quickfix-developers — QuickFIX developers forum

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

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

Nilesh,

I have the source code for the quickfix engine.  
What is located at the openfix website (openfix.com)?

Also, I looked at the FileLog and ScreenLog classes in the quickfix source,
but I'm unsure how exactly to use them.  Do you have more insight into this? 
Any help would again be 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
> 

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Re: [Quickfix-developers] Lost Messages?

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

Nevermind.  I just took at look at ThreadedSocketInitiator and saw that
quickfix creates its own MessageStoreFactory.  I presume its for use of
storing and resending messages whenever needed.  

It's a beautiful thing.

azmat



Mike,

Is this something that I need to implement and use, or is it something that
QF uses internally?

Regards-
Azmat


Bugzilla from mic...@ya... wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I believe that's what the message store is used for.
> 
> 
> 
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Re: [Quickfix-developers] Lost Messages?

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

Mike,

Is this something that I need to implement and use, or is it something that
QF uses internally?

Regards-
Azmat


Bugzilla from mic...@ya... wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I believe that's what the message store is used for.
> 
> 
> 

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Re: [Quickfix-developers] Lost Messages?

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

I believe that's what the message store is used for.

--- azmat <mr...@gm...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> 
> Oren and Mike,
> 
> thanks!  Ok so what I've been trying to ask is this:
> 
> when the counterparty sends that resend request
> message, will my code
> (FIXClient) need to 'remember' each message (in
> order to send it in the
> event of a resend request) or will QF remember which
> message it sent, and
> then resend whatever is being requested?  Basically
> I imagine that there
> needs to be some sort of data structure that stores
> Messages in the case of
> a resend request, so that we can actually look that
> message up and resend
> it.  I am wondering if this is something that I need
> to implement, or
> something that QF has built-in.
> 
> thanks!
> Azmat
> 
> 
> Oren Miller wrote:
> > 
> > QuickFIX Documentation:
> >
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> http://www.quickfixengine.org/services.html
> > 
> > A FIX engine won't process any message until all
> previous messages  
> > have been processed.  If a message gets "lost",
> the counterparty will  
> > not process any of your subsequent messages until
> the lost messages  
> > is recovered.  This will generally be done through
> resend requests  
> > from them to you.
> > 
> > --oren
> > 
> > 
> 
> -- 
> View this message in context:
>
http://www.nabble.com/Lost-Messages--tp15082077p15093430.html
> Sent from the QuickFIX - Dev mailing list archive at
> Nabble.com.
> 
> 
>
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> Defy all challenges. Microsoft(R) Visual Studio
> 2008.
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> Qui...@li...
>
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Re: [Quickfix-developers] Lost Messages?

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

Oren and Mike,

thanks!  Ok so what I've been trying to ask is this:

when the counterparty sends that resend request message, will my code
(FIXClient) need to 'remember' each message (in order to send it in the
event of a resend request) or will QF remember which message it sent, and
then resend whatever is being requested?  Basically I imagine that there
needs to be some sort of data structure that stores Messages in the case of
a resend request, so that we can actually look that message up and resend
it.  I am wondering if this is something that I need to implement, or
something that QF has built-in.

thanks!
Azmat


Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> A FIX engine won't process any message until all previous messages  
> have been processed.  If a message gets "lost", the counterparty will  
> not process any of your subsequent messages until the lost messages  
> is recovered.  This will generally be done through resend requests  
> from them to you.
> 
> --oren
> 
> 

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Re: [Quickfix-developers] Lost Messages?

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

Well, if by "lost" you mean the broker never got it,
then when you send the next message it will have the
next msgseqnum and the broker's fixengine will ask for
a gapfill because it was expecting the seq # of the
lost message.  This should cause QF to resend the
message that got lost.

Mike
 
--- azmat <mr...@gm...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> 
> Mike,
> 
> Thanks for your suggestion.  I have tested this and
> it works nicely. 
> However, I would like to know how QF takes care of
> messages that are lost. 
> Actual FIX messages and not just the administrative
> messages (involving
> sequence reset, login, session, etc).  So for
> example, say I send a new
> order submit message and it gets 'lost' on the way
> to my broker and I send a
> few more messages but receive their ack from the
> broker, how would QF handle
> that one 'lost' message that I sent earlier?
> 
> thanks!
> Azmat
> 
> 
> Bugzilla from mic...@ya... wrote:
> > 
> > QuickFIX Documentation:
> >
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> http://www.quickfixengine.org/services.html
> > 
> > I would try a couple of things.  
> > 
> > 1) Bring down the server and reset the 'in'
> sequence
> > number to a value less the cut current. You should
> see
> > it do a gapfill/resend.
> > 2) Manually increment your outgoing sequence
> number to
> > something larger then what your currently at on
> the
> > client. The server should request a
> gapfill/resend.
> > 
> > Mike
> > 
> > 
> 
> -- 
> View this message in context:
>
http://www.nabble.com/Lost-Messages--tp15082077p15093016.html
> Sent from the QuickFIX - Dev mailing list archive at
> Nabble.com.
> 
> 
>
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> Defy all challenges. Microsoft(R) Visual Studio
> 2008.
>
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> _______________________________________________
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> Qui...@li...
>
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Re: [Quickfix-developers] Lost Messages?

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

A FIX engine won't process any message until all previous messages  
have been processed.  If a message gets "lost", the counterparty will  
not process any of your subsequent messages until the lost messages  
is recovered.  This will generally be done through resend requests  
from them to you.

--oren

On Jan 25, 2008, at 11:39 AM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Mike,
>
> Thanks for your suggestion.  I have tested this and it works nicely.
> However, I would like to know how QF takes care of messages that  
> are lost.
> Actual FIX messages and not just the administrative messages  
> (involving
> sequence reset, login, session, etc).  So for example, say I send a  
> new
> order submit message and it gets 'lost' on the way to my broker and  
> I send a
> few more messages but receive their ack from the broker, how would  
> QF handle
> that one 'lost' message that I sent earlier?
>
> thanks!
> Azmat
>
>
> Bugzilla from mic...@ya... wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I would try a couple of things.
>>
>> 1) Bring down the server and reset the 'in' sequence
>> number to a value less the cut current. You should see
>> it do a gapfill/resend.
>> 2) Manually increment your outgoing sequence number to
>> something larger then what your currently at on the
>> client. The server should request a gapfill/resend.
>>
>> Mike
>>
>>
>
> -- 
> View this message in context: http://www.nabble.com/Lost-Messages-- 
> tp15082077p15093016.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] Lost Messages?

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

Mike,

Thanks for your suggestion.  I have tested this and it works nicely. 
However, I would like to know how QF takes care of messages that are lost. 
Actual FIX messages and not just the administrative messages (involving
sequence reset, login, session, etc).  So for example, say I send a new
order submit message and it gets 'lost' on the way to my broker and I send a
few more messages but receive their ack from the broker, how would QF handle
that one 'lost' message that I sent earlier?

thanks!
Azmat


Bugzilla from mic...@ya... wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I would try a couple of things.  
> 
> 1) Bring down the server and reset the 'in' sequence
> number to a value less the cut current. You should see
> it do a gapfill/resend.
> 2) Manually increment your outgoing sequence number to
> something larger then what your currently at on the
> client. The server should request a gapfill/resend.
> 
> Mike
> 
> 

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Re: [Quickfix-developers] Lost Messages?

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

I would try a couple of things.  

1) Bring down the server and reset the 'in' sequence
number to a value less the cut current. You should see
it do a gapfill/resend.
2) Manually increment your outgoing sequence number to
something larger then what your currently at on the
client. The server should request a gapfill/resend.

Mike

--- Nil...@co... wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> 
> Yes - Message Resend/ Gapfill, is taken care by the
> QF. You don't need
> to worry about it.
> 
> However, it would be good to know if someone can
> throw some light on,
> How to simulate the packet/message drop in test
> environment.
> 
> Regards
> -nilesh
> 
> >-----Original Message-----
> >From:
> qui...@li...
> [mailto:quickfix-
> >dev...@li...] On Behalf
> Of azmat
> >Sent: Friday, January 25, 2008 12:28 PM
> >To: qui...@li...
> >Subject: [Quickfix-developers] Lost Messages?
> >
> >QuickFIX Documentation:
>
>http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> >
> >All,
> >
> >I have another concern, and I couldn't find the
> answer to it anywhere
> in
> >the
> >forums.  I'm sure its probably a simple question to
> answer but I just
> don't
> >know it :-)
> >
> >What happens when I send a message to a FIX Server
> (from my own FIX
> client)
> >and somehow the message is dropped or lost.  Does
> QF store the messages
> in
> >some sort of queue where it can resend the messages
> or is this
> something I
> >will need to write?  I believe according to the the
> FIX spec there are
> many
> >requirements for FIX engines and how they are
> supposed to handle these
> >scenarios with gapfill procedures.      I was
> wondering how this is
> handled
> >by QF.  Any help would be much appreciated!
> >
> >thanks!
> >Azmat
> >--
> >View this message in context:
> http://www.nabble.com/Lost-Messages--
> >tp15082077p15082077.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
> 
> This e-mail and any files transmitted with it are
> for the sole use of the intended recipient(s) and
> may contain confidential and privileged information.
> If you are not the intended recipient, please
> contact the sender by reply e-mail and destroy all
> copies of the original message.
> Any unauthorised review, use, disclosure,
> dissemination, forwarding, printing or copying of
> this email or any action taken in reliance on this
> e-mail is strictly
> prohibited and may be unlawful.
> 
>
-------------------------------------------------------------------------
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> Defy all challenges. Microsoft(R) Visual Studio
> 2008.
>
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> Quickfix-developers mailing list
> Qui...@li...
>
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> 



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Re: [Quickfix-developers] Lost Messages?

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

Nilesh,

Thank you for all of your help!!  Do you know where I can read more about
the resend/gapfill processes that QF has to offer?  

azmat


Nilesh.Gajjar wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Yes - Message Resend/ Gapfill, is taken care by the QF. You don't need
> to worry about it.
> 
> However, it would be good to know if someone can throw some light on,
> How to simulate the packet/message drop in test environment.
> 
> Regards
> -nilesh
> 
> 

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Re: [Quickfix-developers] Lost Messages?

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

Yes - Message Resend/ Gapfill, is taken care by the QF. You don't need
to worry about it.=0D

However, it would be good to know if someone can throw some light on,
How to simulate the packet/message drop in test environment.

Regards
-nilesh

>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of azmat
>Sent: Friday, January 25, 2008 12:28 PM
>To: qui...@li...
>Subject: [Quickfix-developers] Lost Messages?
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>All,
>
>I have another concern, and I couldn't find the answer to it anywhere
in
>the
>forums.  I'm sure its probably a simple question to answer but I just
don't
>know it :-)
>
>What happens when I send a message to a FIX Server (from my own FIX
client)
>and somehow the message is dropped or lost.  Does QF store the messages
in
>some sort of queue where it can resend the messages or is this
something I
>will need to write?  I believe according to the the FIX spec there are
many
>requirements for FIX engines and how they are supposed to handle these
>scenarios with gapfill procedures.      I was wondering how this is
handled
>by QF.  Any help would be much appreciated!
>
>thanks!
>Azmat
>--
>View this message in context: http://www.nabble.com/Lost-Messages--
>tp15082077p15082077.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

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 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.=0D
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=0D
prohibited and may be unlawful.

[Quickfix-developers] Lost Messages?

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

All,

I have another concern, and I couldn't find the answer to it anywhere in the
forums.  I'm sure its probably a simple question to answer but I just don't
know it :-)

What happens when I send a message to a FIX Server (from my own FIX client)
and somehow the message is dropped or lost.  Does QF store the messages in
some sort of queue where it can resend the messages or is this something I
will need to write?  I believe according to the the FIX spec there are many
requirements for FIX engines and how they are supposed to handle these
scenarios with gapfill procedures.      I was wondering how this is handled
by QF.  Any help would be much appreciated!

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

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

Hope you have the source code of the Fix engine - if not, can download
from the openfix website.=0D

You can find the objects I mentioned in the Fix namespace.

Regards
-Nilesh

>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of azmat
>Sent: Friday, January 25, 2008 12:22 PM
>To: qui...@li...
>Subject: Re: [Quickfix-developers] logging information using QF (w/ C#)
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Nilesh,
>
>Thanks for your help.  I'll definitely take a look at that.  Where
would I
>start to look at the implementation of FileLog and ScreenLog?  Where
are
>the
>classes for this?
>
>thanks!
>azmat
>
>
>
>Nilesh.Gajjar wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Azmat
>>
>> My suggestion would be - look at the implementation of the FileLog
and
>> ScreenLog. I guess, as of now QF supports only two types of log,
>> standard output screen or file based log. That means you need to
write
>> your own myScreenLog and myScreenLogFactory (similar to
>> Screen/FileLog/LogFactory).
>>
>> QF tracks three types of messages - incoming, outgoing and events.
>> Login, Logoff, Gap in SeqNo etc would be events, Its up to you how
you
>> want to display these different types of events - login event with
black
>> colour, connection drop with red colour.
>>
>> Hope this will help
>>
>> -Nilesh
>>
>
>--
>View this message in context:
http://www.nabble.com/logging-information-
>using-QF-%28w--C-%29-tp15075533p15082067.html
>Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
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>Defy all challenges. Microsoft(R) Visual Studio 2008.
>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>_______________________________________________
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>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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.=0D
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=0D
prohibited and may be unlawful.

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

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

Nilesh,

Thanks for your help.  I'll definitely take a look at that.  Where would I
start to look at the implementation of FileLog and ScreenLog?  Where are the
classes for this?

thanks!
azmat



Nilesh.Gajjar wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Azmat
> 
> My suggestion would be - look at the implementation of the FileLog and
> ScreenLog. I guess, as of now QF supports only two types of log,
> standard output screen or file based log. That means you need to write
> your own myScreenLog and myScreenLogFactory (similar to
> Screen/FileLog/LogFactory).
> 
> QF tracks three types of messages - incoming, outgoing and events.
> Login, Logoff, Gap in SeqNo etc would be events, Its up to you how you
> want to display these different types of events - login event with black
> colour, connection drop with red colour.
> 
> Hope this will help
> 
> -Nilesh
> 

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

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

Azmat

My suggestion would be - look at the implementation of the FileLog and
ScreenLog. I guess, as of now QF supports only two types of log,
standard output screen or file based log. That means you need to write
your own myScreenLog and myScreenLogFactory (similar to
Screen/FileLog/LogFactory).=0D

QF tracks three types of messages - incoming, outgoing and events.
Login, Logoff, Gap in SeqNo etc would be events, Its up to you how you
want to display these different types of events - login event with black
colour, connection drop with red colour.

Hope this will help

-Nilesh

>-----Original Message-----
>From: qui...@li...
[mailto:quickfix-
>dev...@li...] On Behalf Of azmat
>Sent: Friday, January 25, 2008 3:01 AM
>To: qui...@li...
>Subject: [Quickfix-developers] logging information using QF (w/ C#)
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>All-
>
>Thank you so much to everyone that has helped me 'learn' QF over the
past
>couple of weeks.  I have another  request from the community and any
>guidance would be very much appreciated.  I need to create a FIX client
>(but
>as software that will reside on a server on our end).  This FIX Client
will
>act as the code that transmits/receives FIX based messages to/from our
>broker.
>
>The idea is that we will be submitting "jobs" (FIX-based messages) to
it
>and
>it will handle the processing of them.  We will install this on a
server
>and
>have it run alone.  What I need to do is to display any
relevant/important
>messages (administrative, session, etc) onto a windows form.  I am
unsure
>how to get access to this kind of information using the QF api.
>
>The types of information I would like to display is:
>
>if a message was dropped,
>sequence number issues,
>logon/logoff messages,
>any sort of rejected messages and the gapfill measures that were taken
>
>I would also like to have a green/red light to display my connection
with
>the broker.  If it goes down, I'd like to display the red light, and if
it
>is up...the green light.  I imagine I could do something like this with
the
>hearbeat message.
>
>
>Any clues on how I can use the logging features of the QF API in order
to
>display audit-messages that the QF engine provides?
>
>thanks!
>azmat
>
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>using-QF-%28w--C-%29-tp15075533p15075533.html
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[Quickfix-developers] logging information using QF (w/ C#)

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

All-

Thank you so much to everyone that has helped me 'learn' QF over the past
couple of weeks.  I have another  request from the community and any
guidance would be very much appreciated.  I need to create a FIX client (but
as software that will reside on a server on our end).  This FIX Client will
act as the code that transmits/receives FIX based messages to/from our
broker.  

The idea is that we will be submitting "jobs" (FIX-based messages) to it and
it will handle the processing of them.  We will install this on a server and
have it run alone.  What I need to do is to display any relevant/important
messages (administrative, session, etc) onto a windows form.  I am unsure
how to get access to this kind of information using the QF api.  

The types of information I would like to display is:

if a message was dropped,
sequence number issues, 
logon/logoff messages,
any sort of rejected messages and the gapfill measures that were taken

I would also like to have a green/red light to display my connection with
the broker.  If it goes down, I'd like to display the red light, and if it
is up...the green light.  I imagine I could do something like this with the
hearbeat message.  


Any clues on how I can use the logging features of the QF API in order to
display audit-messages that the QF engine provides?

thanks!
azmat

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Re: [Quickfix-developers] Some Basics...

[Craig H. <fir...@ho...>]

I was just hoping that Id find someone that has done some frex with Hotspot=
, that might have some sample code..
> Date: Tue, 22 Jan 2008 11:02:32 -0600> From: rh...@wo...> CC: quickfi=
x-d...@li...> Subject: Re: [Quickfix-developers] Some=
 Basics...> > QuickFIX Documentation: http://www.quickfixengine.org/quickfi=
x/doc/html/index.html> QuickFIX Support: http://www.quickfixengine.org/serv=
ices.html> > > QuickFix works fine with HotSpot.> > Cheers,> Rich> > > > Cr=
aig Hammon wrote:> > QuickFIX Documentation: http://www.quickfixengine.org/=
quickfix/doc/html/index.html> > QuickFIX Support: http://www.quickfixengine=
.org/services.html> >> > > >> > -------------------------------------------=
-----------------------------> >> > Hi,> > Ive been writing code for 16 yea=
rs..> > I do most of my work in Delphi and C.> > I havent done any .NET..I =
need to write a forex app that talks to > > HOTSPOT broker..> > > > Questio=
ns..> > > > 1. Is there a way to do FIX using Quickfix with Winapi? Or Only=
 .NET?> > > > 2. Is anyone using FIX to talk to HOTSPOT.> > > > I really ne=
ed somewhere to start.. Im Rock solid in TCP/IP, written > > most of my win=
sock stuff from scratch.. I just get tripped up on the > > FIX Protocol.. I=
m not sure what part applies to me and what part doesnt..> > > > > >> >> > =
------------------------------------------------------------------------> >=
 Climb to the top of the charts! Play the word scramble challenge with > > =
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arshuffle_wlmailtextlink_jan> > >> > --------------------------------------=
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Re: [Quickfix-developers] Some Basics...

[Rich H. <rh...@wo...>]

QuickFix works fine with HotSpot.

Cheers,
Rich



Craig Hammon wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>   
>
> ------------------------------------------------------------------------
>
> Hi,
> Ive been writing code for 16 years..
> I do most of my work in Delphi and C.
> I havent done any .NET..I need to write a forex app that talks to 
> HOTSPOT broker..
>  
> Questions..
>  
> 1. Is there a way to do FIX using Quickfix with Winapi? Or Only .NET?
>  
> 2. Is anyone using FIX to talk to HOTSPOT.
>  
> I really need somewhere to start.. Im Rock solid in TCP/IP, written 
> most of my winsock stuff from scratch..  I just get tripped up on the 
> FIX Protocol.. Im not sure what part applies to me and what part doesnt..
>  
>  
>
>
> ------------------------------------------------------------------------
> Climb to the top of the charts! Play the word scramble challenge with 
> star power. Play now! 
> <http://club.live.com/star_shuffle.aspx?icid=starshuffle_wlmailtextlink_jan> 
>
> ------------------------------------------------------------------------
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
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> ------------------------------------------------------------------------
>
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> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers



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[Quickfix-developers] Some Basics...

[Craig H. <fir...@ho...>]

Hi,Ive been writing code for 16 years..I do most of my work in Delphi and C=
.I havent done any .NET..I need to write a forex app that talks to HOTSPOT =
broker.. Questions.. 1. Is there a way to do FIX using Quickfix with Winapi=
? Or Only .NET? 2. Is anyone using FIX to talk to HOTSPOT. I really need so=
mewhere to start.. Im Rock solid in TCP/IP, written most of my winsock stuf=
f from scratch..  I just get tripped up on the FIX Protocol.. Im not sure w=
hat part applies to me and what part doesnt.. =20
_________________________________________________________________
Climb to the top of the charts!=A0Play the word scramble challenge with sta=
r power.
http://club.live.com/star_shuffle.aspx?icid=3Dstarshuffle_wlmailtextlink_ja=
n=

[Quickfix-developers] .NET Faults Performance Problems.

[<phi...@ta...>]

Hi, =0AI;ve been using quickfix for a few years, in quite a large scale ent=
erprise application. Server is a .NET Fix Server using the latest 1.12.4 re=
lease, running in .NET 2.0. Generally performance has been OK, however whil=
st scaling up I have been having many more issues. I was wondering if any o=
ne else had similar issues and posssible solutions. =0A=0A1) .NET Faults, M=
S Runtine "out of memory dialog". Since adding extra load I often see (appr=
ox 1 month) the system die with a General protection fault which results in=
 a "MS C Runtime dialog appearing". Checking DrWatson logs shows this is ha=
ppening generally in around the .NET interop libraries. Not a gracefull way=
 to die.=0A2) Database Errors. I currently use ODBC interface to MS Sql Ser=
ver Database. I often see failures to insert in the "Message" table due to =
Duplicate KEY. This then creates duplicate messages to the client. This can=
 happen about once every 2 - 3 months. =0A3) I'm not particular happy using=
 a ODBC interface with MS Sql Server, would have prefered a native ADO impl=
ementation. I'm thinking of moving over to MySQLServer, however I wondering=
 if anyone had done any performance comparisons between QF using MySQL and =
MS SQL Server via ODBC. =0A4) Read in previous article about a pure .NET im=
plementation, trying to get support. I think thats a great idea. .NET is be=
coming the langauge of choice in many Financial institutions. =0A5) Finnall=
y, Oren are we due another release? I noticed reading through the list that=
 there has been a quite a few issues raised/fixed. Would be nice to know if=
 any of my problems have been fixed in the current tree. Even a roadmap wou=
ld help with my planning. =0AAny info will be much appreciated. =0ACheers =
=0APhil.=0A=0A=0A      ____________________________________________________=
_______=0ASupport the World Aids Awareness campaign this month with Yahoo! =
For Good http://uk.promotions.yahoo.com/forgood/

[Quickfix-developers] (no subject)

[<phi...@ta...>]

Hi, =0AI;ve been using quickfix for a few years, in quite a large scale ent=
erprise application. Server is a .NET Fix Server using the latest 1.12.4 re=
lease, running in .NET 2.0. Generally performance has been OK, however whil=
st scaling up I have been having many more issues. I was wondering if any o=
ne else had similar issues and posssible solutions. =0A=0A1) .NET Faults, M=
S Runtine "out of memory dialog". Since adding extra load I often see (appr=
ox 1 month) the system die with a General protection fault which results in=
 a "MS C Runtime dialog appearing". Checking DrWatson logs shows this is ha=
ppening generally in around the .NET interop libraries. Not a gracefull way=
 to die. =0A2) Database Errors. I currently use ODBC interface to MS Sql Se=
rver Database. I often see failures to insert in the "Message" table due to=
 Duplicate KEY. This then creates duplicate messages to the client. This ca=
n happen about once every 2 - 3 months. =0A3) I'm not particular happy usin=
g a ODBC interface with MS Sql Server, would have prefered a native ADO imp=
lementation. I'm thinking of moving over to MySQLServer, however I wonderin=
g if anyone had done any performance comparisons between QF using MySQL and=
 MS SQL Server via ODBC. =0A4) Read in previous article about a pure .NET i=
mplementation, trying to get support. I think thats a great idea. .NET is b=
ecoming the langauge of choice in many Financial institutions. =0A5) Finnal=
ly, Oren are we due another release? I noticed reading through the list tha=
t there has been a quite a few issues raised/fixed. Would be nice to know i=
f any of my problems have been fixed in the current tree. Even a roadmap wo=
uld help with my planning. =0AAny info will be much appreciated. =0ACheers =
=0APhil.=0A=0A=0A      ____________________________________________________=
______=0ASent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com=
=0A

Re: [Quickfix-developers] getting the session ID?

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

Great option, Alex!

thanks!
azmat


Alex Baker wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> One option is to override the onCreate( SessionID ) method and cache  
> that value
> 
> 

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Re: [Quickfix-developers] getting the session ID?

[Alex B. <bak...@gm...>]

One option is to override the onCreate( SessionID ) method and cache  
that value

On Jan 18, 2008, at 12:42 PM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All-
>
> Is this the easiest/fastest way to get the sessionID in C#?
>
>            ArrayList sessionList = new ArrayList();
>            sessionList = _initiator.getSessions();
>            _sessionID = sessionList[0].ToString();
>
> I am only connecting to 1 counterparty.  I was hoping for some sort of
> property that I could use instead of instantiating an ArrayList for 1
> string.
>
> thanks!
> Azmat
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>
>
> -------------------------------------------------------------------------
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> Defy all challenges. Microsoft(R) Visual Studio 2008.
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] getting the session ID?

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

All-

Is this the easiest/fastest way to get the sessionID in C#?

            ArrayList sessionList = new ArrayList();
            sessionList = _initiator.getSessions();
            _sessionID = sessionList[0].ToString();

I am only connecting to 1 counterparty.  I was hoping for some sort of
property that I could use instead of instantiating an ArrayList for 1
string.  

thanks!
Azmat
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Re: [Quickfix-developers] Just Starting...

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

All,

How are "lost" messages handled?  Let's say a message is never received by
the brokerage firm, and they request a resend.  Will I have to handle the
request resend message (in fromApp/onMessage)?  Or will QuickFix
automagically resend the "lost" message?  Are the gapfill procedures
specified in the FIX Spec, implemented by QF, or is this the responsibility
of the implementor (read: my poor soul).  

thank you!
azmat



Patrick Wright-3 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Yes that is right.
> 
> When you call sendtoTarget the toApp callback should be called by the
> fix engine to allow you to do some processing before the message is sent
> (log it for example). Also you can throw a DoNotSend exception here to
> stop the message from being sent. toApp will also be called when the
> engine responds to a resend request.
> 
> I have only been using this for a few months - other people may have a
> better insight into this.
> 
> Patrick
> 
> 

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