Thread: [Quickfix-developers] Missing Header tags
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From: Joaquín G. <j.g...@ra...> - 2009-09-23 14:01:55
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Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. |
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From: Mikhail V. <mve...@gm...> - 2009-09-23 14:15:35
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If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Kenny S. <ks...@co...> - 2009-09-23 14:23:37
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Joaquín, Look at the examples that ship with quickfix and the documentation. You seem to be doing things the hard way. Use the quickfix api like it is meant to and all of this will just work for you. On Wed, Sep 23, 2009 at 9:15 AM, Mikhail Veygman <mve...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > If you manually create the message and set the fields you can do a lot > of strange things. > - > Regards, > > Mikhail Veygman > > > -----Original Message----- > From: Joaquín Gracia <j.g...@ra...> > To: qui...@li... > Subject: [Quickfix-developers] Missing Header tags > Date: Wed, 23 Sep 2009 15:44:57 +0200 > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi all, > > QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 > (SendingTime) > > Anyone knows why can this happen? > > Thank you. > > Joaquín Gracia. > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry® Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9-12, 2009. Register now! > http://p.sf.net/sfu/devconf > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry® Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9-12, 2009. Register now! > http://p.sf.net/sfu/devconf > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Kenny Stone Connamara Systems, LLC |
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From: Joaquín G. <j.g...@ra...> - 2009-09-23 14:19:44
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Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mikhail V. <mve...@gm...> - 2009-09-23 14:32:21
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That's correct. Since you use tradeclient as your example you can see that it is crafting the message by setting individual specific tags, in which case you can create custom messages outside of standard. Hence missing tags. My suggestion is to use executor as an example to follow in creating FIX messages. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:19:30 +0200 Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Joaquín G. <j.g...@ra...> - 2009-09-23 14:50:39
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Hi, Ok, I'm watching executor now, file Application.cpp and find: FIX::Session::sendToTarget(order, session_id); in the onMessage function. This function receives const FIX::SessionID& sessionID as an argument, which is not the case of my EnterOrder() function in which I do FIX::Session::sendToTarget(order); My question is: how can I pass sessionID to EnterOrder() as an argument? EnterOrder() is invoked from another function where sessionID is not present. I would like to copy from executor, bu there onMessage() is not invoked anywhere! Thanks. Joaquín. El 23/09/2009, a las 16:32, Mikhail Veygman escribió: That's correct. Since you use tradeclient as your example you can see that it is crafting the message by setting individual specific tags, in which case you can create custom messages outside of standard. Hence missing tags. My suggestion is to use executor as an example to follow in creating FIX messages. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:19:30 +0200 Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mikhail V. <mve...@gm...> - 2009-09-23 15:06:01
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Joaquin, Sending and Receiving objects usually have no dependency on each other so you can have a pointer to an application object inside your sending object and have SessionID saved as a variable in the application object, by reimplementing onCreate. Or you can use a third object common to both Send and Receive that will store your session id an return it upon request. There are many more ways to skin this particular cat I will leave it up to you to pick your favorite one. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:50:26 +0200 Hi, Ok, I'm watching executor now, file Application.cpp and find: FIX::Session::sendToTarget(order, session_id); in the onMessage function. This function receives const FIX::SessionID& sessionID as an argument, which is not the case of my EnterOrder() function in which I do FIX::Session::sendToTarget(order); My question is: how can I pass sessionID to EnterOrder() as an argument? EnterOrder() is invoked from another function where sessionID is not present. I would like to copy from executor, bu there onMessage() is not invoked anywhere! Thanks. Joaquín. El 23/09/2009, a las 16:32, Mikhail Veygman escribió: That's correct. Since you use tradeclient as your example you can see that it is crafting the message by setting individual specific tags, in which case you can create custom messages outside of standard. Hence missing tags. My suggestion is to use executor as an example to follow in creating FIX messages. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:19:30 +0200 Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Joaquín G. <j.g...@ra...> - 2009-09-23 15:25:56
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Hi Mikhail, I created a Class Property of type FIX::Session mySession, so it is readable from any method. I'm afraid I don't understand how OnCreate() works, so I put the line that updates mySession in he onLogon() method. It works, which means it does not crack, but tag 34 is still missing int the sent FIX message. What can I do? Thank you very much. El 23/09/2009, a las 17:05, Mikhail Veygman escribió: Joaquin, Sending and Receiving objects usually have no dependency on each other so you can have a pointer to an application object inside your sending object and have SessionID saved as a variable in the application object, by reimplementing onCreate. Or you can use a third object common to both Send and Receive that will store your session id an return it upon request. There are many more ways to skin this particular cat I will leave it up to you to pick your favorite one. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:50:26 +0200 Hi, Ok, I'm watching executor now, file Application.cpp and find: FIX::Session::sendToTarget(order, session_id); in the onMessage function. This function receives const FIX::SessionID& sessionID as an argument, which is not the case of my EnterOrder() function in which I do FIX::Session::sendToTarget(order); My question is: how can I pass sessionID to EnterOrder() as an argument? EnterOrder() is invoked from another function where sessionID is not present. I would like to copy from executor, bu there onMessage() is not invoked anywhere! Thanks. Joaquín. El 23/09/2009, a las 16:32, Mikhail Veygman escribió: That's correct. Since you use tradeclient as your example you can see that it is crafting the message by setting individual specific tags, in which case you can create custom messages outside of standard. Hence missing tags. My suggestion is to use executor as an example to follow in creating FIX messages. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:19:30 +0200 Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mikhail V. <mve...@gm...> - 2009-09-23 15:57:27
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You can read the document or quickfix code to understand how onCreate works. Basically it's a method called when a session is created. The Tag 34 is missing because when you create the message it is not put in. As you can imagine there are many ways of creating the FIX message one of them is fully manual so you can set or not set any flags you want, hence the problem you see. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 17:25:44 +0200 Hi Mikhail, I created a Class Property of type FIX::Session mySession, so it is readable from any method. I'm afraid I don't understand how OnCreate() works, so I put the line that updates mySession in he onLogon() method. It works, which means it does not crack, but tag 34 is still missing int the sent FIX message. What can I do? Thank you very much. El 23/09/2009, a las 17:05, Mikhail Veygman escribió: Joaquin, Sending and Receiving objects usually have no dependency on each other so you can have a pointer to an application object inside your sending object and have SessionID saved as a variable in the application object, by reimplementing onCreate. Or you can use a third object common to both Send and Receive that will store your session id an return it upon request. There are many more ways to skin this particular cat I will leave it up to you to pick your favorite one. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:50:26 +0200 Hi, Ok, I'm watching executor now, file Application.cpp and find: FIX::Session::sendToTarget(order, session_id); in the onMessage function. This function receives const FIX::SessionID& sessionID as an argument, which is not the case of my EnterOrder() function in which I do FIX::Session::sendToTarget(order); My question is: how can I pass sessionID to EnterOrder() as an argument? EnterOrder() is invoked from another function where sessionID is not present. I would like to copy from executor, bu there onMessage() is not invoked anywhere! Thanks. Joaquín. El 23/09/2009, a las 16:32, Mikhail Veygman escribió: That's correct. Since you use tradeclient as your example you can see that it is crafting the message by setting individual specific tags, in which case you can create custom messages outside of standard. Hence missing tags. My suggestion is to use executor as an example to follow in creating FIX messages. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 16:19:30 +0200 Yes, but quickfix is supposed to build headers and trailers, isn't it? In fact, it is managing heartbeat messages with no problem at all. Tag 34 is only missing in order messages. El 23/09/2009, a las 16:15, Mikhail Veygman escribió: If you manually create the message and set the fields you can do a lot of strange things. - Regards, Mikhail Veygman -----Original Message----- From: Joaquín Gracia <j.g...@ra...> To: qui...@li... Subject: [Quickfix-developers] Missing Header tags Date: Wed, 23 Sep 2009 15:44:57 +0200 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52 (SendingTime) Anyone knows why can this happen? Thank you. Joaquín Gracia. ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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