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From: Grant B. <gbi...@co...> - 2014-08-25 14:03:01
|
I strongly suspect you are doing something weird in your code. Are you explicitly sending Logon messages? e.g. are you calling something like sendToTarget(logon_message)? On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri < nam...@rh...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > QuickFix wrapper seems to be sending out heartbeat messages with seqNum > field set to 32 every once in a way immediately after receiving a logon > reponse from our counterparty. > > This is after having 141=Y on the login request. > > Below are the message logs (from a long time ago, but this is still > happening) from several instances this has happened. This happens > intermittently and is not noticed when a login is preceded by a logout . > We are using product version 1.0.3748 > > > > 20131120-09:46:53.256 : > 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218 > > 20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM > 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212 > > 20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US > 52=20131120-09:47:24.69156= THEM 10=17 > > > > > > 20131124-05:21:47.825 : > 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212 > > 20131124-05:22:17.856 : > 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175 > > 20131124-05:22:17.887 : > 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128 > > 20131124-05:22:18.246 : > 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248 > > > > 20131201-05:30:30.165 : > 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201 > > 20131201-05:30:31.600 : > 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206 > > 20131201-05:31:01.600 : > 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151 > > 20131201-05:31:01.927 : > 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249 > > > > 20131209-14:37:42.386 : > 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224 > > 20131209-14:37:44.757 : > 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223 > > 20131209-14:38:14.850 : > 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177 > > > > Any help would be appreciated. > > > > Thanks, > > Namalie. > > > > > > > > > This e-mail may contain confidential and/or privileged information. If you > are not the intended recipient (or have received this e-mail in error) > please notify the sender immediately and destroy this e-mail. Any > unauthorised copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. Although this e-mail and any attachments are > believed to be free of any virus or any other defect which may affect any > computer or IT system into which they are received and opened, it is the > responsibility of the recipient to ensure that they are virus free and no > responsibility is accepted by Rhicon Currency Management for any loss or > damage arising in any way from receipt or use thereof. This message is for > information purposes only, it does not constitute investment advice or an > offer or a solicitation to invest. The information herein is only directed > at professional clients and eligible counterparties and the services or > investments referred to in this e-mail and any attachments thereto are only > available to professional clients and eligible counterparties. Retail > clients should not rely on the information herein. Rhicon Currency > Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence > No. CMS100198-2) and is registered with the CFTC as a Commodity Trading > Advisor and a member of the National Futures Association in the United > States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and > regulated by the Financial Conduct Authority (FRN: 228713), and registered > as a limited company in England and Wales No. 4610606. > > > > > ------------------------------------------------------------------------------ > Slashdot TV. > Video for Nerds. Stuff that matters. > http://tv.slashdot.org/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Namalie M. <nam...@rh...> - 2014-08-25 05:49:49
|
Hi, QuickFix wrapper seems to be sending out heartbeat messages with seqNum field set to 32 every once in a way immediately after receiving a logon reponse from our counterparty. This is after having 141=Y on the login request. Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and is not noticed when a login is preceded by a logout . We are using product version 1.0.3748 20131120-09<tel:20131120-09>:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218 20131120-09<tel:20131120-09>:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212 20131120-09<tel:20131120-09>:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17 20131124-05<tel:20131124-05>:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212 20131124-05<tel:20131124-05>:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175 20131124-05<tel:20131124-05>:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128 20131124-05<tel:20131124-05>:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248 20131201-05<tel:20131201-05>:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201 20131201-05<tel:20131201-05>:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206 20131201-05<tel:20131201-05>:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151 20131201-05<tel:20131201-05>:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249 20131209-14<tel:20131209-14>:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224 20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223 20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177 Any help would be appreciated. Thanks, Namalie. This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Although this e-mail and any attachments are believed to be free of any virus or any other defect which may affect any computer or IT system into which they are received and opened, it is the responsibility of the recipient to ensure that they are virus free and no responsibility is accepted by Rhicon Currency Management for any loss or damage arising in any way from receipt or use thereof. This message is for information purposes only, it does not constitute investment advice or an offer or a solicitation to invest. The information herein is only directed at professional clients and eligible counterparties and the services or investments referred to in this e-mail and any attachments thereto are only available to professional clients and eligible counterparties. Retail clients should not rely on the information herein. Rhicon Currency Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence No. CMS100198-2) and is registered with the CFTC as a Commodity Trading Advisor and a member of the National Futures Association in the United States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and regulated by the Financial Conduct Authority (FRN: 228713), and registered as a limited company in England and Wales No. 4610606. |
|
From: Kermen D. <kd...@gm...> - 2014-08-15 14:22:17
|
Hello, I am building a node.js addon that is a wrapper for the QuickFIX C++ implementation. I will not distribute the source or binaries with the addon but users will have to have the QuickFIX library installed to use it. Forgive me, but I am not familiar with the legalese of the license. I was considering calling the addon "node-quickfix" but am not sure if it qualifies as a derviative work (I believe it does) and thus would need written permission to use "quickfix" in the name. If I do need permission to use the quickfix name, how would I obtain it? Thank you |
|
From: randmate <ran...@ya...> - 2014-07-10 11:40:17
|
I referred a blog to receive fix messages link <http://mprabhat.com/2012/07/02/creating-a-fix-initiator-using-quickfixj> But I can't able to receive messages from the host. This is the following log message I'm receiving. I would appreciate if there is an alternative way to receive messages from the host by dynamically choosing the sender, target id with username ,password , host and port. Thanks in Advance 20140710-10:53:21: Session FIX.4.3:sender_name->TRADX schedule is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC 20140710-10:53:21: Created session: FIX.4.3:epro->TRADX 20140710-10:53:22: Application exception in toAdmin() java.lang.ClassCastException: quickfix.fix42.Logon cannot be cast to quickfix.fix43.Logon -- View this message in context: http://quickfix.13857.n7.nabble.com/How-to-receive-message-using-Quick-Fix-J-tp6649.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: Grant B. <gbi...@co...> - 2014-03-19 16:05:29
|
Regular QuickFIX: written in C++. Also has a wrapper library so you can use it in C#. Website is http://quickfixengine.org. QuickFIX/n: written completely in C#. Website is http://quickfixn.org. This mailing list is for the C++ QuickFIX. You appear to be using QuickFIX/n. Thus you are on the wrong mailing list. Go to quickfixn.org and see if some of its documentation can help you, and join their mailing list. On Wed, Mar 19, 2014 at 10:57 AM, xmoon 2000 <xmo...@go...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I really don't understand. > > I am using c# from Visual Studio with .NET > > What dll etc should I be using? > > > On 19 March 2014 15:46, Mike Gatny <mg...@co...> wrote: > >> It looks like you are using QuickFIX/n and not the .NET wrapper for >> QuickFIX/c++ (this is the quickfix mailing list, not the quickfix/n list, >> FYI). If so, docs for QF/n repeating groups are here: >> http://quickfixn.org/tutorial/repeating-groups >> >> -- >> Mike Gatny >> Connamara Systems, LLC >> >> >> On Wed, Mar 19, 2014 at 10:40 AM, xmoon 2000 <xmo...@go...>wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> I don't seem to have this: >>> >>> QuickFix42.MarketDataIncrementalRefresh >>> >>> I have >>> >>> QuickFix.FIX42.MarketDataIncrementalRefresh >>> >>> and compiler can't find a suitable onMessage() overide. >>> >>> Have I declared stuff wrong? >>> >>> using QuickFix; >>> using QuickFix.Fields; >>> using QuickFix.FIX42; >>> >>> >>> >>> On 19 March 2014 14:25, Jonathan Steinberg <jst...@je...>wrote: >>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >The messages come with repeated tags. I do not understand the >>>> QuickFix/Net >>>> >documentation on how to deal with it. >>>> >>>> Basically, you do two things to handle a set of repeating groups >>>> 1) Get the number of items in the repeating group >>>> 2) Call GetGroup that number of times to retrieve each group item of >>>> the specified type: >>>> >>>> So , say for a QuickFix42.MarketDataIncrementalRefresh message, number >>>> of groups are in the NoMDEntries *field* of the message >>>> The repeated groups are of *type* "NoMDEntries", and you call getGroup >>>> for each index. >>>> e.g. >>>> >>>> //get the number of groups >>>> int count = message.getNoMDEntries().getValue(); >>>> //variable for each group item >>>> QuickFix42.MarketDataIncrementalRefresh.NoMDEntries >>>> repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries(); >>>> for (int i = 1; i <= count; i++) >>>> { >>>> //get group item # I >>>> message.getGroup(i, repeatingMDItem); >>>> >>>> //repeatingMDItem now has the data in repeating group number i. >>>> //Do whatever you need to get the data for the group item.... >>>> } >>>> >>>> >>>> Good luck! >>>> Jonathan Steinberg >>>> >>>> >>>> -----Original Message----- >>>> From: xmoon 2000 [mailto:xmo...@go...] >>>> Sent: Wednesday, March 19, 2014 7:56 AM >>>> To: qui...@li... >>>> Subject: [Quickfix-users] Repeated groups >>>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> Jefferies archives and monitors outgoing and incoming e-mail. The >>>> contents of this email, including any attachments, are confidential to the >>>> ordinary user of the email address to which it was addressed. If you are >>>> not the addressee of this email you may not copy, forward, disclose or >>>> otherwise use it or any part of it in any form whatsoever. This email may >>>> be produced at the request of regulators or in connection with civil >>>> litigation. Jefferies accepts no liability for any errors or omissions >>>> arising as a result of transmission. Use by other than intended recipients >>>> is prohibited. In the United Kingdom, Jefferies operates as Jefferies >>>> International Limited; registered in England: no. 1978621; registered >>>> office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies >>>> International Limited is authorized and regulated by the Financial Conduct >>>> Authority. >>>> >>>> >>>> ------------------------------------------------------------------------------ >>>> Learn Graph Databases - Download FREE O'Reilly Book >>>> "Graph Databases" is the definitive new guide to graph databases and >>>> their >>>> applications. Written by three acclaimed leaders in the field, >>>> this first edition is now available. Download your free book today! >>>> http://p.sf.net/sfu/13534_NeoTech >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> Learn Graph Databases - Download FREE O'Reilly Book >>> "Graph Databases" is the definitive new guide to graph databases and >>> their >>> applications. Written by three acclaimed leaders in the field, >>> this first edition is now available. Download your free book today! >>> http://p.sf.net/sfu/13534_NeoTech >>> _______________________________________________ >>> Quickfix-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>> >>> >> > > > ------------------------------------------------------------------------------ > Learn Graph Databases - Download FREE O'Reilly Book > "Graph Databases" is the definitive new guide to graph databases and their > applications. Written by three acclaimed leaders in the field, > this first edition is now available. Download your free book today! > http://p.sf.net/sfu/13534_NeoTech > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: xmoon 2. <xmo...@go...> - 2014-03-19 15:57:20
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I really don't understand. I am using c# from Visual Studio with .NET What dll etc should I be using? On 19 March 2014 15:46, Mike Gatny <mg...@co...> wrote: > It looks like you are using QuickFIX/n and not the .NET wrapper for > QuickFIX/c++ (this is the quickfix mailing list, not the quickfix/n list, > FYI). If so, docs for QF/n repeating groups are here: > http://quickfixn.org/tutorial/repeating-groups > > -- > Mike Gatny > Connamara Systems, LLC > > > On Wed, Mar 19, 2014 at 10:40 AM, xmoon 2000 <xmo...@go...>wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> I don't seem to have this: >> >> QuickFix42.MarketDataIncrementalRefresh >> >> I have >> >> QuickFix.FIX42.MarketDataIncrementalRefresh >> >> and compiler can't find a suitable onMessage() overide. >> >> Have I declared stuff wrong? >> >> using QuickFix; >> using QuickFix.Fields; >> using QuickFix.FIX42; >> >> >> >> On 19 March 2014 14:25, Jonathan Steinberg <jst...@je...>wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >The messages come with repeated tags. I do not understand the >>> QuickFix/Net >>> >documentation on how to deal with it. >>> >>> Basically, you do two things to handle a set of repeating groups >>> 1) Get the number of items in the repeating group >>> 2) Call GetGroup that number of times to retrieve each group item of the >>> specified type: >>> >>> So , say for a QuickFix42.MarketDataIncrementalRefresh message, number >>> of groups are in the NoMDEntries *field* of the message >>> The repeated groups are of *type* "NoMDEntries", and you call getGroup >>> for each index. >>> e.g. >>> >>> //get the number of groups >>> int count = message.getNoMDEntries().getValue(); >>> //variable for each group item >>> QuickFix42.MarketDataIncrementalRefresh.NoMDEntries >>> repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries(); >>> for (int i = 1; i <= count; i++) >>> { >>> //get group item # I >>> message.getGroup(i, repeatingMDItem); >>> >>> //repeatingMDItem now has the data in repeating group number i. >>> //Do whatever you need to get the data for the group item.... >>> } >>> >>> >>> Good luck! >>> Jonathan Steinberg >>> >>> >>> -----Original Message----- >>> From: xmoon 2000 [mailto:xmo...@go...] >>> Sent: Wednesday, March 19, 2014 7:56 AM >>> To: qui...@li... >>> Subject: [Quickfix-users] Repeated groups >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> Jefferies archives and monitors outgoing and incoming e-mail. The >>> contents of this email, including any attachments, are confidential to the >>> ordinary user of the email address to which it was addressed. If you are >>> not the addressee of this email you may not copy, forward, disclose or >>> otherwise use it or any part of it in any form whatsoever. This email may >>> be produced at the request of regulators or in connection with civil >>> litigation. Jefferies accepts no liability for any errors or omissions >>> arising as a result of transmission. Use by other than intended recipients >>> is prohibited. In the United Kingdom, Jefferies operates as Jefferies >>> International Limited; registered in England: no. 1978621; registered >>> office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies >>> International Limited is authorized and regulated by the Financial Conduct >>> Authority. >>> >>> >>> ------------------------------------------------------------------------------ >>> Learn Graph Databases - Download FREE O'Reilly Book >>> "Graph Databases" is the definitive new guide to graph databases and >>> their >>> applications. Written by three acclaimed leaders in the field, >>> this first edition is now available. Download your free book today! >>> http://p.sf.net/sfu/13534_NeoTech >>> _______________________________________________ >>> Quickfix-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>> >> >> >> >> ------------------------------------------------------------------------------ >> Learn Graph Databases - Download FREE O'Reilly Book >> "Graph Databases" is the definitive new guide to graph databases and their >> applications. Written by three acclaimed leaders in the field, >> this first edition is now available. Download your free book today! >> http://p.sf.net/sfu/13534_NeoTech >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> >> > |
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From: Mike G. <mg...@co...> - 2014-03-19 15:47:02
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It looks like you are using QuickFIX/n and not the .NET wrapper for QuickFIX/c++ (this is the quickfix mailing list, not the quickfix/n list, FYI). If so, docs for QF/n repeating groups are here: http://quickfixn.org/tutorial/repeating-groups -- Mike Gatny Connamara Systems, LLC On Wed, Mar 19, 2014 at 10:40 AM, xmoon 2000 <xmo...@go...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I don't seem to have this: > > QuickFix42.MarketDataIncrementalRefresh > > I have > > QuickFix.FIX42.MarketDataIncrementalRefresh > > and compiler can't find a suitable onMessage() overide. > > Have I declared stuff wrong? > > using QuickFix; > using QuickFix.Fields; > using QuickFix.FIX42; > > > > On 19 March 2014 14:25, Jonathan Steinberg <jst...@je...>wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >The messages come with repeated tags. I do not understand the >> QuickFix/Net >> >documentation on how to deal with it. >> >> Basically, you do two things to handle a set of repeating groups >> 1) Get the number of items in the repeating group >> 2) Call GetGroup that number of times to retrieve each group item of the >> specified type: >> >> So , say for a QuickFix42.MarketDataIncrementalRefresh message, number of >> groups are in the NoMDEntries *field* of the message >> The repeated groups are of *type* "NoMDEntries", and you call getGroup >> for each index. >> e.g. >> >> //get the number of groups >> int count = message.getNoMDEntries().getValue(); >> //variable for each group item >> QuickFix42.MarketDataIncrementalRefresh.NoMDEntries >> repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries(); >> for (int i = 1; i <= count; i++) >> { >> //get group item # I >> message.getGroup(i, repeatingMDItem); >> >> //repeatingMDItem now has the data in repeating group number i. >> //Do whatever you need to get the data for the group item.... >> } >> >> >> Good luck! >> Jonathan Steinberg >> >> >> -----Original Message----- >> From: xmoon 2000 [mailto:xmo...@go...] >> Sent: Wednesday, March 19, 2014 7:56 AM >> To: qui...@li... >> Subject: [Quickfix-users] Repeated groups >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Jefferies archives and monitors outgoing and incoming e-mail. The >> contents of this email, including any attachments, are confidential to the >> ordinary user of the email address to which it was addressed. If you are >> not the addressee of this email you may not copy, forward, disclose or >> otherwise use it or any part of it in any form whatsoever. This email may >> be produced at the request of regulators or in connection with civil >> litigation. Jefferies accepts no liability for any errors or omissions >> arising as a result of transmission. Use by other than intended recipients >> is prohibited. In the United Kingdom, Jefferies operates as Jefferies >> International Limited; registered in England: no. 1978621; registered >> office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies >> International Limited is authorized and regulated by the Financial Conduct >> Authority. >> >> >> ------------------------------------------------------------------------------ >> Learn Graph Databases - Download FREE O'Reilly Book >> "Graph Databases" is the definitive new guide to graph databases and their >> applications. Written by three acclaimed leaders in the field, >> this first edition is now available. Download your free book today! >> http://p.sf.net/sfu/13534_NeoTech >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> > > > > ------------------------------------------------------------------------------ > Learn Graph Databases - Download FREE O'Reilly Book > "Graph Databases" is the definitive new guide to graph databases and their > applications. Written by three acclaimed leaders in the field, > this first edition is now available. Download your free book today! > http://p.sf.net/sfu/13534_NeoTech > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
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From: xmoon 2. <xmo...@go...> - 2014-03-19 15:40:32
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I don't seem to have this: QuickFix42.MarketDataIncrementalRefresh I have QuickFix.FIX42.MarketDataIncrementalRefresh and compiler can't find a suitable onMessage() overide. Have I declared stuff wrong? using QuickFix; using QuickFix.Fields; using QuickFix.FIX42; On 19 March 2014 14:25, Jonathan Steinberg <jst...@je...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > >The messages come with repeated tags. I do not understand the QuickFix/Net > >documentation on how to deal with it. > > Basically, you do two things to handle a set of repeating groups > 1) Get the number of items in the repeating group > 2) Call GetGroup that number of times to retrieve each group item of the > specified type: > > So , say for a QuickFix42.MarketDataIncrementalRefresh message, number of > groups are in the NoMDEntries *field* of the message > The repeated groups are of *type* "NoMDEntries", and you call getGroup > for each index. > e.g. > > //get the number of groups > int count = message.getNoMDEntries().getValue(); > //variable for each group item > QuickFix42.MarketDataIncrementalRefresh.NoMDEntries > repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries(); > for (int i = 1; i <= count; i++) > { > //get group item # I > message.getGroup(i, repeatingMDItem); > > //repeatingMDItem now has the data in repeating group number i. > //Do whatever you need to get the data for the group item.... > } > > > Good luck! > Jonathan Steinberg > > > -----Original Message----- > From: xmoon 2000 [mailto:xmo...@go...] > Sent: Wednesday, March 19, 2014 7:56 AM > To: qui...@li... > Subject: [Quickfix-users] Repeated groups > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Jefferies archives and monitors outgoing and incoming e-mail. The contents > of this email, including any attachments, are confidential to the ordinary > user of the email address to which it was addressed. If you are not the > addressee of this email you may not copy, forward, disclose or otherwise > use it or any part of it in any form whatsoever. This email may be produced > at the request of regulators or in connection with civil litigation. > Jefferies accepts no liability for any errors or omissions arising as a > result of transmission. Use by other than intended recipients is > prohibited. In the United Kingdom, Jefferies operates as Jefferies > International Limited; registered in England: no. 1978621; registered > office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies > International Limited is authorized and regulated by the Financial Conduct > Authority. > > > ------------------------------------------------------------------------------ > Learn Graph Databases - Download FREE O'Reilly Book > "Graph Databases" is the definitive new guide to graph databases and their > applications. Written by three acclaimed leaders in the field, > this first edition is now available. Download your free book today! > http://p.sf.net/sfu/13534_NeoTech > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: Jonathan S. <jst...@je...> - 2014-03-19 14:47:51
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>The messages come with repeated tags. I do not understand the QuickFix/Net
>documentation on how to deal with it.
Basically, you do two things to handle a set of repeating groups
1) Get the number of items in the repeating group
2) Call GetGroup that number of times to retrieve each group item of the specified type:
So , say for a QuickFix42.MarketDataIncrementalRefresh message, number of groups are in the NoMDEntries *field* of the message
The repeated groups are of *type* "NoMDEntries", and you call getGroup for each index.
e.g.
//get the number of groups
int count = message.getNoMDEntries().getValue();
//variable for each group item
QuickFix42.MarketDataIncrementalRefresh.NoMDEntries repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries();
for (int i = 1; i <= count; i++)
{
//get group item # I
message.getGroup(i, repeatingMDItem);
//repeatingMDItem now has the data in repeating group number i.
//Do whatever you need to get the data for the group item....
}
Good luck!
Jonathan Steinberg
-----Original Message-----
From: xmoon 2000 [mailto:xmo...@go...]
Sent: Wednesday, March 19, 2014 7:56 AM
To: qui...@li...
Subject: [Quickfix-users] Repeated groups
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Jefferies archives and monitors outgoing and incoming e-mail. The contents of this email, including any attachments, are confidential to the ordinary user of the email address to which it was addressed. If you are not the addressee of this email you may not copy, forward, disclose or otherwise use it or any part of it in any form whatsoever. This email may be produced at the request of regulators or in connection with civil litigation. Jefferies accepts no liability for any errors or omissions arising as a result of transmission. Use by other than intended recipients is prohibited. In the United Kingdom, Jefferies operates as Jefferies International Limited; registered in England: no. 1978621; registered office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies International Limited is authorized and regulated by the Financial Conduct Authority.
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From: xmoon 2. <xmo...@go...> - 2014-03-19 11:55:42
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Hi, I receive marketdata as an initiator. The messages come with repeated tags. I do not understand the QuickFix/Net documentation on how to deal with it. Can someone help me with this please. Moon |
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From: xmoon 2. <xmo...@go...> - 2014-03-17 16:49:32
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Hi, I have connected to a server, and have lost "control" of the connection because my code crashed. I now have an existinfgconnection that I have no reference to in code - so I can't call .stop() Is there some way to kill all existing connections - so I have a clean start? Moon |
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From: Mike G. <mg...@co...> - 2014-01-09 03:20:58
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Are you running ut.exe directly? You should be using the runut bat script, e.g.: runut debug 5555 Or, runut release 5555 See also http://quickfixengine.org/quickfix/doc/html/testing.html |
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From: Mike G. <mg...@co...> - 2014-01-09 03:19:20
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What version of Ubuntu are you using? What version of Quickfix? What error message(s) did you get? On Dec 23, 2013 3:40 PM, "musbakri" <mus...@ho...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hello, > > How did you end up building the tradeclient example? I also couldn't find > relevant tools. > > I appreciate your help. > > > > -- > View this message in context: > http://quickfix.13857.n7.nabble.com/SOLVED-Examples-wont-build-on-Ubuntu-tp390p6591.html > Sent from the QuickFIX - User mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Rapidly troubleshoot problems before they affect your business. Most IT > organizations don't have a clear picture of how application performance > affects their revenue. With AppDynamics, you get 100% visibility into your > Java,.NET, & PHP application. Start your 15-day FREE TRIAL of AppDynamics > Pro! > http://pubads.g.doubleclick.net/gampad/clk?id=84349831&iu=/4140/ostg.clktrk > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: Mike G. <mg...@co...> - 2014-01-09 03:06:08
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In the past, I've seen the exact behavior you describe. I.e., one unreachable address screws up every other connection. Feels like a bug to me, but never investigated further. Regarding one app for all sessions vs one app per session -- this bug aside -- it really comes down to what makes sense in your app. For example, if you want to do different logic based on which session it is, separate apps makes sense -- no need for an 'if (sessionId == ...)' statement in each onMessage callback. |
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From: oxford <lir...@ho...> - 2014-01-06 18:09:34
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Hi, By running ut.exe I'm receiving an 10013 error which is permission issue. I've changed all firewall rules, even disabled my FW and anti virus but still does not work. What could I be doing wrong? I've build with vs11, set the cfg file to my MySQL and try to run runut.bat. Should I do anything else in order to run the test? Thanks a lot! -- View this message in context: http://quickfix.13857.n7.nabble.com/runut-Error-10013-Socket-Acess-Issue-tp6592.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: musbakri <mus...@ho...> - 2013-12-23 21:38:56
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Hello, How did you end up building the tradeclient example? I also couldn't find relevant tools. I appreciate your help. -- View this message in context: http://quickfix.13857.n7.nabble.com/SOLVED-Examples-wont-build-on-Ubuntu-tp390p6591.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: Jonathan S. <jst...@je...> - 2013-12-19 19:06:37
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Hi All; (This is a bit of a long question, sorry) Using QuickFix 1.13.3 Built for Windows x64 on visual studio 2008 I have encountered the following situation: I created a Service with 2 FIX Sessions configured in one Fix Application to 2 different target IP addresses (say TargetAAAA and TargetBBBB) , and everything works great, went to production, accolades followed, etc. etc. Then, I received a new workstation, and the IT guys forgot to add the firewall rule to allow connecting to TargetBBBB from my computer. The other one, TargetAAAA , was opened. At this point, what I observed was that QuickFix was unable to connect to *either* session, because of the inability to connect to the blocked IP. Here's what I see in event_log 2013-12-19 18:28:53.037 FIX.4.4 SENDERBBBB TARGETBBBB Connecting to BBB.BB.BBB.BBB on port 563 2013-12-19 18:28:53.030 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:28:14.043 FIX.4.2 SENDERAAAA TARGETAAAA Disconnecting 2013-12-19 18:28:14.040 FIX.4.2 SENDERAAAA TARGETAAAA Socket Error: An existing connection was forcibly closed by the remote host. 2013-12-19 18:28:14.037 FIX.4.2 SENDERAAAA TARGETAAAA Initiated logon request 2013-12-19 18:27:53.017 FIX.4.4 SENDERBBBB TARGETBBBB Connecting to BBB.BB.BBB.BBB on port 563 2013-12-19 18:27:53.007 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:27:24.990 FIX.4.2 SENDERAAAA TARGETAAAA Disconnecting 2013-12-19 18:27:24.987 FIX.4.2 SENDERAAAA TARGETAAAA Timed out waiting for logon response 2013-12-19 18:27:14.997 FIX.4.2 SENDERAAAA TARGETAAAA Initiated logon request 2013-12-19 18:26:53.980 FIX.4.4 SENDERBBBB TARGETBBBB Connecting to BBB.BB.BBB.BBB on port 563 2013-12-19 18:26:53.967 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:26:14.943 FIX.4.2 SENDERAAAA TARGETAAAA Disconnecting 2013-12-19 18:26:14.940 FIX.4.2 SENDERAAAA TARGETAAAA Timed out waiting for logon response 2013-12-19 18:25:53.943 FIX.4.4 SENDERBBBB TARGETBBBB Connecting to BBB.BB.BBB.BBB on port 563 2013-12-19 18:25:52.973 FIX.4.2 SENDERAAAA TARGETAAAA Initiated logon request 2013-12-19 18:25:31.937 FIX.4.4 SENDERBBBB TARGETBBBB Connecting to BBB.BB.BBB.BBB on port 563 2013-12-19 18:25:31.927 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:25:31.907 FIX.4.4 SENDERBBBB TARGETBBBB Created session 2013-12-19 18:25:31.730 FIX.4.2 SENDERAAAA TARGETAAAA Created session So it seems from this, that the blocked connection to TARGETBBBB is causing interference with TARGETAAAA's connection/login To prove that this is related, when I remove the TARGETBBBB session from the config , everything is good again. 2013-12-19 18:34:00.027 FIX.4.2 SENDERAAAA TARGETAAAA Received logon response 2013-12-19 18:34:00.027 FIX.4.2 SENDERAAAA TARGETAAAA Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1 2013-12-19 18:33:59.777 FIX.4.2 SENDERAAAA TARGETAAAA Initiated logon request 2013-12-19 18:33:59.743 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:33:59.057 FIX.4.2 SENDERAAAA TARGETAAAA Logon state is not valid for message 2013-12-19 18:33:59.043 FIX.4.2 SENDERAAAA TARGETAAAA Disconnecting 2013-12-19 18:33:59.040 FIX.4.2 SENDERAAAA TARGETAAAA MsgSeqNum too low, expecting 5247 but received 1 2013-12-19 18:33:58.357 FIX.4.2 SENDERAAAA TARGETAAAA Disconnecting 2013-12-19 18:33:58.357 FIX.4.2 SENDERAAAA TARGETAAAA Sending logout response 2013-12-19 18:33:58.340 FIX.4.2 SENDERAAAA TARGETAAAA Received logout request 2013-12-19 18:33:58.800 FIX.4.2 SENDERAAAA TARGETAAAA Initiated logon request 2013-12-19 18:33:58.747 FIX.4.2 SENDERAAAA TARGETAAAA Connecting to AAA.AA.AAA.AAA on port 444 2013-12-19 18:33:58.737 FIX.4.2 SENDERAAAA TARGETAAAA Created session So, question 1 is, Is this behavior expected, or a bug? And here's my second question, which is shorter, but much more urgent in my case: Either way (expected or not), I see that if I have my service create 2 different Fix Applications for the 2 connections, rather than one Application with 2 Sessions, I do not see this behavior. This leads me to the conclusion that I'm better off changing my service to create a separate FIX application for each Connection , to avoid this possibility. What are the advantages and drawbacks to configuring every connection as a separate application, rather than separate sessions within one Application? Is there a de facto standard/preferred way to set this up? Many thanks to those with the patience to read to the end... JS Jonathan Steinberg Systems Developer Jefferies LLC Jefferies archives and monitors outgoing and incoming e-mail. The contents of this email, including any attachments, are confidential to the ordinary user of the email address to which it was addressed. If you are not the addressee of this email you may not copy, forward, disclose or otherwise use it or any part of it in any form whatsoever. This email may be produced at the request of regulators or in connection with civil litigation. Jefferies accepts no liability for any errors or omissions arising as a result of transmission. Use by other than intended recipients is prohibited. In the United Kingdom, Jefferies operates as Jefferies International Limited; registered in England: no. 1978621; registered office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies International Limited is authorized and regulated by the Financial Conduct Authority. |
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From: aupadras <ani...@ya...> - 2013-11-11 20:25:21
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Hi Mike, I installed and build the new version of Quick FIX from github. Now, I am having following problems with sequence numbers etc..., The FIX engine is mis-behaving, not able to capture the execution reports, message seqnums are completely out of sync. Sending login and logout messages back and forth. here is config file : ConnectionType=initiator StartTime=23:00:00 EndTime=22:55:00 UseLocalTime=Y ResetOnDisconnect=N CheckLatency=N ResetOnLogon=N ResetOnLogout=N MsgSeqNum=1 SendResetSeqNumFlag=N RefreshOnLogon=Y PersistMessages=Y MillisecondsInTimeStamp=Y UseDataDictionary=Y HeartBtInt=30 Event Log : 20131111-19:29:17.833 : Connecting to 63.75.63.250 on port 1842 20131111-19:29:17.833 : Initiated logon request 20131111-19:29:17.843 : Received logon response 20131111-19:29:17.843 : MsgSeqNum too high, expecting -1739224639 but received 41 20131111-19:29:17.853 : Sent ResendRequest FROM: -1739224639 TO: 0 20131111-19:29:17.853 : Received ResendRequest FROM: 38 TO: 0 20131111-19:29:17.863 : Sent SequenceReset TO: 44 20131111-19:29:29.633 : MsgSeqNum too high, expecting -1739224639 but received 43 20131111-19:29:29.633 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:29.883 : MsgSeqNum too high, expecting -1739224639 but received 44 20131111-19:29:29.883 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:30.113 : MsgSeqNum too high, expecting -1739224639 but received 45 20131111-19:29:30.113 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:30.313 : MsgSeqNum too high, expecting -1739224639 but received 46 20131111-19:29:30.313 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:30.513 : MsgSeqNum too high, expecting -1739224639 but received 47 20131111-19:29:30.513 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:30.723 : MsgSeqNum too high, expecting -1739224639 but received 48 20131111-19:29:30.723 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:30.943 : MsgSeqNum too high, expecting -1739224639 but received 49 20131111-19:29:30.943 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:31.133 : MsgSeqNum too high, expecting -1739224639 but received 50 20131111-19:29:31.133 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:29:53.833 : Sent test request TEST 20131111-19:29:53.843 : MsgSeqNum too high, expecting -1739224639 but received 51 20131111-19:29:53.843 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:30:00.143 : MsgSeqNum too high, expecting -1739224639 but received 52 20131111-19:30:00.143 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:30:00.143 : MsgSeqNum too high, expecting -1739224639 but received 53 20131111-19:30:00.143 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:30:00.153 : MsgSeqNum too high, expecting -1739224639 but received 54 20131111-19:30:00.153 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:30:00.163 : MsgSeqNum too high, expecting -1739224639 but received 55 20131111-19:30:00.163 : Already sent ResendRequest FROM: -1739224639 TO: 40. Not sending another. 20131111-19:30:29.833 : Timed out waiting for heartbeat 20131111-19:30:29.833 : Disconnecting 20131111-19:30:29.843 : Initiated logon request 20131111-19:30:47.843 : Connecting to 63.75.63.250 on port 1842 20131111-19:30:47.853 : Initiated logon request 20131111-19:30:47.873 : MsgSeqNum too low, expecting 237115769 but received 56 20131111-19:30:47.873 : Disconnecting 20131111-19:30:47.893 : Initiated logon request 20131111-19:31:17.843 : Connecting to 63.75.63.250 on port 1842 20131111-19:31:17.853 : Initiated logon request 20131111-19:31:17.873 : Received logon response 20131111-19:31:17.873 : MsgSeqNum too high, expecting -937530265 but received 59 20131111-19:31:17.873 : Sent ResendRequest FROM: -937530265 TO: 0 20131111-19:31:17.883 : Received ResendRequest FROM: 53 TO: 0 Message Log : 20131111-19:29:17.833 : 8=FIX.4.29=6635=A34=4249=abc52=20131111-19:29:17.83356=xyz98=0108=3010=086 20131111-19:29:17.843 : 8=FIX.4.29=6235=A49=xyz56=abc34=4152=20131111-19:29:1798=0108=3010=133 20131111-19:29:17.853 : 8=FIX.4.29=7335=234=4349=abc52=20131111-19:29:17.84356=xyz7=-173922463916=010=179 20131111-19:29:17.853 : 8=FIX.4.29=6035=249=xyz56=abc34=4252=20131111-19:29:177=3816=010=017 20131111-19:29:17.863 : 8=FIX.4.29=9735=434=3843=Y49=abc52=20131111-19:29:17.85356=xyz122=20131111-19:29:17.85336=44123=Y10=126 20131111-19:29:29.513 : 8=FIX.4.29=18035=D34=4449=abc52=20131111-19:29:29.50356=xyz1=abc11=CLZ320131111B133021=138=640=144=94.8154=155=CLZ359=060=20131111-19:29:29167=FUT200=201312205=30207=NYM10=174 20131111-19:29:29.623 : 8=FIX.4.29=27035=849=xyz56=abc34=4350=STAGE52=20131111-19:29:2937=e124df97-9-1icy11=CLZ320131111B133017=e124df97-9-1icy-320=0150=039=01=abc55=CLZ315=USD54=138=640=159=0167=FUT200=201311205=2047=I32=031=0.000000151=614=06=0.00000060=20131111-19:29:2910=200 20131111-19:29:29.763 : 8=FIX.4.29=18035=D34=4549=abc52=20131111-19:29:29.75356=xyz1=abc11=CLZ320131111S133021=138=140=144=94.8154=255=CLZ359=060=20131111-19:29:29167=FUT200=201312205=30207=NYM10=195 20131111-19:29:29.883 : 8=FIX.4.29=27035=849=xyz56=abc34=4450=STAGE52=20131111-19:29:2937=e124df97-9-1icz11=CLZ320131111S133017=e124df97-9-1icz-220=0150=039=01=abc55=CLZ315=USD54=238=140=159=0167=FUT200=201311205=2047=I32=031=0.000000151=114=06=0.00000060=20131111-19:29:2910=210 20131111-19:29:29.993 : 8=FIX.4.29=18135=D34=4649=abc52=20131111-19:29:29.98356=xyz1=abc11=COF420131111B133021=138=740=144=105.8654=155=COF459=060=20131111-19:29:29167=FUT200=201401205=30207=ICE10=168 20131111-19:29:30.113 : 8=FIX.4.29=27035=849=xyz56=abc34=4550=STAGE52=20131111-19:29:3037=e124df97-9-1id011=COF420131111B133017=e124df97-9-1id0-320=0150=039=01=abc55=COF415=USD54=138=740=159=0167=FUT200=201312205=1647=I32=031=0.000000151=714=06=0.00000060=20131111-19:29:3010=018 20131111-19:29:30.203 : 8=FIX.4.29=18135=D34=4749=abc52=20131111-19:29:30.18356=xyz1=abc11=HOZ320131111B133021=138=140=144=288.8654=155=HOZ359=060=20131111-19:29:30167=FUT200=201312205=30207=NYM10=235 20131111-19:29:30.303 : 8=FIX.4.29=27035=849=xyz56=abc34=4650=STAGE52=20131111-19:29:3037=e124df97-9-1id111=HOZ320131111B133017=e124df97-9-1id1-320=0150=039=01=abc55=HOZ315=USD54=138=140=159=0167=FUT200=201311205=2947=I32=031=0.000000151=114=06=0.00000060=20131111-19:29:3010=060 20131111-19:29:30.403 : 8=FIX.4.29=18135=D34=4849=abc52=20131111-19:29:30.39356=xyz1=abc11=HOZ320131111S133021=138=640=144=288.8654=255=HOZ359=060=20131111-19:29:30167=FUT200=201312205=30207=NYM10=006 20131111-19:29:30.503 : 8=FIX.4.29=27035=849=xyz56=abc34=4750=STAGE52=20131111-19:29:3037=e124df97-9-1id211=HOZ320131111S133017=e124df97-9-1id2-220=0150=039=01=abc55=HOZ315=USD54=238=640=159=0167=FUT200=201311205=2947=I32=031=0.000000151=614=06=0.00000060=20131111-19:29:3010=090 20131111-19:29:30.623 : 8=FIX.4.29=18035=D34=4949=abc52=20131111-19:29:30.60356=xyz1=abc11=NGZ320131111B133021=138=140=144=3.55254=155=NGZ359=060=20131111-19:29:30167=FUT200=201312205=30207=NYM10=164 20131111-19:29:30.713 : 8=FIX.4.29=27035=849=xyz56=abc34=4850=STAGE52=20131111-19:29:3037=e124df97-9-1id311=NGZ320131111B133017=e124df97-9-1id3-320=0150=039=01=abc55=NGZ315=USD54=138=140=159=0167=FUT200=201311205=2647=I32=031=0.000000151=114=06=0.00000060=20131111-19:29:3010=059 20131111-19:29:30.833 : 8=FIX.4.29=18035=D34=5049=abc52=20131111-19:29:30.82356=xyz1=abc11=NGZ320131111S133021=138=840=144=3.55254=255=NGZ359=060=20131111-19:29:30167=FUT200=201312205=30207=NYM10=185 20131111-19:29:30.933 : 8=FIX.4.29=27035=849=xyz56=abc34=4950=STAGE52=20131111-19:29:3037=e124df97-9-1id411=NGZ320131111S133017=e124df97-9-1id4-220=0150=039=01=abc55=NGZ315=USD54=238=840=159=0167=FUT200=201311205=2647=I32=031=0.000000151=814=06=0.00000060=20131111-19:29:3010=093 20131111-19:29:31.023 : 8=FIX.4.29=18135=D34=5149=abc52=20131111-19:29:31.00356=xyz1=abc11=XBZ320131111S133021=138=440=144=258.8354=255=XBZ359=060=20131111-19:29:30167=FUT200=201312205=30207=NYM10=243 20131111-19:29:31.123 : 8=FIX.4.29=27035=849=xyz56=abc34=5050=STAGE52=20131111-19:29:3137=e124df97-9-1id511=XBZ320131111S133017=e124df97-9-1id5-320=0150=039=01=abc55=XBZ315=USD54=238=440=159=0167=FUT200=201311205=2947=I32=031=0.000000151=414=06=0.00000060=20131111-19:29:3110=095 20131111-19:29:53.833 : 8=FIX.4.29=6335=134=5249=abc52=20131111-19:29:53.83356=xyz112=TEST10=061 20131111-19:29:53.843 : 8=FIX.4.29=5935=049=xyz56=abc34=5152=20131111-19:29:53112=TEST10=116 20131111-19:30:00.133 : 8=FIX.4.29=28435=849=xyz56=abc34=5250=STAGE52=20131111-19:30:0037=e114df97-9-1ic011=CTZ320131110B131517=e114df97-9-1ic0-920=0150=439=4378=41=abc55=CTZ315=USD54=138=140=159=0167=FUT200=201312205=647=I32=031=0.000000151=014=06=0.000060=20131111-19:30:0058=expired10=077 20131111-19:30:00.143 : 8=FIX.4.29=28435=849=xyz56=abc34=5350=STAGE52=20131111-19:30:0037=e114df97-9-1ic111=CTZ320131110S131517=e114df97-9-1ic1-920=0150=439=4378=41=abc55=CTZ315=USD54=238=540=159=0167=FUT200=201312205=647=I32=031=0.000000151=014=06=0.000060=20131111-19:30:0058=expired10=102 20131111-19:30:00.143 : 8=FIX.4.29=28435=849=xyz56=abc34=5450=STAGE52=20131111-19:30:0037=e124df97-9-1ici11=CTZ320131111B131517=e124df97-9-1ici-820=0150=439=4378=41=abc55=CTZ315=USD54=138=140=159=0167=FUT200=201312205=647=I32=031=0.000000151=014=06=0.000060=20131111-19:30:0058=expired10=195 20131111-19:30:00.153 : 8=FIX.4.29=28435=849=xyz56=abc34=5550=STAGE52=20131111-19:30:0037=e124df97-9-1icj11=CTZ320131111S131517=e124df97-9-1icj-720=0150=439=4378=41=abc55=CTZ315=USD54=238=440=159=0167=FUT200=201312205=647=I32=031=0.000000151=014=06=0.000060=20131111-19:30:0058=expired10=218 20131111-19:30:47.853 : 8=FIX.4.29=6635=A34=5449=abc52=20131111-19:30:47.85356=xyz98=0108=3010=086 20131111-19:30:47.863 : 8=FIX.4.29=6235=A49=xyz56=abc34=5652=20131111-19:30:4798=0108=3010=134 20131111-19:30:47.873 : 8=FIX.4.29=11235=534=5549=abc52=20131111-19:30:47.86356=xyz58=MsgSeqNum too low, expecting 237115769 but received 5610=211 20131111-19:31:17.853 : 8=FIX.4.29=6635=A34=5749=abc52=20131111-19:31:17.85356=xyz98=0108=3010=087 20131111-19:31:17.863 : 8=FIX.4.29=6235=A49=xyz56=abc34=5952=20131111-19:31:1798=0108=3010=135 20131111-19:31:17.873 : 8=FIX.4.29=7235=234=5849=abc52=20131111-19:31:17.87356=xyz7=-93753026516=010=126 20131111-19:31:17.873 : 8=FIX.4.29=6035=249=xyz56=abc34=6052=20131111-19:31:177=5316=010=007 20131111-19:35:50.905 : 8=FIX.4.29=6635=A34=5949=abc52=20131111-19:35:50.90556=xyz98=0108=3010=088 20131111-19:35:50.915 : 8=FIX.4.29=6235=A49=xyz56=abc34=6152=20131111-19:35:5098=0108=3010=129 20131111-19:35:50.945 : 8=FIX.4.29=11235=534=6049=abc52=20131111-19:35:50.93556=xyz58=MsgSeqNum too low, expecting 610956159 but received 6110=203 20131111-19:35:50.955 : 8=FIX.4.29=6035=249=xyz56=abc34=6252=20131111-19:35:507=5316=010=010 Please suggest. Thanks, aupadras. -- View this message in context: http://quickfix.13857.n7.nabble.com/Run-Time-Error-tp6584p6588.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: Mike G. <mg...@co...> - 2013-11-04 21:21:12
|
Looks like the CallStack macros are misbehaving in debug mode? If you are using QF v1.13.3 or earlier, rebuild it with the ENABLE_CALLSTACK macro set to 0 in config_windows.h (see "Building Quickfix" link on the website). Or, pull the latest from github -- the callstack macros were removed completely a while back. |
|
From: Hei C. <str...@ya...> - 2013-11-03 07:52:26
|
Hi, I just pulled the latest from the master branch in github. When I built, it expected libmysqlclient.so. I don't recall quickfix C++ required it before quickfix was moved to github. Is it possible to disable all sql support at compile time? Thanks in advance. |
|
From: aupadras <ani...@ya...> - 2013-10-29 20:01:45
|
<http://quickfix.13857.n7.nabble.com/file/n6584/Debug_Assertion_Failed.png> Hi Guys, I have following run time error and below is the stack. I have this problem occurred 2 times in the past week. Please suggest me what causing this run time error ? How to resolve the issue further ? Call Stack : (Call Stack for Today's Failure) - [Raw View] 0x00aa2844 {c={ size=3 } } std::stack<FIX::CallStack::Method,std::deque<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > > * - c { size=3 } std::deque<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > - [0] {name="ThreadedSocketConnection::processStream" file="ThreadedSocketConnection.cpp" line=155 } FIX::CallStack::Method + name "ThreadedSocketConnection::processStream" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "ThreadedSocketConnection.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 155 int - [1] {name="ThreadedSocketConnection::readMessage" file="ThreadedSocketConnection.cpp" line=142 } FIX::CallStack::Method + name "ThreadedSocketConnection::readMessage" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "ThreadedSocketConnection.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 142 int - [2] {name="Parser::readFixMessage" file="Parser.cpp" line=65 } FIX::CallStack::Method + name "Parser::readFixMessage" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "Parser.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 65 int - [Raw View] 0x00aa2844 {...} std::deque<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > * - std::_Deque_alloc<0,std::_Deque_base_types<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > > {...} std::_Deque_alloc<0,std::_Deque_base_types<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > > - std::_Deque_val<std::_Deque_simple_types<FIX::CallStack::Method> > {_Map=0x0373e808 {0x00000000 {name= file= line=??? }} _Mapsize=32 _Myoff=7 ...} std::_Deque_val<std::_Deque_simple_types<FIX::CallStack::Method> > - std::_Container_base12 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {...} _Myfirstiter=...} } ...} } std::_Container_base12 - _Myproxy 0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {...} } ...} } ...} std::_Container_proxy * - _Mycont 0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {...} _Myfirstiter=...} } ...} } const std::_Container_base12 * - _Myproxy 0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {...} } ...} } ...} std::_Container_proxy * - _Mycont 0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {...} _Myfirstiter=...} } ...} } const std::_Container_base12 * - _Myproxy 0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {...} } ...} } ...} std::_Container_proxy * + _Mycont 0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {_Myproxy=0x00aa28b8 {_Mycont=0x00aa2844 {...} _Myfirstiter=...} } ...} } const std::_Container_base12 * + _Myfirstiter 0x00000000 {_Myproxy=??? _Mynextiter=??? } std::_Iterator_base12 * + _Myfirstiter 0x00000000 {_Myproxy=??? _Mynextiter=??? } std::_Iterator_base12 * - _Myfirstiter 0x00000000 {_Myproxy=??? _Mynextiter=??? } std::_Iterator_base12 * _Myproxy <Unable to read memory> _Mynextiter <Unable to read memory> - _Map 0x0373e808 {0x00000000 {name= file= line=??? }} FIX::CallStack::Method * * - 0x00000000 {name= file= line=??? } FIX::CallStack::Method * + name std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file std::basic_string<char,std::char_traits<char>,std::allocator<char> > line <Unable to read memory> _Mapsize 32 unsigned int _Myoff 7 unsigned int _Mysize 3 unsigned int Call Stack : (Call Stack for Past Week's Failure) - CallStack::s_error { size=1 } std::map<unsigned int,FIX::CallStack::Context,std::less<unsigned int>,std::allocator<std::pair<unsigned int const ,FIX::CallStack::Context> > > - [0] (4294967294, { size=5 }) std::pair<unsigned int const ,FIX::CallStack::Context> first 4294967294 const unsigned int - second { size=5 } FIX::CallStack::Context - c { size=5 } std::deque<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > - [0] {name="Initiator::connect" file="Initiator.cpp" line=146 } FIX::CallStack::Method + name "Initiator::connect" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "Initiator.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 146 int - [1] {name="SocketServer::block" file="SocketServer.cpp" line=168 } FIX::CallStack::Method + name "SocketServer::block" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "SocketServer.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 168 int - [2] {name="SocketServer::block" file="SocketServer.cpp" line=168 } FIX::CallStack::Method + name "SocketServer::block" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "SocketServer.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 168 int - [3] {name="SocketMonitor::block" file="SocketMonitor.cpp" line=205 } FIX::CallStack::Method + name "SocketMonitor::block" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "SocketMonitor.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 205 int - [4] {name="SocketMonitor::getTimeval" file="SocketMonitor.cpp" line=132 } FIX::CallStack::Method + name "SocketMonitor::getTimeval" std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file "SocketMonitor.cpp" std::basic_string<char,std::char_traits<char>,std::allocator<char> > line 132 int - [Raw View] 0x00733b34 {...} std::deque<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > * - std::_Deque_alloc<0,std::_Deque_base_types<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > > {...} std::_Deque_alloc<0,std::_Deque_base_types<FIX::CallStack::Method,std::allocator<FIX::CallStack::Method> > > - std::_Deque_val<std::_Deque_simple_types<FIX::CallStack::Method> > {_Map=0x04dd2d58 {0x00000000 {name= file= line=??? }} _Mapsize=32 _Myoff=7 ...} std::_Deque_val<std::_Deque_simple_types<FIX::CallStack::Method> > - std::_Container_base12 {_Myproxy=0x00733ba8 {_Mycont=0x00733b34 {_Myproxy=0x00733ba8 {_Mycont=0x00733b34 {...} _Myfirstiter=...} } ...} } std::_Container_base12 + _Myproxy 0x00733ba8 {_Mycont=0x00733b34 {_Myproxy=0x00733ba8 {_Mycont=0x00733b34 {_Myproxy=0x00733ba8 {...} } ...} } ...} std::_Container_proxy * - _Map 0x04dd2d58 {0x00000000 {name= file= line=??? }} FIX::CallStack::Method * * - 0x00000000 {name= file= line=??? } FIX::CallStack::Method * + name std::basic_string<char,std::char_traits<char>,std::allocator<char> > + file std::basic_string<char,std::char_traits<char>,std::allocator<char> > line <Unable to read memory> _Mapsize 32 unsigned int _Myoff 7 unsigned int _Mysize 5 unsigned int <http://quickfix.13857.n7.nabble.com/file/n6584/initiator.png> I am using "ThreadedSocketInitiator", with only one existing session btw me and counter - party. Thanks, aupadras. -- View this message in context: http://quickfix.13857.n7.nabble.com/Run-Time-Error-tp6584.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: Grant B. <gbi...@co...> - 2013-10-09 17:04:35
|
If we can, I'm sure we will.
On Wed, Oct 9, 2013 at 11:59 AM, Russell Gove <RG...@ge...> wrote:
> Hey, ****
>
> Could you record that session and Post it somewhere? ****
>
> Russell****
>
> ** **
>
> *From:* qui...@li... [mailto:
> qui...@li...] *On Behalf Of *Grant Birchmeier
> *Sent:* Wednesday, October 09, 2013 11:11 AM
> *To:* Mailing list for QuickFIX/n; qui...@li...;
> qui...@li...
> *Subject:* {{Quickfixn}} Chicago FinTech Open Source Meetup - "QuickFIX
> 101"****
>
> ** **
>
> Apologies if this sounds like spam, we won't do it again. But I know many
> QuickFIX users are in Chicagoland, so we wanted to get the word out.****
>
> ** **
>
> We are starting a new Chicago FinTech Open Source Meetup group to promote
> and encourage open source in the financial sector (and to network, of
> course). Our first meeting is next Wednesday, here in the Connamara office
> (address in the link).****
>
> ** **
>
> The first topic is "QuickFix 101: Building a Sample App", presented by
> Mike Gatny. If you'd like to attend, please join our MeetUp group and RSVP.
> ****
>
> ** **
>
> http://www.meetup.com/Chicago-FinTech-Open-Source-Meetup/
> ****
>
> ** **
>
> We'll be looking for a variety of topics for future meetups, and would
> love to hear about technologies that we may have overlooked and
> presentations from people outside of Connamara.****
>
> ** **
>
> ** **
>
> -- ****
>
> Grant Birchmeier****
>
> *Connamara Systems, LLC*****
>
> *Made-To-Measure Trading Solutions.*****
>
> Exactly what you need. No more. No less.****
>
> http://connamara.com****
>
> _______________________________________________
> Quickfixn mailing list
> Qui...@li...
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com
|
|
From: Grant B. <gbi...@co...> - 2013-10-09 15:11:31
|
Apologies if this sounds like spam, we won't do it again. But I know many QuickFIX users are in Chicagoland, so we wanted to get the word out. We are starting a new Chicago FinTech Open Source Meetup group to promote and encourage open source in the financial sector (and to network, of course). Our first meeting is next Wednesday, here in the Connamara office (address in the link). The first topic is "QuickFix 101: Building a Sample App", presented by Mike Gatny. If you'd like to attend, please join our MeetUp group and RSVP. http://www.meetup.com/Chicago-FinTech-Open-Source-Meetup/ We'll be looking for a variety of topics for future meetups, and would love to hear about technologies that we may have overlooked and presentations from people outside of Connamara. -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
|
From: Mike G. <mg...@co...> - 2013-09-21 14:08:28
|
>
> namespace AppCorLib
> {
> QuickFixInterface::QuickFixInterface(std::string configFile,int
> port,std::string host,int
> type):Interface::Interface(port,host),mSettings(configFile),mScreenlog(mSettings),
> mStoreFactory(mSettings),mAcceptor(mApplication,mStoreFactory,mSettings)
> {
This looks like a C++ initialization mistake to me -- you need to declare
mApplication *before* mAcceptor in your header file. Currently you have it
the other way around, which means that mApplication has not been
constructed at the time you pass it to mAcceptor's constructor.
--
Mike Gatny
Connamara Systems, LLC
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From: Evans, J. <JF...@he...> - 2013-09-20 17:54:04
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You may need to trap the "logon" message and supply the username and password (or anything else specific to the logon process). At least that's what I did. Sorry it's VB and a little noisy, I copied it directly from working code. Note I'm pulling the values from a config file.
If TypeOf message Is QuickFix44.Logon Then
Dim myMessage As QuickFix44.Logon = CType(message, QuickFix44.Logon)
If sessionID.getSessionQualifier = "1" AndAlso _
sessionID.getSenderCompID = AppSettings.SenderCompID_1 AndAlso _
sessionID.getTargetCompID = AppSettings.TargetCompID_1 Then
myMessage.setField(QuickFix.SenderSubID.FIELD, AppSettings.SenderSubID_1) 'SenderSubID
myMessage.set(New QuickFix.Username(AppSettings.Username_1)) 'UserName
myMessage.set(New QuickFix.Password(AppSettings.Password_1)) 'Password
myMessage.set(New QuickFix.ResetSeqNumFlag(True))
WriteToLog(String.Format("LogonRequest: {0}", myMessage), LogMessageTypes.Verbose, False)
End If
-----Original Message-----
From: Mohammed Jasind [mailto:jas...@ho...]
Sent: Friday September 20, 2013 10:45 AM
To: qui...@li...
Cc: jas...@gm...
Subject: [Quickfix-users] Application Terminated.........
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
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