quickfix-developers

[Quickfix-developers] Problems migrating from 1.0.4 to 1.3.2

[Bernard S. <bsp...@gx...>]

This week, I finally decided to upgrade from 1.0.4 to 1.3.2 to see how it=
 went.  I have a server application and a client application.  The server=
 application needed only 1 small change to make it compile.  The first ar=
guments to the following 2 functions appear to no longer be const:
=20
  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
  void toApp( FIX::Message&, const FIX::SessionID& )
=20
I'm pleased to say that once I made the change, my server application com=
piled and ran through all the scenarios I tested without problems.
=20
My client app has another problem.  It required the same changes, but onc=
e made, it started blowing up right at the line shown below.  For some re=
ason, it is unable to find the session in the collection.  I'll trace thr=
ough tomorrow to see what's going on, but if anyone is aware of a change =
between these releases that would save me the time, I'd be very grateful!
=20
=20
bool Session::sendToTarget( Message& message )
throw( SessionNotFound& )
{
  try
  {
    SessionID sessionID =3D message.getSessionID();
    Session* pSession =3D lookupSession( sessionID );
    if ( !pSession ) throw SessionNotFound();    ------------------------=
----------------------------------> Right here!
    bool result =3D pSession->send( message );
    return result;
  }
catch ( FieldNotFound& ) { throw SessionNotFound(); }
}

=20
=20
------------------------------------------
Bernard Spanger
bsp...@gx...
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
201-200-3607
=20
=0D
=0D
 Confidentiality.  This message (including any attachments) (collectively=
, the "Material") may contain confidential information and is intended on=
ly for a specific individual and purpose.  If you are not the intended re=
cipient, any copying, disclosure, distribution or other use of the Materi=
al, or the taking of any action in reliance on the information contained =
therein, is strictly prohibited.  If you have received the Material in er=
ror, please immediately notify us by telephone and delete the Material an=
d all copies thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability.  The Material h=
as been prepared for informational purposes only without regard to any pa=
rticular user's investment objectives, financial situation or means and d=
oes not constitute an offer, solicitation or recommendation to take any a=
ction.  We are not providing investment advice, nor do we represent that =
any securities or services described in the Material are suitable for a p=
articular client.  Before acting on the Material, each client should make=
 its own determination whether information contained therein is suitable =
for its particular circumstances, and if necessary consult with a senior =
officer.

Conflicts.  We, or persons involved in the preparation of issuance of the=
 Material, may from time to time effect transactions, or have positions i=
n the securities mentioned in the Material (or options or futures contrac=
ts with respect thereto).

Disclaimer.  Although the Material is based upon information that we cons=
ider reliable, we do not warrant that the Material is reliable, accurate =
or complete and it should not be relied upon as such. Neither we, nor any=
 of our affiliates or agents shall have any responsibility whatsoever for=
 any direct, indirect, consequential, special or other damages or lost pr=
ofits or savings or other economic harm your may suffer as a result of yo=
ur reliance on the Material or the reliability, accuracy, or completeness=
 thereof.  We expressly disclaim all express and implied warranties, incl=
uding, without limitation, warranties of merchantability and fitness for =
a particular purpose.

---------------------------------------------
-Checked for viruses by McAfee.- o1
---------------------------------------------=0D

[Quickfix-developers] FIX message Parser and FIX Message Composer

[Vamsi K. <Vam...@ib...>]

Hi

Can I use quickfix.lib to compose a fix message ( I am using C++ version
of quickfix) and if I can.. how to do it?

 

Also Can I parse the fix message into object ( say Market data request
fix message to a class of Market data request object )

 

How do I begin

 

Can somebody help me out. 

Vamsi

 

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Bernard Spanger
Sent: Thursday, February 27, 2003 6:16 PM
To: qui...@li...
Subject: [Quickfix-developers] Problems migrating from 1.0.4 to 1.3.2

 

This week, I finally decided to upgrade from 1.0.4 to 1.3.2 to see how
it went.  I have a server application and a client application.  The
server application needed only 1 small change to make it compile.  The
first arguments to the following 2 functions appear to no longer be
const:

 

  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
  void toApp( FIX::Message&, const FIX::SessionID& )

 

I'm pleased to say that once I made the change, my server application
compiled and ran through all the scenarios I tested without problems.

 

My client app has another problem.  It required the same changes, but
once made, it started blowing up right at the line shown below.  For
some reason, it is unable to find the session in the collection.  I'll
trace through tomorrow to see what's going on, but if anyone is aware of
a change between these releases that would save me the time, I'd be very
grateful!

 

 

bool Session::sendToTarget( Message& message )
throw( SessionNotFound& )
{
  try
  {
    SessionID sessionID = message.getSessionID();
    Session* pSession = lookupSession( sessionID );
    if ( !pSession ) throw SessionNotFound();
----------------------------------------------------------> Right here!
    bool result = pSession->send( message );
    return result;
  }
catch ( FieldNotFound& ) { throw SessionNotFound(); }
}

 

 

------------------------------------------
Bernard Spanger
bsp...@gx...
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
201-200-3607

 

  _____  

Confidentiality. This message (including any attachments) (collectively,
the "Material") may contain confidential information and is intended
only for a specific individual and purpose. If you are not the intended
recipient, any copying, disclosure, distribution or other use of the
Material, or the taking of any action in reliance on the information
contained therein, is strictly prohibited. If you have received the
Material in error, please immediately notify us by telephone and delete
the Material and all copies thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability. The Material
has been prepared for informational purposes only without regard to any
particular user's investment objectives, financial situation or means
and does not constitute an offer, solicitation or recommendation to take
any action. We are not providing investment advice, nor do we represent
that any securities or services described in the Material are suitable
for a particular client. Before acting on the Material, each client
should make its own determination whether information contained therein
is suitable for its particular circumstances, and if necessary consult
with a senior officer.

Conflicts. We, or persons involved in the preparation of issuance of the
Material, may from time to time effect transactions, or have positions
in the securities mentioned in the Material (or options or futures
contracts with respect thereto).

Disclaimer. Although the Material is based upon information that we
consider reliable, we do not warrant that the Material is reliable,
accurate or complete and it should not be relied upon as such. Neither
we, nor any of our affiliates or agents shall have any responsibility
whatsoever for any direct, indirect, consequential, special or other
damages or lost profits or savings or other economic harm your may
suffer as a result of your reliance on the Material or the reliability,
accuracy, or completeness thereof. We expressly disclaim all express and
implied warranties, including, without limitation, warranties of
merchantability and fitness for a particular purpose.

---------------------------------------------
-Checked for viruses by McAfee.- o1
--------------------------------------------- 

Re: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Gene G. <mus...@ya...>]

Yes you can. Begin by RTFM. Study the
fix\quickfix\examples\tradeclient\* and
fix\quickfix\examples\ordermatch\* in the Quickfix
distribution. 
To compose a message use constructors of object
FIX46::YourMessageType and use its set method for
non-required fields.
Message-based object you get already parsed in the
Application::fromApp method. If you also derived your
App from MessageCracker, you even get it in a
type-safe way in an onMessage method
Knowing C++ and being able to read code is a
pre-requisite though.
Gene

--- Vamsi Krishna <Vam...@ib...> wrote:
> Hi
> 
> Can I use quickfix.lib to compose a fix message ( I
> am using C++ version
> of quickfix) and if I can.. how to do it?
> 
>  
> 
> Also Can I parse the fix message into object ( say
> Market data request
> fix message to a class of Market data request object
> )
> 
>  
> 
> How do I begin
> 
>  
> 
> Can somebody help me out. 
> 
> Vamsi
> 
> 


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RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Vamsi K. <Vam...@ib...>]

Thanks Gene
I started looking at the leads that you have given. 
I hope it would be simple.

Will keep you posted on this.

Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Gene Gorokhovsky
/Sent: Friday, February 28, 2003 1:47 AM
/To: Vamsi Krishna; qui...@li...
/Subject: Re: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Yes you can. Begin by RTFM. Study the
/fix\quickfix\examples\tradeclient\* and
/fix\quickfix\examples\ordermatch\* in the Quickfix
/distribution.
/To compose a message use constructors of object
/FIX46::YourMessageType and use its set method for
/non-required fields.
/Message-based object you get already parsed in the
/Application::fromApp method. If you also derived your
/App from MessageCracker, you even get it in a
/type-safe way in an onMessage method
/Knowing C++ and being able to read code is a
/pre-requisite though.
/Gene
/
/--- Vamsi Krishna <Vam...@ib...> wrote:
/> Hi
/>
/> Can I use quickfix.lib to compose a fix message ( I
/> am using C++ version
/> of quickfix) and if I can.. how to do it?
/>
/>
/>
/> Also Can I parse the fix message into object ( say
/> Market data request
/> fix message to a class of Market data request object
/> )
/>
/>
/>
/> How do I begin
/>
/>
/>
/> Can somebody help me out.
/>
/> Vamsi
/>
/>
/
/
/__________________________________________________
/Do you Yahoo!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.com/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
/Quickfix-developers mailing list
/Qui...@li...
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Oren M. <ore...@ya...>]

Also note that if you want to use it purely as a
parser (i.e. reading FIX messages from a file), the
Message class has a constructor that takes in a FIX
string and has a setString method.

I like to use this for things like reading in FIX
logs, writing them out to a stream using toXML, and
then using XSLT to generate a friendly HTML report.

--- Vamsi Krishna <Vam...@ib...> wrote:
> Thanks Gene
> I started looking at the leads that you have given. 
> I hope it would be simple.
> 
> Will keep you posted on this.
> 
> Vamsi
> 
> /-----Original Message-----
> /From:
> qui...@li...
> [mailto:quickfix-
> /dev...@li...] On Behalf
> Of Gene Gorokhovsky
> /Sent: Friday, February 28, 2003 1:47 AM
> /To: Vamsi Krishna;
> qui...@li...
> /Subject: Re: [Quickfix-developers] FIX message
> Parser and FIX Message
> /Composer
> /
> /Yes you can. Begin by RTFM. Study the
> /fix\quickfix\examples\tradeclient\* and
> /fix\quickfix\examples\ordermatch\* in the Quickfix
> /distribution.
> /To compose a message use constructors of object
> /FIX46::YourMessageType and use its set method for
> /non-required fields.
> /Message-based object you get already parsed in the
> /Application::fromApp method. If you also derived
> your
> /App from MessageCracker, you even get it in a
> /type-safe way in an onMessage method
> /Knowing C++ and being able to read code is a
> /pre-requisite though.
> /Gene
> /
> /--- Vamsi Krishna <Vam...@ib...> wrote:
> /> Hi
> />
> /> Can I use quickfix.lib to compose a fix message (
> I
> /> am using C++ version
> /> of quickfix) and if I can.. how to do it?
> />
> />
> />
> /> Also Can I parse the fix message into object (
> say
> /> Market data request
> /> fix message to a class of Market data request
> object
> /> )
> />
> />
> />
> /> How do I begin
> />
> />
> />
> /> Can somebody help me out.
> />
> /> Vamsi
> />
> />
> /
> /
> /__________________________________________________
> /Do you Yahoo!?
> /Yahoo! Tax Center - forms, calculators, tips, more
> /http://taxes.yahoo.com/
> /
> /
>
/-------------------------------------------------------
> /This sf.net email is sponsored by:ThinkGeek
> /Welcome to geek heaven.
> /http://thinkgeek.com/sf
> /_______________________________________________
> /Quickfix-developers mailing list
> /Qui...@li...
>
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
>
-------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


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http://taxes.yahoo.com/

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Vamsi K. <Vam...@ib...>]

Do we have QuickFix.dll ( meaning ) do we need to statically attach
QuickFix.lib to the process that I am building..?

Thanks
Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Oren Miller
/Sent: Friday, February 28, 2003 10:20 AM
/To: Vamsi Krishna; 'Gene Gorokhovsky'; quickfix-
/dev...@li...
/Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Also note that if you want to use it purely as a
/parser (i.e. reading FIX messages from a file), the
/Message class has a constructor that takes in a FIX
/string and has a setString method.
/
/I like to use this for things like reading in FIX
/logs, writing them out to a stream using toXML, and
/then using XSLT to generate a friendly HTML report.
/
/--- Vamsi Krishna <Vam...@ib...> wrote:
/> Thanks Gene
/> I started looking at the leads that you have given.
/> I hope it would be simple.
/>
/> Will keep you posted on this.
/>
/> Vamsi
/>
/> /-----Original Message-----
/> /From:
/> qui...@li...
/> [mailto:quickfix-
/> /dev...@li...] On Behalf
/> Of Gene Gorokhovsky
/> /Sent: Friday, February 28, 2003 1:47 AM
/> /To: Vamsi Krishna;
/> qui...@li...
/> /Subject: Re: [Quickfix-developers] FIX message
/> Parser and FIX Message
/> /Composer
/> /
/> /Yes you can. Begin by RTFM. Study the
/> /fix\quickfix\examples\tradeclient\* and
/> /fix\quickfix\examples\ordermatch\* in the Quickfix
/> /distribution.
/> /To compose a message use constructors of object
/> /FIX46::YourMessageType and use its set method for
/> /non-required fields.
/> /Message-based object you get already parsed in the
/> /Application::fromApp method. If you also derived
/> your
/> /App from MessageCracker, you even get it in a
/> /type-safe way in an onMessage method
/> /Knowing C++ and being able to read code is a
/> /pre-requisite though.
/> /Gene
/> /
/> /--- Vamsi Krishna <Vam...@ib...> wrote:
/> /> Hi
/> />
/> /> Can I use quickfix.lib to compose a fix message (
/> I
/> /> am using C++ version
/> /> of quickfix) and if I can.. how to do it?
/> />
/> />
/> />
/> /> Also Can I parse the fix message into object (
/> say
/> /> Market data request
/> /> fix message to a class of Market data request
/> object
/> /> )
/> />
/> />
/> />
/> /> How do I begin
/> />
/> />
/> />
/> /> Can somebody help me out.
/> />
/> /> Vamsi
/> />
/> />
/> /
/> /
/> /__________________________________________________
/> /Do you Yahoo!?
/> /Yahoo! Tax Center - forms, calculators, tips, more
/> /http://taxes.yahoo.com/
/> /
/> /
/>
//-------------------------------------------------------
/> /This sf.net email is sponsored by:ThinkGeek
/> /Welcome to geek heaven.
/> /http://thinkgeek.com/sf
/> /_______________________________________________
/> /Quickfix-developers mailing list
/> /Qui...@li...
/>
//https://lists.sourceforge.net/lists/listinfo/quickfix-developers
/>
/>
/>
/>
/-------------------------------------------------------
/> This sf.net email is sponsored by:ThinkGeek
/> Welcome to geek heaven.
/> http://thinkgeek.com/sf
/> _______________________________________________
/> Quickfix-developers mailing list
/> Qui...@li...
/>
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers
/
/
/__________________________________________________
/Do you Yahoo!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.com/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
/Quickfix-developers mailing list
/Qui...@li...
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Oren M. <ore...@ya...>]

I suggest you read through the installation instructions.  It tells you exactly what output files you get after building for various platforms/languages.
http://quickfix.thoughtworks.com/documentation/install.html
 Vamsi Krishna <Vam...@ib...> wrote:Do we have QuickFix.dll ( meaning ) do we need to statically attach
QuickFix.lib to the process that I am building..?

Thanks
Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Oren Miller
/Sent: Friday, February 28, 2003 10:20 AM
/To: Vamsi Krishna; 'Gene Gorokhovsky'; quickfix-
/dev...@li...
/Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Also note that if you want to use it purely as a
/parser (i.e. reading FIX messages from a file), the
/Message class has a constructor that takes in a FIX
/string and has a setString method.
/
/I like to use this for things like reading in FIX
/logs, writing them out to a stream using toXML, and
/then using XSLT to generate a friendly HTML report.
/
/--- Vamsi Krishna wrote:
/> Thanks Gene
/> I started looking at the leads that you have given.
/> I hope it would be simple.
/>
/> Will keep you posted on this.
/>
/> Vamsi
/>
/> /-----Original Message-----
/> /From:
/> qui...@li...
/> [mailto:quickfix-
/> /dev...@li...] On Behalf
/> Of Gene Gorokhovsky
/> /Sent: Friday, February 28, 2003 1:47 AM
/> /To: Vamsi Krishna;
/> qui...@li...
/> /Subject: Re: [Quickfix-developers] FIX message
/> Parser and FIX Message
/> /Composer
/> /
/> /Yes you can. Begin by RTFM. Study the
/> /fix\quickfix\examples\tradeclient\* and
/> /fix\quickfix\examples\ordermatch\* in the Quickfix
/> /distribution.
/> /To compose a message use constructors of object
/> /FIX46::YourMessageType and use its set method for
/> /non-required fields.
/> /Message-based object you get already parsed in the
/> /Application::fromApp method. If you also derived
/> your
/> /App from MessageCracker, you even get it in a
/> /type-safe way in an onMessage method
/> /Knowing C++ and being able to read code is a
/> /pre-requisite though.
/> /Gene
/> /
/> /--- Vamsi Krishna wrote:
/> /> Hi
/> />
/> /> Can I use quickfix.lib to compose a fix message (
/> I
/> /> am using C++ version
/> /> of quickfix) and if I can.. how to do it?
/> />
/> />
/> />
/> /> Also Can I parse the fix message into object (
/> say
/> /> Market data request
/> /> fix message to a class of Market data request
/> object
/> /> )
/> />
/> />
/> />
/> /> How do I begin
/> />
/> />
/> />
/> /> Can somebody help me out.
/> />
/> /> Vamsi
/> />
/> />
/> /
/> /
/> /__________________________________________________
/> /Do you Yahoo!?
/> /Yahoo! Tax Center - forms, calculators, tips, more
/> /http://taxes.yahoo.com/
/> /
/> /
/>
//-------------------------------------------------------
/> /This sf.net email is sponsored by:ThinkGeek
/> /Welcome to geek heaven.
/> /http://thinkgeek.com/sf
/> /_______________________________________________
/> /Quickfix-developers mailing list
/> /Qui...@li...
/>
//https://lists.sourceforge.net/lists/listinfo/quickfix-developers
/>
/>
/>
/>
/-------------------------------------------------------
/> This sf.net email is sponsored by:ThinkGeek
/> Welcome to geek heaven.
/> http://thinkgeek.com/sf
/> _______________________________________________
/> Quickfix-developers mailing list
/> Qui...@li...
/>
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers
/
/
/__________________________________________________
/Do you Yahoo!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.com/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
/Quickfix-developers mailing list
/Qui...@li...
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers



-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
Quickfix-developers mailing list
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