quickfix-developers

Re: [Quickfix-developers] Trading Client help

[derekldn <der...@gm...>]

crazy4venu wrote:
> 
>                 initiator.start();
> //application.run();
>                 initiator.stop(); 
> from the above code  login and logout events should do be fired,but i
> don't see such event firing.
> 

initiator.start will create a new thread. because initiator.stop is called
immediately in the main thread, the new thread may not get enough time to
execute login and logout.
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Re: [Quickfix-developers] Trading Client help

[<ned...@ao...>]

 In case some of you were interested.

Thanks

Ned



I would add the following to the response you received on this question. 
Let's assume you want to use the QuickFix log and have it log to a file:


?


1) Use the FileLogFactory as in the following:


?


FIX::SessionSettings settings ( config );


FIX::FileLogFactory logFactory ( settings );


?


initiator = FIX::SocketInitiator(application, storeFactory, settings, 
logFactory);


?


2) Set your configuration file as in the following:


?


FileLogPath=log


?


The FileLogPath allows you to specify the path to the directory?that 
the log files will be in. In the above example, the name of the directory will 
be "log" and since there was no path specified (i.e. c:\mylocation\log), the 
location of the "log" directory will default to the start in directory I 
believe.


?


I hope this helps


Ned


?


?




In a message dated 8/29/2008 7:16:59 A.M. Eastern Daylight Time, 
der...@gm... writes:


> 5) 
  where do i get the log.
> 
As you can see, the tradeclient example 
  uses ScreenLogFactory which create
ScreenLog object. You can either 
  redirect the output to a file, change the
std::cout in ScreenLog, or write 
  your own Log class.




 


 


 

-----Original Message-----
From: Derek <der...@go...>
To: Ned...@ao...
Sent: Sat, 30 Aug 2008 9:20 am
Subject: Re: [Quickfix-developers] Trading Client help










Hi Ned,

Totally agree with your advice. Actually I'm not the person starting this thread. Probably you should reply to the whole email list to let others know. Could you please try to answer other questions as well?


Thanks,
Derek


On Fri, Aug 29, 2008 at 2:34 PM,  <Ned...@ao...> wrote:









I would add the following to the response you received on this question. 
Let's assume you want to use the QuickFix log and have it log to a file:


?


1) Use the FileLogFactory as in the following:


?


FIX::SessionSettings settings ( config );


FIX::FileLogFactory logFactory ( settings );


?


initiator = FIX::SocketInitiator(application, storeFactory, settings, 
logFactory);


?


2) Set your configuration file as in the following:


?


FileLogPath=log


?


The FileLogPath allows you to specify the path to the directory?that 
the log files will be in. In the above example, the name of the directory will 
be "log" and since there was no path specified (i.e. c:\mylocation\log), the 
location of the "log" directory will default to the start in directory I 
believe.


?


I hope this helps


Ned


?


?




In a message dated 8/29/2008 7:16:59 A.M. Eastern Daylight Time, 
der...@gm... writes:


> 5) 
  where do i get the log.
> 
As you can see, the tradeclient example 
  uses ScreenLogFactory which create
ScreenLog object. You can either 
  redirect the output to a file, change the
std::cout in ScreenLog, or write 
  your own Log class.










It's only a deal if it's where you want to go. Find your travel deal here.











 

Re: [Quickfix-developers] Trading Client help

[<Ned...@ao...>]

I will try and answer the following questions. Please correct me if I am  
wrong.
 
1) do i need application.run function to get execute  logon logout messages 
 
The application.run function are in the QuickFix examples and is  essentially 
a wait loop. You will need some kind of wait loop once you  start your 
initiator or acceptor (initiator.start(), acceptor.start()). I  believe you will 
need a wait loop for the logon and logout messages in addition  to all the other 
messages that you will send or receive.

2) how do i get new order single report or  execution report (in which event 
i can capture this message) 
 
These messages (application level messages) can be captured in the fromApp  
event. There are a couple of ways of doing this; however the QuickFix  
documentation recommends using the "crack" function that you specify in the  fromApp 
event which allows you to overload the fromApp message  function by specifying 
one or more "onMessage" functions for a specific  application message.
 
For example:
 
void Application::onMessage(const FIX42::NewOrderSingle &message, const  
FIX::SessionID&)
{
}
 
is an overloaded function to capture New Order Single Reports in the  FIX42 
format.
 
void Application::onMessage(const FIX42::ExecutionReport &message,  const 
FIX::SessionID&)
{
}
 
is an overloaded function to capture Execution Reports in the FIX42  format.
 
In order to use the "crack" function you will need your Application class  to 
inherit from "public FIX::MessageCracker".
 
I know this sounds confusing, but if you look at the documentation for  
receiving messages and specifically the link 
_http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html) ,  it will explain how to do this.

3) what is the use of initiator and  acceptor
 
I don't think I can give you a good answer about defining an initiator and  
acceptor, but I will try. Both are ways of defining a type of application and  
consequently a connection using QuickFix. An initiator looks to make a  
connection to one or more servers by specifying a SocketConnectPort (socket  port) 
and  SocketConnectHost (IP address of a server to connect to). An  acceptor 
listens for incoming connections and uses a SocketAcceptPort (socket  port for 
listening to incoming connections). There are other parameters that you  specify 
for initiators and acceptors. Please see the documention for  configuration 
specifically the link 
_http://www.quickfixengine.org/quickfix/doc/html/configuration.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/configuration.html) .

4) does executor and ordermatch require for trading  client. 
 
    I believe you can use the executor application as a  server for the 
tradeclient application. The ordermatch application is also a  server and I would 
think it can be used with the tradeclient application, but  I'm not sure. 
Please see the documentation for example applications specifically  the link 
_http://www.quickfixengine.org/quickfix/doc/html/examples.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/examples.html) .

5) where do i get the log.
   
 
I would add the following to the response you received on this question.  
Let's assume you want to use the QuickFix log and have it log to a file:
 
1) Use the FileLogFactory as in the following:
 
FIX::SessionSettings settings ( config );
FIX::FileLogFactory logFactory ( settings );
 
initiator = FIX::SocketInitiator(application, storeFactory, settings,  
logFactory);
 
2) Set your configuration file as in the following:
 
FileLogPath=log
 
The FileLogPath allows you to specify the path to the directory that  the log 
files will be in. In the above example, the name of the directory will  be 
"log" and since there was no path specified (i.e. c:\mylocation\log), the  
location of the "log" directory will default to the start in directory I  believe.
 
I hope this helps
Ned




In a message dated 8/31/2008 7:15:29 A.M. Eastern Daylight Time,  
der...@go... writes:

1) do i  need application.run function to get execute logon logout messages 
2) how  do i get new order single report or execution report (in which event 
i can  capture this message) 
3) what is the use of initiator and acceptor 
4)  does executor and ordermatch require for trading client. 
5) where do i get  the log.  





**************It's only a deal if it's where you want to go. Find your travel 
deal here.      
(http://information.travel.aol.com/deals?ncid=aoltrv00050000000047)

Re: [Quickfix-developers] Trading Client help

[derekldn <der...@gm...>]

I'm also a newbie on FIX. I'll try to answer some of your questions, but the
answers may not be correct.



> 1) do i need application.run function to get execute logon logout messages
> 
You don't have to. Application.run only prompts what request you want to
execute. I think if you make the main thread wait for a while, for example
replace application.run with FIX::process_sleep(10), you will get logon and
logout message.



> 2) how do i get new order single report or execution report
> 
I think you should send a request somehow. The incoming report will trigger
Application.onMessage(FIX42::ExecutionReport&, const FIX::SessionID& )
depending on the FIX version you are using.



> 5) where do i get the log.
> 
As you can see, the tradeclient example uses ScreenLogFactory which create
ScreenLog object. You can either redirect the output to a file, change the
std::cout in ScreenLog, or write your own Log class.


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Re: [Quickfix-developers] Trading Client help

[crazy4venu <cra...@gm...>]

Hello derekldn,

Thanks for the support. i am very thankfull for your early response and your
answers are very usefull for me.

and i do changed some parameters and i executed the trading client. and it
works fine now !

Regards
tinnu


derekldn wrote:
> 
> I'm also a newbie on FIX. I'll try to answer some of your questions, but
> the answers may not be correct.
> 
> 
> 
>> 1) do i need application.run function to get execute logon logout
>> messages
>> 
> You don't have to. Application.run only prompts what request you want to
> execute. I think if you make the main thread wait for a while, for example
> replace application.run with FIX::process_sleep(10), you will get logon
> and logout message.
> 
> 
> 
>> 2) how do i get new order single report or execution report
>> 
> I think you should send a request somehow. The incoming report will
> trigger Application.onMessage(FIX42::ExecutionReport&, const
> FIX::SessionID& ) depending on the FIX version you are using.
> 
> 
> 
>> 5) where do i get the log.
>> 
> As you can see, the tradeclient example uses ScreenLogFactory which create
> ScreenLog object. You can either redirect the output to a file, change the
> std::cout in ScreenLog, or write your own Log class.
> 
> 
> 

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Re: [Quickfix-developers] Trading Client help

[crazy4venu <cra...@gm...>]

Hi derekldn,

Thanks for the information.

please clarify my futher doubts regarding fix 

1) do i need application.run function to get execute logon logout messages
2) how do i get new order single report or execution report (in which event
i can capture this message)
3) what is the use of initiator and acceptor
4) does executor and ordermatch require for trading client.
5) where do i get the log.

Please help in this issues.

Regards
tinnu


derekldn wrote:
> 
> 
> 
> crazy4venu wrote:
>> 
>>                 initiator.start();
>> //application.run();
>>                 initiator.stop(); 
>> from the above code  login and logout events should do be fired,but i
>> don't see such event firing.
>> 
> 
> initiator.start will create a new thread. because initiator.stop is called
> immediately in the main thread, the new thread may not get enough time to
> execute login and logout.
> 

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