Thread: [Quickfix-developers] AIX port of QuickFIX
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From: Joerg T. <Joe...@ma...> - 2005-06-01 09:02:43
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Hi all,
just wondering whether anybody of you managed to build QuickFIX on AIX (4.3 or newer)?
Would be interested to hear your experiences.
Thanks, Jörg
--
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
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From: John G. <joh...@wa...> - 2005-07-22 14:45:15
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Hi all, > just wondering whether anybody of you managed to build QuickFIX on AIX (4.3 or newer)? > Would be interested to hear your experiences. FYI : I did not have any problem compiling QF 1.9.4 on a 5.2 AIX using gcc 3.3.2 (except for finding the infamous -brtl option to link with .so files on AIX...) but as soon as I start my executable, I get a SIGABORT around the constructor of a Dictionnary instance (Dictionary.h:42 in a SocketInitiator, issue still under investigation here, this code works perfectly well on Solaris and Linux). Sincerely, JG |
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From: Dale W. <wil...@oc...> - 2005-07-22 19:31:05
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Hi,
I've run into a problem with Market Data request messages:
Environment: Quickfix ; C++ library V1.10.2; WindowsXP Pro
The FIX 4.2 specification describes MarketDepth (tag 264) as:
Depth of market for Book Snapshot
Valid values:
0 = Full Book
1 = Top of Book
N>1 = Report best N price tiers of data
In FIX42.xml this is represented as:
<field number="264" name="MarketDepth" type="INT">
<value enum="0" description="FULL_BOOK"/>
<value enum="1" description="TOP_OF_BOOK"/>
</field>
The problem comes when validating a message that tries to use the "N>1"
option. The message is rejected because the value doesn't match one of
the enumerated ones. See interpreted logs below for details.
What's the right way to handle this situation?
Dale
==========INCOMING MESSAGE===============
8=FIX.4.2 | BeginString = FIX.4.2
9=129 | BodyLength = 129
35=V | MsgType = MarketDataRequest
34=2 | MsgSeqNum = 2
49=CLIENT | SenderCompID = CLIENT
52=20050722-14:56:12.000
| SendingTime = 20050722-14:56:12.000
56=EXGATEWAY
| TargetCompID = EXGATEWAY
----------------------------------------
146=1 | NoRelatedSym = 1
55=FTNL20060300
| -> Symbol = FTNL20060300
262=0 | MDReqID = 0
263=1 | SubscriptionRequestType = SNAPSHOT_PLUS_UPDATES
264=10 | MarketDepth = 10
265=1 | MDUpdateType = 1
266=Y | AggregatedBook = Y
267=2 | NoMDEntryTypes = 2
269=0 | -> MDEntryType = BID
269=1 | -> MDEntryType = OFFER
----------------------------------------
10=189 | CheckSum = 189
==========REPLY==================
8=FIX.4.2 | BeginString = FIX.4.2
9=133 | BodyLength = 133
35=3 | MsgType = Reject
34=2 | MsgSeqNum = 2
49=EXGATEWAY
| SenderCompID = EXGATEWAY
52=20050722-14:56:12.000
| SendingTime = 20050722-14:56:12.000
56=CLIENT | TargetCompID = CLIENT
----------------------------------------
45=2 | RefSeqNum = 2
58=Value is incorrect (out of range) for this tag
| Text = Value is incorrect (out of range)
for this tag
371=264 | RefTagID = 264
372=V | RefMsgType = MarketDataRequest
373=5 | SessionRejectReason = 5
----------------------------------------
10=009 | CheckSum = 009
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From: Oren M. <or...@qu...> - 2005-07-22 19:38:03
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I think the only thing you can do in this situation is to remove those enums, which would allow any value to come through. --oren On Jul 22, 2005, at 2:30 PM, Dale Wilson wrote: > 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, > I've run into a problem with Market Data request messages: > > Environment: Quickfix ; C++ library V1.10.2; WindowsXP Pro > > The FIX 4.2 specification describes MarketDepth (tag 264) as: > > Depth of market for Book Snapshot > Valid values: > 0 = Full Book > 1 = Top of Book > N>1 = Report best N price tiers of data > > In FIX42.xml this is represented as: > > <field number="264" name="MarketDepth" type="INT"> > <value enum="0" description="FULL_BOOK"/> > <value enum="1" description="TOP_OF_BOOK"/> > </field> > > The problem comes when validating a message that tries to use the > "N>1" option. The message is rejected because the value doesn't > match one of the enumerated ones. See interpreted logs below for > details. > > What's the right way to handle this situation? > > Dale > > > ==========INCOMING MESSAGE=============== > 8=FIX.4.2 | BeginString = FIX.4.2 > 9=129 | BodyLength = 129 > 35=V | MsgType = MarketDataRequest > 34=2 | MsgSeqNum = 2 > 49=CLIENT | SenderCompID = CLIENT > 52=20050722-14:56:12.000 > | SendingTime = 20050722-14:56:12.000 > 56=EXGATEWAY > | TargetCompID = EXGATEWAY > ---------------------------------------- > 146=1 | NoRelatedSym = 1 > 55=FTNL20060300 > | -> Symbol = FTNL20060300 > 262=0 | MDReqID = 0 > 263=1 | SubscriptionRequestType = SNAPSHOT_PLUS_UPDATES > 264=10 | MarketDepth = 10 > 265=1 | MDUpdateType = 1 > 266=Y | AggregatedBook = Y > 267=2 | NoMDEntryTypes = 2 > 269=0 | -> MDEntryType = BID > 269=1 | -> MDEntryType = OFFER > ---------------------------------------- > 10=189 | CheckSum = 189 > > ==========REPLY================== > > 8=FIX.4.2 | BeginString = FIX.4.2 > 9=133 | BodyLength = 133 > 35=3 | MsgType = Reject > 34=2 | MsgSeqNum = 2 > 49=EXGATEWAY > | SenderCompID = EXGATEWAY > 52=20050722-14:56:12.000 > | SendingTime = 20050722-14:56:12.000 > 56=CLIENT | TargetCompID = CLIENT > ---------------------------------------- > 45=2 | RefSeqNum = 2 > 58=Value is incorrect (out of range) for this tag > | Text = Value is incorrect (out of > range) for this tag > 371=264 | RefTagID = 264 > 372=V | RefMsgType = MarketDataRequest > 373=5 | SessionRejectReason = 5 > ---------------------------------------- > 10=009 | CheckSum = 009 > > > > > ------------------------------------------------------- > SF.Net email is sponsored by: Discover Easy Linux Migration Strategies > from IBM. Find simple to follow Roadmaps, straightforward articles, > informative Webcasts and more! Get everything you need to get up to > speed, fast. http://ads.osdn.com/?ad_id=7477&alloc_id=16492&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
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From: Dale W. <wil...@oc...> - 2005-07-22 20:10:36
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Oren Miller wrote: > I think the only thing you can do in this situation is to remove > those enums, which would allow any value to come through. Ok. That makes sense. I was going to ask if this would cause problems because symbolic names were not generated for the enums, but it appears that MarketDepth_FULL_BOOK, etc. aren't defined anyway. I thought these were automatically generated from the XML. In any case, removing the enums provides a viable work-around. Thanks, Dale > > --oren > > On Jul 22, 2005, at 2:30 PM, Dale Wilson wrote: > >> 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, >> I've run into a problem with Market Data request messages: >> >> Environment: Quickfix ; C++ library V1.10.2; WindowsXP Pro >> >> The FIX 4.2 specification describes MarketDepth (tag 264) as: >> >> Depth of market for Book Snapshot >> Valid values: >> 0 = Full Book >> 1 = Top of Book >> N>1 = Report best N price tiers of data >> >> In FIX42.xml this is represented as: >> >> <field number="264" name="MarketDepth" type="INT"> >> <value enum="0" description="FULL_BOOK"/> >> <value enum="1" description="TOP_OF_BOOK"/> >> </field> >> >> The problem comes when validating a message that tries to use the >> "N>1" option. The message is rejected because the value doesn't >> match one of the enumerated ones. See interpreted logs below for >> details. >> >> What's the right way to handle this situation? >> >> Dale >> >> >> ==========INCOMING MESSAGE=============== >> 8=FIX.4.2 | BeginString = FIX.4.2 >> 9=129 | BodyLength = 129 >> 35=V | MsgType = MarketDataRequest >> 34=2 | MsgSeqNum = 2 >> 49=CLIENT | SenderCompID = CLIENT >> 52=20050722-14:56:12.000 >> | SendingTime = 20050722-14:56:12.000 >> 56=EXGATEWAY >> | TargetCompID = EXGATEWAY >> ---------------------------------------- >> 146=1 | NoRelatedSym = 1 >> 55=FTNL20060300 >> | -> Symbol = FTNL20060300 >> 262=0 | MDReqID = 0 >> 263=1 | SubscriptionRequestType = SNAPSHOT_PLUS_UPDATES >> 264=10 | MarketDepth = 10 >> 265=1 | MDUpdateType = 1 >> 266=Y | AggregatedBook = Y >> 267=2 | NoMDEntryTypes = 2 >> 269=0 | -> MDEntryType = BID >> 269=1 | -> MDEntryType = OFFER >> ---------------------------------------- >> 10=189 | CheckSum = 189 >> >> ==========REPLY================== >> >> 8=FIX.4.2 | BeginString = FIX.4.2 >> 9=133 | BodyLength = 133 >> 35=3 | MsgType = Reject >> 34=2 | MsgSeqNum = 2 >> 49=EXGATEWAY >> | SenderCompID = EXGATEWAY >> 52=20050722-14:56:12.000 >> | SendingTime = 20050722-14:56:12.000 >> 56=CLIENT | TargetCompID = CLIENT >> ---------------------------------------- >> 45=2 | RefSeqNum = 2 >> 58=Value is incorrect (out of range) for this tag >> | Text = Value is incorrect (out of range) >> for this tag >> 371=264 | RefTagID = 264 >> 372=V | RefMsgType = MarketDataRequest >> 373=5 | SessionRejectReason = 5 >> ---------------------------------------- >> 10=009 | CheckSum = 009 >> >> >> >> >> ------------------------------------------------------- >> SF.Net email is sponsored by: Discover Easy Linux Migration Strategies >> from IBM. Find simple to follow Roadmaps, straightforward articles, >> informative Webcasts and more! Get everything you need to get up to >> speed, fast. http://ads.osdn.com/?ad_id=7477&alloc_id=16492&op=click >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> > -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |
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From: Joerg T. <Joe...@ma...> - 2005-07-22 20:33:45
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Oren Miller wrote:
> I think the only thing you can do in this situation is to remove those
> enums, which would allow any value to come through.
IMHO, these values should be removed anyway since 0..N is allowed. Enums do not make sense
here.
Cheers, Jörg
--
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
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From: John G. <joh...@wa...> - 2005-07-26 08:42:05
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Hi all, > > just wondering whether anybody of you managed to build QuickFIX on AIX (4.3 or newer)? > > Would be interested to hear your experiences. > FYI : I did not have any problem compiling QF 1.9.4 on a 5.2 AIX using gcc > 3.3.2 (except for finding the infamous -brtl option to link with .so files > on AIX...) but as soon as I start my executable, I get a SIGABORT around > the constructor of a Dictionnary instance (Dictionary.h:42 in a > SocketInitiator, issue still under investigation here, this code works > perfectly well on Solaris and Linux). I finally found out (thanks Usenet !) : this has nothing to do with QF but is AIX specific, as any shared library loaded into memory stays "stuck" there until machine reboot or explicit call (by root) to "slibclean". More on : http://dcs.nac.uci.edu/~strombrg/AIX-shared-libs.html I can't help directly on the other question about QF and AIX 5.1, I really did not have any compilation problems with QF in itself and I am not an AIX expert in any way. Sincerely, JG |
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From: Joerg T. <Joe...@ma...> - 2005-07-26 08:59:35
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John GALLET wrote: >>>just wondering whether anybody of you managed to build QuickFIX on AIX (4.3 or newer)? >>>Would be interested to hear your experiences. > > I finally found out (thanks Usenet !) : this has nothing to do with QF but > is AIX specific, as any shared library loaded into memory stays "stuck" > there until machine reboot or explicit call (by root) to "slibclean". > > More on : http://dcs.nac.uci.edu/~strombrg/AIX-shared-libs.html > > I can't help directly on the other question about QF and AIX 5.1, I really > did not have any compilation problems with QF in itself and I am not an > AIX expert in any way. This page may contain useful information in porting to AIX: http://www-128.ibm.com/developerworks/eserver/articles/solaris_aix.html Cheers, Jörg -- Joerg Thoennes http://macd.com Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen |