quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Market Data Request

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

Nice!  I am using the ThreadedSocketInitiator.  The data from each session
will not need to interact with one another.  Basically, I am sending
requests (orders and market data) and then repackaging the responses (FIX
Messages) into our own proprietary objects and passing them along to our
internal financial subsystem.

I think this will work!  Beautiful job!

thanks!
Azmat


On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote:

> Depends on which initiator you use.  The SocketInitiator will keep them
> both in the same thread, while the ThreadedSocketInitiator will provide a
> thread for each session.  Whether they should be the same or different apps
> I guess depends on whether the session data needs to interact with each
> other.
> --oren
>
> On Feb 5, 2008, at 11:48 AM, mr azmat wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren-
>
> That sounds good.  Now the question is if I get two requests from our OMS
> (1 requesting Market Data and 1 order submission), and I send them both out
> (1 through the Market Data session and 1 through the Order Management
> session), would quickfix use two 'threads' to handle both requests OR should
> I create a separate application to handle Market Data Requests/Responses
> that works on its own thread?
>
> thanks!
> Azmat
>
> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> wrote:
>
> > 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
> >
> > On Feb 5, 2008, at 11:07 AM, mr azmat wrote:
> >
> > > Oren-
> > >
> > > I did speak to the representative at the brokerage firm, and they
> > > said that they needed to setup a separate connection on their FIX
> > > server for us.  Someone told me that typically Market Data Requests/
> > > Responses are over a separate IP.  Is this true?  And if so, how
> > > will quickfix handle sending multiple messages over two different
> > > connections?  Is there another line in the settings file for Market
> > > Data connections?
> > >
> > > thanks!
> > > Azmat
> >
> >
> -------------------------------------------------------------------------
> 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] Market Data Request

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

Depends on which initiator you use.  The SocketInitiator will keep  
them both in the same thread, while the ThreadedSocketInitiator will  
provide a thread for each session.  Whether they should be the same  
or different apps I guess depends on whether the session data needs  
to interact with each other.

--oren

On Feb 5, 2008, at 11:48 AM, mr azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren-
>
> That sounds good.  Now the question is if I get two requests from  
> our OMS (1 requesting Market Data and 1 order submission), and I  
> send them both out (1 through the Market Data session and 1 through  
> the Order Management session), would quickfix use two 'threads' to  
> handle both requests OR should I create a separate application to  
> handle Market Data Requests/Responses that works on its own thread?
>
> thanks!
> Azmat
>
> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> wrote:
> 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
>
> On Feb 5, 2008, at 11:07 AM, mr azmat wrote:
>
> > Oren-
> >
> > I did speak to the representative at the brokerage firm, and they
> > said that they needed to setup a separate connection on their FIX
> > server for us.  Someone told me that typically Market Data Requests/
> > Responses are over a separate IP.  Is this true?  And if so, how
> > will quickfix handle sending multiple messages over two different
> > connections?  Is there another line in the settings file for Market
> > Data connections?
> >
> > thanks!
> > Azmat
>
>
> ---------------------------------------------------------------------- 
> ---
> 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] Market Data Request

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

Oren-

That sounds good.  Now the question is if I get two requests from our OMS (1
requesting Market Data and 1 order submission), and I send them both out (1
through the Market Data session and 1 through the Order Management session),
would quickfix use two 'threads' to handle both requests OR should I create
a separate application to handle Market Data Requests/Responses that works
on its own thread?

thanks!
Azmat

On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> wrote:

> 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
>
> On Feb 5, 2008, at 11:07 AM, mr azmat wrote:
>
> > Oren-
> >
> > I did speak to the representative at the brokerage firm, and they
> > said that they needed to setup a separate connection on their FIX
> > server for us.  Someone told me that typically Market Data Requests/
> > Responses are over a separate IP.  Is this true?  And if so, how
> > will quickfix handle sending multiple messages over two different
> > connections?  Is there another line in the settings file for Market
> > Data connections?
> >
> > thanks!
> > Azmat
>
>

Re: [Quickfix-developers] Market Data Request

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

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

On Feb 5, 2008, at 11:07 AM, mr azmat wrote:

> Oren-
>
> I did speak to the representative at the brokerage firm, and they  
> said that they needed to setup a separate connection on their FIX  
> server for us.  Someone told me that typically Market Data Requests/ 
> Responses are over a separate IP.  Is this true?  And if so, how  
> will quickfix handle sending multiple messages over two different  
> connections?  Is there another line in the settings file for Market  
> Data connections?
>
> thanks!
> Azmat

Re: [Quickfix-developers] Market Data Request

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

Oren-

I did speak to the representative at the brokerage firm, and they said that
they needed to setup a separate connection on their FIX server for us.
Someone told me that typically Market Data Requests/Responses are over a
separate IP.  Is this true?  And if so, how will quickfix handle sending
multiple messages over two different connections?  Is there another line in
the settings file for Market Data connections?

thanks!
Azmat

On Feb 5, 2008 10:39 AM, Oren Miller <or...@qu...> wrote:

> Looks like you are creating the group correctly and adding it to the
> message.  When you say nothing happens, who are you sending it too?
> Have you talked to them regarding why you get nothing back?  Not even
> a reject?
>
> On Feb 4, 2008, at 5:00 PM, azmat wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > All-
> >
> > First of all I'd like to thank everyone that has helped me
> > understand and
> > use QF over the past few weeks.  Without the community's help, I
> > would be
> > miles behind and confused.
> >
> > I have a question regarding Market Data Requests.  I'm trying to
> > send a
> > request for MarketData, but I can't figure out how to do it.  The
> > constructor for the QuickFix42.MarketDataRequest has three parameters
> > (mdreqid, subscriptionrequesttype, and marketdepth).  I am able to
> > look up
> > these tags and fill in what I want for them, however according to
> > the FIX42
> > spec (page 65), there are a number of other fields that are required:
> >
> > NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.
> >
> > What I believe I need to do is create a Repeating Group.  So after
> > constructing a new MarketDataRequest object (called mdr), I wrote
> > this:
> >
> >             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> > QuickFix42.MarketDataRequest.NoRelatedSym();
> >
> > I believe this starts me off in creating a 'Repeating Group'.  I
> > only need
> > to request market data about 1 symbol at a time.  So I wrote this:
> >
> >  group.set(new Symbol("GC"));
> >             group.set(new SecurityExchange("ECOMEX"));
> >             group.set(new MaturityMonthYear("200804"));
> >             group.set(new SecurityType("FUT"));
> >
> >             mdr.addGroup(group);
> >             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
> >
> > When I send this, nothing happens.  I believe I am doing something
> > wrong,
> > but have no clue what.
> > Any help would be very much appreciated.  I tried searching in the
> > forums
> > for any help, but couldn't find any.
> >
> > Anyways, this is the code I have so far:
> >
> >             _mqReqId = "md" + DateTime.Now.ToString("HHmmss");
> >             QuickFix42.MarketDataRequest mdr = new
> > QuickFix42.MarketDataRequest(new MDReqID("unique"), new
> > SubscriptionRequestType('1'),
> >                                                         new
> > MarketDepth(1));
> >
> >             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> > QuickFix42.MarketDataRequest.NoRelatedSym();
> >             group.set(new Symbol("GC"));
> >             group.set(new SecurityExchange("ECOMEX"));
> >             group.set(new MaturityMonthYear("200804"));
> >             group.set(new SecurityType("FUT"));
> >
> >             mdr.addGroup(group);
> >             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
> >
> >
> > Can someone point me into the right direction?
> >
> > Thanks!
> > Azmat
> > --
> > View this message in context: http://www.nabble.com/Market-Data-
> > Request-tp15279801p15279801.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] Market Data Request

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

Looks like you are creating the group correctly and adding it to the  
message.  When you say nothing happens, who are you sending it too?   
Have you talked to them regarding why you get nothing back?  Not even  
a reject?

On Feb 4, 2008, at 5:00 PM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All-
>
> First of all I'd like to thank everyone that has helped me  
> understand and
> use QF over the past few weeks.  Without the community's help, I  
> would be
> miles behind and confused.
>
> I have a question regarding Market Data Requests.  I'm trying to  
> send a
> request for MarketData, but I can't figure out how to do it.  The
> constructor for the QuickFix42.MarketDataRequest has three parameters
> (mdreqid, subscriptionrequesttype, and marketdepth).  I am able to  
> look up
> these tags and fill in what I want for them, however according to  
> the FIX42
> spec (page 65), there are a number of other fields that are required:
>
> NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.
>
> What I believe I need to do is create a Repeating Group.  So after
> constructing a new MarketDataRequest object (called mdr), I wrote  
> this:
>
>             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> QuickFix42.MarketDataRequest.NoRelatedSym();
>
> I believe this starts me off in creating a 'Repeating Group'.  I  
> only need
> to request market data about 1 symbol at a time.  So I wrote this:
>
>  group.set(new Symbol("GC"));
>             group.set(new SecurityExchange("ECOMEX"));
>             group.set(new MaturityMonthYear("200804"));
>             group.set(new SecurityType("FUT"));
>
>             mdr.addGroup(group);
>             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
>
> When I send this, nothing happens.  I believe I am doing something  
> wrong,
> but have no clue what.
> Any help would be very much appreciated.  I tried searching in the  
> forums
> for any help, but couldn't find any.
>
> Anyways, this is the code I have so far:
>
>             _mqReqId = "md" + DateTime.Now.ToString("HHmmss");
>             QuickFix42.MarketDataRequest mdr = new
> QuickFix42.MarketDataRequest(new MDReqID("unique"), new
> SubscriptionRequestType('1'),
>                                                         new  
> MarketDepth(1));
>
>             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> QuickFix42.MarketDataRequest.NoRelatedSym();
>             group.set(new Symbol("GC"));
>             group.set(new SecurityExchange("ECOMEX"));
>             group.set(new MaturityMonthYear("200804"));
>             group.set(new SecurityType("FUT"));
>
>             mdr.addGroup(group);
>             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
>
>
> Can someone point me into the right direction?
>
> Thanks!
> Azmat
> -- 
> View this message in context: http://www.nabble.com/Market-Data- 
> Request-tp15279801p15279801.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] TransactTools - OpenFix TestSuite.

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

Rodrick,

It seems like a nice service.  However, I can't for the life of me seem to
get in.  I've setup an account a number of times but I can't seem to get in. 
What's your secret? 

thanks!
Azmat



Rodrick Brown wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I'm not sure if many are aware of OpenFIX by TransactTools but its a
> really
> wonderful service provide for free. OpenFix can be used to test your
> engine's compatibility against the FIX spec. It works in two modes client
> or
> server and performs various tests and gives you a nice report on the
> behavior of your FIX Engine.
> 
> -- 
> Rodrick R. Brown
> http://www.rodrickbrown.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
> 

-- 
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Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Market Data Request

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

All-

First of all I'd like to thank everyone that has helped me understand and
use QF over the past few weeks.  Without the community's help, I would be
miles behind and confused.  

I have a question regarding Market Data Requests.  I'm trying to send a
request for MarketData, but I can't figure out how to do it.  The
constructor for the QuickFix42.MarketDataRequest has three parameters
(mdreqid, subscriptionrequesttype, and marketdepth).  I am able to look up
these tags and fill in what I want for them, however according to the FIX42
spec (page 65), there are a number of other fields that are required:

NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.

What I believe I need to do is create a Repeating Group.  So after
constructing a new MarketDataRequest object (called mdr), I wrote this:

            QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();

I believe this starts me off in creating a 'Repeating Group'.  I only need
to request market data about 1 symbol at a time.  So I wrote this:

 group.set(new Symbol("GC"));
            group.set(new SecurityExchange("ECOMEX"));
            group.set(new MaturityMonthYear("200804"));
            group.set(new SecurityType("FUT"));

            mdr.addGroup(group);
            Session.sendToTarget(mdr, "senderCompID", "targetCompID");

When I send this, nothing happens.  I believe I am doing something wrong,
but have no clue what.  
Any help would be very much appreciated.  I tried searching in the forums
for any help, but couldn't find any.  

Anyways, this is the code I have so far:

            _mqReqId = "md" + DateTime.Now.ToString("HHmmss");
            QuickFix42.MarketDataRequest mdr = new
QuickFix42.MarketDataRequest(new MDReqID("unique"), new
SubscriptionRequestType('1'),
                                                        new MarketDepth(1));

            QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();
            group.set(new Symbol("GC"));
            group.set(new SecurityExchange("ECOMEX"));
            group.set(new MaturityMonthYear("200804"));
            group.set(new SecurityType("FUT"));

            mdr.addGroup(group);
            Session.sendToTarget(mdr, "senderCompID", "targetCompID");


Can someone point me into the right direction?  

Thanks!
Azmat
-- 
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Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] SocketMonitor Behaviour

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

I'm attempting to develop a FIX engine gateway using
QF  and I'm trying to leverage some of the comm
objects.  One of them that I'm attempting to use is
the SocketMonitor.  I use the socket_createAcceptor()
method from Utility.h and the pass the socket to the
SocketMonitor->addConnect() method and call block()
with a Strategy.

The socket is listening and I can telnet to it but the
onConnect() method of the Strategy never gets called. 
Shouldn't it? Am I missing something obvious?

Thanks,
Mike


      ____________________________________________________________________________________
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Re: [Quickfix-developers] .Net WinApp Crashes

[John T. <joh...@ea...>]

Thanks Shane.  It worked like a charm.

John Turner wrote:
> 
> Hi Everyone,
> 
> I am building a Windows Application using .Net Visual Studio 2008.  My
> Application keeps crashing.  I am able to log on to my test session, but
> after the first message the application simply crashes.  Oddly enough, my
> console application works wonderfully and does not have any problems.  Has
> anyone else encountered this issue in .NET Windows Application using QF? 
> Is it where I place the main entry for QF that matters?  For example in
> Program as opposed to below:
> 
>     public frmGlobalLinkMain()
>         {
>             InitializeComponent();
>                 
>               
> 
>         }
>  
> public class Application : QuickFix.MessageCracker, QuickFix.Application
>         {
>             public void onCreate(SessionID sessionID) { }
>             public void onLogon(SessionID sessionID) { }
>             public void onLogout(SessionID sessionID) { }
>             public void toAdmin(QuickFix.Message message, SessionID
> sessionID) { }
>             public void fromAdmin(QuickFix.Message message, SessionID
> sessionID) { }
>             public void toApp(QuickFix.Message message, SessionID
> sessionID) { }
>             public void fromApp(QuickFix.Message message, SessionID
> sessionID)
>             {
>                 crack(message, sessionID);
>             }
> 
>             public override void onMessage(QuickFix42.ExecutionReport
> message, SessionID sessionID)
>             {
> 
>             }
> 
>             public override void onMessage(QuickFix42.OrderCancelReject
> message, SessionID sessionID)
>             {
>             }
> 
>         }
> 
> 
>         private void Form1_Load(object sender, EventArgs e)
>         {
> 
> 
>             SessionSettings settings = new
> SessionSettings("C:\\GlobalLinkConfig\\configs\\Initiator\\Initiator.config");
>             Application application = new Application();
>             FileStoreFactory storeFactory = new
> FileStoreFactory(settings);
>             //ScreenLogFactory logFactory = new ScreenLogFactory(true,
> true, false);
>             MessageFactory messageFactory = new DefaultMessageFactory();
>             ThreadedSocketInitiator initiator = new
> ThreadedSocketInitiator(application, storeFactory, settings,
> messageFactory);
> 
>             initiator.start();
>         
>         }
> 
> Anyhow, I am seriously befuddled.  Any guidance would be helpful. 
> 
> Thanks,
> John
> 

-- 
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[Quickfix-developers] Status of Python bindings

[Christopher K. <cc...@cc...>]

I've been experimenting with the subversion revision of the quickfix
Python bindings, and have noticed several improvements:

* Socket initiators and acceptors now return from the start() method
* Proper tracebacks printed from application call back methods
fromAdmin() and toAdmin()
* Exposure of session specific DataDictionary through SessionSettings::get()

This is fantastic, when will the next release be?

I've also noticed problems constructing objects with arguments, for example:

In [1]: import quickfix as fix
In [2]: fix.ExecTransType(fix.ExecTransType_NEW)
---------------------------------------------------------------------------
<type 'exceptions.NotImplementedError'>   Traceback (most recent call last)

/export/home/chris/src/quickfix/examples/tradeclient/<ipython console>
in <module>()

/export/home/chris/lib/python2.5/site-packages/quickfix.py in
__init__(self, *args)
    945     __repr__ = _swig_repr
    946     def __init__(self, *args):
--> 947         this = _quickfix.new_ExecTransType(*args)
    948         try: self.this.append(this)
    949         except: self.this = this

<type 'exceptions.NotImplementedError'>: Wrong number of arguments for
overloaded function 'new_ExecTransType'.
  Possible C/C++ prototypes are:
    FIX::ExecTransType()
    FIX::ExecTransType(FIX_CHAR const &)

Calling fix.ExecTransType() and then setValue() works--is this a bug
or a feature?

chris@chimp:~/src/quickfix/src$ svn info quickfix.i
Path: quickfix.i
Name: quickfix.i
URL: https://quickfix.svn.sourceforge.net/svnroot/quickfix/trunk/quickfix/src/quickfix.i
Repository Root: https://quickfix.svn.sourceforge.net/svnroot/quickfix
Repository UUID: 533fcf9a-9214-0410-92c4-e4e556a5f8fb
Revision: 1944
Node Kind: file
Schedule: normal
Last Changed Author: orenmnero
Last Changed Rev: 1851
Last Changed Date: 2006-11-07 02:16:43 -0800 (Tue, 07 Nov 2006)
Text Last Updated: 2008-01-30 14:33:36 -0800 (Wed, 30 Jan 2008)
Checksum: fe43f829b9cadb4fa6f9d78492bf41c1

Re: [Quickfix-developers] quickfix 1.12.4 crashes in ThreadedSocketConnection

[Tron F. <tr...@gm...>]

Sure, here it is:
>
> libquickfix.so.10 => /usr/local/quickfix-1.12.4/lib/libquickfix.so.10
> (0x00257000)
> libmysqlclient.so.14 => /usr/lib/libmysqlclient.so.14 (0x00c7c000)
> libxml2.so.2 => /usr/lib/libxml2.so.2 (0x07af1000)
> libz.so.1 => /usr/lib/libz.so.1 (0x00c5a000)
> libpthread.so.0 => /lib/tls/libpthread.so.0 (0x00c36000)
> libACE-5.5.10.so => /usr/local/lib/libACE-5.5.10.so (0x00352000)
> libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0x00516000)
> libm.so.6 => /lib/tls/libm.so.6 (0x00b30000)
> libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x001ea000)
> libc.so.6 => /lib/tls/libc.so.6 (0x009fc000)
> libcrypt.so.1 => /lib/libcrypt.so.1 (0x0020e000)
> libnsl.so.1 => /lib/libnsl.so.1 (0x00946000)
> /lib/ld-linux.so.2 (0x009e2000)
> librt.so.1 => /lib/tls/librt.so.1 (0x001f4000)
> libdl.so.2 => /lib/libdl.so.2 (0x00b2a000)
> liblzo.so.1 => /usr/local/lib/liblzo.so.1 (0x0023c000)
>
> On Jan 30, 2008 2:00 PM, Rodrick Brown <rod...@gm...> wrote:
>
> > Tron can you paste the output of ldd for your quickfix application.
> >
> > On Jan 30, 2008 4:14 AM, Tron Fix <tr...@gm...> wrote:
> >
> > > QuickFIX Documentation:
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > >
> > >
> > > Hello everyone,
> > >
> > > I've an application made with quickfix 1.12.4 under RedHatEnterprise
> > > 4.
> > > It's running fine in RedHatEnterprise 3, but today we've this core in
> > > RHE4.
> > >
> > > 0 0x00a5ddfd in _int_free () from /lib/tls/libc.so.6
> > > 1 0x00a5e63a in free () from /lib/tls/libc.so.6
> > > 2 0x0070d041 in operator delete () from /usr/lib/libstdc++.so.6
> > > 3 0x00484646 in ~ThreadedSocketConnection (this=0xafd1a20) at
> > > ThreadedSocketConnection.cpp:63
> > > 4 0x0047d4a5 in FIX::ThreadedSocketAcceptor: :socketConnectionThread
> > > (p=0xaa7a068) at ThreadedSocketAcceptor.cpp:262
> > > 5 0x00c3b3cc in start_thread () from /lib/tls/libpthread.so.0
> > > 6 0x00ac4c3e in clone () from /lib/tls/libc.so.6
> > >
> > > There's only 4 sessions configurated, someone has seen this core
> > > before, some ideas?
> > >
> > > Regards
> > > Abel Monroy
> > >
> > >
> > > -------------------------------------------------------------------------
> > > 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
> > >
> >
> >
> >
> > --
> > Rodrick R. Brown
> > http://www.rodrickbrown.com
>
>
>

Re: [Quickfix-developers] quickfix 1.12.4 crashes in ThreadedSocketConnection

[Rodrick B. <rod...@gm...>]

Tron can you paste the output of ldd for your quickfix application.

On Jan 30, 2008 4:14 AM, Tron Fix <tr...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello everyone,
>
> I've an application made with quickfix 1.12.4 under RedHatEnterprise 4.
> It's running fine in RedHatEnterprise 3, but today we've this core in
> RHE4.
>
> 0 0x00a5ddfd in _int_free () from /lib/tls/libc.so.6
> 1 0x00a5e63a in free () from /lib/tls/libc.so.6
> 2 0x0070d041 in operator delete () from /usr/lib/libstdc++.so.6
> 3 0x00484646 in ~ThreadedSocketConnection (this=0xafd1a20) at
> ThreadedSocketConnection.cpp:63
> 4 0x0047d4a5 in FIX::ThreadedSocketAcceptor: :socketConnectionThread
> (p=0xaa7a068) at ThreadedSocketAcceptor.cpp:262
> 5 0x00c3b3cc in start_thread () from /lib/tls/libpthread.so.0
> 6 0x00ac4c3e in clone () from /lib/tls/libc.so.6
>
> There's only 4 sessions configurated, someone has seen this core before,
> some ideas?
>
> Regards
> Abel Monroy
>
> -------------------------------------------------------------------------
> 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
>



-- 
Rodrick R. Brown
http://www.rodrickbrown.com

Re: [Quickfix-developers] Custom Fields

[Mikhail V. <mve...@gm...>]

Thank you Brian,

QuickFix was rejecting messages due to the use of the custom Field but I =
was looking to avoid hacking QF (as easy as it looks and sounds).  I =
will try the XML, but I think I will try to use the ValidateCustomFields =
=3D N (don't shoot if the name of the parameter is wrong it's from =
memory) in the configuration first.

Regards,

Mikhail
  ----- Original Message -----=20
  From: Brian Erst=20
  To: Mikhail Veygman ; qui...@li...=20
  Sent: Tuesday, January 29, 2008 10:49 AM
  Subject: Re: [Quickfix-developers] Custom Fields


  It depends on what you mean by "recognize".=20

  If you simply mean that you want QF to allow that field on an inbound =
message, it should work just fine as is - you just need to access the =
field via message.getField() instead of message.get(). If QF is =
rejecting the message due to your custom field (that shouldn't happen), =
you should be able to modify the appropriate XML file (FIX4n.XML, where =
"n" is 0-4).

  If you want full-blown support for your custom field (the field exists =
in the QuickFix namespace and is an integral part of your classes), then =
you need to create a custom version of QuickFIX, which is not nearly as =
hard as it sounds.

  I even wrote a document describing how it's done: =
http://www.nabble.com/Custom-Messages-Classes-Tutorial-p13495584.html

  Oren at one point indicated that he would put that document up on the =
website, but I don't think he's gotten around to it yet.

  Hope this helps.

  - Brian Erst
  Thynk Software, Inc.


  ----- Original Message ----
  From: Mikhail Veygman <mve...@gm...>
  To: qui...@li...
  Sent: Tuesday, January 29, 2008 4:04:59 AM
  Subject: [Quickfix-developers] Custom Fields

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


  All,

  When defining custom user fields:

  USER_DEFINE_STRING(CUSTOM, 9980);

  Is there any way to make the library recognize this field when it is =
being received outside of hacking the Header Files?

  Regards,

  Mikhail


  -----Inline Attachment Follows-----

  =
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  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...
  https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] quickfix 1.12.4 crashes in ThreadedSocketConnection

[Tron F. <tr...@gm...>]

Hello everyone,

I've an application made with quickfix 1.12.4 under RedHatEnterprise 4.
It's running fine in RedHatEnterprise 3, but today we've this core in RHE4.

0 0x00a5ddfd in _int_free () from /lib/tls/libc.so.6
1 0x00a5e63a in free () from /lib/tls/libc.so.6
2 0x0070d041 in operator delete () from /usr/lib/libstdc++.so.6
3 0x00484646 in ~ThreadedSocketConnection (this=0xafd1a20) at
ThreadedSocketConnection.cpp:63
4 0x0047d4a5 in FIX::ThreadedSocketAcceptor::socketConnectionThread
(p=0xaa7a068) at ThreadedSocketAcceptor.cpp:262
5 0x00c3b3cc in start_thread () from /lib/tls/libpthread.so.0
6 0x00ac4c3e in clone () from /lib/tls/libc.so.6

There's only 4 sessions configurated, someone has seen this core before,
some ideas?

Regards
Abel Monroy

Re: [Quickfix-developers] .Net WinApp Crashes

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

John,

Seems like your initiator object should be a form-level object so that it
won't be destroyed/collected
when Form1_Load ends.


>
> Hi Everyone,
>
> I am building a Windows Application using .Net Visual Studio 2008.  My
> Application keeps crashing.  I am able to log on to my test session, but
> after the first message the application simply crashes.  Oddly enough, my
> console application works wonderfully and does not have any problems.  Has
> anyone else encountered this issue in .NET Windows Application using
> QF?  Is
> it where I place the main entry for QF that matters?  For example in
> Program
> as opposed to below:
>
>         private void Form1_Load(object sender, EventArgs e)
>         {
>
>
>             SessionSettings settings = new
>
> SessionSettings("C:\\GlobalLinkConfig\\configs\\Initiator\\Initiator.config");
>             Application application = new Application();
>             FileStoreFactory storeFactory = new
> FileStoreFactory(settings);
>             //ScreenLogFactory logFactory = new ScreenLogFactory(true,
> true,
> false);
>             MessageFactory messageFactory = new DefaultMessageFactory();
>             ThreadedSocketInitiator initiator = new
> ThreadedSocketInitiator(application, storeFactory, settings,
> messageFactory);
>
>             initiator.start();
>
>         }
>
>

Re: [Quickfix-developers] Custom Fields

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

It depends on what you mean by "recognize". 

If you simply mean that you want QF to allow that field on an inbound message, it should work just fine as is - you just need to access the field via message.getField() instead of message.get(). If QF is rejecting the message due to your custom field (that shouldn't happen), you should be able to modify the appropriate XML file (FIX4n.XML, where "n" is 0-4).

If you want full-blown support for your custom field (the field exists in the QuickFix namespace and is an integral part of your classes), then you need to create a custom version of QuickFIX, which is not nearly as hard as it sounds.

I even wrote a document describing how it's done: http://www.nabble.com/Custom-Messages-Classes-Tutorial-p13495584.html

Oren at one point indicated that he would put that document up on the website, but I don't think he's gotten around to it yet.

Hope this helps.

- Brian Erst
Thynk Software, Inc.

----- Original Message ----
From: Mikhail Veygman <mve...@gm...>
To: qui...@li...
Sent: Tuesday, January 29, 2008 4:04:59 AM
Subject: [Quickfix-developers] Custom Fields


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



 
 


All,

 

When defining custom user fields:

 

USER_DEFINE_STRING(CUSTOM, 9980);

 

Is there any way to make the library recognize this 
field when it is being received outside of hacking the Header 
Files?

 

Regards,

 

Mikhail


-----Inline Attachment Follows-----

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SF.net 
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by: 
Microsoft
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all 
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Visual 
Studio 
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_______________________________________________
Quickfix-developers 
mailing 
list
Qui...@li...
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[Quickfix-developers] Custom Fields

[Mikhail V. <mve...@gm...>]

All,

When defining custom user fields:

USER_DEFINE_STRING(CUSTOM, 9980);

Is there any way to make the library recognize this field when it is =
being received outside of hacking the Header Files?

Regards,

Mikhail

[Quickfix-developers] .Net WinApp Crashes

[John T. <joh...@ea...>]

Hi Everyone,

I am building a Windows Application using .Net Visual Studio 2008.  My
Application keeps crashing.  I am able to log on to my test session, but
after the first message the application simply crashes.  Oddly enough, my
console application works wonderfully and does not have any problems.  Has
anyone else encountered this issue in .NET Windows Application using QF?  Is
it where I place the main entry for QF that matters?  For example in Program
as opposed to below:

    public frmGlobalLinkMain()
        {
            InitializeComponent();
                
              

        }
 
public class Application : QuickFix.MessageCracker, QuickFix.Application
        {
            public void onCreate(SessionID sessionID) { }
            public void onLogon(SessionID sessionID) { }
            public void onLogout(SessionID sessionID) { }
            public void toAdmin(QuickFix.Message message, SessionID
sessionID) { }
            public void fromAdmin(QuickFix.Message message, SessionID
sessionID) { }
            public void toApp(QuickFix.Message message, SessionID sessionID)
{ }
            public void fromApp(QuickFix.Message message, SessionID
sessionID)
            {
                crack(message, sessionID);
            }

            public override void onMessage(QuickFix42.ExecutionReport
message, SessionID sessionID)
            {

            }

            public override void onMessage(QuickFix42.OrderCancelReject
message, SessionID sessionID)
            {
            }

        }


        private void Form1_Load(object sender, EventArgs e)
        {


            SessionSettings settings = new
SessionSettings("C:\\GlobalLinkConfig\\configs\\Initiator\\Initiator.config");
            Application application = new Application();
            FileStoreFactory storeFactory = new FileStoreFactory(settings);
            //ScreenLogFactory logFactory = new ScreenLogFactory(true, true,
false);
            MessageFactory messageFactory = new DefaultMessageFactory();
            ThreadedSocketInitiator initiator = new
ThreadedSocketInitiator(application, storeFactory, settings,
messageFactory);

            initiator.start();
        
        }

Anyhow, I am seriously befuddled.  Any guidance would be helpful. 

Thanks,
John
-- 
View this message in context: http://www.nabble.com/.Net-WinApp-Crashes-tp15153684p15153684.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] logging information using QF (w/ C#)

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

Nilesh,

After rereading your email and looking at the example code, it is making
sense. 
What I would like to do is the 'myDialogLogFactory' route (instead of file
reads).  The problem is that I don't know how to create such a class. 
Should I implement from the Log Interface (onincoming, onoutgoing, onevent,
etc)?  Should I just write my custom code in say, myDialogLogFactory.onEvent
and such (writing to my windows form).  Is the 'wiring' of
myDialogLogFactory getting triggered run under the covers?

It's slowly making sense.  
Any suggestions would be very much appreciated!

thanks!
Azmat


Nilesh.Gajjar wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hope you have the source code of the Fix engine - if not, can download
> from the openfix website.
> 
> You can find the objects I mentioned in the Fix namespace.
> 
> Regards
> -Nilesh
> 

-- 
View this message in context: http://www.nabble.com/logging-information-using-QF-%28w--C-%29-tp15075533p15153435.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] [Quickfixj-users] [Quickfix-users] TransactTools - OpenFix TestSuite.

[Toli K. <to...@ma...>]

Rodrick,

We've had really good experience with OpenFIX while certifying the
open-source Marketcetera trading platform as well. It's a very useful
tool.

Since Marketcetera is built on top of QuickFIX/J, it also means that
QFJ is certified against OpenFIX as well..

On 1/28/08, Oren Miller <or...@qu...> wrote:
> QuickFIX/J Documentation:
> http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>  Yeah, it's a nice service.  We certified QuickFIX on it early in its
> development.
>
> --oren
>
>
> On Jan 27, 2008, at 10:29 AM, Rodrick Brown wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>  I'm not sure if many are aware of OpenFIX by TransactTools but its a really
> wonderful service provide for free. OpenFix can be used to test your
> engine's compatibility against the FIX spec. It works in two modes client or
> server and performs various tests and gives you a nice report on the
> behavior of your FIX Engine.
>
> --
> Rodrick R. Brown
> http://www.rodrickbrown.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-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
> -------------------------------------------------------------------------
> 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/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>


-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfix-developers] [Quickfix-users] TransactTools - OpenFix TestSuite.

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

Yeah, it's a nice service.  We certified QuickFIX on it early in its  
development.

--oren

On Jan 27, 2008, at 10:29 AM, Rodrick Brown wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm not sure if many are aware of OpenFIX by TransactTools but its  
> a really wonderful service provide for free. OpenFix can be used to  
> test your engine's compatibility against the FIX spec. It works in  
> two modes client or server and performs various tests and gives you  
> a nice report on the behavior of your FIX Engine.
>
> -- 
> Rodrick R. Brown
> http://www.rodrickbrown.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-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-developers] TransactTools - OpenFix TestSuite.

[Rodrick B. <rod...@gm...>]

I guess it would be nice to provide a url in the original email :)
http://www.openfix.net/

On Jan 27, 2008 11:29 AM, Rodrick Brown <rod...@gm...> wrote:

> I'm not sure if many are aware of OpenFIX by TransactTools but its a
> really wonderful service provide for free. OpenFix can be used to test your
> engine's compatibility against the FIX spec. It works in two modes client or
> server and performs various tests and gives you a nice report on the
> behavior of your FIX Engine.
>
> --
> Rodrick R. Brown
> http://www.rodrickbrown.com

[Quickfix-developers] TransactTools - OpenFix TestSuite.

[Rodrick B. <rod...@gm...>]

I'm not sure if many are aware of OpenFIX by TransactTools but its a really
wonderful service provide for free. OpenFix can be used to test your
engine's compatibility against the FIX spec. It works in two modes client or
server and performs various tests and gives you a nice report on the
behavior of your FIX Engine.

-- 
Rodrick R. Brown
http://www.rodrickbrown.com

[Quickfix-developers] Marking messages unprocessed

[Mikhail V. <mve...@gm...>]

Hi All,

Is there any way from the onMessage to tell quickfix that the message =
has not been processed and it needs to reprocess it again?

Regards,

Mikhail