quickfix-users — QuickFIX user support

Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[BlackWaveTechnologies <co...@bl...>]

The key to consider is that FIX in general is an event driven async process.
On the price quote side you can subscribe and be continually pushed price
data.  On the order side you make asynchronous requests and have to handle
events to manage the responses. 

Do a bit of searching in sourceforge and codeplex for some apps using
QuickFIX. It takes some work but after looking at a few other examples, you
will quickly catch on.






Phil-195 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi there,
> 
> To give a bit of background, I'm building a trading platform and I'm using
> QuickFIX to manage my FIX connection between my server and a FIX gateway
> I'm subscribed to. By following the examples provided, I was able to write
> up a very basic application that establish a connection and login to the
> FIX gateway.
> 
> Now I'm at the point where I need to integrate QuickFIX into my system. At
> first I thought I could use the loop after the "initiator.start()" command
> but the code within the loop gets trigger only when the heartbeat is
> triggered. (the loop I'm talking about is the one in the executor example)
> 
> I figured that I need to use the fromApp or toApp methods however I have
> yet figured out how to trigger those and I thought maybe some of you guys
> might have an idea. 
> 
> What I'm trying to do is to have my strategy (which is running
> independently) send a command to my QuickFIX application then the QuickFIX
> application would figure out what it needs to do depending on the command.
> I realize I might be doing this the wrong way so I appreciate any advices.
> 
> 
> - Phil
> 
> 
> 
> 
> ------------------------------------------------------------------------------
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Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[<ma...@ma...>]

On Sat, May 07, 2011 at 06:38:52PM +0700, Phil Michaud wrote:
> The part where I'm still confused with is where in my QuickFIX
> application that I need to write the code to poll the commands. Any
> idea?

Have a look at line 91 of:

http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/quickfix/examples/tradeclient/Application.cpp?revision=2076&view=markup

...called from line 57 of:

http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/quickfix/examples/tradeclient/tradeclient.cpp?revision=2241&view=markup

Seems like a simple place to start.

> - Phil

Martin

Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[Phil M. <ph...@me...>]

This is good news, I coded something that does what your example does except I'm using Redis to do it.

The part where I'm still confused with is where in my QuickFIX application that I need to write the code to poll the commands. Any idea?

- Phil

On May 7, 2011, at 5:00 PM, ma...@ma... wrote:

> On Sat, May 07, 2011 at 03:30:17PM +0700, Phil wrote:
>> 
>> What I'm trying to do is to have my strategy (which is running
>> independently) send a command to my QuickFIX application then the
>> QuickFIX application would figure out what it needs to do depending
>> on the command. I realize I might be doing this the wrong way so I
>> appreciate any advices.
> 
> You need to think about what commands and other information you're
> going to exchange and then consider the simplest information exchange
> mechanism that meets your information flow and latency requirements.
> 
> For example, for a trivial, non-low-latency day-trading strategy it
> might be entirely appropriate to have the strategy write one file per
> new order to a directory and extend the quickfix engine to poll that
> directory for new orders.
> 
>> - Phil
> 
> Martin

Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[<ma...@ma...>]

On Sat, May 07, 2011 at 03:30:17PM +0700, Phil wrote:
>
> What I'm trying to do is to have my strategy (which is running
> independently) send a command to my QuickFIX application then the
> QuickFIX application would figure out what it needs to do depending
> on the command. I realize I might be doing this the wrong way so I
> appreciate any advices.

You need to think about what commands and other information you're
going to exchange and then consider the simplest information exchange
mechanism that meets your information flow and latency requirements.

For example, for a trivial, non-low-latency day-trading strategy it
might be entirely appropriate to have the strategy write one file per
new order to a directory and extend the quickfix engine to poll that
directory for new orders.

> - Phil

Martin

[Quickfix-users] How to integrate QuickFIX into an existing system?

[Phil <ph...@me...>]

Hi there,

To give a bit of background, I'm building a trading platform and I'm using QuickFIX to manage my FIX connection between my server and a FIX gateway I'm subscribed to. By following the examples provided, I was able to write up a very basic application that establish a connection and login to the FIX gateway.

Now I'm at the point where I need to integrate QuickFIX into my system. At first I thought I could use the loop after the "initiator.start()" command but the code within the loop gets trigger only when the heartbeat is triggered. (the loop I'm talking about is the one in the executor example)

I figured that I need to use the fromApp or toApp methods however I have yet figured out how to trigger those and I thought maybe some of you guys might have an idea. 

What I'm trying to do is to have my strategy (which is running independently) send a command to my QuickFIX application then the QuickFIX application would figure out what it needs to do depending on the command. I realize I might be doing this the wrong way so I appreciate any advices.


- Phil

Re: [Quickfix-users] QuickFix 1.13.3 much slower after upgrade to Visual Studio 2010 / .NET 4.0

[sevzas <se...@gm...>]

Closer look revealed the problem was not in QuickFix.

Our code was using ThreadLocal<T> to reference the QuickFix42.NewOrderSingle
object. For some reason, the transition from .NET 3.5 to .NET 4.0 has
dramatically slowed down referencing a
ThreadLocal<QuickFix42.NewOrderSingle> . When this was changed to a regular
instance variable, the performance problems disappeared.

If you have any thoughts on why this is happened, I'm sure the forum will
appreciate hearing from you!


sevzas wrote:
> 
> We've been using quickfix 1.13.3 built using VS 2008 targeting X64 for a
> little over a year.
> 
> During the process of upgrading our .NET app to use Visual Studio 2010 /
> .NET 4.0, I rebuilt QuickFix using VS 2010.
> 
> I find that while nearly all of my app has registered significant
> performance gains under .NET 4.0, the Quickfix functionality is about
> *half* as fast - twice as slow.
> 
> I determined this using Eqatec 3.3 profiler.  Regular "user" testing
> confirms this.  Unfortunately Eqatec will not allow me to profile mixed
> mode assemblies, so I cannot profile inside QuickFix.   Before I bring in
> another profiling tool, I wanted to reach out to the Quickfix user
> community to see if anyone has experienced this.
> 
> I see the slowness with both the Release and the Debug builds.
> 
> 

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[Quickfix-users] Problems with bi-directional resend scenario for CME certification

[Chakka, G. B <gan...@jp...>]

Hello,

I am looking for some help in resolving the issue I have.

I am currently doing a CME DropCopy certification which has a scenario for bi-directional resend.  In this scenario, my process first has to detect a gap and send a RESEND request which works fine.  CME later would issue a RESEND request, to which the FIX engine on my side should have responded with a GAP-FILL message. But, It doesn't.

Below are the raw messages from this scenario.  Has anybody encountered this issue?  There seems to be a quickfix bug.   Quickfix version we use is 1.13.3.


20110429-13:15:17.516 : 8=FIX.4.2^A9=85^A35=0^A34=2312^A49=<XYZ>^A50=1^A52=20110429-13:15:17.516^A56=CME^A57=G^A142=US,NY^A369=2317^A10=249^A   <--- HeartBeat

20110429-13:15:17.808 : 8=FIX.4.2^A9=356^A35=8^A34=2319^A49=CME^A50=G^A52=20110429-13:14:57.426^A56=<XYZ>^A57=dummy^A369=1006^A...........................^A10=089  <-- ExecutionReport

20110429-13:15:17.809 : 8=FIX.4.2^A9=97^A35=2^A34=2313^A49=<XYZ>^A50=1^A52=20110429-13:15:17.808^A56=CME^A57=G^A142=US,NY^A369=2317^A7=2318^A16=0^A10=027^A  <-- Resend request from me

20110429-13:15:17.942 : 8=FIX.4.2^A9=383^A35=8^A34=2318^A43=Y^A49=CME^A50=G^A52=20110429-13:15:17.883^A56=<XYZ>^A57=dummy^A122=20110429-13:14:57^A369=1006^A....................^A10=155^A <-- ExecutionReport

20110429-13:15:18.089 : 8=FIX.4.2^A9=383^A35=8^A34=2319^A43=Y^A49=CME^A50=G^A52=20110429-13:15:17.883^A56=<XYZ>^A57=dummy^A122=20110429-13:14:57^A369=1006^A...................^A10=151^A <-- ExecutionReport

20110429-13:15:18.089 : 8=FIX.4.2^A9=87^A35=2^A34=2320^A49=CME^A50=G^A52=20110429-13:15:17.734^A56=<XYZ>^A57=1^A369=2309^A7=2310^A16=0^A10=183^A <-- Resend request from CME

<...  Here we should have sent 35=4 which is the GapFill.... But QuickFix doesn't do that and it appears to have ignored it. ....>

20110429-13:15:47.545 : 8=FIX.4.2^A9=85^A35=0^A34=2314^A49=<XYZ>^A50=1^A52=20110429-13:15:47.545^A56=CME^A57=G^A142=US,NY^A369=2319^A10=002^A <--  We instead sent heart beat after 30 sec which is the configured interval


Thanks in advance for any help.

Regards,
-Ganesh.




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[Quickfix-users] QuickFix 1.13.3 much slower after upgrade to Visual Studio 2010 / .NET 4.0

[sevzas <se...@gm...>]

We've been using quickfix 1.13.3 built using VS 2008 targeting X64 for a
little over a year.

During the process of upgrading our .NET app to use Visual Studio 2010 /
.NET 4.0, I rebuilt QuickFix using VS 2010.

I find that while nearly all of my app has registered significant
performance gains under .NET 4.0, the Quickfix functionality is about *half*
as fast - twice as slow.

I determined this using Eqatec 3.3 profiler.  Regular "user" testing
confirms this.  Unfortunately Eqatec will not allow me to profile mixed mode
assemblies, so I cannot profile inside QuickFix.   Before I bring in another
profiling tool, I wanted to reach out to the Quickfix user community to see
if anyone has experienced this.

I see the slowness with both the Release and the Debug builds.

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Re: [Quickfix-users] Configuration failed: LogonTime must be between StartTime and EndTime

[Christopher K. <cc...@cc...>]

Did you ever find a resolution to this problem?

I've just upgraded from 1.12.4 to 1.13.3 and am running into a similar issue.

Here's my config:

[SESSION]
StartTime=21:35:00
EndTime=22:00:00
StartDay=Sunday
EndDay=Monday
SessionQualifier=Mon

[SESSION]
StartTime=22:05:00
EndTime=22:00:00
StartDay=Monday
EndDay=Tuesday
SessionQualifier=Tue

[SESSION]
StartTime=22:05:00
EndTime=22:00:00
StartDay=Tuesday
EndDay=Wednesday
SessionQualifier=Wed

[SESSION]
StartTime=22:05:00
EndTime=22:00:00
StartDay=Wednesday
EndDay=Thursday
SessionQualifier=Thu

[SESSION]
StartTime=22:05:00
EndTime=22:00:00
StartDay=Thursday
EndDay=Friday
SessionQualifier=Fri

And the error:

quickfix.ConfigError: Configuration failed: LogonTime must be between
StartTime and EndTime

Perhaps there's a better way to configure for the session times in the
attached table?

On Thu, May 6, 2010 at 12:35 PM, Francis Gingras <fr...@at...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am trying to setup  two session per day for a connection (I must log off for a few minutes twice a day). I assume this means I need 12 sessions and here is the first one I set up.
>
> I have the following settings in the [Session] section:
>
> StartTime=21:05:00
> EndTime=20:59:00
> StartDay=wed
> EndDay=thu
>
> The error message is "Configuration failed: LogonTime must be between StartTime and EndTime" but there is no LogonTime setting in QuickFIX. What does this refer to and what is wrong with my settings?
>
> Thanks,
>
> Francis
> ------------------------------------------------------------------------------
>
>
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] QuickFIX/J ForceResync flag

[Li, Wei-J. [Tech] <Wei...@gs...>]

Hello,

A few questions about the SeqNum resync issue.
The quickfixj document says when SeqNum mismatch happens, we can use ForceResync=Y to reset the number by reading "expecting xxx" in the error message.
Can I assume I always see that string in error message?
Does this only resync the incoming sequence number? What happens to the outgoing number?
And, does it matter the other side uses different FIX engine?

Thanks,
Wei-Jen

Re: [Quickfix-users] Post-processing

[Kenny S. <ks...@co...>]

One way to do this is to use this callback:

toApp( Message& msg, const SessionID& sessionID)

And then take some code path based on the SessionID that is passed in.

--
Kenny Stone
Connamara Systems, LLC


On Thu, Apr 14, 2011 at 10:29 PM, Martin Dengler
<ma...@ma...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> On Thu, Apr 14, 2011 at 06:36:08PM +0000, Richard Hedin wrote:
> > I have an application that sends information to a variety of
> > destinations [and] it is emerging that some of those destinations
> > want special treatment. [...] It would be nice to do some
> > [in-process] post-processing [perhaps with] awk, or the perl regular
> > expression processor.
> >
> > Will I break anything if I pull the string representing the fix
> > message back from the QuickFix engine right before I call
> > Session.sendToTarget, possibly change the string, give it back to
> > the engine, and call sendToTarget?
>
> Won't you risk invalidating BodyLength?
>
> Usually it's best to leave the destination-specific processing as late
> as reasonable.  For some volume/fault-tolarance goals, separate
> forwading "destination" processes that do per-destination
> post-processing might make the most sense.
>
> >                 Regards,
> >
> >                 Rick
>
> Martin
>
>
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>
>

Re: [Quickfix-users] Post-processing

[Martin D. <ma...@ma...>]

On Thu, Apr 14, 2011 at 06:36:08PM +0000, Richard Hedin wrote:
> I have an application that sends information to a variety of
> destinations [and] it is emerging that some of those destinations
> want special treatment. [...] It would be nice to do some
> [in-process] post-processing [perhaps with] awk, or the perl regular
> expression processor.
> 
> Will I break anything if I pull the string representing the fix
> message back from the QuickFix engine right before I call
> Session.sendToTarget, possibly change the string, give it back to
> the engine, and call sendToTarget?

Won't you risk invalidating BodyLength?

Usually it's best to leave the destination-specific processing as late
as reasonable.  For some volume/fault-tolarance goals, separate
forwading "destination" processes that do per-destination
post-processing might make the most sense.

>                 Regards,
> 
>                 Rick

Martin

Re: [Quickfix-users] Post-processing

[Hei C. <str...@ya...>]

Not sure why you want to do a regular expression on the entire raw FIX message.  
If you want to apply regular expression or some sort on a tag value, you can do 
such processing in toApp() or toAdmin().



----- Original Message ----
From: Richard Hedin <rh...@pe...>
To: "qui...@li..." 
<qui...@li...>
Sent: Thu, April 14, 2011 11:36:08 AM
Subject: [Quickfix-users] Post-processing

QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

 
Hello.  I have an application that sends information to a variety of 
destinations, through a variety of routes.  The application works well. 

 
Now it is emerging that some of those destinations want special treatment.  “Oh, 
when you send me my symbol name, please append this string to it.  It will help 
me in my processing.”  I suspect that a lot of destinations will want some  
particular thing slightly different.  I can imagine my neat, simple application 
getting festooned with crap. 

 
It would be nice to do some post-processing.  After the application has finished 
its work, and thinks the fix message is ready to send out, it checks whether 
there is a script stored for this destination.  If there is, it runs the string  
representing the fix message through the script, and sends the result.  Perhaps 
one can embed awk, or the perl regular expression processor. 

 
Will I break anything if I pull the string representing the fix message back 
from the QuickFix engine right before I call Session.sendToTarget, possibly 
change the string, give it back to the engine, and call  sendToTarget? 

 
 
                Regards, 
 
                Rick
 
 
Rick Hedin
Software Engineer
PE∆K6  Investments
141 W. Jackson Blvd. Suite 500
Chicago, Il 60604
D: (312) 362-4343
E: rh...@pe...
 
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[Quickfix-users] Post-processing

[Richard H. <rh...@pe...>]

Hello.  I have an application that sends information to a variety of destinations, through a variety of routes.  The application works well.

Now it is emerging that some of those destinations want special treatment.  “Oh, when you send me my symbol name, please append this string to it.  It will help me in my processing.”  I suspect that a lot of destinations will want some particular thing slightly different.  I can imagine my neat, simple application getting festooned with crap.

It would be nice to do some post-processing.  After the application has finished its work, and thinks the fix message is ready to send out, it checks whether there is a script stored for this destination.  If there is, it runs the string representing the fix message through the script, and sends the result.  Perhaps one can embed awk, or the perl regular expression processor.

Will I break anything if I pull the string representing the fix message back from the QuickFix engine right before I call Session.sendToTarget, possibly change the string, give it back to the engine, and call sendToTarget?


                Regards,

                Rick


Rick Hedin
Software Engineer
PE∆K6 Investments
141 W. Jackson Blvd. Suite 500
Chicago, Il 60604
D: (312) 362-4343
E: rh...@pe...<mailto:rh...@pe...>


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Re: [Quickfix-users] Newbie question on intiators and acceptors

[FD P. <fdp...@gm...>]

Not sure about C but in .net you have two different socket objects
SocketInitiator SocketAcceptor so you might also have to do more the switch
the header.  Plus you config file would be different.  You'd need to
configure a Initiator session.

here is an example of my initiator config.

[DEFAULT]
ReconnectInterval=5
FileStorePath=C:\Documents and Settings\Frank.Proietti\Application
Data\PDS_FIXRegressionTester\PDS_FIXRegressionTester\1.0.0.0\Data
HeartBtInt=20
StartTime=00:01:00
EndTime=23:59:00
SocketAcceptPort=6000


[SESSION]
ConnectionType=initiator
SocketConnectHost=localhost
SocketConnectPort=7042
BeginString=FIX.4.2
SenderCompID=BUYSIDE
TargetCompID=SELLSIDE42
UseDataDictionary=N

On Wed, Apr 6, 2011 at 10:10 AM, Dr. Hanno Klemm <
Han...@be...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> Hi,
>
>
>
> I am trying to get started with using the quickfix library. As one of my
> first attempts I am at the moment trying to interchange the role of
> acceptors and initiators in the example programs.
>
>
>
> From looking at it, I thught basically all I had to do was to change
>
>
>
> #include "quickfix/SocketAcceptor.h"
>
>
>
> with
>
>
>
> #include “quickfix/SocketInitiator.h”
>
>
>
> interchange acceptor with initiator in the main program, and adapt the
> config files. However, if I recompile, connections that worked before stop
> working. Apparently there is something that I am overlooking. Could somebody
> please point me in the right direction?
>
>
>
> Many thanks,
>
> Hanno
>
>
> ------------------------------------------------------------------------------
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> It's a major breakthrough. An authentic gaming
> smartphone on the nation's most reliable network.
> And it wants your games.
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Newbie question on intiators and acceptors

[Dr. H. K. <Han...@be...>]

Hi,

I am trying to get started with using the quickfix library. As one of my first attempts I am at the moment trying to interchange the role of acceptors and initiators in the example programs.

>From looking at it, I thught basically all I had to do was to change

#include "quickfix/SocketAcceptor.h"

with

#include "quickfix/SocketInitiator.h"

interchange acceptor with initiator in the main program, and adapt the config files. However, if I recompile, connections that worked before stop working. Apparently there is something that I am overlooking. Could somebody please point me in the right direction?

Many thanks,
Hanno

[Quickfix-users] UseLocalTime issue

[Alex C. <Ale...@cs...>]

We are using release 1.12.4 of quickfix and would like to set the start
and end times for our sessions in local time versus UTC.  The website
(http://quickfixengine.org/quickfix/doc/html/configuration.html) says
you can use the UseLocalTime preference to do this.  Unfortunately, it
doesn't seem to be working.  We've tried setting it both in the default
session and in each session.

 

Looking at the bug tracker at sourceforge.net, bug ID 3023908 seems to
be exactly what we are experiencing.  This bug was open 8 months ago
with no one assigned to it.  Has anyone found a way around this bug to
allow the use of local times in the .cfg file?

 

Thank you

Re: [Quickfix-users] [Quickfix-developers] Incorrect data format for value?

[Hei C. <str...@ya...>]

Nevermind.
Figured.
Sorry for the noise.



----- Original Message ----
From: Hei Chan <str...@ya...>
To: qui...@li...; 
qui...@li...
Sent: Sun, March 27, 2011 10:44:49 PM
Subject: [Quickfix-developers] Incorrect data format for value?

QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi,

For some unknown reasons, one of the incoming FIX messages got rejected by 
QuickFIX/C++ (latest build):

20110328-05:11:24.553 : 
8=FIX.4.4^A9=127^A35=3^A34=3^A49=[senderCompID]^A52=20110328-05:11:24.553^A56=[targetCompID]^A45=2^A58=Incorrect

data format for value^A371=926^A372=BF^A373=6^A10=251^A

QuickFIX complained that the tag value of tag 926 (UserStatus) had a bad format:
20110328-03:56:11.085 : 
8=FIX.4.4^A9=210^A35=BF^A34=2^A49=[senderCompID]^A50=[subID]^A52=20110328-03:56:10.525^A56=[targetCompID]^A553=[username]^A923=[requestID]^A926=1^A927=0


U10D1_2Ak6uglHABL6VYjbjq9GSHA1mwRf1JqC6aXcVK7khigjmhuBtu728MC1Lp;20;342361;^A10=083^A



I have checked my dictionary file, but I don't see anything wrong tho:
  <message name='UserResponse' msgcat='app' msgtype='BF'>
   <field name='UserRequestID' required='Y' />
   <field name='Username' required='Y' />
   <field name='UserStatus' required='N' />
   <field name='UserStatusText' required='N' />
  </message>
.
.
.
  <field number='926' name='UserStatus' type='INT'>
   <value enum='1' description='LOGGEDIN' />
   <value enum='2' description='NOTLOGGEDIN' />
   <value enum='3' description='USERNOTRECOGNISED' />
   <value enum='4' description='PASSWORDINCORRECT' />
   <value enum='5' description='PASSWORDCHANGED' />
   <value enum='6' description='OTHER' />
  </field>

Any idea?

Thanks in advance.


Cheers,
Hei



      

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[Quickfix-users] Incorrect data format for value?

[Hei C. <str...@ya...>]

Hi,

For some unknown reasons, one of the incoming FIX messages got rejected by 
QuickFIX/C++ (latest build):

20110328-05:11:24.553 : 
8=FIX.4.4^A9=127^A35=3^A34=3^A49=[senderCompID]^A52=20110328-05:11:24.553^A56=[targetCompID]^A45=2^A58=Incorrect
 data format for value^A371=926^A372=BF^A373=6^A10=251^A

QuickFIX complained that the tag value of tag 926 (UserStatus) had a bad format:
20110328-03:56:11.085 : 
8=FIX.4.4^A9=210^A35=BF^A34=2^A49=[senderCompID]^A50=[subID]^A52=20110328-03:56:10.525^A56=[targetCompID]^A553=[username]^A923=[requestID]^A926=1^A927=0

U10D1_2Ak6uglHABL6VYjbjq9GSHA1mwRf1JqC6aXcVK7khigjmhuBtu728MC1Lp;20;342361;^A10=083^A


I have checked my dictionary file, but I don't see anything wrong tho:
  <message name='UserResponse' msgcat='app' msgtype='BF'>
   <field name='UserRequestID' required='Y' />
   <field name='Username' required='Y' />
   <field name='UserStatus' required='N' />
   <field name='UserStatusText' required='N' />
  </message>
.
.
.
  <field number='926' name='UserStatus' type='INT'>
   <value enum='1' description='LOGGEDIN' />
   <value enum='2' description='NOTLOGGEDIN' />
   <value enum='3' description='USERNOTRECOGNISED' />
   <value enum='4' description='PASSWORDINCORRECT' />
   <value enum='5' description='PASSWORDCHANGED' />
   <value enum='6' description='OTHER' />
  </field>

Any idea?

Thanks in advance.


Cheers,
Hei



      

Re: [Quickfix-users] Documentation

[George T. <GT...@rb...>]

I did not mean that they were incomplete. I merely was curious as I remembered reading someone was working on more documentation.

From: Kenny Stone [mailto:ks...@co...]
Sent: Tuesday, March 22, 2011 3:41 PM
To: George Tsafas
Cc: qui...@li...
Subject: Re: [Quickfix-users] Documentation

Why do you think the docs are incomplete?

--
Kenny Stone
Connamara Systems, LLC

On Tue, Mar 22, 2011 at 1:05 PM, George Tsafas <GT...@rb...<mailto:GT...@rb...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I remember a while back someone was saying they were writing on some more in-depth docs. Did this ever come to be? Would enjoy reading them.

Thanks,
GT

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Re: [Quickfix-users] Documentation

[Kenny S. <ks...@co...>]

Why do you think the docs are incomplete?

--
Kenny Stone
Connamara Systems, LLC


On Tue, Mar 22, 2011 at 1:05 PM, George Tsafas <GT...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I remember a while back someone was saying they were writing on some more
> in-depth docs. Did this ever come to be? Would enjoy reading them.
>
> Thanks,
> GT
>
>
> ------------------------------------------------------------------------------
> Enable your software for Intel(R) Active Management Technology to meet the
> growing manageability and security demands of your customers. Businesses
> are taking advantage of Intel(R) vPro (TM) technology - will your software
> be a part of the solution? Download the Intel(R) Manageability Checker
> today! http://p.sf.net/sfu/intel-dev2devmar
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Documentation

[George T. <GT...@rb...>]

I remember a while back someone was saying they were writing on some more in-depth docs. Did this ever come to be? Would enjoy reading them.

Thanks,
GT

[Quickfix-users] Fwd: QuickFIX Compile-time Errors

[Nigel S. <nig...@gm...>]

9 Compile–time Errors:

Error	1	error LNK2005: "class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > __cdecl std::operator+<char,struct std::char_traits<char>,class std::allocator<char> >(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &,class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &)" (??$?HDU?$char_traits@D@std@@V?$allocator@D@1@@std@@YA?AV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@0@ABV10@0@Z) already defined in quickfix.lib(Session.obj)	msvcprtd.lib	

Error	2	error LNK2005: "class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > __cdecl std::operator+<char,struct std::char_traits<char>,class std::allocator<char> >(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &,char const *)" (??$?HDU?$char_traits@D@std@@V?$allocator@D@1@@std@@YA?AV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@0@ABV10@PBD@Z) already defined in quickfix.lib(Session.obj)	msvcprtd.lib	

Error	3	error LNK2005: "class std::basic_ostream<char,struct std::char_traits<char> > & __cdecl std::operator<<<struct std::char_traits<char> >(class std::basic_ostream<char,struct std::char_traits<char> > &,char const *)" (??$?6U?$char_traits@D@std@@@std@@YAAAV?$basic_ostream@DU?$char_traits@D@std@@@0@AAV10@PBD@Z) already defined in executor.obj	msvcprtd.lib	

Error	4	error LNK2005: "class ATL::CAtlWinModule ATL::_AtlWinModule" (?_AtlWinModule@ATL@@3VCAtlWinModule@1@A) already defined in quickfix.lib(MSXML_DOMDocument.obj)	atls.lib	

Warning	5	warning LNK4098: defaultlib 'MSVCRT' conflicts with use of other libs; use /NODEFAULTLIB:library	example_executor_cpp_vs8	

Error	6	error LNK2019: unresolved external symbol "__declspec(dllimport) public: class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::iterator __thiscall std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::end(void)" (__imp_?end@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@QAE?AViterator@12@XZ) referenced in function "class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > __cdecl FIX::string_toUpper(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &)" (?string_toUpper@FIX@@YA?AV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@ABV23@@Z)	e:\Stock Trading System\Sample Code\FIX Engine\QuickFix\Source Code\examples\executor\C++\quickfix.lib	1	

Error	7	error LNK2001: unresolved external symbol "__declspec(dllimport) public: class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::iterator __thiscall std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::end(void)" (__imp_?end@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@QAE?AViterator@12@XZ)	e:\Stock Trading System\Sample Code\FIX Engine\QuickFix\Source Code\examples\executor\C++\quickfix.lib	1	

Error	8	error LNK2019: unresolved external symbol "__declspec(dllimport) public: class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::iterator __thiscall std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::begin(void)" (__imp_?begin@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@QAE?AViterator@12@XZ) referenced in function "class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > __cdecl FIX::string_toUpper(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &)" (?string_toUpper@FIX@@YA?AV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@ABV23@@Z)	e:\Stock Trading System\Sample Code\FIX Engine\QuickFix\Source Code\examples\executor\C++\quickfix.lib	1	

Error	9	error LNK2001: unresolved external symbol "__declspec(dllimport) public: class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::iterator __thiscall std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >::begin(void)" (__imp_?begin@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@QAE?AViterator@12@XZ)	e:\Stock Trading System\Sample Code\FIX Engine\QuickFix\Source Code\examples\executor\C++\quickfix.lib	1	

[Summary]
Error	10	fatal error LNK1120: 2 unresolved externals	E:\Stock Trading System\Sample Code\FIX Engine\QuickFix\Source Code\examples\executor\C++\\bin\debug\executor_cpp\executor_cpp.exe

Re: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....

[Contact B. T. <co...@bl...>]

After a lot of trial and error and some fluke luck -- it seems my entire
issue had to do with threading.  As soon as I inserted a delay in
processing the the 35=h message, everything worked.

Strange and bizarre -- sounds like a bug to me.

Thanks for the help and patience.


Best Regards
Dean Reese
BlackWave Technologies

www.blackwavetechnologies.com









>

Re: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....

[John V. <jva...@co...>]

I should think that the different versions have the same functionality.

John Vatianou
Connamara Systems, LLC

On Sat, Mar 19, 2011 at 3:27 PM, Contact BlackWave Technologies <
co...@bl...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am using the C#/.Net version -- Is there a chance that the C#/.Net
> version is different or does not work the same?
>
>
>
>
> >Dean:
> >
> >I was not able to replicate your issue.  At this point, I'm personally
> >stuck
> >at what the problem is, but I did try to implement the
> >TradingSessionStatus
> >using QuickFIX examples, use a Data Dictionary that did not have the
> >specified enum and get the same error you received, then updated the Data
> >Dictionary and successfully got past the TradingSessionStatus message.
> >Admitedly, I'm not as technical as others, so at this point, hopefully
> >someone else in the community can help with your issue.
> >
> >I had some trouble getting the acceptance tests to work, so I decided to
> >see
> >if I can get executor and tradeclient to deal with the
> >TradingSessionStatus
> >message.  Here's what I did in executor/Application.cpp...
> >
> >#include "quickfix/fix50/TradingSessionStatus.h"
> >
> >void Application::onLogon( const FIX::SessionID& sessionID )
> >        {
> >        FIX50::TradingSessionStatus tradingSessionStatus =
> >FIX50::TradingSessionStatus (
> >        FIX::TradingSessionID("jv"),
> >        FIX::TradSesStatus(2)
> >        );
> >
> >        try
> >        {
> >                FIX::Session::sendToTarget( tradingSessionStatus,
> >sessionID
> >);
> >        }
> >        catch ( FIX::SessionNotFound& ) {}
> >        }
> >
> >All I'm doing here is saying the executor should send a
> >TradingSessionStatus
> >message upon successful Logon.
> >
> >Next in tradeclient/Appliation.h, I added...
> >#include "quickfix/fix50/TradingSessionStatus.h"
> >void onMessage( const FIX50::TradingSessionStatus&, const FIX::SessionID&
> >);
> >
> >And in tradeclient/Application.cpp I added...
> >void Application::onMessage
> >( const FIX50::TradingSessionStatus & msg, const FIX::SessionID& )
> >{
> >        FIX::TradSesStatus status;
> >        msg.get(status);
> >        std::cout << "trading session status received: " << status <<
> >std::endl;
> >}
> >
> >Both executor and tradeclient share the same FIX50SP2.xml that ships with
> >QuickFIX, which contains the lines...
> ><field number='336' name='TradingSessionID' type='STRING'>
> >   <value enum='1' description='DAY' />
> >   <value enum='2' description='HALFDAY' />
> >   <value enum='3' description='MORNING' />
> >   <value enum='4' description='AFTERNOON' />
> >   <value enum='5' description='EVENING' />
> >   <value enum='6' description='AFTER_HOURS' />
> >   <value enum='jv' description='JV' />
> >  </field>
> >
> >I fired up the executor, then tried to connect tradeclient before adding
> >the
> >'jv' enum to the Data Dictionary, and I got...
> ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
> >
> >(8=FIXT.1.1|9=79|35=h|34=38|49=EXECUTOR|52=20110318-21:24:48.816|56=CLIENT
> >1|1128=7|336=jv|340=2|10=001|)
> ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, event>
> >  (Message 38 Rejected: Value is incorrect (out of range) for this
> >tag:336)
> ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, outgoing>
> >
> >(8=FIXT.1.1|9=135|35=3|34=27|49=CLIENT1|52=20110318-21:24:48.816|56=EXECUT
> >OR|45=38|58=Value
> >is incorrect (out of range) for this tag|371=336|372=h|373=5|10=221|)
> >
> >I then added the enum and received...
> ><20110318-21:25:57.459, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
> >
> >(8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT
> >1|1128=7|336=jv|340=2|10=254|)
> >trading session status received: 2
> >
> >IN:
> >8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1
> >|1128=7|336=jv|340=2|10=254|
> >
> >Then the application successfully heartbeat with each other.
> >
> >Sorry, I could not replicate your problem.  Seems like the Data Dictionary
> >update worked for me.  So something else must be going on.
> >
> >Regards,
> >John Vatianou
> >Connamara Systems, LLC
> >
> >On Thu, Mar 17, 2011 at 6:01 PM, Contact BlackWave Technologies <
> >co...@bl...> wrote:
> >
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >> >
> >> >Thanks John
> >>
> >>
> >>
> >>
> >>
> >>
> >>-------------------------------------------------------------------------
> >>-----
> >> Colocation vs. Managed Hosting
> >> A question and answer guide to determining the best fit
> >> for your organization - today and in the future.
> >> http://p.sf.net/sfu/internap-sfd2d
> >> _______________________________________________
> >> Quickfix-users mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >>
>
>
>
>
> ------------------------------------------------------------------------------
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