Thread: Re: [Quickfix-developers] StartDay/EndDay parameters question
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From: Brian H. <BH...@Pe...> - 2009-03-03 20:20:40
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We experienced the same problem. It is a bug in QuickFIX. I had to patch QuickFIX to support session start and stop on the same day. ------------------------------ Message: 7 Date: Wed, 25 Feb 2009 09:43:43 -0500 From: "Andrew Culross" <And...@Tw...> Subject: [Quickfix-developers] StartDay/EndDay parameters question To: <qui...@li...> Cc: 'Stephen Darcy' <ste...@tw...> Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> Content-Type: text/plain; charset="us-ascii" I'm trying to set-up a week long session that starts/stops on the same day so I have something like: [SESSION] <blah blah> StartDay=su StartTime=12:00:00 EndDay=su EndTime=11:00:00 So I'm expecting the session to be down for an hour a week from 11 to 12 UTC. It restarts each night instead. I've used StartDay/EndDay parameters before with different days without any issue. (below works great) [SESSION] <blah blah> StartDay=fr StartTime=22:15:00 EndTime=14:10:00 EndDay=su Any idea what I'm doing wrong? I saw something about timezones in nabble - should I be specifying a timezone with StartDay/EndDay ? Thanks ! Andrew Culross Direct +1 (914) 220-8849 |
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From: Brian H. <BH...@Pe...> - 2009-03-03 20:20:44
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I had to modify QuickFIX to add this functionality and make it configurable via the settings file. ------------------------------ Message: 3 Date: Fri, 20 Feb 2009 02:35:02 -0600 From: Karsten Str?b?k <ks...@cf...> Subject: [Quickfix-developers] Rolling file log To: <qui...@li...> Message-ID: <7CD29711D8DF224395DAEA10C842BC05057E7C4B@34093-EVS2C2.exchange.rackspac e.com> Content-Type: text/plain; charset="iso-8859-1" Hi, Does anyone know if it is possible to configure Quickfix to use rolling log files? I would be nice to have the "raw" fix messages for each day in a file of its own. Thank you. Karsten |
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From: Alexander K. <ale...@un...> - 2009-03-04 13:27:08
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Hi Brian, This sounds good! Could you publish your changes to the code? That would be great! Thanks, Alex Brian Ho schrieb: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I had to modify QuickFIX to add this functionality and make it > configurable via the settings file. > > > ------------------------------ > > Message: 3 > Date: Fri, 20 Feb 2009 02:35:02 -0600 > From: Karsten Str?b?k <ks...@cf...> > Subject: [Quickfix-developers] Rolling file log > To: <qui...@li...> > Message-ID: > > <7CD29711D8DF224395DAEA10C842BC05057E7C4B@34093-EVS2C2.exchange.rackspac > e.com> > > Content-Type: text/plain; charset="iso-8859-1" > > Hi, > > Does anyone know if it is possible to configure Quickfix to use rolling > log files? I would be nice to have the "raw" fix messages for each day > in a file of its own. > > Thank you. > > Karsten > > ------------------------------------------------------------------------------ > Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA > -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise > -Strategies to boost innovation and cut costs with open source participation > -Receive a $600 discount off the registration fee with the source code: SFAD > http://p.sf.net/sfu/XcvMzF8H > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
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From: Craig H. <fir...@ho...> - 2009-03-03 20:41:28
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Can someone tell me how to unsubscribe? Ive looked everywhere for a link etc. > Date: Tue, 3 Mar 2009 14:03:24 -0600 > From: BH...@Pe... > To: qui...@li... > Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > We experienced the same problem. It is a bug in QuickFIX. I had to > patch QuickFIX to support session start and stop on the same day. > > > ------------------------------ > > Message: 7 > Date: Wed, 25 Feb 2009 09:43:43 -0500 > From: "Andrew Culross" <And...@Tw...> > Subject: [Quickfix-developers] StartDay/EndDay parameters question > To: <qui...@li...> > Cc: 'Stephen Darcy' <ste...@tw...> > Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> > Content-Type: text/plain; charset="us-ascii" > > I'm trying to set-up a week long session that starts/stops on the same > day > so I have something like: > > > > [SESSION] > > <blah blah> > > StartDay=su > > StartTime=12:00:00 > > EndDay=su > > EndTime=11:00:00 > > > > So I'm expecting the session to be down for an hour a week from 11 to 12 > UTC. > > > > It restarts each night instead. > > > > I've used StartDay/EndDay parameters before with different days without > any > issue. (below works great) > > > > [SESSION] > > <blah blah> > > StartDay=fr > > StartTime=22:15:00 > > EndTime=14:10:00 > > EndDay=su > > > > > > Any idea what I'm doing wrong? I saw something about timezones in nabble > - > should I be specifying a timezone with StartDay/EndDay ? > > > > Thanks ! > > > > Andrew Culross > > Direct +1 (914) 220-8849 > > > ------------------------------------------------------------------------------ > Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA > -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise > -Strategies to boost innovation and cut costs with open source participation > -Receive a $600 discount off the registration fee with the source code: SFAD > http://p.sf.net/sfu/XcvMzF8H > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers _________________________________________________________________ Express your personality in color! Preview and select themes for Hotmail®. http://www.windowslive-hotmail.com/LearnMore/personalize.aspx?ocid=TXT_MSGTX_WL_HM_express_032009#colortheme |
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From: Grant B. <gbi...@co...> - 2009-03-03 21:27:23
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At the very bottom of this email you'll find this link: https://lists.sourceforge.net/lists/listinfo/quickfix-developers Sayonara! On Tue, Mar 3, 2009 at 2:41 PM, Craig Hammon <fir...@ho...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Can someone tell me how to unsubscribe? > Ive looked everywhere for a link etc. > > >> Date: Tue, 3 Mar 2009 14:03:24 -0600 >> From: BH...@Pe... >> To: qui...@li... >> Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question >> >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> We experienced the same problem. It is a bug in QuickFIX. I had to >> patch QuickFIX to support session start and stop on the same day. >> >> >> ------------------------------ >> >> Message: 7 >> Date: Wed, 25 Feb 2009 09:43:43 -0500 >> From: "Andrew Culross" <And...@Tw...> >> Subject: [Quickfix-developers] StartDay/EndDay parameters question >> To: <qui...@li...> >> Cc: 'Stephen Darcy' <ste...@tw...> >> Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> >> Content-Type: text/plain; charset="us-ascii" >> >> I'm trying to set-up a week long session that starts/stops on the same >> day >> so I have something like: >> >> >> >> [SESSION] >> >> <blah blah> >> >> StartDay=su >> >> StartTime=12:00:00 >> >> EndDay=su >> >> EndTime=11:00:00 >> >> >> >> So I'm expecting the session to be down for an hour a week from 11 to 12 >> UTC. >> >> >> >> It restarts each night instead. >> >> >> >> I've used StartDay/EndDay parameters before with different days without >> any >> issue. (below works great) >> >> >> >> [SESSION] >> >> <blah blah> >> >> StartDay=fr >> >> StartTime=22:15:00 >> >> EndTime=14:10:00 >> >> EndDay=su >> >> >> >> >> >> Any idea what I'm doing wrong? I saw something about timezones in nabble >> - >> should I be specifying a timezone with StartDay/EndDay ? >> >> >> >> Thanks ! >> >> >> >> Andrew Culross >> >> Direct +1 (914) 220-8849 >> >> >> ------------------------------------------------------------------------------ >> Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA >> -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise >> -Strategies to boost innovation and cut costs with open source participation >> -Receive a $600 discount off the registration fee with the source code: SFAD >> http://p.sf.net/sfu/XcvMzF8H >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > ________________________________ > Express your personality in color! Preview and select themes for Hotmail®. See how. > ------------------------------------------------------------------------------ > Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA > -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise > -Strategies to boost innovation and cut costs with open source participation > -Receive a $600 discount off the registration fee with the source code: SFAD > http://p.sf.net/sfu/XcvMzF8H > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Igor S. <se...@tb...> - 2009-03-31 16:16:59
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Hi, Is it possible to get this patch? Thanks, Igor ----- Original Message ----- From: "Brian Ho" <BH...@Pe...> To: <qui...@li...> Sent: Wednesday, March 04, 2009 12:03 AM Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > We experienced the same problem. It is a bug in QuickFIX. I had to > patch QuickFIX to support session start and stop on the same day. > > > ------------------------------ > > Message: 7 > Date: Wed, 25 Feb 2009 09:43:43 -0500 > From: "Andrew Culross" <And...@Tw...> > Subject: [Quickfix-developers] StartDay/EndDay parameters question > To: <qui...@li...> > Cc: 'Stephen Darcy' <ste...@tw...> > Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> > Content-Type: text/plain; charset="us-ascii" > > I'm trying to set-up a week long session that starts/stops on the same > day > so I have something like: > > > > [SESSION] > > <blah blah> > > StartDay=su > > StartTime=12:00:00 > > EndDay=su > > EndTime=11:00:00 > > > > So I'm expecting the session to be down for an hour a week from 11 to 12 > UTC. > > > > It restarts each night instead. > > > > I've used StartDay/EndDay parameters before with different days without > any > issue. (below works great) > > > > [SESSION] > > <blah blah> > > StartDay=fr > > StartTime=22:15:00 > > EndTime=14:10:00 > > EndDay=su > > > > > > Any idea what I'm doing wrong? I saw something about timezones in nabble > - > should I be specifying a timezone with StartDay/EndDay ? > > > > Thanks ! > > > > Andrew Culross > > Direct +1 (914) 220-8849 > > > ------------------------------------------------------------------------------ > Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, > CA > -OSBC tackles the biggest issue in open source: Open Sourcing the > Enterprise > -Strategies to boost innovation and cut costs with open source > participation > -Receive a $600 discount off the registration fee with the source code: > SFAD > http://p.sf.net/sfu/XcvMzF8H > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Brian H. <BH...@Pe...> - 2009-03-31 16:54:30
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Igor, I submitted the patch to QuickFIX on SourceForge. You can download the SessionTime.cpp from the following URL. The fix was based on 1.12.4. http://sourceforge.net/tracker/?group_id=37535 Best regards, Brian -----Original Message----- From: Igor Seleznev [mailto:se...@tb...] Sent: Tuesday, March 31, 2009 11:19 AM To: Brian Ho; qui...@li... Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question Hi, Is it possible to get this patch? Thanks, Igor ----- Original Message ----- From: "Brian Ho" <BH...@Pe...> To: <qui...@li...> Sent: Wednesday, March 04, 2009 12:03 AM Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > We experienced the same problem. It is a bug in QuickFIX. I had to > patch QuickFIX to support session start and stop on the same day. > > > ------------------------------ > > Message: 7 > Date: Wed, 25 Feb 2009 09:43:43 -0500 > From: "Andrew Culross" <And...@Tw...> > Subject: [Quickfix-developers] StartDay/EndDay parameters question > To: <qui...@li...> > Cc: 'Stephen Darcy' <ste...@tw...> > Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> > Content-Type: text/plain; charset="us-ascii" > > I'm trying to set-up a week long session that starts/stops on the same > day > so I have something like: > > > > [SESSION] > > <blah blah> > > StartDay=su > > StartTime=12:00:00 > > EndDay=su > > EndTime=11:00:00 > > > > So I'm expecting the session to be down for an hour a week from 11 to 12 > UTC. > > > > It restarts each night instead. > > > > I've used StartDay/EndDay parameters before with different days without > any > issue. (below works great) > > > > [SESSION] > > <blah blah> > > StartDay=fr > > StartTime=22:15:00 > > EndTime=14:10:00 > > EndDay=su > > > > > > Any idea what I'm doing wrong? I saw something about timezones in nabble > - > should I be specifying a timezone with StartDay/EndDay ? > > > > Thanks ! > > > > Andrew Culross > > Direct +1 (914) 220-8849 > > > ------------------------------------------------------------------------ ------ > Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, > CA > -OSBC tackles the biggest issue in open source: Open Sourcing the > Enterprise > -Strategies to boost innovation and cut costs with open source > participation > -Receive a $600 discount off the registration fee with the source code: > SFAD > http://p.sf.net/sfu/XcvMzF8H > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: George H. <ge...@so...> - 2009-04-01 16:42:02
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Hello everyone,
Has anyone here looked into turnaround times between arrival time of a
deal and response?
Any numbers?
I am doing a simple Initiator/acceptor test app and I am getting times
of 2-4 milliseconds.
This is the time between the moment the deal arrives in the acceptor:
void Application::onMessage( const FIX44::NewOrderSingle& message,
const FIX::SessionID& sessionID )
...
...
...
and the following:
try
{
FIX::Session::sendToTarget( executionReport, sessionID );
}
catch ( FIX::SessionNotFound& ) {}
Connection is "localhost" to "localhost" on a very fast Xeon box.
Are these times normal?
I have an app that requires a 50 microsecond turnaround. Is this even
possible?
Regards,
George Hrysanthopoulos
Softek Partners, Inc. |
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From: Mike P. <mic...@ya...> - 2009-04-01 18:18:21
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You may want to try not using the message cracker. Mike --- On Wed, 4/1/09, George Hrysanthopoulos <ge...@so...> wrote: > From: George Hrysanthopoulos <ge...@so...> > Subject: [Quickfix-developers] Timing stats > To: "quickfix developers" <qui...@li...> > Date: Wednesday, April 1, 2009, 11:15 AM > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > ------------------------------------------------------------------------------ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: George H. <ge...@so...> - 2009-04-02 01:50:23
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Looks like "DataDictionaryValidate" is very costly. Almost 2ms! I will look further... -G On Apr 1, 2009, at 2:18 PM, Mike Perik wrote: > > You may want to try not using the message cracker. > > Mike > > > --- On Wed, 4/1/09, George Hrysanthopoulos > <ge...@so...> wrote: > >> From: George Hrysanthopoulos <ge...@so...> >> Subject: [Quickfix-developers] Timing stats >> To: "quickfix developers" <qui...@li...> >> Date: Wednesday, April 1, 2009, 11:15 AM >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: >> http://www.quickfixengine.org/services.html >> >> ------------------------------------------------------------------------------ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > |
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