quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] OrderCancelRequest...ExDestination

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

Azmat,

ExDestination is not a valid field for an OrderCancelRequest message.

Check http://fixionary.com/ and look up the OrderCancelRequest MsgType and
its associated valid fields.

You can probably force it if necessary by manually setting tag 100:
ocr.setField(100, "LIFFE");

On 2/25/08, azmat <mr...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All,
>
> I have the code below written for the function that will be building my
> OrderCancel messages.
>
> QuickFix42.OrderCancelRequest ocr = new QuickFix42.OrderCancelRequest();
> ocr.set(new ExDestination("LIFFE"));
>
>
> However, when I go to compile I get these two errors:
>
> Error   1       The best overloaded method match for
> 'QuickFix42.OrderCancelRequest.set(QuickFix.OrigClOrdID)' has some invalid
> arguments
>
> Error   2       Argument '1': cannot convert from 'QuickFix.ExDestination'
> to
> 'QuickFix.OrigClOrdID'
>
>
> I don't get this error when I write the same line of code for the
> OrderCancelReplaceRequest function.
> I've checked and the ExDestination field is part of the OrderCancelRequest
> message.
> Anybody know what might be causing this error?
>
> thanks!
> azmat
>
> --
> View this message in context:
> http://www.nabble.com/OrderCancelRequest...ExDestination-tp15674560p15674560.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
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>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] OrderCancelRequest...ExDestination

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

All,

I have the code below written for the function that will be building my
OrderCancel messages.

QuickFix42.OrderCancelRequest ocr = new QuickFix42.OrderCancelRequest();
ocr.set(new ExDestination("LIFFE"));


However, when I go to compile I get these two errors:

Error	1	The best overloaded method match for
'QuickFix42.OrderCancelRequest.set(QuickFix.OrigClOrdID)' has some invalid
arguments	

Error	2	Argument '1': cannot convert from 'QuickFix.ExDestination' to
'QuickFix.OrigClOrdID'	


I don't get this error when I write the same line of code for the
OrderCancelReplaceRequest function.  
I've checked and the ExDestination field is part of the OrderCancelRequest
message.  
Anybody know what might be causing this error?

thanks!
azmat

-- 
View this message in context: http://www.nabble.com/OrderCancelRequest...ExDestination-tp15674560p15674560.html
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[Quickfix-developers] OrderCancelRequest...ExDestination

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

All,

I have the code below written for the function that will be building my
OrderCancel messages.

QuickFix42.OrderCancelRequest ocr = new QuickFix42.OrderCancelRequest();
ocr.set(new ExDestination("LIFFE"));


However, when I go to compile I get these two errors:

Error	1	The best overloaded method match for
'QuickFix42.OrderCancelRequest.set(QuickFix.OrigClOrdID)' has some invalid
arguments	

Error	2	Argument '1': cannot convert from 'QuickFix.ExDestination' to
'QuickFix.OrigClOrdID'	


I don't get this error when I write the same line of code for the
OrderCancelReplaceRequest function.  
I've checked and the ExDestination field is part of the OrderCancelRequest
message.  
Anybody know what might be causing this error?

thanks!
azmat

-- 
View this message in context: http://www.nabble.com/OrderCancelRequest...ExDestination-tp15674561p15674561.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] TimeZone in quickfix.ini

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

We don't currently support that feature.  We are adding support for  
local time now, though it will use whatever timezone your machine is  
set to.

--oren

On Feb 21, 2008, at 2:50 AM, Facchetti - Kline wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> My timezone is GMT+1
>
> If my local time is 9.16 and I set FIX session EndTime = 8.14 the  
> FIX session doesn't start
> If my local time is 9.16 and I set FIX session EndTime = 8.20 the  
> FIX session start
> This is because quickfix work with GMT time.
>
> I not understand why nothing change if I set:
> TimeZone=Europe/Rome
> I aspect to work with local time..
>
> Any idea..?
> Thanks..
>
> -- 
> Distinti saluti
>
> Ing. Stefano Facchetti
>
>
>
> KLINE srl
> Via Solferino, 4/b
> 25024 Leno (BS)
> Tel. 030 9048384
> Fax 02 700443977
>
>
> This e-mail, including any attachments, may contain private or  
> confidential information. If you think you may not be the intended  
> recipient, or if you have received this e-mail in error, please  
> contact the sender immediately and delete all copies of this e- 
> mail. If you are not the intended recipient, you must not reproduce  
> any part of this e-mail or disclose its contents to any other  
> party. This message represents the opinion of the sender and not  
> necessarily the opinion of the company.
>
> ---------------------------------------------------------------------- 
> ---
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Re: [Quickfix-developers] [Quickfix-users] Problem during building quickfix

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

Did you check out the source from svn?  If so, then yes, you must run  
bootstrap before running configure.  If downloading a release  
package, you shouldn't have to do this.

--oren

On Feb 20, 2008, at 9:45 PM, Mayank Jain Nawal wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I have solved the problem. Before configure I run the ./bootstrap  
> command.
> Now I am trying to use quickfix to generate fix transactions. Lets  
> see I
> could be able to find out some good doc for that.
>
> Thanks Aaron for your kind concern.
>
>
> -- 
> _____________________________________________________________
> Mayank Jain Nawal             NIKSUN.
> ma...@in...          http://www.niksun.com
> Tel: +91 124 231 6012         SCO 16 Sector 14
> Mob: +91 981 839 0836         Gurgaon Haryana 122001 India
> _____________________________________________________________
>
>
>
> Good Times wrote:
>> what directory were you in when you executed the command
>>
>> why don't you post a little more from the terminal
>>
>> aaron
>>
>
>
> ---------------------------------------------------------------------- 
> ---
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>

[Quickfix-developers] How to run this application for traffic generation

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

Hi,

I am quite new to the quickfixengine. Can anybody assist me in running 
this application. I want to use quickfixengine as a traffic generator on 
my FreeBSD machine. Is there any document available on this? I am not 
able to figure out what I need to do to run this application. I have 
installed this on my machine. I think I need to run run_tradeclient and 
./run_ordermatch. I have installed this application on 2 of the machines 
but I am not able to find out how to give the ip address and the port 
number on which it should listen to. Any help would be appreciated .

-- 
_____________________________________________________________
Mayank Jain Nawal             NIKSUN.
ma...@in...          http://www.niksun.com
Tel: +91 124 231 6012         SCO 16 Sector 14
Mob: +91 981 839 0836         Gurgaon Haryana 122001 India
_____________________________________________________________

[Quickfix-developers] TimeZone in quickfix.ini

[Facchetti - K. <s.f...@kl...>]

My timezone is GMT+1

If my local time is 9.16 and I set FIX session EndTime = 8.14 the FIX 
session doesn't start
If my local time is 9.16 and I set FIX session EndTime = 8.20 the FIX 
session start
This is because quickfix work with GMT time.

I not understand why nothing change if I set:
TimeZone=Europe/Rome
I aspect to work with local time..

Any idea..?
Thanks..

-- 

Distinti saluti

Ing. Stefano Facchetti**

* *

*KLINE srl
*/Via Solferino, 4/b
25024 Leno (BS)
Tel. 030 9048384
Fax 02 700443977/**

* *
This e-mail, including any attachments, may contain private or 
confidential information. If you think you may not be the intended 
recipient, or if you have received this e-mail in error, please contact 
the sender immediately and delete all copies of this e-mail. If you are 
not the intended recipient, you must not reproduce any part of this 
e-mail or disclose its contents to any other party. This message 
represents the opinion of the sender and not necessarily the opinion of 
the company. 

Re: [Quickfix-developers] [Quickfix-users] Problem during building quickfix

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

I have solved the problem. Before configure I run the ./bootstrap command.
Now I am trying to use quickfix to generate fix transactions. Lets see I 
could be able to find out some good doc for that.

Thanks Aaron for your kind concern.


-- 
_____________________________________________________________
Mayank Jain Nawal             NIKSUN.
ma...@in...          http://www.niksun.com
Tel: +91 124 231 6012         SCO 16 Sector 14
Mob: +91 981 839 0836         Gurgaon Haryana 122001 India
_____________________________________________________________



Good Times wrote:
> what directory were you in when you executed the command
>
> why don't you post a little more from the terminal
>
> aaron
>   

Re: [Quickfix-developers] [Quickfix-users] Problem during building quickfix

[Good T. <aa...@rd...>]

what directory were you in when you executed the command

why don't you post a little more from the terminal

aaron
-- 
Ripley: I say we take off and nuke the entire site from orbit. It's the only way to be sure.
Hudson: Fuckin' A...
	-Aliens

On Wed, Feb 20, 2008 at 11:26:12AM +0530, Mayank Jain Nawal wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi,
> 
> 
> I have downloaded source code of quickfix on my FreeBSD. I am not able 
> to build the source code on my machine.
> 
> Steps performed
> 
> 1) Downloaded the source code using command
> 
> svn co https://quickfix.svn.sourceforge.net/svnroot/quickfix/trunk/quickfix
> 
> 2) ./configure
> 
> Error I got
> 
>  configure: error: cannot find install-sh or install.sh in config "."/config
> 
> 
> 3)autoconf
> no message
> 
> 4) make
> make: no target to make.
> 
> Can you please let me know the steps for building the quickfix.
> 
> -- 
> _____________________________________________________________
> Mayank Jain Nawal             NIKSUN.
> ma...@in...          http://www.niksun.com
> Tel: +91 124 231 6012         SCO 16 Sector 14
> Mob: +91 981 839 0836         Gurgaon Haryana 122001 India
> _____________________________________________________________
> 
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-developers] Where are the LastLegPX1 and LastLegPX2 fields??

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

Oh ok.  That makes sense.

thanks!


On Feb 20, 2008 12:39 PM, Oren Miller <or...@qu...> wrote:

> Any field greater than 5000 is a user defined field.  You must add
> them yourself.
>
> --oren
>
> On Feb 20, 2008, at 12:31 PM, azmat wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > All,
> >
> > I'm extracting the fields from the execution report that I receive
> > from our
> > counter-party.  The LastLegPx1 and LastLegPx2 fields (5001 and 5002
> > respectively) are required fields for them.  My issue is that I
> > can't find
> > these fields in the QuickFix42.ExecutionReport object.  I'm sure
> > they exist
> > but I have no idea where to even look.  I've searched the code base
> > for
> > LastLegPx1, but didn't find anything.
> >
> > Any help would be very much appreciated.
> >
> > many thanks!
> > azmat
> > --
> > View this message in context: http://www.nabble.com/Where-are-the-
> > LastLegPX1-and-LastLegPX2-fields---tp15595297p15595297.html
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> > ----------------------------------------------------------------------
> > ---
> > This SF.net email is sponsored by: Microsoft
> > Defy all challenges. Microsoft(R) Visual Studio 2008.
> > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
>

Re: [Quickfix-developers] Where are the LastLegPX1 and LastLegPX2 fields??

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

Any field greater than 5000 is a user defined field.  You must add  
them yourself.

--oren

On Feb 20, 2008, at 12:31 PM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All,
>
> I'm extracting the fields from the execution report that I receive  
> from our
> counter-party.  The LastLegPx1 and LastLegPx2 fields (5001 and 5002
> respectively) are required fields for them.  My issue is that I  
> can't find
> these fields in the QuickFix42.ExecutionReport object.  I'm sure  
> they exist
> but I have no idea where to even look.  I've searched the code base  
> for
> LastLegPx1, but didn't find anything.
>
> Any help would be very much appreciated.
>
> many thanks!
> azmat
> -- 
> View this message in context: http://www.nabble.com/Where-are-the- 
> LastLegPX1-and-LastLegPX2-fields---tp15595297p15595297.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Where are the LastLegPX1 and LastLegPX2 fields??

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

All,

I'm extracting the fields from the execution report that I receive from our
counter-party.  The LastLegPx1 and LastLegPx2 fields (5001 and 5002
respectively) are required fields for them.  My issue is that I can't find
these fields in the QuickFix42.ExecutionReport object.  I'm sure they exist
but I have no idea where to even look.  I've searched the code base for
LastLegPx1, but didn't find anything.

Any help would be very much appreciated.

many thanks!
azmat
-- 
View this message in context: http://www.nabble.com/Where-are-the-LastLegPX1-and-LastLegPX2-fields---tp15595297p15595297.html
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Re: [Quickfix-developers] Market Data Request from Multiple PartyIDs

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

You need multiple groups, you are setting the same field on the same  
group, so only the last one will be set.  You should do something  
like this:

FIX::Group noBanks.
noBanks.setField(453, '5');
noBanks.setField(448. "BANK1");
mktDataRequest.addGroup(noBanks);
noBanks.setField(448. "BANK2");
mktDataRequest.addGroup(noBanks);
...

On Feb 20, 2008, at 1:32 AM, open hash wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Could someone please just point me to as what I am doing wrong? Any  
> help will be greatly appreciated.
>
> Thanks!
>
> open hash <ope...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I haven't been able to resolve this repeating group issue related  
> to getting Market Data from multiple banks(PartyIDs). There is no  
> group like "FIX44::MarketDataRequest::NoRelatedSym" that I can add  
> to the request. Also tried adding a generic group like this that  
> also generated errors:
>
>   FIX::Group noBanks;
>   noBanks.setField(453,"5");
>   noBanks.setField(448, "BANK1");
>   noBanks.setField(448, "BANK2");
>   noBanks.setField(448, "BANK3");
>   noBanks.setField(448, "BANK4");
>   noBanks.setField(448, "BANK5");
>   mktDataRequest.addGroup(noBanks);
>
> Please help me as what I need to do, in order to add 5 PartyIDs to  
> my market data request?
>
> Thanks.
> Be a better friend, newshound, and know-it-all with Yahoo! Mobile.  
> Try it  
> now.------------------------------------------------------------------ 
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Re: [Quickfix-developers] Issue on message.get

[Mike P. <mic...@ya...>]

Try isSetField(..)


--- Francesco Pispola <fpi...@gm...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> > Hi everybody,
> first of all, thank you for your great job.
> I'm using quickfix to build a simple application.
> I'm experiencing this issue:
> when an execution report arrives, I crack the
> message and I do this: *
> 
> FIX::LastQty aLastQty;
> message.get(**aLastQty);
> 
> *if this field is not in the message, I receive this
> exception:
> Conditionally Required Field Missing (32).
> How can I avoid this? Can I test in any way the
> result of get function?
> 
> Hope I was clear, thank you for your attention.
> Francesco
> >
-------------------------------------------------------------------------
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> 2008.
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[Quickfix-developers] Issue on message.get

[Francesco P. <fpi...@gm...>]

Hi everybody,
first of all, thank you for your great job.
I'm using quickfix to build a simple application.
I'm experiencing this issue:
when an execution report arrives, I crack the message and I do this: *

FIX::LastQty aLastQty;
message.get(**aLastQty);

*if this field is not in the message, I receive this exception:
Conditionally Required Field Missing (32).
How can I avoid this? Can I test in any way the result of get function?

Hope I was clear, thank you for your attention.
Francesco

Re: [Quickfix-developers] Market Data Request from Multiple PartyIDs

[open h. <ope...@ya...>]

Could someone please just point me to as what I am doing wrong? Any help will be greatly appreciated.
   
  Thanks!

open hash <ope...@ya...> wrote:
  QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi,

I haven't been able to resolve this repeating group issue related to getting Market Data from multiple banks(PartyIDs). There is no group like "FIX44::MarketDataRequest::NoRelatedSym" that I can add to the request. Also tried adding a generic group like this that also generated errors:

  FIX::Group noBanks;
  noBanks.setField(453,"5");
  noBanks.setField(448, "BANK1");
  noBanks.setField(448, "BANK2");
  noBanks.setField(448, "BANK3");
  noBanks.setField(448, "BANK4");
  noBanks.setField(448, "BANK5");
  mktDataRequest.addGroup(noBanks);

Please help me as what I need to do, in order to add 5 PartyIDs to my market data request?

Thanks.
    
---------------------------------
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This SF.net email is sponsored by: Microsoft
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Re: [Quickfix-developers] Exception of type 'QuickFix.FieldNotFound' was thrown -- How do I get rid of it?

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

What a beautiful thing!
Absolutely exquisite.

thanks!
azmat

On Feb 20, 2008 12:11 AM, Patrick Wright <pw...@ka...> wrote:

> You can use the isSet methods:
>
> ExecID execID = new ExecID();
> if (message.isSetExecID())
>        execID = message.getExecID();
>
> ...
>
> Patrick
>
>
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> azmat
> Sent: Wednesday, 20 February 2008 11:06 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Exception of type
> 'QuickFix.FieldNotFound' was thrown -- How do I get rid of it?
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All-
>
> Again many thanks to all of those who have helped me in the past, and I
> hope
> these emails help others in using QuickFix.  Here is my question for
> today:
>
> I have this line in my onMessage method (for execution reports):
>
>  if(execrpt.get(new OrigClOrdID()) != null) OR if(execrpt.get(new
> OrigClOrdID()).ToString() != "")
>
> The problem is that when an execution report is returned to me without
> an
> OrigClOrID (for instance in response to a non-update message), my
> application throws an exception.  This is the error that it gives me:
>
> Exception of type 'QuickFix.FieldNotFound' was thrown.
>
> Obviously what I want to do is find out IF the OrigClOrdID field is used
> at
> all in the execution report.  If so, I'd like to save it (to later be
> used
> in one of our internal proprietary systems).  How can I do this?
>
> merci!
> azmat
>
> --
> View this message in context:
> http://www.nabble.com/Exception-of-type-%27QuickFix.FieldNotFound%27-was
> -thrown----How-do-I-get-rid-of-it--tp15579387p15579387.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------
> -
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
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>

Re: [Quickfix-developers] Exception of type 'QuickFix.FieldNotFound' was thrown -- How do I get rid of it?

[Patrick W. <pw...@ka...>]

You can use the isSet methods:

ExecID execID = new ExecID();
if (message.isSetExecID())
	execID = message.getExecID();

...

Patrick
	


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
azmat
Sent: Wednesday, 20 February 2008 11:06 AM
To: qui...@li...
Subject: [Quickfix-developers] Exception of type
'QuickFix.FieldNotFound' was thrown -- How do I get rid of it?

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


All-

Again many thanks to all of those who have helped me in the past, and I
hope
these emails help others in using QuickFix.  Here is my question for
today:

I have this line in my onMessage method (for execution reports):

 if(execrpt.get(new OrigClOrdID()) != null) OR if(execrpt.get(new
OrigClOrdID()).ToString() != "")

The problem is that when an execution report is returned to me without
an
OrigClOrID (for instance in response to a non-update message), my
application throws an exception.  This is the error that it gives me:

Exception of type 'QuickFix.FieldNotFound' was thrown.

Obviously what I want to do is find out IF the OrigClOrdID field is used
at
all in the execution report.  If so, I'd like to save it (to later be
used
in one of our internal proprietary systems).  How can I do this?

merci!
azmat

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-thrown----How-do-I-get-rid-of-it--tp15579387p15579387.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


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[Quickfix-developers] Problem during building quickfix

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

Hi,


I have downloaded source code of quickfix on my FreeBSD. I am not able 
to build the source code on my machine.

Steps performed

1) Downloaded the source code using command

svn co https://quickfix.svn.sourceforge.net/svnroot/quickfix/trunk/quickfix

2) ./configure

Error I got

 configure: error: cannot find install-sh or install.sh in config "."/config


3)autoconf
no message

4) make
make: no target to make.

Can you please let me know the steps for building the quickfix.

-- 
_____________________________________________________________
Mayank Jain Nawal             NIKSUN.
ma...@in...          http://www.niksun.com
Tel: +91 124 231 6012         SCO 16 Sector 14
Mob: +91 981 839 0836         Gurgaon Haryana 122001 India
_____________________________________________________________

[Quickfix-developers] Exception of type 'QuickFix.FieldNotFound' was thrown -- How do I get rid of it?

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

All-

Again many thanks to all of those who have helped me in the past, and I hope
these emails help others in using QuickFix.  Here is my question for today:

I have this line in my onMessage method (for execution reports):

 if(execrpt.get(new OrigClOrdID()) != null) OR if(execrpt.get(new
OrigClOrdID()).ToString() != "")

The problem is that when an execution report is returned to me without an
OrigClOrID (for instance in response to a non-update message), my
application throws an exception.  This is the error that it gives me:

Exception of type 'QuickFix.FieldNotFound' was thrown.

Obviously what I want to do is find out IF the OrigClOrdID field is used at
all in the execution report.  If so, I'd like to save it (to later be used
in one of our internal proprietary systems).  How can I do this?

merci!
azmat

-- 
View this message in context: http://www.nabble.com/Exception-of-type-%27QuickFix.FieldNotFound%27-was-thrown----How-do-I-get-rid-of-it--tp15579387p15579387.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] FIX Query

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

An execution report will probably be best since it gives back the  
order ID.  It makes it easier for the sender to identify the order  
that is being rejected.  There is no need to disconnect a user just  
because of a session level reject.

--oren

On Feb 18, 2008, at 9:24 AM, Parag Trivedi wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
> I have following queries.
> 1) For new single order request, for example, if I say I will  
> support value 1 & 2 for OrderType field and supposing couterparty  
> sends value 3 in request should I generate session-level reject? If  
> No, then should I forward the request with invalid value to trading  
> exchange and allow
> exchange to send rejection(execution report)?
> 2) If I reject any message at session-level after sending session  
> level reject, should I disconnect the sender?
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
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> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Market Data Request from Multiple PartyIDs

[open h. <ope...@ya...>]

Hi,

I haven't been able to resolve this repeating group issue related to getting Market Data from multiple banks(PartyIDs). There is no group like "FIX44::MarketDataRequest::NoRelatedSym" that I can add to the request. Also tried adding a generic group like this that also generated errors:

  FIX::Group noBanks;
  noBanks.setField(453,"5");
  noBanks.setField(448, "BANK1");
  noBanks.setField(448, "BANK2");
  noBanks.setField(448, "BANK3");
  noBanks.setField(448, "BANK4");
  noBanks.setField(448, "BANK5");
  mktDataRequest.addGroup(noBanks);

Please help me as what I need to do, in order to add 5 PartyIDs to my market data request?

Thanks.

       
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[Quickfix-developers] FIX Query

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

Hello,
I have following queries.
1) For new single order request, for example, if I say I will support value
1 & 2 for OrderType field and supposing couterparty sends value 3 in request
should I generate session-level reject? If No, then should I forward the
request with invalid value to trading exchange and allow
exchange to send rejection(execution report)?
 2) If I reject any message at session-level after sending session level
reject, should I disconnect the sender?

Re: [Quickfix-developers] 2 min disconnect parameter?

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

In your configuration file, set CheckLatency=N

On Feb 14, 2008, at 1:35 PM, Alex McFerron wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Tag 52 (SendingTime) is 2 mins apart from the fix clients system  
> time, quick fix will disconnect the session. Where in the code can  
> I change this?
>
> Does anyone know?
>
> Thanks,
> alex
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ 
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> Quickfix-developers mailing list
> Qui...@li...
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[Quickfix-developers] 2 min disconnect parameter?

[Alex M. <ale...@gm...>]

Tag 52 (SendingTime) is 2 mins apart from the fix clients system time, quick
fix will disconnect the session. Where in the code can I change this?

Does anyone know?

Thanks,
alex