
You can extend 'MessageCracker' and implement the messages events you
required example:
public override void onMessage( QuickFix42.NewOrderSingle order, SessionID
sessionID )
{
}
public override void onMessage( QuickFix42. ExecutionReport report,
SessionID sessionID )
{
}
Etc.
Or just implement
public void fromApp(QuickFix.Message message, SessionID sessionID)
{
switch (message.getHeader().getField(35))
{
case "d":
break;
}
}
Also try to add SessionQualifier to the configuration setting and give any
name to them for both order and marketdata. Maybe that let you connect on
first attempt.
This helped me to connect. maybe u also can.
Regards,
Hozaifa Akber Ali
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Parjeet Singh
Sent: Monday, March 03, 2008 11:32 AM
To: qui...@li...
Subject: [Quickfix-developers] Crack Message
This may be a simple question but I am struggling at the moment. I have
created a message and sent to client side:
Using Session.sendToTarget(message,"nnnn","cccc"). In the first instance my
message got rejected.
How can I handle rejected message and resend back to the client.
Another issue how can I crack a message I am working with C#. Is there any
example available.
Thanks in advance.
Regards
PS
|
|
From: Parjeet S. <par...@oa...> - 2008-03-03 06:33:09
|
This may be a simple question but I am struggling at the moment. I have created a message and sent to client side: Using Session.sendToTarget(message,"nnnn","cccc"). In the first instance my message got rejected. How can I handle rejected message and resend back to the client. Another issue how can I crack a message I am working with C#. Is there any example available. Thanks in advance. Regards PS |
|
From: Djalma R. d. S. F. <drs...@gm...> - 2008-02-29 22:08:13
|
Hi Nilesh, Concerning the number of simultaneously open files, the limitation is not in Windows, but in the stdio level, this number can be increased to a maximum of 2.048 files per program. Calling _setmaxstdio(2048); in the main() function before initializing quickfix, will make it possible to create about 340 sessions using FileLogFactory and FileStoreFactory together, if the application needs to open other files, this number of sessions will certainly have to decrease. This is not so bad, but I am really thinking about a genuine Win32 implementation for these factories, calling the API functions directly and not using stdio will definitively eliminate this kind of limitation and the performance will become better too. If you plan to have multiple sessions, prefer the threaded-socket classes. Djalma On Fri, Feb 29, 2008 at 10:32 AM, <Nil...@co...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi All > > How is threading is done in QF to handle the multiple session. Is it one > thread one session or there is a thread pool to handle all sessions. > > If we use FileLogFactory, QF creates 'event' and 'message' file for each > client session. Is there a way to force QF create only one file for all > client session. I am asking this as otherwise the no of sessions handled > by QF would be limited to no of opened file handles. I guess windows > allow you to open only 512 files. > > > > 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/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Hozaifa A. A. <hoz...@ve...> - 2008-02-29 15:17:16
|
Hi, I am also trying to connect to Hotspot but i am unable to connect to it .... please someone respond if they have connected to Hotspot... thanks regards, Hozaifa Akber Ali Craig Hammon wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi, > Any Delphi Develpers out there? Im real strong in TCP/IP, but just > learning FIX. Im wanting to put forex orders onto Hotspot.. > > Looking for anyone with common interests.. > > > _________________________________________________________________ > Make distant family not so distant with Windows Vista® + Windows Live™. > http://www.microsoft.com/windows/digitallife/keepintouch.mspx?ocid=TXT_TAGLM_CPC_VideoChat_distantfamily_012008 > ------------------------------------------------------------------------- > Check out the new SourceForge.net Marketplace. > It's the best place to buy or sell services for > just about anything Open Source. > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/%28no-subject%29-tp14724372p15760661.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: <Nil...@co...> - 2008-02-29 13:32:05
|
Hi All How is threading is done in QF to handle the multiple session. Is it one thread one session or there is a thread pool to handle all sessions. If we use FileLogFactory, QF creates 'event' and 'message' file for each client session. Is there a way to force QF create only one file for all client session. I am asking this as otherwise the no of sessions handled by QF would be limited to no of opened file handles. I guess windows allow you to open only 512 files. 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. |
|
From: <Nil...@co...> - 2008-02-29 13:28:20
|
Hi All How is threading is done in QF to handle the multiple session. Is it one thread one session or there is a thread pool to handle all sessions. If we use FileLogFactory, QF creates 'event' and 'message' file for each client session. Is there a way to force QF create only one file for all client session. I am asking this as otherwise the no of sessions handled by QF would be limited to no of opened file handles. I guess windows allow you to open only 512 files. Thanks & Regards -Nilesh Sr. Technology Architect Banking and Financial Service - Technology Consulting Group (BFS-TCG) Cognizant Technology Solutions India Pvt Ltd | #26, Rajiv Gandhi Infotech Park, MIDC, Hinjewadi, Pune 411057 Phone: +91-20-66521100 Extn : 5226 | VNet: 205226 Location: ISH2A-M003 (ISH 2nd Floor, A Wing) This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. |
|
From: Mayank J. N. <ma...@in...> - 2008-02-29 11:45:29
|
Hi quickfix-developers, Executing following command is giving me below error. Command # /quickfix/examples/executor/C++/.libs/executor bin/cfg/executor.cfg Error:- I/O warning : failed to load external entity "../spec/FIX40.xml" Configuration failed: ../spec/FIX40.xml: Could not parse data dictionary file Can any body guide me how can I use the quickfix to generate fix traffic. I want to use this quickfix code to generate traffic to test my application. Thanks Regards Mayank Jain |
|
From: <Nil...@co...> - 2008-02-29 07:52:16
|
Hi All How is threading is done in QF to handle the multiple session. Is it one thread one session or there is a thread pool to handle all sessions. If we use FileLogFactory, QF creates 'event' and 'message' file for each client session. Is there a way to force QF create only one file for all client session. I am asking this as otherwise the no of sessions handled by QF would be limited to no of opened file handles. I guess windows allow you to open only 512 files. Thanks & Regards -Nilesh Sr. Technology Architect Banking and Financial Service - Technology Consulting Group (BFS-TCG) Cognizant Technology Solutions India Pvt Ltd | #26, Rajiv Gandhi Infotech Park, MIDC, Hinjewadi, Pune 411057 Phone: +91-20-66521100 Extn : 5226 | VNet: 205226 Location: ISH2A-M003 (ISH 2nd Floor, A Wing) This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. |
|
From: <Nil...@co...> - 2008-02-29 07:29:04
|
It was silly mistake - just remove the () after storeFactory and it will
compile fine.
FIX::MemoryStoreFactory storeFactory; and not FIX::MemoryStoreFactory
storeFactory();
Thanks
-Nilesh
________________________________
From: Gajjar, Nilesh (Cognizant)
Sent: Friday, February 29, 2008 12:46 PM
To: qui...@li...
Subject: Not able to compile the "tradeclient.cpp" or "orderclient.cpp"
with MemoryStore
Code Looks like;
try
{
FIX::SessionSettings settings( file );
Application application;
//FIX::FileStoreFactory storeFactory( settings );
FIX::MemoryStoreFactory storeFactory();
FIX::ScreenLogFactory logFactory( true, true, true );
//FIX::FileLogFactory logFactory(settings) ;
FIX::SocketInitiator initiator( application, storeFactory, settings,
logFactory );
initiator.start();
application.run();
initiator.stop();
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what();
return 1;
}
Compile time error:
Error 1 error C2664:
'FIX::SocketInitiator::SocketInitiator(FIX::Application
&,FIX::MessageStoreFactory &,const FIX::SessionSettings
&,FIX::LogFactory &) throw(FIX::ConfigError)' : cannot convert parameter
2 from 'FIX::MemoryStoreFactory (__cdecl *)(void)' to
'FIX::MessageStoreFactory &'
d:\myprojects\exsim\quickfix\source-v0\examples\tradeclient\tradeclient.
cpp 56
The above code works fine with FileStore, any idea what is wrong. I have
not done any modification in the QF library code.
Thanks & Regards
-Nilesh
Sr. Technology Architect
Banking and Financial Service - Technology Consulting Group (BFS-TCG)
Cognizant Technology Solutions India Pvt Ltd | #26, Rajiv Gandhi
Infotech Park, MIDC, Hinjewadi, Pune 411057
Phone: +91-20-66521100 Extn : 5226 | VNet: 205226
Location: ISH2A-M003 (ISH 2nd Floor, A Wing)
This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information.
If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message.
Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly
prohibited and may be unlawful. |
|
From: <Nil...@co...> - 2008-02-29 07:16:39
|
Code Looks like;
try
{
FIX::SessionSettings settings( file );
Application application;
//FIX::FileStoreFactory storeFactory( settings );
FIX::MemoryStoreFactory storeFactory();
FIX::ScreenLogFactory logFactory( true, true, true );
//FIX::FileLogFactory logFactory(settings) ;
FIX::SocketInitiator initiator( application, storeFactory, settings,
logFactory );
initiator.start();
application.run();
initiator.stop();
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what();
return 1;
}
Compile time error:
Error 1 error C2664:
'FIX::SocketInitiator::SocketInitiator(FIX::Application
&,FIX::MessageStoreFactory &,const FIX::SessionSettings
&,FIX::LogFactory &) throw(FIX::ConfigError)' : cannot convert parameter
2 from 'FIX::MemoryStoreFactory (__cdecl *)(void)' to
'FIX::MessageStoreFactory &'
d:\myprojects\exsim\quickfix\source-v0\examples\tradeclient\tradeclient.
cpp 56
The above code works fine with FileStore, any idea what is wrong. I have
not done any modification in the QF library code.
Thanks & Regards
-Nilesh
Sr. Technology Architect
Banking and Financial Service - Technology Consulting Group (BFS-TCG)
Cognizant Technology Solutions India Pvt Ltd | #26, Rajiv Gandhi
Infotech Park, MIDC, Hinjewadi, Pune 411057
Phone: +91-20-66521100 Extn : 5226 | VNet: 205226
Location: ISH2A-M003 (ISH 2nd Floor, A Wing)
This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information.
If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message.
Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly
prohibited and may be unlawful. |
|
From: Jeff <jhe...@gm...> - 2008-02-28 20:07:19
|
This is VB so case doesn't matter, but I am using Exception.
Code sample:
Try
''' code
Catch ex As Exception
''' code
End Try
It's not a big deal, I just went ahead and did a Find/Replace to change to
System.Exception. I just thought I'd ask if others did anything else to
work around that issue.
Jeff
On Thu, Feb 28, 2008 at 3:01 PM, Shane Trotter <str...@co...>
wrote:
> Are you sure you're using "Exception" and not "exception"?
>
> Can you paste the code in question?
>
> On 2/28/08, Jeff <jhe...@gm...> wrote:
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> >
> >
> >
> > Oops, sent that previous email too fast, here's the rest:
> >
> > When I add the quickfix dlls to my project, I have to rename all
> instances
> > of "Exception" to "System.Exception" because of this error:
> >
> > 'Catch' cannot catch type 'exception' because it is not '
> System.Exception'
> > or a class that inherits from 'System.Exception'.
> >
> > I just wanted to see if my only option is to go through and qualify all
> my
> > Exceptions to System.Exceptions, or if there were something else I could
> do.
> >
> > Thanks,
> > Jeff
> >
> >
> >
> -------------------------------------------------------------------------
> > 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
>
|
|
From: Shane T. <str...@co...> - 2008-02-28 20:01:38
|
Are you sure you're using "Exception" and not "exception"? Can you paste the code in question? On 2/28/08, Jeff <jhe...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > Oops, sent that previous email too fast, here's the rest: > > When I add the quickfix dlls to my project, I have to rename all instances > of "Exception" to "System.Exception" because of this error: > > 'Catch' cannot catch type 'exception' because it is not 'System.Exception' > or a class that inherits from 'System.Exception'. > > I just wanted to see if my only option is to go through and qualify all my > Exceptions to System.Exceptions, or if there were something else I could do. > > Thanks, > Jeff > > > ------------------------------------------------------------------------- > 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 |
|
From: Jeff <jhe...@gm...> - 2008-02-28 19:58:21
|
Oops, sent that previous email too fast, here's the rest: When I add the quickfix dlls to my project, I have to rename all instances of "Exception" to "System.Exception" because of this error: 'Catch' cannot catch type 'exception' because it is not 'System.Exception' or a class that inherits from 'System.Exception'. I just wanted to see if my only option is to go through and qualify all my Exceptions to System.Exceptions, or if there were something else I could do. Thanks, Jeff |
|
From: Jeff <jhe...@gm...> - 2008-02-28 19:55:32
|
When I add the quickfix dlls to my project, I have to rename all instances of "Exception" to "System.Exception" because of this error: 'Catch' cannot catch |
|
From: Jeff <jhe...@gm...> - 2008-02-28 16:04:43
|
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. Thanks! Jeff |
|
From: Giovanni C. <gio...@db...> - 2008-02-28 16:01:27
|
Thanks Shane, the TransactTime has been added because its is send in every message... the record posted is completed, i have cutted only the header; anyway this is a complete one 8=FIX.4.29=016235=X34=5149=CMEPRICE56=MILANCME50=CME52=20080228-13:51:11262=155577268=1279=155=GE167=FUT200=200812207=CME48=GEZ8387=201360=20080228-13:51:1110=135 effectively the tag 269 is missed but 1) i have defined it not required into xml dictionary file 2) my provider say that info sended with message (the only one changed) is the traded volume, so no directly lnked to the one of possibile MDEntryType and for this reason the 269 was not sended is the point 2 against the rules of fix protocol ? thanks Giovanni Chiappini c/o DB Consortium - Gruppo Deutsche Bank GTO PBC - IT/O Financial Services - Global Markets Piazza del Calendario,3 - Milano Tel. +39 02 4024 2335 "Shane Trotter" <str...@co...> 02/28/2008 16:18 To "Giovanni Chiappini" <gio...@db...> cc qui...@li... Subject Re: [Quickfix-developers] Wrong generation of Business Message Reject message Giovanni, The tag that's missing is listed in the text field (269) which is MDEntryType, and is a required field according to the FIX 4.2 and 4.4 spec. It identifies the type of entry to parse (to know if it's a bid or offer, etc). Can you paste the entire FIX message that caused the reject? If it is the missing MDEntryType field, adding TransactTime (field 60) will not help. On 2/28/08, Giovanni Chiappini <gio...@db...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > Hi all, > > as first thing many thanks for your sublime job > > i'm just started to write a test client with quickfix.net and FIX 4.2 > version and found a problem when receive some MarketDataIncrementalRefresh > message (not all) > Sometime, depending on the market of course, the server send a message with > only one field updated, the TAG 387 TotalVolumeTraded > > ... 262=155577 268=1 279=1 55=GE 167=FUT 200=200812 207=CME 48=GEZ8 387=2013 > 60=20080228-13:51:11 10=135 > > the engine reject the message with the error Conditionally Required Field > Missing (269) > > ... 45=51 58=Conditionally Required Field Missing (269) 372=X 380=5 10=058 > > but this field is defined not required in the dictionary > > <message name="MarketDataIncrementalRefresh" > msgtype="X" msgcat="app"> > <field name="MDReqID" required="N"/> > <field name="TransactTime" required="N"/> <= field adde by > myself > <group name="NoMDEntries" required="Y"> > <field name="MDUpdateAction" required="Y"/> > <field name="DeleteReason" required="N"/> > <field name="MDEntryType" required="N"/> > <field name="MDEntryID" required="N"/> > <field name="MDEntryRefID" required="N"/> > <field name="Symbol" required="N"/> > <field name="SymbolSfx" required="N"/> > <field name="SecurityID" required="N"/> > <field name="IDSource" required="N"/> > <field name="SecurityType" required="N"/> > <field name="MaturityMonthYear" required="N"/> > <field name="MaturityDay" required="N"/> > <field name="PutOrCall" required="N"/> > <field name="StrikePrice" required="N"/> > <field name="OptAttribute" required="N"/> > <field name="ContractMultiplier" required="N"/> > <field name="CouponRate" required="N"/> > <field name="SecurityExchange" required="N"/> > <field name="Issuer" required="N"/> > <field name="EncodedIssuerLen" required="N"/> > <field name="EncodedIssuer" required="N"/> > <field name="SecurityDesc" required="N"/> > <field name="EncodedSecurityDescLen" required="N"/> > <field name="EncodedSecurityDesc" required="N"/> > <field name="FinancialStatus" required="N"/> > <field name="CorporateAction" required="N"/> > <field name="MDEntryPx" required="N"/> > <field name="Currency" required="N"/> > <field name="MDEntrySize" required="N"/> > <field name="MDEntryDate" required="N"/> > <field name="MDEntryTime" required="N"/> > <field name="TickDirection" required="N"/> > <field name="MDMkt" required="N"/> > <field name="TradingSessionID" required="N"/> > <field name="QuoteCondition" required="N"/> > <field name="TradeCondition" required="N"/> > <field name="MDEntryOriginator" required="N"/> > <field name="LocationID" required="N"/> > <field name="DeskID" required="N"/> > <field name="OpenCloseSettleFlag" required="N"/> > <field name="TimeInForce" required="N"/> > <field name="ExpireDate" required="N"/> > <field name="ExpireTime" required="N"/> > <field name="MinQty" required="N"/> > <field name="ExecInst" required="N"/> > <field name="SellerDays" required="N"/> > <field name="OrderID" required="N"/> > <field name="QuoteEntryID" required="N"/> > <field name="MDEntryBuyer" required="N"/> > <field name="MDEntrySeller" required="N"/> > <field name="NumberOfOrders" required="N"/> > <field name="MDEntryPositionNo" required="N"/> > <field name="TotalVolumeTraded" required="N"/> > <field name="Text" required="N"/> > <field name="EncodedTextLen" required="N"/> > <field name="EncodedText" required="N"/> > </group> > </message> > > > it's a bug or i'm wrong something into the code ?? > if it's a know bug (but i have found nothing in the mailing list) is there a > workaround ? > > many thanks > > regards > > > Giovanni Chiappini > c/o DB Consortium - Gruppo Deutsche Bank > GTO PBC - IT/O Financial Services - Global Markets > Piazza del Calendario,3 - Milano > Tel. +39 02 4024 2335 > -- > > Informationen (einschließlich Pflichtangaben) zu einzelnen, innerhalb der > EU tätigen Gesellschaften und Zweigniederlassungen des Konzerns Deutsche > Bank finden Sie unter > http://www.db.com/de/content/pflichtangaben.htm. Diese > E-Mail enthält vertrauliche und/ oder rechtlich geschützte Informationen. > Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich > erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie > diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser > E-Mail ist nicht gestattet. > > Please refer to > http://www.db.com/en/content/eu_disclosures.htm for > information (including mandatory corporate particulars) on selected Deutsche > Bank branches and group companies registered or incorporated in the European > Union. This e-mail may contain confidential and/or privileged information. > If you are not the intended recipient (or have received this e-mail in > error) please notify the sender immediately and delete this e-mail. Any > unauthorized copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. > ------------------------------------------------------------------------- > 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 -- Informationen (einschließlich Pflichtangaben) zu einzelnen, innerhalb der EU tätigen Gesellschaften und Zweigniederlassungen des Konzerns Deutsche Bank finden Sie unter http://www.db.com/de/content/pflichtangaben.htm. Diese E-Mail enthält vertrauliche und/ oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser E-Mail ist nicht gestattet. Please refer to http://www.db.com/en/content/eu_disclosures.htm for information (including mandatory corporate particulars) on selected Deutsche Bank branches and group companies registered or incorporated in the European Union. This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. |
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From: Shane T. <str...@co...> - 2008-02-28 15:18:27
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Giovanni, The tag that's missing is listed in the text field (269) which is MDEntryType, and is a required field according to the FIX 4.2 and 4.4 spec. It identifies the type of entry to parse (to know if it's a bid or offer, etc). Can you paste the entire FIX message that caused the reject? If it is the missing MDEntryType field, adding TransactTime (field 60) will not help. On 2/28/08, Giovanni Chiappini <gio...@db...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > Hi all, > > as first thing many thanks for your sublime job > > i'm just started to write a test client with quickfix.net and FIX 4.2 > version and found a problem when receive some MarketDataIncrementalRefresh > message (not all) > Sometime, depending on the market of course, the server send a message with > only one field updated, the TAG 387 TotalVolumeTraded > > ... 262=155577 268=1 279=1 55=GE 167=FUT 200=200812 207=CME 48=GEZ8 387=2013 > 60=20080228-13:51:11 10=135 > > the engine reject the message with the error Conditionally Required Field > Missing (269) > > ... 45=51 58=Conditionally Required Field Missing (269) 372=X 380=5 10=058 > > but this field is defined not required in the dictionary > > <message name="MarketDataIncrementalRefresh" > msgtype="X" msgcat="app"> > <field name="MDReqID" required="N"/> > <field name="TransactTime" required="N"/> <= field adde by > myself > <group name="NoMDEntries" required="Y"> > <field name="MDUpdateAction" required="Y"/> > <field name="DeleteReason" required="N"/> > <field name="MDEntryType" required="N"/> > <field name="MDEntryID" required="N"/> > <field name="MDEntryRefID" required="N"/> > <field name="Symbol" required="N"/> > <field name="SymbolSfx" required="N"/> > <field name="SecurityID" required="N"/> > <field name="IDSource" required="N"/> > <field name="SecurityType" required="N"/> > <field name="MaturityMonthYear" required="N"/> > <field name="MaturityDay" required="N"/> > <field name="PutOrCall" required="N"/> > <field name="StrikePrice" required="N"/> > <field name="OptAttribute" required="N"/> > <field name="ContractMultiplier" required="N"/> > <field name="CouponRate" required="N"/> > <field name="SecurityExchange" required="N"/> > <field name="Issuer" required="N"/> > <field name="EncodedIssuerLen" required="N"/> > <field name="EncodedIssuer" required="N"/> > <field name="SecurityDesc" required="N"/> > <field name="EncodedSecurityDescLen" required="N"/> > <field name="EncodedSecurityDesc" required="N"/> > <field name="FinancialStatus" required="N"/> > <field name="CorporateAction" required="N"/> > <field name="MDEntryPx" required="N"/> > <field name="Currency" required="N"/> > <field name="MDEntrySize" required="N"/> > <field name="MDEntryDate" required="N"/> > <field name="MDEntryTime" required="N"/> > <field name="TickDirection" required="N"/> > <field name="MDMkt" required="N"/> > <field name="TradingSessionID" required="N"/> > <field name="QuoteCondition" required="N"/> > <field name="TradeCondition" required="N"/> > <field name="MDEntryOriginator" required="N"/> > <field name="LocationID" required="N"/> > <field name="DeskID" required="N"/> > <field name="OpenCloseSettleFlag" required="N"/> > <field name="TimeInForce" required="N"/> > <field name="ExpireDate" required="N"/> > <field name="ExpireTime" required="N"/> > <field name="MinQty" required="N"/> > <field name="ExecInst" required="N"/> > <field name="SellerDays" required="N"/> > <field name="OrderID" required="N"/> > <field name="QuoteEntryID" required="N"/> > <field name="MDEntryBuyer" required="N"/> > <field name="MDEntrySeller" required="N"/> > <field name="NumberOfOrders" required="N"/> > <field name="MDEntryPositionNo" required="N"/> > <field name="TotalVolumeTraded" required="N"/> > <field name="Text" required="N"/> > <field name="EncodedTextLen" required="N"/> > <field name="EncodedText" required="N"/> > </group> > </message> > > > it's a bug or i'm wrong something into the code ?? > if it's a know bug (but i have found nothing in the mailing list) is there a > workaround ? > > many thanks > > regards > > > Giovanni Chiappini > c/o DB Consortium - Gruppo Deutsche Bank > GTO PBC - IT/O Financial Services - Global Markets > Piazza del Calendario,3 - Milano > Tel. +39 02 4024 2335 > -- > > Informationen (einschließlich Pflichtangaben) zu einzelnen, innerhalb der > EU tätigen Gesellschaften und Zweigniederlassungen des Konzerns Deutsche > Bank finden Sie unter > http://www.db.com/de/content/pflichtangaben.htm. Diese > E-Mail enthält vertrauliche und/ oder rechtlich geschützte Informationen. > Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich > erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie > diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser > E-Mail ist nicht gestattet. > > Please refer to > http://www.db.com/en/content/eu_disclosures.htm for > information (including mandatory corporate particulars) on selected Deutsche > Bank branches and group companies registered or incorporated in the European > Union. This e-mail may contain confidential and/or privileged information. > If you are not the intended recipient (or have received this e-mail in > error) please notify the sender immediately and delete this e-mail. Any > unauthorized copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. > ------------------------------------------------------------------------- > 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 |
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From: Jeff <y2z...@sn...> - 2008-02-28 14:46:34
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Hello Quickfix Developers, I know this issue has come up a few times in the past on this list, but there hasn't been a resolution posted yet. I am getting the following error when trying to unit test the QuickFix library using NUnit: ----snip---- An unhandled exception of type 'System.ArgumentException' occurred in mscorlib.dll Additional information: Cannot pass a GCHandle across app domains. ----snip---- More information is displayed on the NUnit test screen (just before it disappears due to the above crash): ----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---- Versions: NUnit: I've tried 2.2.2, 2.4.6 (latest), 2.4.7 (development) QuickFix: 1.12.4 VS: 2003 .NET: 1.1 Anyone have any ideas how this could be solved in order to use the NUnit test environment? Thanks! Jeff |
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From: Giovanni C. <gio...@db...> - 2008-02-28 14:22:53
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Hi all, as first thing many thanks for your sublime job i'm just started to write a test client with quickfix.net and FIX 4.2 version and found a problem when receive some MarketDataIncrementalRefresh message (not all) Sometime, depending on the market of course, the server send a message with only one field updated, the TAG 387 TotalVolumeTraded ...262=155577268=1279=155=GE167=FUT200=200812207=CME48=GEZ8387=201360=20080228-13:51:1110=135 the engine reject the message with the error Conditionally Required Field Missing (269) ...45=5158=Conditionally Required Field Missing (269)372=X380=510=058 but this field is defined not required in the dictionary <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app"> <field name="MDReqID" required="N"/> <field name="TransactTime" required="N"/> <= field adde by myself <group name="NoMDEntries" required="Y"> <field name="MDUpdateAction" required="Y"/> <field name="DeleteReason" required="N"/> <field name="MDEntryType" required="N"/> <field name="MDEntryID" required="N"/> <field name="MDEntryRefID" required="N"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="MDEntryPx" required="N"/> <field name="Currency" required="N"/> <field name="MDEntrySize" required="N"/> <field name="MDEntryDate" required="N"/> <field name="MDEntryTime" required="N"/> <field name="TickDirection" required="N"/> <field name="MDMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="QuoteCondition" required="N"/> <field name="TradeCondition" required="N"/> <field name="MDEntryOriginator" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> <field name="OpenCloseSettleFlag" required="N"/> <field name="TimeInForce" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="MinQty" required="N"/> <field name="ExecInst" required="N"/> <field name="SellerDays" required="N"/> <field name="OrderID" required="N"/> <field name="QuoteEntryID" required="N"/> <field name="MDEntryBuyer" required="N"/> <field name="MDEntrySeller" required="N"/> <field name="NumberOfOrders" required="N"/> <field name="MDEntryPositionNo" required="N"/> <field name="TotalVolumeTraded" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </message> it's a bug or i'm wrong something into the code ?? if it's a know bug (but i have found nothing in the mailing list) is there a workaround ? many thanks regards Giovanni Chiappini c/o DB Consortium - Gruppo Deutsche Bank GTO PBC - IT/O Financial Services - Global Markets Piazza del Calendario,3 - Milano Tel. +39 02 4024 2335 -- Informationen (einschließlich Pflichtangaben) zu einzelnen, innerhalb der EU tätigen Gesellschaften und Zweigniederlassungen des Konzerns Deutsche Bank finden Sie unter http://www.db.com/de/content/pflichtangaben.htm. Diese E-Mail enthält vertrauliche und/ oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser E-Mail ist nicht gestattet. Please refer to http://www.db.com/en/content/eu_disclosures.htm for information (including mandatory corporate particulars) on selected Deutsche Bank branches and group companies registered or incorporated in the European Union. This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. |
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From: Parjeet S. <par...@oa...> - 2008-02-27 06:16:21
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I am newbie to this FIX and QuickFIX environment. I have written
executor code and can connect to the client side that is broker.
The client can see my connection and heartbeat. How can I receive
heartbeat from the client side.
Cut and Paste is the code:
SessionSettings settings = new SessionSettings("C:\\Documents and
Settings\\ParjeetS\\Projects\\FIXBarxsAcorn\\FIXBarxsAcorn\\Initiator.co
nfig");
Application application = new
Application();
FileStoreFactory storeFactory = new
FileStoreFactory(settings);
MessageFactory messageFactory = new
DefaultMessageFactory();
ThreadedSocketInitiator initiator = new
ThreadedSocketInitiator(application, storeFactory, settings,
messageFactory);
// SocketInitiator initiator = new
SocketInitiator(application, storeFactory, settings,messageFactory);
initiator.start();
I will appreciate your help
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