quickfix-developers

[Quickfix-developers] CME and week long session

[Franco S. <f.s...@fi...>]

Hi all,
I'm having some trouble with the famouse week long CME's sessions.
I'm using quickfix 1.9.1 with this cfg:
[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
FileStorePath=store
FileLogPath=logs
StartTime=06:00:00
EndTime=23:00:00
StartDay=mo
EndDay=fr
UseDataDictionary=Y
DataDictionary=/home/sviluppo/LM/CME_CC/xml/fix42_cme.xml
ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=N
SocketConnectHost=10.1.56.75
SocketConnectPort=9303
MaxLatency=36000
ResetOnDisconnect=N
ResetOnLogut=N


I get a session reset every day when I perform the first login to the
market, Am I missing something ?

Thanks,

Franco Sabini
FinecoBank S.p.A
Via M. D'Aviano 5
20131 Milano
Tel: +39 02 2887 2447

Re: [Quickfix-developers] CME and week long session

[Jon D. <jd...@wi...>]

Franco,

Can you send a few of the messages you are receiving from the CME gateway
during the session reset?

Preferably, when you send a logon(35=A) message to the gateway and the
response message you receive.

Thanks,

-jd-

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ:
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
> Hi all,
> I'm having some trouble with the famouse week long CME's sessions. I'm
> using quickfix 1.9.1 with this cfg:
> [DEFAULT]
> ConnectionType=initiator
> HeartBtInt=30
> FileStorePath=store
> FileLogPath=logs
> StartTime=06:00:00
> EndTime=23:00:00
> StartDay=mo
> EndDay=fr
> UseDataDictionary=Y
> DataDictionary=/home/sviluppo/LM/CME_CC/xml/fix42_cme.xml
> ValidateFieldsOutOfOrder=N
> ValidateFieldsHaveValues=N
> SocketConnectHost=10.1.56.75
> SocketConnectPort=9303
> MaxLatency=36000
> ResetOnDisconnect=N
> ResetOnLogut=N
>
>
> I get a session reset every day when I perform the first login to the
> market, Am I missing something ?
>
> Thanks,
>
> Franco Sabini
> FinecoBank S.p.A
> Via M. D'Aviano 5
> 20131 Milano
> Tel: +39 02 2887 2447
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


-- 

RE: [Quickfix-developers] CME and week long session

[Franco S. <f.s...@fi...>]

Hi,
I find out on friday what could be my problem: it seems that the conversion
between
string and UtcTimeStamp doesn't work properly:
20040923-08:00:00 (thursday) is converted as week day (tm_wday field) 6.
Same value is assigned to UtcTimeStamp() (on friday) so the method
isSessionTime compute wrong
values here:
    int time1Range = time1.getWeekDay() - startDay;
    int time2Range = time2.getWeekDay() - startDay;

Could this lead to a session reset ?

Actually I solved the problem with an extra conversion in populateCache() :

      std::string sqlTime =_sqlTime;
      UtcTimeStamp result = UtcTimeStampConvertor::convert(
sqlTime.c_str() ) ;
      tm *tmstmp=static_cast<tm*>(result);
      time_t _tmstmp=mktime(tmstmp);
      UtcTimeStamp _result(_tmstmp);
      m_cache.setCreationTime( _result );

(I wrote my own Store to use a Sybase database trough a RendezVous adapter.)

The mktime conversion seems to place the correct value in tm_wday.
This morning I didn't get any session reset and I'm still using the session
begun
yestarday.

Thanks again,

Franco

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of Jon
Dahl
Sent: Monday, September 27, 2004 5:27 PM
To: qui...@li...
Cc: f.s...@fi...
Subject: Re: [Quickfix-developers] CME and week long session


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Franco,

Can you send a few of the messages you are receiving from the CME gateway
during the session reset?

Preferably, when you send a logon(35=A) message to the gateway and the
response message you receive.

Thanks,

-jd-

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ:
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
> Hi all,
> I'm having some trouble with the famouse week long CME's sessions. I'm
> using quickfix 1.9.1 with this cfg:
> [DEFAULT]
> ConnectionType=initiator
> HeartBtInt=30
> FileStorePath=store
> FileLogPath=logs
> StartTime=06:00:00
> EndTime=23:00:00
> StartDay=mo
> EndDay=fr
> UseDataDictionary=Y
> DataDictionary=/home/sviluppo/LM/CME_CC/xml/fix42_cme.xml
> ValidateFieldsOutOfOrder=N
> ValidateFieldsHaveValues=N
> SocketConnectHost=10.1.56.75
> SocketConnectPort=9303
> MaxLatency=36000
> ResetOnDisconnect=N
> ResetOnLogut=N
>
>
> I get a session reset every day when I perform the first login to the
> market, Am I missing something ?
>
> Thanks,
>
> Franco Sabini
> FinecoBank S.p.A
> Via M. D'Aviano 5
> 20131 Milano
> Tel: +39 02 2887 2447
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


--





-------------------------------------------------------
This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
Project Admins to receive an Apple iPod Mini FREE for your judgement on
who ports your project to Linux PPC the best. Sponsored by IBM.
Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] CME and week long session

[Caleb E. <cal...@gm...>]

On Tue, 28 Sep 2004 10:05:27 +0200, Franco Sabini <f.s...@fi...> wrote:

> (I wrote my own Store to use a Sybase database trough a RendezVous adapter.)
> 
> The mktime conversion seems to place the correct value in tm_wday.
> This morning I didn't get any session reset and I'm still using the session
> begun yestarday.

Note that mktime expects the "struct tm" you pass it to be expressed
in local time, but QuickFIX UtcTimeStamps use GMT as their basis.  I
think this is just a timezone conversion issue.  You need to express
your start and end times (and store your session creation time) in
GMT, not local time.

Since you've written your own store (and decoupled it from the
application with a messaging middleware) there are several different
places where you may be converting time formats so its really hard to
tell where the problem lies precisely, but I think the code you pasted
is just working around another problem.

-- 
Caleb Epstein
cal...@gm...