quickfix-developers

Re: [Quickfix-developers] Capturing message from fromApp event

[Vipula <vi...@ya...>]

Hi Marcus,
fromAdmin fires for all the login messages and heatbeats but not for the execution reports unfortunately. What is interesting was that when I reset the sequence number physically on the filestore, messequence file eveything works well. But when I programatically request for a resend the event won't get triggered.

Many thanks. 
Vipula


----- Original Message ----
> From: Marcus Monaghan <Mar...@wi...>
> To: Vipula <vi...@ya...>; qui...@li...
> Sent: Monday, September 1, 2008 4:20:34 PM
> Subject: RE: [Quickfix-developers] Capturing message from  fromApp event
> 
> Try the FromAdmin
> 
> Regards,
> 
> Marcus
> 
> Winterflood Securities Limited
> web:  http://www.wins.co.uk
> 
> 
> -----Original Message-----
> Hi,
> I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
> messages. Currently developing a function to handle ResendRequest. When
> I run the application on a console I can see the duplicate messages sent
> from the server but It doesn't fire the fromApp event. so I have no way
> of capturing the resent messages. 
> Is there a setting that I have set so I can capture the duplicate
> messages at fromApp event.
> 
> Many thanks.
> Vipula 
> 
> *** IMPORTANT NOTICE ***
> 
> This message (including any attachments) is confidential and is for the intended 
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> and delete any copies from your system. Internet communications are not secure 
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> 
> Winterflood Securities Limited is authorised and regulated by the Financial 
> Services Authority.



      

Re: [Quickfix-developers] Capturing message from fromApp event

[Avi R. <avi...@gm...>]

Hi Vipula,

I have the same issue I can't catch the MarketData sent by the broker
because It doesn't fire the fromApp event...
However the fromAdmin event is working fine but as you mentioned in your
last mail, fromAdmin fires for the login messages and heatbeats only.
Did you find any solution for this?

Thanks,
Avi

On Mon, Sep 1, 2008 at 6:40 PM, Vipula <vi...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Marcus,
> fromAdmin fires for all the login messages and heatbeats but not for the
> execution reports unfortunately. What is interesting was that when I reset
> the sequence number physically on the filestore, messequence file eveything
> works well. But when I programatically request for a resend the event won't
> get triggered.
>
> Many thanks.
> Vipula
>
>
> ----- Original Message ----
> > From: Marcus Monaghan <Mar...@wi...>
> > To: Vipula <vi...@ya...>;
> qui...@li...
> > Sent: Monday, September 1, 2008 4:20:34 PM
> > Subject: RE: [Quickfix-developers] Capturing message from  fromApp event
> >
> > Try the FromAdmin
> >
> > Regards,
> >
> > Marcus
> >
> > Winterflood Securities Limited
> > web:  http://www.wins.co.uk
> >
> >
> > -----Original Message-----
> > Hi,
> > I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
> > messages. Currently developing a function to handle ResendRequest. When
> > I run the application on a console I can see the duplicate messages sent
> > from the server but It doesn't fire the fromApp event. so I have no way
> > of capturing the resent messages.
> > Is there a setting that I have set so I can capture the duplicate
> > messages at fromApp event.
> >
> > Many thanks.
> > Vipula
> >
> > *** IMPORTANT NOTICE ***
> >
> > This message (including any attachments) is confidential and is for the
> intended
> > recipient only. If you are not the intended recipient, please inform the
> sender
> > and delete any copies from your system. Internet communications are not
> secure
> > and therefore Winterflood Securities Ltd does not accept legal
> responsibility
> > for any of its contents (including any attachments) and any view
> expressed by
> > the sender as these are not necessarily the views of Winterflood
> Securities Ltd.
> >
> >
> > Although all emails sent and received by Winterflood Securities Ltd are
> passed
> > through extensive virus scanning technologies, we cannot guarantee the
> email
> > (including attachments) is virus free. You should take whatever measures
> you
> > deem appropriate within your organisation to ensure maximum protection.
> >
> > Registered Office: The Atrium Building, Cannon Bridge, 25 Dowgate Hill,
> London,
> > EC4R 2GA. Registered in England No. 2242204.
> >
> > Winterflood Securities Limited is authorised and regulated by the
> Financial
> > Services Authority.
>
>
>
>
>
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Re: [Quickfix-developers] Capturing message from fromApp event

[Michael <md...@li...>]

> 
> 
> 
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Hi,

I'm having the same issue with not receiving MarketData (35=W) messages
 in "fromApp".  
I'm using Quickfix for Python.  Not sure if that has anything to do with it.  
But any help would be appreciated.

Re: [Quickfix-developers] Capturing message from fromApp event

[Grant B. <gbi...@co...>]

You cut out the content of the message you replied to, so we can't
tell what situation your problem is similar to.

You haven't given much info to go on.  What does your fromApp() look like?


On Thu, Jun 2, 2011 at 10:42 PM, Michael <md...@li...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>>
>>
>>
>> -------------------------------------------------------------------------
>> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
>> Build the coolest Linux based applications with Moblin SDK & win great prizes
>> Grand prize is a trip for two to an Open Source event anywhere in the world
>> http://moblin-contest.org/redirect.php?banner_id=100&url=/
>>
>> _______________________________________________
>> Quickfix-developers mailing list
>> Quickfix-developers@...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> Hi,
>
> I'm having the same issue with not receiving MarketData (35=W) messages
>  in "fromApp".
> I'm using Quickfix for Python.  Not sure if that has anything to do with it.
> But any help would be appreciated.
>
>
>
>
>
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>

Re: [Quickfix-developers] Capturing message from fromApp event

[Michael D. <md...@li...>]

This is my fromApp:


    def fromApp(self, message, sessionID):

        print "fromApp sessionID: ", sessionID
        print "fromApp msg: ", message
        
        LNLog.debug("Notification of app msgbeing recvd from target")  
             
        LNLog.debug(message)
        LNLog.debug(sessionID)
        
        msgType = qfix.MsgType()
        beginString = qfix.BeginString()
    
        header = message.getHeader()
        trailer = message.getTrailer()
        
        field_beginString = header.getField(beginString)
        field_msgType = header.getField(msgType)
                
        if msgType.getValue() == qfix.MsgType_ExecutionReport:
            LNLog.info('Execution Report was sent')

            symbol = qfix.Symbol()
            side = qfix.Side()
            orderQty = qfix.OrderQty()
            price = qfix.Price()
            clOrdID = qfix.ClOrdID()   
            
            #TODO: strip ^A character
            field_symbol = message.getField( symbol )
            field_side = message.getField( side )
            field_orderQty = message.getField( orderQty )
            field_price = message.getField( price )
            field_clOrdID = message.getField( clOrdID )
        else:
            LNLog.info('No Execution Report was sent')
                        
        
        append_fix_message(message)

Here is the fix message "35=W" being sent out:

INFO PID:10896 06/03 13:44:01.993 fix.py 229  SENT
8=FIX.4.2|9=121|35=W|49=LQNT|56=REUTERS|34=2|52=20110603-17:44:01|
55=STA.V|268=1|269=2|270=40.52|271=1000|272=20110603|273=17:44:01|
37=3|10=28|

Re: [Quickfix-developers] Capturing message from fromApp event

[Grant B. <gbi...@co...>]

So to clarify, what you are seeing is that your print statement never
outputs the 35=W message.  Is that correct?

Do you set a log factory?  It'd be useful to see the raw fix messaging
that's received.  Perhaps the event log too.


On Tue, Jun 7, 2011 at 8:58 AM, Michael Daloia <md...@li...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> This is my fromApp:
>
>
>    def fromApp(self, message, sessionID):
>
>        print "fromApp sessionID: ", sessionID
>        print "fromApp msg: ", message
>
>        LNLog.debug("Notification of app msgbeing recvd from target")
>
>        LNLog.debug(message)
>        LNLog.debug(sessionID)
>
>        msgType = qfix.MsgType()
>        beginString = qfix.BeginString()
>
>        header = message.getHeader()
>        trailer = message.getTrailer()
>
>        field_beginString = header.getField(beginString)
>        field_msgType = header.getField(msgType)
>
>        if msgType.getValue() == qfix.MsgType_ExecutionReport:
>            LNLog.info('Execution Report was sent')
>
>            symbol = qfix.Symbol()
>            side = qfix.Side()
>            orderQty = qfix.OrderQty()
>            price = qfix.Price()
>            clOrdID = qfix.ClOrdID()
>
>            #TODO: strip ^A character
>            field_symbol = message.getField( symbol )
>            field_side = message.getField( side )
>            field_orderQty = message.getField( orderQty )
>            field_price = message.getField( price )
>            field_clOrdID = message.getField( clOrdID )
>        else:
>            LNLog.info('No Execution Report was sent')
>
>
>        append_fix_message(message)
>
> Here is the fix message "35=W" being sent out:
>
> INFO PID:10896 06/03 13:44:01.993 fix.py 229  SENT
> 8=FIX.4.2|9=121|35=W|49=LQNT|56=REUTERS|34=2|52=20110603-17:44:01|
> 55=STA.V|268=1|269=2|270=40.52|271=1000|272=20110603|273=17:44:01|
> 37=3|10=28|
>
>
>
>
>
>
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