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From: Joaquín G. <j.g...@ra...> - 2010-10-04 13:02:38
|
Hi all, Is it possible that a message with a "conditionally required field missing" is rejected? Thanks. |
From: Eugene K. <ek...@qu...> - 2010-09-30 15:23:47
|
You probably have one of ResetOnLogon, RestOnLogout or ResetOnDisconnect set to yes in the config file. - Eugene Krel - Quantitative Brokers <http://www.quantitativebrokers.com> On Thu, Sep 30, 2010 at 10:50, Chengda Zhang <ent...@gm...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi all, > > I am having a problem with QuickFix. I have both an initiator and an > acceptor on one computer and designed them to be communicating with each > other. But for some reason, the acceptor kept logging off due to some > sequence number too low problems. It says in the comment something like > "sequence number too low, expected 19 but received 1". But tag 34 (message > sequence number) in the message sent by the initiator specifically says a > number greater than 19. So my question is: is there any way to prevent this > from happening? If not, am I supposed to let the acceptor to send a sequence > reset message every single time the initiator logs on? Thank you! > > Chengda > > > ------------------------------------------------------------------------------ > Start uncovering the many advantages of virtual appliances > and start using them to simplify application deployment and > accelerate your shift to cloud computing. > http://p.sf.net/sfu/novell-sfdev2dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > DISCLAIMER: This e-mail and any attachments are for the confidential use of the intended recipient. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any investment product, an official confirmation of any transaction or an official statement of Quantitative Brokers, LLC. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. Quantitative Brokers may, at its discretion, monitor and review the content of all e-mail communications. |
From: Chengda Z. <ent...@gm...> - 2010-09-30 14:50:10
|
Hi all, I am having a problem with QuickFix. I have both an initiator and an acceptor on one computer and designed them to be communicating with each other. But for some reason, the acceptor kept logging off due to some sequence number too low problems. It says in the comment something like "sequence number too low, expected 19 but received 1". But tag 34 (message sequence number) in the message sent by the initiator specifically says a number greater than 19. So my question is: is there any way to prevent this from happening? If not, am I supposed to let the acceptor to send a sequence reset message every single time the initiator logs on? Thank you! Chengda |
From: Wilhelm T. <th...@cu...> - 2010-09-10 00:04:49
|
Hello I have 2 Quickfix applications connecting to a fix server. 1 of the app is really fast and has no problem, the other one can be slow time to time when the market goes a bit too fast and it seems it slow down the server itself sometime, I guess the client socket buffer is full while the server is trying to send more data? I was wondering if there is a way to increase the socket buffer size on the slowest client? If not, I guess I will need to of course accelerate this app and if not enough build a buffering mechanism on the client...any other advise? thanks for your help, Wil |
From: Wilhelm T. <th...@cu...> - 2010-09-09 04:46:00
|
Hello, If I set *SocketNodelay *to Y, does that means my initiator and acceptor need to have the flag set to Y or only one of them is enough? What is your experience with *SocketNodelay, *did you gain some speed or quicker smaller blocks so faster latest data? * * thanks for your help, Wil |
From: Mikhail V. <mve...@gm...> - 2010-08-18 12:03:23
|
Nazar, You still misunderstand the problem MySQLStore.h [snip] #ifndef HAVE_MYSQL #error MySQLStore.h included, but HAVE_MYSQL not defined #endif [snip] This means that in order to use MySQLStore.h one has to define HAVE_MYSQL. This is defined in config.h when the library is being built and configured. Or this macro is defined by you as a passing argument to the compiler. Once the library is built and installed the config.h file which defines the macro is not installed. So the user has to define the HAVE_MYSQL macro again in the application code that uses MySQLStore.h Same issue is with Postgres. What I think should be avoided is the application having to define the macros rather then the library providing the appropriate headers. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 22:30:10 +0400 You need a special build of library to use MySQL/PostgreSQL. First build the library with these macroses, then use you can use database storage capabilities. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 8:25 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I think you misunderstand the problem: The issue is not how to build the libraries themselves. The issue is using the libraries. When I attempt to user MySQLLog/MySQLStore and include the appropriate headers after building 1.13.3 with the appropriate flags enabled. The compiler complains that the HAVE_MYSQL or HAVE_POSTGRES if I choose the Postgres Stores is not defined. After going through the headers I found that config.h which gets created by configure script does not get installed nor it is included by any other headers in the library. config.h is the header that defines the 2 macros I have mentioned. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 19:27:13 +0400 Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Nazar A. <na...@um...> - 2010-08-17 18:30:17
|
You need a special build of library to use MySQL/PostgreSQL. First build the library with these macroses, then use you can use database storage capabilities. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 8:25 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I think you misunderstand the problem: The issue is not how to build the libraries themselves. The issue is using the libraries. When I attempt to user MySQLLog/MySQLStore and include the appropriate headers after building 1.13.3 with the appropriate flags enabled. The compiler complains that the HAVE_MYSQL or HAVE_POSTGRES if I choose the Postgres Stores is not defined. After going through the headers I found that config.h which gets created by configure script does not get installed nor it is included by any other headers in the library. config.h is the header that defines the 2 macros I have mentioned. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 19:27:13 +0400 Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Mikhail V. <mve...@gm...> - 2010-08-17 16:25:12
|
I think you misunderstand the problem: The issue is not how to build the libraries themselves. The issue is using the libraries. When I attempt to user MySQLLog/MySQLStore and include the appropriate headers after building 1.13.3 with the appropriate flags enabled. The compiler complains that the HAVE_MYSQL or HAVE_POSTGRES if I choose the Postgres Stores is not defined. After going through the headers I found that config.h which gets created by configure script does not get installed nor it is included by any other headers in the library. config.h is the header that defines the 2 macros I have mentioned. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 19:27:13 +0400 Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Nazar A. <na...@um...> - 2010-08-17 15:27:19
|
Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Mikhail V. <mve...@gm...> - 2010-08-17 14:14:23
|
I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Jeff B. <jba...@ya...> - 2010-08-17 12:21:33
|
Am I missing something during the installation process? Model Name: MacBook Pro Processor Name: Intel Core 2 Duo jeffreybarnes:~/quickfix $ ./configure --with-java --with-mysql=/usr/local/mysql jeffreybarnes:~/quickfix $ make jeffreybarnes:~/quickfix $ sudo make install ... (No errors reported) jeffreybarnes:~/quickfix/test $ ./runut.sh 9191 <ut> <output> dyld: lazy symbol binding failed: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace dyld: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace C++/test/MySQLStoreTestCase.cpp:83: error: Failure in setGet: Unhandled exception: Crash! dyld: lazy symbol binding failed: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace dyld: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace C++/test/MySQLStoreTestCase.cpp:88: error: Failure in setGetWithQuote: Unhandled exception: Crash! dyld: lazy symbol binding failed: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace dyld: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace C++/test/MySQLStoreTestCase.cpp:93: error: Failure in other: Unhandled exception: Crash! dyld: lazy symbol binding failed: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace dyld: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace C++/test/MySQLStoreTestCase.cpp:98: error: Failure in reload: Unhandled exception: Crash! dyld: lazy symbol binding failed: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace dyld: Symbol not found: _mysql_init Referenced from: /Users/jeffreybarnes/quickfix/src/C++/.libs/libquickfix.14.dylib Expected in: flat namespace C++/test/MySQLStoreTestCase.cpp:103: error: Failure in refresh: Unhandled exception: Crash! FAILURE: 5 out of 183 tests failed (5 failures). Test time: 10.89 seconds. </output> </ut> |
From: Nazar A. <na...@um...> - 2010-08-17 03:28:54
|
Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Mikhail V. <mve...@gm...> - 2010-08-16 22:50:18
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Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman |
From: Shariq M. <sha...@ya...> - 2010-08-16 17:22:24
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Hi, I was wondering if anyone can suggest some simple strategies for automatic failover. For example if I am a fix connection initiator and my 1) machine goes down 2) my whole site at datacenter xyz goes down so how to recover from the other machine/ site? requires to keep the session info on an NAS device or some shared harddisk space that can be accessed b.w 2 boxes/sites? how? appreciate if anyone can suggest something. thanks |
From: <or...@qu...> - 2010-08-16 16:51:13
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I've been really busy working on a new release (better 5.0 support with service packs and better .NET integration). I've sort of neglected the new forum I set up for you guys. I went through the backlog of discussions and tried to answer all questions, some of the very late unfortunately. A lot of you signed up much sooner than expected. There are already 450 of you signed up. So if you are angrily awaiting a response to a question, go back and you should find an answer. I'm going to make it a priority to keep up to date on the forum as I hope it will eventually supersede the mailing list. If you haven't already, check it out are http://www.quickfixengine.org/forum/ |
From: Djalma R. d. S. F. <drs...@gm...> - 2010-08-15 20:12:40
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You can try regasm to use quickfix .NET dlls as COM objects. http://msdn.microsoft.com/en-us/library/tzat5yw6%28VS.71%29.aspx On Fri, Aug 13, 2010 at 10:40 AM, Chengda Zhang <ent...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > Does anyone know if the three quick dll's are com objects? If not, how can I make it com object? Thank you. > ------------------------------------------------------------------------------ > This SF.net email is sponsored by > > Make an app they can't live without > Enter the BlackBerry Developer Challenge > http://p.sf.net/sfu/RIM-dev2dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
From: Chengda Z. <ent...@gm...> - 2010-08-13 13:40:55
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Hi, Does anyone know if the three quick dll's are com objects? If not, how can I make it com object? Thank you. |
From: Chengda Z. <ent...@gm...> - 2010-08-12 20:47:25
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Hi all, I have written a vb.net application using QF engine. Later I learned my host does not provide real time market data so I am thinking if vb.net can read live data in an excel file. Does anyone have a clue how to do that? Or how do you get real time market data when you are designing your QF engine-based application? Or, even better, has anybody designed an excel-based QF application? I tried but failed because VBA does a poor job in class inheritance. Thanks in advance. |
From: Grant B. <gbi...@co...> - 2010-08-11 16:23:34
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Please post your config file, and the whole 35=j message. I suspect your datadictionary is not configured right. On Wed, Aug 11, 2010 at 11:13 AM, Chengda Zhang <ent...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi all, > In what situation will you trigger the QF engine to send a rejection message (35=j) with an Unsupported Message Type note (380=3)? My QF engine sends this message to my host every time it gets an execution report from the host after a new single order is sent. I have checked all the tags in the execution report and there seems to be no problem. Here is the execution report message: > ================================= > 8=FIX.4.2 9=000278 35=8 34=000163 43=N 52=20100811-15:46:00 49=MyHost 56=Myself 37=000003e7.000043d4.4c623a17.0001 11=201008041211353.0 17=17364.1281541560.1 150=0 20=0 39=0 55=IBM 54=1 38=100 44=100 32=0 31=0.00 14=0 151=100 6=0 167=CS 1=MyAccountNumber 60=20100811-15:46:00 40=2 15=USD 6122=c 204=0 6674=0 10=068 > ================================= > There are some customized message tags like 6122 and 6674 and they have all been defined in the xml file. > Anybody has a clue?? > Thanks in advance! > ------------------------------------------------------------------------------ > This SF.net email is sponsored by > > Make an app they can't live without > Enter the BlackBerry Developer Challenge > http://p.sf.net/sfu/RIM-dev2dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
From: Kenny S. <ks...@co...> - 2010-08-11 16:22:00
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You are probably calling 'crack' in 'fromApp' but haven't implemented the 'onMessage' callback for an Execution. -- Kenny Stone Connamara Systems, LLC On Wed, Aug 11, 2010 at 11:13 AM, Chengda Zhang <ent...@gm...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi all, > > In what situation will you trigger the QF engine to send a rejection > message (35=j) with an Unsupported Message Type note (380=3)? My QF engine > sends this message to my host every time it gets an execution report from > the host after a new single order is sent. I have checked all the tags in > the execution report and there seems to be no problem. Here is the execution > report message: > ================================= > 8=FIX.4.2 9=000278 35=8 34=000163 43=N 52=20100811-15:46:00 49=MyHost > 56=Myself 37=000003e7.000043d4.4c623a17.0001 11=201008041211353.0 > 17=17364.1281541560.1 150=0 20=0 39=0 55=IBM 54=1 38=100 44=100 32=0 31=0.00 > 14=0 151=100 6=0 167=CS 1=MyAccountNumber 60=20100811-15:46:00 40=2 15=USD > 6122=c 204=0 6674=0 10=068 > ================================= > > There are some customized message tags like 6122 and 6674 and they have all > been defined in the xml file. > > Anybody has a clue?? > Thanks in advance! > > > ------------------------------------------------------------------------------ > This SF.net email is sponsored by > > Make an app they can't live without > Enter the BlackBerry Developer Challenge > http://p.sf.net/sfu/RIM-dev2dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
From: Chengda Z. <ent...@gm...> - 2010-08-11 16:13:13
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Hi all, In what situation will you trigger the QF engine to send a rejection message (35=j) with an Unsupported Message Type note (380=3)? My QF engine sends this message to my host every time it gets an execution report from the host after a new single order is sent. I have checked all the tags in the execution report and there seems to be no problem. Here is the execution report message: ================================= 8=FIX.4.2 9=000278 35=8 34=000163 43=N 52=20100811-15:46:00 49=MyHost 56=Myself 37=000003e7.000043d4.4c623a17.0001 11=201008041211353.0 17=17364.1281541560.1 150=0 20=0 39=0 55=IBM 54=1 38=100 44=100 32=0 31=0.00 14=0 151=100 6=0 167=CS 1=MyAccountNumber 60=20100811-15:46:00 40=2 15=USD 6122=c 204=0 6674=0 10=068 ================================= There are some customized message tags like 6122 and 6674 and they have all been defined in the xml file. Anybody has a clue?? Thanks in advance! |
From: Grant B. <gbi...@co...> - 2010-08-10 18:44:23
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Try setting ValidateUserDefinedFields=Y. I believe it will allow fields over 5000 to slide. On Tue, Aug 10, 2010 at 1:33 PM, Chengda Zhang <ent...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > My remote host has a list of 60xx tags and when QF engine receives a message containing tags like those, it will send a rejection message saying it has an undefined field. My question is how to make QF engine ignore the messages with 60xx tags? Thank you! > ------------------------------------------------------------------------------ > This SF.net email is sponsored by > > Make an app they can't live without > Enter the BlackBerry Developer Challenge > http://p.sf.net/sfu/RIM-dev2dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
From: Chengda Z. <ent...@gm...> - 2010-08-10 18:33:52
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My remote host has a list of 60xx tags and when QF engine receives a message containing tags like those, it will send a rejection message saying it has an undefined field. My question is how to make QF engine ignore the messages with 60xx tags? Thank you! |
From: Francis G. <fr...@at...> - 2010-07-30 06:29:55
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Hi all, I have been using QF for years in various projects and I think a particular scenario is not handled well by the ThreadedSocketInitiator connection routine in the 1.13.3 .NET release. There was a router error at destination for a while and we could not establish a connection. I usually rely on QF to reconnect until successful but this time it did not work. The issue appears to be QF does not recover from a broken session. Does anyone have a suggestion to detect broken sessions and reinitialize them? 2010-07-26 04:14:58.6578|Created session 2010-07-26 04:14:58.7938|Connecting to <some IP> on port xx 2010-07-26 04:15:19.7961|Connection failed 2010-07-26 04:15:58.8086|Connecting to <some IP> on port xx 2010-07-26 04:16:19.8099|Connection failed <and on like this every 30 seconds for hours> -->at 09:52:51 I restarted the server and the connection was instantly successful. It is impossible that I happened to restart the server at the exact time they fixed their router problem (in fact they confirm it was fixed around 6AM) 2010-07-26 09:52:51.9511|Created session 2010-07-26 09:52:52.0861|Connecting to <some IP> on port xx 2010-07-26 09:52:52.0941|Connection succeeded Thanks, Francis Gingras |
From: Steven D. <ste...@ho...> - 2010-07-23 21:55:03
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Hello, I'm trying to send in a price with a fractional penny i.e. 15.155 but it is always sent as 15.15. I tried a simple test using the example application and the result is always the same rounded down to 15.15: FIX::Price queryPrice(){ double value; std::cout << std::endl << "Price: "; std::cin >> value; return FIX::Price( value );} which then goes into newOrderSingle.set( queryPrice() ) and is pushed out. The value entered is correct when prompted as 15.155 but the FIX message leaving is always 15.15. Any help is much appreciated!! Thanks,Steven |