[Quickfix-developers] Temporary maven repository

[Claudio Bantaloukas <rockdreamer@gm...>]

Re: [Quickfix-developers] Deadlock while stopping SocketInitiator and SocketAcceptor

[Dominik Brack <dominik.brack@gm...>]

Hi Fabio,
I have the exact same issue here.
I have searched the internet for solutions but I haven't anything except the
old posts from 2005.

The only way I've reliably been able to get around this behavior was to set
the initiator to null and call GC.Collect.
This obviously isn't a nice solution at all so I would be glad for any other
solution.

Dominik

On Thu, Dec 16, 2010 at 9:04 AM, Fabio Renggli <FRenggli@...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>   Hi together
>
>
>
> We use QuickFIX in a .NET windows service to reroute messages from
> different systems to a single end point, similar to a NAT service.
>
> We have recently updated from QuickFIX 1.12.4 to the latest release because
> we where facing major memory issues.
>
> The problem we get with the new release is, that we get a deadlock while
> stopping the initiator (SocketInitiator.stop()) and even get a deadlock
> while forced stopping the acceptor when the windows service ist stopped via
> the console. Right now we are using a single acceptor with two SessionIDs to
> receive messages from two different systems.
>
> We found some mail list messages from 2005 addressing this issue, and it
> seemed solved when forcing the stop, but we're running into the deadlock
> anyway.
>
> Is there anything we can do to have the service stop savely and controlled
> or would you recommend to abort the threads without trying to stop them?
>
> Here is some of the code (implementing the catch block is not necessary,
> because it never gets there) in our windows service:
>
> protected override void OnStop()
>
> {
>
> try
>
> {
>
> initiator.stop(true);
>
> initiator.Dispose();
>
> initiator = null;
>
> acceptor.stop(true);
>
> acceptor.Dispose();
>
> acceptor = null;
>
> }
>
> catch { }
>
> }
>
> protected override void OnStart(string[] args)
>
> {
>
> //... create App, Settings, Factories
>
> initiator = new SocketInitiator(iApp, iStoreFactory, iSettings,
> iLogFactory, iMessageFactory);
>
> new Thread(initiator.start).Start();
>
> acceptor = new SocketAcceptor(aApp, aStoreFactory, aSetting, aLogFactory,
> aMessageFactory);
>
> new Thread(acceptor.start).Start();
>
> }
>
>
>
> Mit freundlichen Grüssen / Kind regards
> *1eEurope (Switzerland) AG*
>
> Fabio Renggli
>
> Technology Consultant
>
> ---------------------------------
>
>
> 1eEurope (Switzerland) AG
> Seestrasse 97
> CH-8800 Thalwil
>
> Tel. Direkt:       +41 (0) 44 722 86 05
>
> Tel. Zentrale:  +41 (0) 44 722 75 55
>
>  *frenggli*@1eeurope.ch <MBuess@...>
>
> http://www.1eEurope.ch <http://www.1eeurope.ch/>;
>
>
>
> This message may contain confidential information and is intended only for
> the individual named. If you are not the named addressee, please notify the
> sender immediately and do not disclose, copy or distribute the content to
> any other person.
>
> E-Mail transmission cannot be guaranteed to be secure or error-free as
> information can be intercepted, lost, destroyed, arrive late, incomplete or
> contain any viruses. Any contractual representations contained herein on
> behalf of this company must not be taken as final, and are entirely subject
> to contracts signed formally by an authorised representative of this
> company.
>
>
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[Quickfix-developers] Deadlock while stopping SocketInitiator and SocketAcceptor

[Fabio Renggli <FRenggli@1e...>]

Hi together



We use QuickFIX in a .NET windows service to reroute messages from different systems to a single end point, similar to a NAT service.

We have recently updated from QuickFIX 1.12.4 to the latest release because we where facing major memory issues.

The problem we get with the new release is, that we get a deadlock while stopping the initiator (SocketInitiator.stop()) and even get a deadlock while forced stopping the acceptor when the windows service ist stopped via the console. Right now we are using a single acceptor with two SessionIDs to receive messages from two different systems.

We found some mail list messages from 2005 addressing this issue, and it seemed solved when forcing the stop, but we're running into the deadlock anyway.

Is there anything we can do to have the service stop savely and controlled or would you recommend to abort the threads without trying to stop them?

Here is some of the code (implementing the catch block is not necessary, because it never gets there) in our windows service:

protected override void OnStop()

{

try

{

initiator.stop(true);

initiator.Dispose();

initiator = null;

acceptor.stop(true);

acceptor.Dispose();

acceptor = null;

}

catch { }

}

protected override void OnStart(string[] args)

{

//... create App, Settings, Factories

initiator = new SocketInitiator(iApp, iStoreFactory, iSettings, iLogFactory, iMessageFactory);

new Thread(initiator.start).Start();

acceptor = new SocketAcceptor(aApp, aStoreFactory, aSetting, aLogFactory, aMessageFactory);

new Thread(acceptor.start).Start();

}


Mit freundlichen Grüssen / Kind regards
1eEurope (Switzerland) AG

Fabio Renggli
Technology Consultant
---------------------------------

1eEurope (Switzerland) AG
Seestrasse 97
CH-8800 Thalwil

Tel. Direkt:       +41 (0) 44 722 86 05
Tel. Zentrale:  +41 (0) 44 722 75 55

frenggli@...<mailto:MBuess@...>
 http://www.1eEurope.ch<http://www.1eeurope.ch/>;

This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person.

E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company.

[Quickfix-developers] QuickFix 4.4 Config Setting error

[Sunil Esho <Sunil.Esho@mo...>]

Dear All,

I am developing an application in C++ that uses Fix protocol 4.4

When I run the application I get an exception "Configuration failed:
FileLogPath not defined"

My Setting file is as follows
[default]
BeginString=FIX.4.4
ConnectionType=initiator
FileStorePath=output
FileLogPath=LogOutput


Could any please help me to fix this problem?

Thank you very much.
________________________________________________
Sunil Esho
Morningstar Real-Time Data Business

Morningstar. Illuminating investing for 26 years.

Sunil.Esho@...

1 Oliver's Yard, 55-71 City Road, London EC1Y 1HQ

http://global.morningstar.com/realtime

This e-mail contains privileged and confidential information and is
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If you have received this message in error, please contact the sender
immediately and delete the materials from any computer.

Re: [Quickfix-developers] RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2)

[Pierre El-khoury <pierree@al...>]

Hi Guys
 Well according to this disscuion, I did not get the end of it. According to my little knowledge of fix I would say:
 Since FIX4.2 does not include groups one can set UseDataDictionary = false in the config file, this will disable the verification of the incoming message and they will pass through to the application layer. For FIX4.4 this is a little bit compelecated, and we have to cast an exception (not to send) from toAdmin function, but what I do not know is how to let the received message pass through to the Application layer. o:(. I will be looking at that.

Med venlig hilsen / Best regards

Pierre El-khoury
Software Developer
pierree@... / email 
+45 6313 6503 / direct tel. 


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-----Oprindelig meddelelse-----
Fra: Clebson Derivan Ferreira Paz [mailto:Clebson.Derivan@...] 
Sendt: 2. december 2010 13:41
Til: Antonio Botelho; 'quickfix-developers@...'
Emne: [Quickfix-developers] RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2)

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

You should been receiving a session level reject ( message: 3 ), 
this kind of messages comes through toAdmin and not on toApp ( where u handle exc/rpt ).

Check up your YOURSESSION-messages.log file. Let us see the messages.

-----Mensagem original-----
De: Antonio Botelho [mailto:abotelho@...] 
Enviada em: quinta-feira, 2 de dezembro de 2010 09:45
Para: 'quickfix-developers@...'
Assunto: [Quickfix-developers] Question about messages other party's messages being rejected by quickfix (FIX 4.2)

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

Hi,

First of all, let me apologize if this is a trivial issue or if it has been discussed before.

I am having the following issue using FIX 4.2:
- I send a well-formed, valid message to a broker
- The broker responds with an invalid execution report message (once a missing tag 55, another time an invalid value in tag 22).
- Quickfix notifies me of the rejection, but not of the rejected message, resulting in losing synchronicity between my internal order status and the order status at the broker.

Another way to look at this is:
Outbound message 1 to broker (new single order): okay
Inbound message 1 to firm (accept single order): rejected by quickfix because of missing required field (55), not seen by application
Outbound message 2 to broker (reject message): can see that from application, but cannot link this to the original order since can't see inbound message

What is the usual way of dealing with this situation?

Thanks in advance!

Antonio Botelho

_____________________________________________________________________________________________
This email and any attachments are confidential, for the exclusive  attention of the recipient 
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it is clearly publicly available or otherwise specified by us for onward transmission.  
If you received this email in error, please notify the sender by return email or by telephone 
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8 Lancelot Place, London SW7 1DR.


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[Quickfix-developers] [Patch] Added support for AMD64 (x64) clean compilation under MSVC 10.0

[Virgilio Alexandre Fornazin <virgiliofornazin@gm...>]

Hi guys

 

I've managed to patch QuickFIX 1.13.3 to clean build under MSVC 10.0  x64
(not restricted to, all Win64 plataforms can benefit on this).

 

Basic problems are of type:

 

-          Converting from size_t (unsigned 64-bit integers) to int (signed
32-bit integer), just used static_cast<int> when needed;

-          Using socket handles as integers (on Win64, socket handles are
64-bit integers), created a typedef SOCKET socket_t (or int socket_t) and
changed all signatured that store / pass socket handles to use socket_t
type;

 

I want to contribute those changes to quickfix codebase. How can I proceed
on this ?

 

 

[Quickfix-developers] RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2)

[Clebson Derivan Ferreira Paz <Clebson.Derivan@cm...>]

You should been receiving a session level reject ( message: 3 ), 
this kind of messages comes through toAdmin and not on toApp ( where u handle exc/rpt ).

Check up your YOURSESSION-messages.log file. Let us see the messages.

-----Mensagem original-----
De: Antonio Botelho [mailto:abotelho@...] 
Enviada em: quinta-feira, 2 de dezembro de 2010 09:45
Para: 'quickfix-developers@...'
Assunto: [Quickfix-developers] Question about messages other party's messages being rejected by quickfix (FIX 4.2)

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

Hi,

First of all, let me apologize if this is a trivial issue or if it has been discussed before.

I am having the following issue using FIX 4.2:
- I send a well-formed, valid message to a broker
- The broker responds with an invalid execution report message (once a missing tag 55, another time an invalid value in tag 22).
- Quickfix notifies me of the rejection, but not of the rejected message, resulting in losing synchronicity between my internal order status and the order status at the broker.

Another way to look at this is:
Outbound message 1 to broker (new single order): okay
Inbound message 1 to firm (accept single order): rejected by quickfix because of missing required field (55), not seen by application
Outbound message 2 to broker (reject message): can see that from application, but cannot link this to the original order since can't see inbound message

What is the usual way of dealing with this situation?

Thanks in advance!

Antonio Botelho

_____________________________________________________________________________________________
This email and any attachments are confidential, for the exclusive  attention of the recipient 
and may also be legally privileged or otherwise protected from disclosure.  No information 
contained herein shall be disclosed to any other person without our written consent unless 
it is clearly publicly available or otherwise specified by us for onward transmission.  
If you received this email in error, please notify the sender by return email or by telephone 
on +44 (0)20 7071 0900; do not duplicate or redistribute it by any means; and delete or 
otherwise destroy all copies whether in electronic or hard copy form. 
 
Any views contained in this email are those of the author and may not reflect those of any 
Capula entity.  We reserve the right to monitor and review all emails within our network to 
ensure compliance with our policies and to protect our business. Emails are not secure and 
are not warranted by us to be free of errors nor of viruses nor of other defects which may
affect a computer system. Anyone who communicates with us by email is taken to accept these 
risks. Unless specifically indicated, this email is not an offer or solicitation to buy or 
sell any investment product. Any information regarding investment products is subject to 
change without notice.     
 
Capula Investment Management LLP is registered in England no. OC313398 and is authorised 
and regulated by the Financial Services Authority.  Capula Investment Services Ltd is 
registered in England no. O5460265. The registered office of both companies is 42-44 
Portman Road, Reading, RG30 1EA. The principal place of business of both companies is 
8 Lancelot Place, London SW7 1DR.


------------------------------------------------------------------------------
Increase Visibility of Your 3D Game App & Earn a Chance To Win $500!
Tap into the largest installed PC base & get more eyes on your game by
optimizing for Intel(R) Graphics Technology. Get started today with the
Intel(R) Software Partner Program. Five $500 cash prizes are up for grabs.
http://p.sf.net/sfu/intelisp-dev2dev
_______________________________________________
Quickfix-developers mailing list
Quickfix-developers@...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Question about messages other party's messages being rejected by quickfix (FIX 4.2)

[Antonio Botelho <abotelho@ca...>]

Hi,

First of all, let me apologize if this is a trivial issue or if it has been discussed before.

I am having the following issue using FIX 4.2:
- I send a well-formed, valid message to a broker
- The broker responds with an invalid execution report message (once a missing tag 55, another time an invalid value in tag 22).
- Quickfix notifies me of the rejection, but not of the rejected message, resulting in losing synchronicity between my internal order status and the order status at the broker.

Another way to look at this is:
Outbound message 1 to broker (new single order): okay
Inbound message 1 to firm (accept single order): rejected by quickfix because of missing required field (55), not seen by application
Outbound message 2 to broker (reject message): can see that from application, but cannot link this to the original order since can't see inbound message

What is the usual way of dealing with this situation?

Thanks in advance!

Antonio Botelho

_____________________________________________________________________________________________
This email and any attachments are confidential, for the exclusive  attention of the recipient 
and may also be legally privileged or otherwise protected from disclosure.  No information 
contained herein shall be disclosed to any other person without our written consent unless 
it is clearly publicly available or otherwise specified by us for onward transmission.  
If you received this email in error, please notify the sender by return email or by telephone 
on +44 (0)20 7071 0900; do not duplicate or redistribute it by any means; and delete or 
otherwise destroy all copies whether in electronic or hard copy form. 
 
Any views contained in this email are those of the author and may not reflect those of any 
Capula entity.  We reserve the right to monitor and review all emails within our network to 
ensure compliance with our policies and to protect our business. Emails are not secure and 
are not warranted by us to be free of errors nor of viruses nor of other defects which may
affect a computer system. Anyone who communicates with us by email is taken to accept these 
risks. Unless specifically indicated, this email is not an offer or solicitation to buy or 
sell any investment product. Any information regarding investment products is subject to 
change without notice.     
 
Capula Investment Management LLP is registered in England no. OC313398 and is authorised 
and regulated by the Financial Services Authority.  Capula Investment Services Ltd is 
registered in England no. O5460265. The registered office of both companies is 42-44 
Portman Road, Reading, RG30 1EA. The principal place of business of both companies is 
8 Lancelot Place, London SW7 1DR.