Thread: [Quickfix-developers] FIXML Question
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From: Bernard S. <bsp...@gx...> - 2004-03-30 19:48:46
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We have been using QuickFix successfully in production for quite some
time now, and we are very pleased with how it works for us. Recently,
some of our counterparties have asked us about FIXML. As far as I can
tell from my research, FIXML includes only the message structure, and
does nothing with respect to the delivery and sequencing. I have seen
many references to the fact that FIXML messages can be delivered using
FIX. Why would I want to do this? Does QuickFix support it? Does
anybody do it? How else would I deliver such messages? Are there
advantages (other than easier readability) over the "native" FIX format?
=20
Thanks.
=20
- Bernard
=20
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From: Caleb E. <ca...@bk...> - 2004-03-30 20:00:04
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On Tue, Mar 30, 2004 at 02:48:35PM -0500, Bernard Spanger wrote: > Why would I want to do this? Does QuickFix support it? Does > anybody do it? How else would I deliver such messages? Are there > advantages (other than easier readability) over the "native" FIX format? See Oren's response in an earlier thread on FIXML: http://sourceforge.net/mailarchive/message.php?msg_id=7020927 -- Caleb Epstein | bklyn . org | I'll burn my books. cae at | Brooklyn Dust | -- Christopher Marlowe bklyn dot org | Bunny Mfg. | |
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From: Oren M. <om...@ri...> - 2004-03-30 21:35:10
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Hah. I had forgotten I already ranted on this already :) Glad to see I'm at least consistent. On Mar 30, 2004, at 1:59 PM, Caleb Epstein wrote: > On Tue, Mar 30, 2004 at 02:48:35PM -0500, Bernard Spanger wrote: > > > Why would I want to do this?=A0 Does QuickFix support it?=A0 Does > > anybody do it?=A0 How else would I deliver such messages?=A0 Are = there > > advantages (other than easier readability) over the "native" FIX=20 > format? > > =A0=A0=A0=A0=A0=A0=A0 See Oren's response in an earlier thread on = FIXML: > > =A0=A0=A0=A0=A0=A0=A0 = http://sourceforge.net/mailarchive/message.php?msg_id=3D7020927 > > --=20 > Caleb Epstein |=A0 bklyn . org=A0 |=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 = I'll burn my books. > =A0=A0=A0 cae at=A0=A0=A0 | Brooklyn Dust |=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0= =A0 =A0=A0=A0=A0 =A0=A0=A0=A0=A0=A0=A0 --=20 > Christopher Marlowe > bklyn dot org |=A0=A0 Bunny Mfg.=A0 | > > > > ------------------------------------------------------- > This SF.Net email is sponsored by: IBM Linux Tutorials > Free Linux tutorial presented by Daniel Robbins, President and CEO of > GenToo technologies. Learn everything from fundamentals to system > administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dc= lick > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Joshua C. B. <jo...@xl...> - 2004-03-30 21:07:13
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Greetings, A while back, Oren Miller stated this when I initially asked about FIXML: "No, QuickFIX does not support FIXML and there arn't any current plans to do so. FIXML is something fixprotocol.org has been trying to push to several years but really it's just not catching on. It was proposed during the heady days when XML hype was at it's peak and everybody was proposing using XML for all purposes (those days are over... arn't they?) I really can't think of a major financial institution that exposes a public FIXML interface. I know there are some that use it for internal systems, but really FIX not only eclipses it with its installed base, but also eclipses it with its adoption. FIX proper is growing faster than ever and I'm just not seeing the same demand for FIXML. Now people are also starting to use FIX for more high frequency things like market data, where FIXML is just unworkable." So.. for what it's worth... Cheers, Joshua C. Bergeron ----- Original Message ----- From: "Caleb Epstein" <ca...@bk...> To: "Bernard Spanger" <bsp...@gx...> Cc: <qui...@li...> Sent: Tuesday, March 30, 2004 2:59 PM Subject: Re: [Quickfix-developers] FIXML Question > On Tue, Mar 30, 2004 at 02:48:35PM -0500, Bernard Spanger wrote: > > > Why would I want to do this? Does QuickFix support it? Does > > anybody do it? How else would I deliver such messages? Are there > > advantages (other than easier readability) over the "native" FIX format? > > See Oren's response in an earlier thread on FIXML: > > http://sourceforge.net/mailarchive/message.php?msg_id=7020927 > > -- > Caleb Epstein | bklyn . org | I'll burn my books. > cae at | Brooklyn Dust | -- Christopher Marlowe > bklyn dot org | Bunny Mfg. | > > > ------------------------------------------------------- > This SF.Net email is sponsored by: IBM Linux Tutorials > Free Linux tutorial presented by Daniel Robbins, President and CEO of > GenToo technologies. Learn everything from fundamentals to system > administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Oren M. <ore...@ya...> - 2004-03-30 21:02:47
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Yes, this is correct. FIXML simply defines and XML document format, and nothing else. FIXML doesn't include any session level logic like FIX. This is why you can piggyback FIXML messages onto a FIX session. This is done through the XmlData and XmlDataLen fields. Although QuickFIX will not generate these messages for you, QuickFIX can maintain the FIX session and allow you to populate these fields with FIXML messages. Why would anyone want to do this? Really, it beats me. Seems to me if you can already process FIX, FIXML doesn't really buy you much. Perhaps it makes things easier for companies that have invested alot into XML technologies. If they have a lot of XML running around their system, it would probably be easier to transform FIXML messages into other formats than it would native FIX messages. I personally thing that FIXML is most beneficial for those who don't want to invest in FIX. I imagine it will probably find its niche in post and pre processing. Most real-time systems are more heavilly invested in protocols like FIX than they are XML so I don't see them migrating anytime soon, particularly since in that case all XML buys you is additional overhead. I don't really believe readability is much of a benefit when most of the time a human will never look at any of these messages. Various tools can be used to make messages more readable when necessary (I'm working on such a tool for FIX right now, here's a screenshot: http://www.quickfixengine.org/screenshots/screenshot.jpg) What are other ways you could send FIXML messages? Endless really. You can push them through HTTP to an appserver, write to a database, run them through XSLT, publish on a TIB, email them to a trader on the floor. It's just a document so there are no rules on how you send them, who you send them to, or what they do with them. I personally haven't heard from anyone who pushes FIXML through FIX, or has indicated that they wanted to do so. If someone wanted to do it, all they would need is an XML parser, the FIXML DTD, and QuickFIX. All freely available software. --oren --- Bernard Spanger <bsp...@gx...> wrote: > We have been using QuickFix successfully in > production for quite some > time now, and we are very pleased with how it works > for us. Recently, > some of our counterparties have asked us about > FIXML. As far as I can > tell from my research, FIXML includes only the > message structure, and > does nothing with respect to the delivery and > sequencing. I have seen > many references to the fact that FIXML messages can > be delivered using > FIX. Why would I want to do this? Does QuickFix > support it? Does > anybody do it? How else would I deliver such > messages? Are there > advantages (other than easier readability) over the > "native" FIX format? > > Thanks. > > - Bernard > > > > 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 > --------------------------------------------- > __________________________________ Do you Yahoo!? Yahoo! Finance Tax Center - File online. File on time. http://taxes.yahoo.com/filing.html |
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From: Oren M. <ore...@ya...> - 2004-03-30 21:23:10
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BTW, if you want more information on who is doing what with FIXML, you will probably want to check out the FIXML discussion board at fixprotocol.org: http://www.fixprotocol.org/cgi-bin/BBS.cgi?board=928951581&menu=928951581bbs particularly this thread on getting starting: http://www.fixprotocol.org/cgi-bin/BBS.cgi?menu=928951581bbs&board=928951581&message=344&thread=344 --- Bernard Spanger <bsp...@gx...> wrote: > We have been using QuickFix successfully in > production for quite some > time now, and we are very pleased with how it works > for us. Recently, > some of our counterparties have asked us about > FIXML. As far as I can > tell from my research, FIXML includes only the > message structure, and > does nothing with respect to the delivery and > sequencing. I have seen > many references to the fact that FIXML messages can > be delivered using > FIX. Why would I want to do this? Does QuickFix > support it? Does > anybody do it? How else would I deliver such > messages? Are there > advantages (other than easier readability) over the > "native" FIX format? > > Thanks. > > - Bernard > > > > 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 > --------------------------------------------- > __________________________________ Do you Yahoo!? Yahoo! Finance Tax Center - File online. File on time. http://taxes.yahoo.com/filing.html |
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From: James C. D. <jc...@co...> - 2004-03-31 01:39:19
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Bernard, I think the CME has recently implemented FIXML for some clearing operations with their clearing members. I really don't know of anyone who uses FIXML for order routing. If anyone on the list knows some one that is using FIXML for real-time order routing I'd like to hear about it. Jim James C. Downs Connamara Systems, LLC 53 W. Jackson Blvd Suite 1627 Chicago, IL 60604 312 - 282 - 7746 www.connamara.com _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of Bernard Spanger Sent: Tuesday, March 30, 2004 1:49 PM To: qui...@li... Subject: [Quickfix-developers] FIXML Question We have been using QuickFix successfully in production for quite some time now, and we are very pleased with how it works for us. Recently, some of our counterparties have asked us about FIXML. As far as I can tell from my research, FIXML includes only the message structure, and does nothing with respect to the delivery and sequencing. I have seen many references to the fact that FIXML messages can be delivered using FIX. Why would I want to do this? Does QuickFix support it? Does anybody do it? How else would I deliver such messages? Are there advantages (other than easier readability) over the "native" FIX format? Thanks. - Bernard _____ 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 --------------------------------------------- |
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From: Oren M. <ore...@ya...> - 2004-03-31 02:08:07
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Yep, http://www.cme.com/clr/cltmgt/fixml6615.html Looks like they use MQSeries as the transport OCC looks like they are adopting it as well: http://www.optionsclearing.com/press/rel_2003/press_rel_5_14.jsp This is the sort of post processing I would expect to see FIXML do well with. --- "James C. Downs" <jc...@co...> wrote: > Bernard, > I think the CME has recently implemented FIXML for > some clearing operations > with their clearing members. I really don't know of > anyone who uses FIXML > for order routing. If anyone on the list knows some > one that is using FIXML > for real-time order routing I'd like to hear about > it. > > Jim > > James C. Downs > Connamara Systems, LLC > 53 W. Jackson Blvd > Suite 1627 > Chicago, IL 60604 > 312 - 282 - 7746 > www.connamara.com > > > _____ > > From: > qui...@li... > [mailto:qui...@li...] > On Behalf Of > Bernard Spanger > Sent: Tuesday, March 30, 2004 1:49 PM > To: qui...@li... > Subject: [Quickfix-developers] FIXML Question > > > We have been using QuickFix successfully in > production for quite some time > now, and we are very pleased with how it works for > us. Recently, some of > our counterparties have asked us about FIXML. As > far as I can tell from my > research, FIXML includes only the message structure, > and does nothing with > respect to the delivery and sequencing. I have seen > many references to the > fact that FIXML messages can be delivered using FIX. > Why would I want to do > this? Does QuickFix support it? Does anybody do > it? How else would I > deliver such messages? Are there advantages (other > than easier readability) > over the "native" FIX format? > > Thanks. > > - Bernard > > > > _____ > > 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 > --------------------------------------------- > > __________________________________ Do you Yahoo!? Yahoo! Finance Tax Center - File online. File on time. http://taxes.yahoo.com/filing.html |
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From: Jo J. <jo...@tr...> - 2004-03-31 19:14:39
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I tried to build Quickfix 1.7.0 with Visual Studio 2003 today and I get the a bunch of errors like the following: d:\cvsroot\quickfix170\src\.NET\Message.h(259) : error C3149: 'QuickFix::FieldNotFound' : illegal use of managed type 'QuickFix::FieldNotFound'; did you forget a '*'? I don't use the .NET parts of Quickfix so this isn't a vital issue for me, but thought you might like to know. Thanks, Jo Janssens Telluride Asset Management |
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