Thread: Re: [Quickfix-developers] QuickFix (Java) does not logon?
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From: <gar...@su...> - 2002-12-13 15:17:28
|
As a hint, I know I needed to call the initiator.start() in a separate
Thread. I think the start() does block.
Here's my method to kick off the FIX engine:
protected void initializeFIX() {
Thread fixThread = new Thread ("FIX Initialization thread") {
public void run() {
try {
String fixCfg = QFEProperties.getFixCfg();
LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);
Application application = new Application();
Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
getResourceAsStream
(fixCfg));
MessageStoreFactory messageStoreFactory =
new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory(true,
true, true);
MessageFactory messageFactory = new
DefaultMessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
} catch(ConfigError e) {
LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
"Exception occurred
initializing FIX engine",
e);
throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
e.getMessage());
}
}
};
fixThread.start();
}
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xw...@qt...> To: <OM...@th...>,
Sent by: <qui...@li...>
qui...@li...urc cc:
eforge.net Subject: [Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:06 AM
Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.
Please advise. thanks!
Alvin
-------------------------------------------------------
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_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
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From: <OM...@th...> - 2002-12-13 17:16:25
|
Alvin. Are you using one of the log factories? QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.
Anyway, it sounds like your sequence numbers are not being reset at the
correct time. Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.
--oren
"Alvin Wang"
<xwang@qtechservi To: <gar...@su...>
ces.com> cc: <OM...@th...>, <qui...@li...>,
<qui...@li...>
12/13/2002 09:30 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?
AM
Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.
thanks!
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?
As a hint, I know I needed to call the initiator.start() in a separate
Thread. I think the start() does block.
Here's my method to kick off the FIX engine:
protected void initializeFIX() {
Thread fixThread = new Thread ("FIX Initialization thread") {
public void run() {
try {
String fixCfg = QFEProperties.getFixCfg();
LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);
Application application = new Application();
Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
getResourceAsStream
(fixCfg));
MessageStoreFactory messageStoreFactory =
new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory(true,
true, true);
MessageFactory messageFactory = new
DefaultMessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
} catch(ConfigError e) {
LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
"Exception occurred
initializing FIX engine",
e);
throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
e.getMessage());
}
}
};
fixThread.start();
}
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xw...@qt...> To:
<OM...@th...>,
Sent by:
<qui...@li...>
qui...@li...urc cc:
eforge.net Subject:
[Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:06 AM
Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.
Please advise. thanks!
Alvin
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
|
From: Alvin W. <xw...@qt...> - 2002-12-13 17:57:50
|
Oren, thanks so much for these info. Could you tell me where I can find
these kind of details?
thanks!
Alvin
-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?
Alvin. Are you using one of the log factories? QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.
Anyway, it sounds like your sequence numbers are not being reset at the
correct time. Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.
--oren
"Alvin Wang"
<xwang@qtechservi To:
<gar...@su...>
ces.com> cc:
<OM...@th...>, <qui...@li...>,
<qui...@li...>
12/13/2002 09:30 Subject: RE:
[Quickfix-developers] QuickFix (Java) does not logon?
AM
Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.
thanks!
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?
As a hint, I know I needed to call the initiator.start() in a separate
Thread. I think the start() does block.
Here's my method to kick off the FIX engine:
protected void initializeFIX() {
Thread fixThread = new Thread ("FIX Initialization thread") {
public void run() {
try {
String fixCfg = QFEProperties.getFixCfg();
LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);
Application application = new Application();
Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
getResourceAsStream
(fixCfg));
MessageStoreFactory messageStoreFactory =
new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory(true,
true, true);
MessageFactory messageFactory = new
DefaultMessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
} catch(ConfigError e) {
LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
"Exception occurred
initializing FIX engine",
e);
throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
e.getMessage());
}
}
};
fixThread.start();
}
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xw...@qt...> To:
<OM...@th...>,
Sent by:
<qui...@li...>
qui...@li...urc cc:
eforge.net Subject:
[Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:06 AM
Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.
Please advise. thanks!
Alvin
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
|
From: Alvin W. <xw...@qt...> - 2002-12-13 18:50:48
|
Oren, I am using new ScreenLogFactory(true, true, true).. So I do not know
if I can go any furthur to get more info... In my problem, QuickFix only
print out:
<20021213-15:24:42, FIX.4.1:"sender"->"receiver", event>
(Created session)
Nothing else... it did not issue a logon request.
-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?
Alvin. Are you using one of the log factories? QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.
Anyway, it sounds like your sequence numbers are not being reset at the
correct time. Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.
--oren
"Alvin Wang"
<xwang@qtechservi To:
<gar...@su...>
ces.com> cc:
<OM...@th...>, <qui...@li...>,
<qui...@li...>
12/13/2002 09:30 Subject: RE:
[Quickfix-developers] QuickFix (Java) does not logon?
AM
Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.
thanks!
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?
As a hint, I know I needed to call the initiator.start() in a separate
Thread. I think the start() does block.
Here's my method to kick off the FIX engine:
protected void initializeFIX() {
Thread fixThread = new Thread ("FIX Initialization thread") {
public void run() {
try {
String fixCfg = QFEProperties.getFixCfg();
LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);
Application application = new Application();
Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
getResourceAsStream
(fixCfg));
MessageStoreFactory messageStoreFactory =
new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory(true,
true, true);
MessageFactory messageFactory = new
DefaultMessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
} catch(ConfigError e) {
LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
"Exception occurred
initializing FIX engine",
e);
throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
e.getMessage());
}
}
};
fixThread.start();
}
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xw...@qt...> To:
<OM...@th...>,
Sent by:
<qui...@li...>
qui...@li...urc cc:
eforge.net Subject:
[Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:06 AM
Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.
Please advise. thanks!
Alvin
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
|
From: Alvin W. <xw...@qt...> - 2002-12-30 20:32:21
|
Hi! I got the following error when I try to run QuickFix Java under Linux:
************************
An unexpected exception has been detected in native code outside the VM.
Unexpected Signal : 11 occurred at PC=0x0
Function=[Unknown.]
Library=(N/A)
NOTE: We are unable to locate the function name symbol for the error
just occurred. Please refer to release documentation for possible
reason and solutions.
Current Java thread:
at org.quickfix.Settings.create(Native Method)
at org.quickfix.Settings.<init>(Unknown Source)
at Executor.main(Executor.java:69)
Dynamic libraries:
....
4db6b000-4dcbc000 r-xp 00000000 08:03 35327
/usr/local/lib/libquickfix_jni.so.0.0.1
4dcbc000-4dd2b000 rw-p 00151000 08:03 35327
/usr/local/lib/libquickfix_jni.so.0.0.1
....
Local Time = Mon Dec 30 15:01:47 2002
Elapsed Time = 0
#
# The exception above was detected in native code outside the VM
#
# Java VM: Java HotSpot(TM) Client VM (1.4.1-b21 mixed mode)
#
# An error report file has been saved as hs_err_pid6345.log.
# Please refer to the file for further information.
#
***************************
Java can find the dynamic library libquickfix_jni.so.0.0.1 used for JNI. But
it cannot find a function name in org.quickfix.Settings.create. Please help!
Thanks a lot!
Alvin
|
|
From: Alvin W. <xw...@qt...> - 2003-01-02 22:02:40
|
Hi! In QuickFix, how to reset my own seq number? I know I can send Msg 4 to reset the seq num of the other side. Is there a way I can reset my own? Thanks! Alvin |
|
From: <OM...@th...> - 2002-12-13 17:56:40
|
>> We are still developing with it. I've found it a little bit difficult
at
>> times, but usually most of the core dumps and stuff are a result of
things
>> like instantiating fields with null values and such. So far though,
it's
>> been able to do what we need.
Gary. Can you please let us know the situations in which you get core
dumps. We can certainly fix things like this. The java interface,
particularly under solaris, is quite new and it looks like it is becoming
the popular choice. I would like us to handle such problems more gracefully
in the future, for instance by throwing a proper exception. One thing we
need to start doing is to produce a unit test suite for java like the C++
one.
>> In comparison to Javelin, it does lack quite a bit. First, it's not
really
>> a FIX engine in itself. It just lets you build your own FIX engine. It
>> doesn't have any built in API for an application to connect to a FIX
engine
>> and then send / receive messages.
Exactly right. QuickFIX itself was designed as a core FIX API. QuickFIX
could potentially be used as the fix processor for commercial FIX engines
that provide such functionality, making FIX engines easier and cheaper to
produce (and hopefully license) than before. We also hope at some point to
start building such API's on top of QuickFIX in the future. If your
company would allow you to submit some of your work that would probably
give us a push. Also, sounds like making message serializable would go
along way.
>> Some other related missing
>> functionality is a local store for messages that the engine has received
>> for a given Session. We need to store these messages in case our fix
>> engine gets the message, but the fromApp() doesn't successfully deliver
it
>> to our remote application.
Yeah. The contract is that once your fromApp method returns, QuickFIX
believes you have now assumed responsibility
for that message. We had made the decision not to store incoming messages
because it isn't strictly required by the protocol and can have a severe
performance penalty depending on what you are doing. Probably not so bad
for flat files, but if you are using a database, the extra IO can be
significant. It will most certainly add up if you are doing something like
processing a lot of large market data messages.
There is no reason that this can't be made into a configuration setting
however.
--oren
gary.mui@sungard.
com To: "Alvin Wang" <xw...@qt...>
cc: (bcc: Oren Miller/Corporate/ThoughtWorks/US)
12/13/2002 10:08 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?
AM
Hi Alvin,
We are still developing with it. I've found it a little bit difficult at
times, but usually most of the core dumps and stuff are a result of things
like instantiating fields with null values and such. So far though, it's
been able to do what we need.
In comparison to Javelin, it does lack quite a bit. First, it's not really
a FIX engine in itself. It just lets you build your own FIX engine. It
doesn't have any built in API for an application to connect to a FIX engine
and then send / receive messages. We're building that part ourselves using
RMI and an intermediate message object structure (since
org.quickfix.Message isn't serializable). Some other related missing
functionality is a local store for messages that the engine has received
for a given Session. We need to store these messages in case our fix
engine gets the message, but the fromApp() doesn't successfully deliver it
to our remote application. But this may also be a positive since by
delivering just the libraries, people can build whatever application is
best suited for them.
Though these are somewhat big things, as I said, it does seem to do what we
need. I also especially like the flexibility in being able to easily add
custom fields, use those custom fields in repeating groups, and also
customize the validation routines. To do these things in Javelin, you need
a special build from them and you never really know how long that can take
for them to create for you. We've at least heard these things from one of
your clients that use Javelin. Of course, there's also the big issue that
in its cheapest form, the Appia engine costs something like $30K plus
annual license costs.
We will certainly be continuing to work with QuickFIX unless something else
fairly significant comes up - we have a production release planned for late
January. The other good thing is that the mailing list (especially Oren)
is a pretty good source for finding out issues and suggesting new things.
On the other hand, now that I remember, it did take me a while to finally
get all the packages and environment stuff straightened out so I could do a
clean Solaris build of QuickFIX. But now I've got everything worked out
and am spending most of my time on calling the Java interface to send and
receive the messages we need.
Let me know what you guys decide and if you go with java interface in
QuickFIX, I'm sure we'll have things to share....
Thanks,
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xwang@qtechser To: <gar...@su...>
vices.com> cc:
Subject: RE:
[Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:45
AM
Hi! Gary, thanks again for your email. We are evaluating QuickFix. Compared
with Javelin, I think it is a little too simple and not stable. Could you
let me know your opinion regarding quickfix. Did you put it to production?
Do you have any problem using it?
Thanks so much!
Alvin
|
|
From: <OM...@th...> - 2002-12-13 18:11:29
|
Alvin, You will need to get the session duration from your counterparty. It is usually documented in the FIX specification they provide you with. If not, you may need to call them and ask at what time they reset their FIX sessions. You should then set your StartTime and EndTime in your [SESSION] section to match the times they give you. It is likely that the session times they provide you with will be in their local time zone, you will need to convert these to GMT. StartTime is the time a session begins and they reset their sequence numbers to 1. EndTime is when the session is over and they no longer will accept new messages. Most counterparties also require synchronization to an atomic clock. This ensures the time on their machine is the same as the time on yours. There are many free software packages that will do this for you. Here is a good resource for software that does this (http://www.eecis.udel.edu/~ntp/software/index.html). --oren "Alvin Wang" <xwang@qtechservi To: <OM...@th...> ces.com> cc: <qui...@li...>, <qui...@li...> 12/13/2002 11:51 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Oren, thanks so much for these info. Could you tell me where I can find these kind of details? thanks! Alvin -----Original Message----- From: OM...@th... [mailto:OM...@th...] Sent: Friday, December 13, 2002 12:15 PM To: xw...@qt... Cc: gar...@su...; qui...@li...; qui...@li... Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? Alvin. Are you using one of the log factories? QuickFIX is silent unless you have a log factory that can help you diagnose what is happening internally. Anyway, it sounds like your sequence numbers are not being reset at the correct time. Things you may want to look at are what time the counterparty resets their sequence numbers, if your session time reflects that, is your clock synchronized with your counterparty, and are you keeping in mind that the Session start and End times are in GMT not localtime. --oren "Alvin Wang" <xwang@qtechservi To: <gar...@su...> ces.com> cc: <OM...@th...>, <qui...@li...>, <qui...@li...> 12/13/2002 09:30 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Gary, thanks for the info. However, I am doing exactly same thing as your are. But it just hangs there unless i clear the store folder manully. thanks! -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of gar...@su... Sent: Friday, December 13, 2002 10:17 AM To: Alvin Wang Cc: OM...@th...; qui...@li...; qui...@li... Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon? As a hint, I know I needed to call the initiator.start() in a separate Thread. I think the start() does block. Here's my method to kick off the FIX engine: protected void initializeFIX() { Thread fixThread = new Thread ("FIX Initialization thread") { public void run() { try { String fixCfg = QFEProperties.getFixCfg(); LogUtil.log ("Initializing FIX engine based on configuration: " + fixCfg); Application application = new Application(); Settings settings = new Settings(QFEInitiator.class.getClassLoader(). getResourceAsStream (fixCfg)); MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings); LogFactory logFactory = new ScreenLogFactory(true, true, true); MessageFactory messageFactory = new DefaultMessageFactory(); initiator = new SocketInitiator (application, messageStoreFactory, settings, logFactory, messageFactory); initiator.start(); } catch(ConfigError e) { LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3, "Exception occurred initializing FIX engine", e); throw new PMFatalException ("Exception occurred initializing FIX engine: " + e.getMessage()); } } }; fixThread.start(); } Gary Mui Prescient Markets, Inc 914-989-3118 (W) 445 Hamilton Avenue 914-422-3693 (F) White Plains, NY 10601 Please visit us at http://www.cpmarket.com "Alvin Wang" <xw...@qt...> To: <OM...@th...>, Sent by: <qui...@li...> qui...@li...urc cc: eforge.net Subject: [Quickfix-developers] QuickFix (Java) does not logon? 12/13/02 10:06 AM Hi! Sometimes, when I start a session, quickfix can print out "Create session", but it does not send out logon message and so cannot logon. I guess it has something to do with store state, since I can fix this problem if I delete all the related files in store folder. Also if I use debugger to step through, I think initiator.start() statement hangs. Please advise. thanks! Alvin ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Alvin W. <xw...@qt...> - 2002-12-13 18:39:12
|
Oren, thanks again. What I meant is that, do you have some documentations regarding quickfix configuration and setup. Do you have Java Doc? -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of OM...@th... Sent: Friday, December 13, 2002 1:10 PM To: xw...@qt... Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? Alvin, You will need to get the session duration from your counterparty. It is usually documented in the FIX specification they provide you with. If not, you may need to call them and ask at what time they reset their FIX sessions. You should then set your StartTime and EndTime in your [SESSION] section to match the times they give you. It is likely that the session times they provide you with will be in their local time zone, you will need to convert these to GMT. StartTime is the time a session begins and they reset their sequence numbers to 1. EndTime is when the session is over and they no longer will accept new messages. Most counterparties also require synchronization to an atomic clock. This ensures the time on their machine is the same as the time on yours. There are many free software packages that will do this for you. Here is a good resource for software that does this (http://www.eecis.udel.edu/~ntp/software/index.html). --oren "Alvin Wang" <xwang@qtechservi To: <OM...@th...> ces.com> cc: <qui...@li...>, <qui...@li...> 12/13/2002 11:51 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Oren, thanks so much for these info. Could you tell me where I can find these kind of details? thanks! Alvin -----Original Message----- From: OM...@th... [mailto:OM...@th...] Sent: Friday, December 13, 2002 12:15 PM To: xw...@qt... Cc: gar...@su...; qui...@li...; qui...@li... Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? Alvin. Are you using one of the log factories? QuickFIX is silent unless you have a log factory that can help you diagnose what is happening internally. Anyway, it sounds like your sequence numbers are not being reset at the correct time. Things you may want to look at are what time the counterparty resets their sequence numbers, if your session time reflects that, is your clock synchronized with your counterparty, and are you keeping in mind that the Session start and End times are in GMT not localtime. --oren "Alvin Wang" <xwang@qtechservi To: <gar...@su...> ces.com> cc: <OM...@th...>, <qui...@li...>, <qui...@li...> 12/13/2002 09:30 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Gary, thanks for the info. However, I am doing exactly same thing as your are. But it just hangs there unless i clear the store folder manully. thanks! -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of gar...@su... Sent: Friday, December 13, 2002 10:17 AM To: Alvin Wang Cc: OM...@th...; qui...@li...; qui...@li... Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon? As a hint, I know I needed to call the initiator.start() in a separate Thread. I think the start() does block. Here's my method to kick off the FIX engine: protected void initializeFIX() { Thread fixThread = new Thread ("FIX Initialization thread") { public void run() { try { String fixCfg = QFEProperties.getFixCfg(); LogUtil.log ("Initializing FIX engine based on configuration: " + fixCfg); Application application = new Application(); Settings settings = new Settings(QFEInitiator.class.getClassLoader(). getResourceAsStream (fixCfg)); MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings); LogFactory logFactory = new ScreenLogFactory(true, true, true); MessageFactory messageFactory = new DefaultMessageFactory(); initiator = new SocketInitiator (application, messageStoreFactory, settings, logFactory, messageFactory); initiator.start(); } catch(ConfigError e) { LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3, "Exception occurred initializing FIX engine", e); throw new PMFatalException ("Exception occurred initializing FIX engine: " + e.getMessage()); } } }; fixThread.start(); } Gary Mui Prescient Markets, Inc 914-989-3118 (W) 445 Hamilton Avenue 914-422-3693 (F) White Plains, NY 10601 Please visit us at http://www.cpmarket.com "Alvin Wang" <xw...@qt...> To: <OM...@th...>, Sent by: <qui...@li...> qui...@li...urc cc: eforge.net Subject: [Quickfix-developers] QuickFix (Java) does not logon? 12/13/02 10:06 AM Hi! Sometimes, when I start a session, quickfix can print out "Create session", but it does not send out logon message and so cannot logon. I guess it has something to do with store state, since I can fix this problem if I delete all the related files in store folder. Also if I use debugger to step through, I think initiator.start() statement hangs. Please advise. thanks! Alvin ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: <OM...@th...> - 2002-12-13 18:44:25
|
Oh. :). Yeah, we use a tool called doxygen (http://www.stack.nl/~dimitri/doxygen/index.html). You can find the documentation under the quickfix/doc/html/index.html or you can just go here (http://quickfix.thoughtworks.com/documentation/index.html). --oren "Alvin Wang" <xwang@qtechservi To: <OM...@th...> ces.com> cc: <qui...@li...>, <qui...@li...> 12/13/2002 12:32 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? PM Oren, thanks again. What I meant is that, do you have some documentations regarding quickfix configuration and setup. Do you have Java Doc? -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of OM...@th... Sent: Friday, December 13, 2002 1:10 PM To: xw...@qt... Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? Alvin, You will need to get the session duration from your counterparty. It is usually documented in the FIX specification they provide you with. If not, you may need to call them and ask at what time they reset their FIX sessions. You should then set your StartTime and EndTime in your [SESSION] section to match the times they give you. It is likely that the session times they provide you with will be in their local time zone, you will need to convert these to GMT. StartTime is the time a session begins and they reset their sequence numbers to 1. EndTime is when the session is over and they no longer will accept new messages. Most counterparties also require synchronization to an atomic clock. This ensures the time on their machine is the same as the time on yours. There are many free software packages that will do this for you. Here is a good resource for software that does this (http://www.eecis.udel.edu/~ntp/software/index.html). --oren "Alvin Wang" <xwang@qtechservi To: <OM...@th...> ces.com> cc: <qui...@li...>, <qui...@li...> 12/13/2002 11:51 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Oren, thanks so much for these info. Could you tell me where I can find these kind of details? thanks! Alvin -----Original Message----- From: OM...@th... [mailto:OM...@th...] Sent: Friday, December 13, 2002 12:15 PM To: xw...@qt... Cc: gar...@su...; qui...@li...; qui...@li... Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? Alvin. Are you using one of the log factories? QuickFIX is silent unless you have a log factory that can help you diagnose what is happening internally. Anyway, it sounds like your sequence numbers are not being reset at the correct time. Things you may want to look at are what time the counterparty resets their sequence numbers, if your session time reflects that, is your clock synchronized with your counterparty, and are you keeping in mind that the Session start and End times are in GMT not localtime. --oren "Alvin Wang" <xwang@qtechservi To: <gar...@su...> ces.com> cc: <OM...@th...>, <qui...@li...>, <qui...@li...> 12/13/2002 09:30 Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon? AM Gary, thanks for the info. However, I am doing exactly same thing as your are. But it just hangs there unless i clear the store folder manully. thanks! -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of gar...@su... Sent: Friday, December 13, 2002 10:17 AM To: Alvin Wang Cc: OM...@th...; qui...@li...; qui...@li... Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon? As a hint, I know I needed to call the initiator.start() in a separate Thread. I think the start() does block. Here's my method to kick off the FIX engine: protected void initializeFIX() { Thread fixThread = new Thread ("FIX Initialization thread") { public void run() { try { String fixCfg = QFEProperties.getFixCfg(); LogUtil.log ("Initializing FIX engine based on configuration: " + fixCfg); Application application = new Application(); Settings settings = new Settings(QFEInitiator.class.getClassLoader(). getResourceAsStream (fixCfg)); MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings); LogFactory logFactory = new ScreenLogFactory(true, true, true); MessageFactory messageFactory = new DefaultMessageFactory(); initiator = new SocketInitiator (application, messageStoreFactory, settings, logFactory, messageFactory); initiator.start(); } catch(ConfigError e) { LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3, "Exception occurred initializing FIX engine", e); throw new PMFatalException ("Exception occurred initializing FIX engine: " + e.getMessage()); } } }; fixThread.start(); } Gary Mui Prescient Markets, Inc 914-989-3118 (W) 445 Hamilton Avenue 914-422-3693 (F) White Plains, NY 10601 Please visit us at http://www.cpmarket.com "Alvin Wang" <xw...@qt...> To: <OM...@th...>, Sent by: <qui...@li...> qui...@li...urc cc: eforge.net Subject: [Quickfix-developers] QuickFix (Java) does not logon? 12/13/02 10:06 AM Hi! Sometimes, when I start a session, quickfix can print out "Create session", but it does not send out logon message and so cannot logon. I guess it has something to do with store state, since I can fix this problem if I delete all the related files in store folder. Also if I use debugger to step through, I think initiator.start() statement hangs. Please advise. thanks! Alvin ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This sf.net email is sponsored by: With Great Power, Comes Great Responsibility Learn to use your power at OSDN's High Performance Computing Channel http://hpc.devchannel.org/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Alvin W. <xw...@qt...> - 2002-12-13 15:36:52
|
Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.
thanks!
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?
As a hint, I know I needed to call the initiator.start() in a separate
Thread. I think the start() does block.
Here's my method to kick off the FIX engine:
protected void initializeFIX() {
Thread fixThread = new Thread ("FIX Initialization thread") {
public void run() {
try {
String fixCfg = QFEProperties.getFixCfg();
LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);
Application application = new Application();
Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
getResourceAsStream
(fixCfg));
MessageStoreFactory messageStoreFactory =
new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory(true,
true, true);
MessageFactory messageFactory = new
DefaultMessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
} catch(ConfigError e) {
LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
"Exception occurred
initializing FIX engine",
e);
throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
e.getMessage());
}
}
};
fixThread.start();
}
Gary Mui
Prescient Markets, Inc 914-989-3118 (W)
445 Hamilton Avenue 914-422-3693 (F)
White Plains, NY 10601
Please visit us at http://www.cpmarket.com
"Alvin Wang"
<xw...@qt...> To:
<OM...@th...>,
Sent by:
<qui...@li...>
qui...@li...urc cc:
eforge.net Subject:
[Quickfix-developers] QuickFix (Java) does not logon?
12/13/02 10:06 AM
Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.
Please advise. thanks!
Alvin
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
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