quickfix-users — QuickFIX user support

Re: [Quickfix-users] Checking for tags in message.

[Eugene K. <ek...@qu...>]

You can use the method in the FieldMap class:

bool  isSetField<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_map.html#a9>(const
FieldBase<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_base.html>&field)
const
 Check to see if a field is set.

On Thu, Feb 25, 2010 at 9:09 AM, gtsafas <gt...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am currently catching execution reports using quickfix in c++.
>
> When I look for something like tag 60 (TransactTime) if a message doesnt
> contain it it rejects it. NYSE for example will not put 60 on some of their
> messages.
>
> How can I check if the tag exists before I set it.
>
>
>
>
>   FIX::TransactTime fTRANSACTTIME;
>   FIX::Symbol fSYMBOL;
>   FIX::Side fSIDE;
>
>   FIX::OrderQty fORDERQTY;
>   FIX::LastShares fLASTSHARES;
>
>   FIX::LastMkt fLASTMKT;
>   FIX::LastPx fLASTPX;
>
>   FIX::ExecBroker fEXECBROKER;
>
>   FIX::OrdStatus fORDSTATUS;
>   FIX::ClOrdID fCLORDID;
>
>
>
>
>
>        std::cout << std::endl << "Execution Report: " << message <<
> std::endl <<
> std::endl;
>        std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
> std::endl;
>        std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
> std::endl;
>        std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
>        std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
>        std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY)
> <<
> std::endl;
>        std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
> std::endl;
>        std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
>        std::cout << "Last Market of Execution(30): " <<
> message.get(fLASTMKT) <<
> std::endl;
>
>
> --
> View this message in context:
> http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>


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Re: [Quickfix-users] Checking for tags in message.

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

FIX::TransactTime tt;

if( msg.isSetField( tt ))
{
  msg.get( tt );
}

--

Kenny Stone
Connamara Systems, LLC


On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am currently catching execution reports using quickfix in c++.
>
> When I look for something like tag 60 (TransactTime) if a message doesnt
> contain it it rejects it. NYSE for example will not put 60 on some of their
> messages.
>
> How can I check if the tag exists before I set it.
>
>
>
>
>   FIX::TransactTime fTRANSACTTIME;
>   FIX::Symbol fSYMBOL;
>   FIX::Side fSIDE;
>
>   FIX::OrderQty fORDERQTY;
>   FIX::LastShares fLASTSHARES;
>
>   FIX::LastMkt fLASTMKT;
>   FIX::LastPx fLASTPX;
>
>   FIX::ExecBroker fEXECBROKER;
>
>   FIX::OrdStatus fORDSTATUS;
>   FIX::ClOrdID fCLORDID;
>
>
>
>
>
>        std::cout << std::endl << "Execution Report: " << message <<
> std::endl <<
> std::endl;
>        std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
> std::endl;
>        std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
> std::endl;
>        std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
>        std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
>        std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY)
> <<
> std::endl;
>        std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
> std::endl;
>        std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
>        std::cout << "Last Market of Execution(30): " <<
> message.get(fLASTMKT) <<
> std::endl;
>
>
> --
> View this message in context:
> http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Checking for tags in message.

[Tom H. <to...@go...>]

Use 

if (message.IsSetField(FIX::FIELDS::TransactTime)
	time = message.getField(FIX::FIELDS::TransactTime);

 for example

Tom


Tom Higgins
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MetaQuotes UK & US

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-----Original Message-----
From: gtsafas [mailto:gt...@rb...] 
Sent: 25 February 2010 2:10 PM
To: qui...@li...
Subject: [Quickfix-users] Checking for tags in message.

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


I am currently catching execution reports using quickfix in c++.  

When I look for something like tag 60 (TransactTime) if a message doesnt
contain it it rejects it. NYSE for example will not put 60 on some of their
messages.

How can I check if the tag exists before I set it.




   FIX::TransactTime fTRANSACTTIME;
   FIX::Symbol fSYMBOL;
   FIX::Side fSIDE;

   FIX::OrderQty fORDERQTY;
   FIX::LastShares fLASTSHARES;

   FIX::LastMkt fLASTMKT;
   FIX::LastPx fLASTPX;

   FIX::ExecBroker fEXECBROKER;

   FIX::OrdStatus fORDSTATUS;
   FIX::ClOrdID fCLORDID;





	std::cout << std::endl << "Execution Report: " << message << std::endl <<
std::endl;
	std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
std::endl;
	std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl;
	std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
	std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
	std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) <<
std::endl;
	std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
std::endl;
	std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
	std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) <<
std::endl;


-- 
View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Download Intel&#174; Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Checking for tags in message.

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

Was just looking at that, sorry for the silly question. Thanks for your
promptness. Appreciate it grately

 

 

George Tsafas

Rosenblatt Securities

212.607.3188

516.510.4699 

________________________________

From: Kenny Stone [mailto:ks...@co...] 
Sent: Thursday, February 25, 2010 9:15 AM
To: George Tsafas
Cc: qui...@li...
Subject: Re: [Quickfix-users] Checking for tags in message.

 

FIX::TransactTime tt;

 

if( msg.isSetField( tt ))

{

  msg.get( tt );

}


--


Kenny Stone
Connamara Systems, LLC



On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:

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


I am currently catching execution reports using quickfix in c++.

When I look for something like tag 60 (TransactTime) if a message doesnt
contain it it rejects it. NYSE for example will not put 60 on some of
their
messages.

How can I check if the tag exists before I set it.




  FIX::TransactTime fTRANSACTTIME;
  FIX::Symbol fSYMBOL;
  FIX::Side fSIDE;

  FIX::OrderQty fORDERQTY;
  FIX::LastShares fLASTSHARES;

  FIX::LastMkt fLASTMKT;
  FIX::LastPx fLASTPX;

  FIX::ExecBroker fEXECBROKER;

  FIX::OrdStatus fORDSTATUS;
  FIX::ClOrdID fCLORDID;





       std::cout << std::endl << "Execution Report: " << message <<
std::endl <<
std::endl;
       std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME)
<<
std::endl;
       std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
std::endl;
       std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
       std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
       std::cout << "FULL Order Quantity(32): " <<
message.get(fORDERQTY) <<
std::endl;
       std::cout << "Order Quantity(32): " << message.get(fLASTSHARES)
<<
std::endl;
       std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
       std::cout << "Last Market of Execution(30): " <<
message.get(fLASTMKT) <<
std::endl;


--
View this message in context:
http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.
html
Sent from the QuickFIX - User mailing list archive at Nabble.com.


------------------------------------------------------------------------
------
Download Intel&#174; Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

 

Re: [Quickfix-users] Checking for tags in message.

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

Use isSetField():

bool 	isSetField (const FieldBase &field) const
 	Check to see if a field is set.

See FieldMap:
http://quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_map.html
which is the superclass of Message.

-Grant

On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am currently catching execution reports using quickfix in c++.
>
> When I look for something like tag 60 (TransactTime) if a message doesnt
> contain it it rejects it. NYSE for example will not put 60 on some of their
> messages.
>
> How can I check if the tag exists before I set it.
>
>
>
>
>   FIX::TransactTime fTRANSACTTIME;
>   FIX::Symbol fSYMBOL;
>   FIX::Side fSIDE;
>
>   FIX::OrderQty fORDERQTY;
>   FIX::LastShares fLASTSHARES;
>
>   FIX::LastMkt fLASTMKT;
>   FIX::LastPx fLASTPX;
>
>   FIX::ExecBroker fEXECBROKER;
>
>   FIX::OrdStatus fORDSTATUS;
>   FIX::ClOrdID fCLORDID;
>
>
>
>
>
>        std::cout << std::endl << "Execution Report: " << message << std::endl <<
> std::endl;
>        std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
> std::endl;
>        std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl;
>        std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
>        std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
>        std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) <<
> std::endl;
>        std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
> std::endl;
>        std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
>        std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) <<
> std::endl;
>
>
> --
> View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Checking for tags in message.

[gtsafas <gt...@rb...>]

I am currently catching execution reports using quickfix in c++.  

When I look for something like tag 60 (TransactTime) if a message doesnt
contain it it rejects it. NYSE for example will not put 60 on some of their
messages.

How can I check if the tag exists before I set it.




   FIX::TransactTime fTRANSACTTIME;
   FIX::Symbol fSYMBOL;
   FIX::Side fSIDE;

   FIX::OrderQty fORDERQTY;
   FIX::LastShares fLASTSHARES;

   FIX::LastMkt fLASTMKT;
   FIX::LastPx fLASTPX;

   FIX::ExecBroker fEXECBROKER;

   FIX::OrdStatus fORDSTATUS;
   FIX::ClOrdID fCLORDID;





	std::cout << std::endl << "Execution Report: " << message << std::endl <<
std::endl;
	std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
std::endl;
	std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl;
	std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
	std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
	std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) <<
std::endl;
	std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
std::endl;
	std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
	std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) <<
std::endl;


-- 
View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] Status of quickfix

[<or...@qu...>]

Hello Geoff,

Yes, development is ongoing.  In fact we are working harder than ever. 
1.12.4 is the latest stable release.  But we are days away from getting
a new version out with the long awaited FIX 5.0 support.  In addition to
new code, we are going to be adding more support and development talent.
 Connamara has generously donated people and hardware to allow us to get
releases out faster in the future.

--oren

> -------- Original Message --------
> Subject: [Quickfix-users] Status of quickfix
> From: Geoff Smith <geo...@fl...>
> Date: Wed, February 17, 2010 2:32 am
> To: <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi,
> 
> I was wondering what the status of quickfix development is. The last 
> release seems to be from 2006 (1.12.4), quite a while back. I've looked 
> at the SVN logs and can see there is still development going on.
> 
> So is 1.12.4 the latest stable version? If so how come there haven't 
> been any new stable versions since 2006? Also, how is the project 
> looking in terms of future development?
> 
> Thanks,
> 
> Geoff
> 
> ------------------------------------------------------------------------------
> SOLARIS 10 is the OS for Data Centers - provides features such as DTrace,
> Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
> http://p.sf.net/sfu/solaris-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Status of quickfix

[Geoff S. <geo...@fl...>]

Hi,

I was wondering what the status of quickfix development is. The last 
release seems to be from 2006 (1.12.4), quite a while back. I've looked 
at the SVN logs and can see there is still development going on.

So is 1.12.4 the latest stable version? If so how come there haven't 
been any new stable versions since 2006? Also, how is the project 
looking in terms of future development?

Thanks,

Geoff

[Quickfix-users] ThreadedSocketAcceptor & sendToTarget()

[Marc R. <mro...@gm...>]

Hi all.  I have an app using the ThreadedSocketAcceptor() class to receive
new order requests.  If I call FIX::Session::sendToTarget() from a different
thread (for example to return a FILL) is that message queued for sending by
the ThreadedSocketAcceptor thread or the current calling thread?

Digging through the code it appears to me it is sent from the calling thread
and all thread safety is left up to the user.

If anyone can confirm this or straighten me out it would be much
appreciated.

Re: [Quickfix-users] Quickfix 64 bit

[Mark T. K. <mke...@di...>]

isn't the size of a thread ID hard-coded at 32 bits in the existing quickfix source?
which would conflict with a 64 bit thread ID size?

/mark

On 02/10/2010 04:00 PM, Kenny Stone wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> Tudor,
>
> Can you be more specific about your problem?  Where is it crashing and why?
>
> We run all regression tests against a variety of 64-bit linux compilers
> nightly, and we have many production systems that are stable on 64-bit.
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Wed, Feb 10, 2010 at 2:54 PM, Tudor Florin Moga <mo...@ho...
> <mailto:mo...@ho...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>        A few months ago I saw a posting by someone offering a 64bit
>     quickfix . I just migrated my software from 32 bit to 64 bit
>     (linux)  and I do get occasional crashes that do not happen under my
>     32 bit environment.
>     I fixed the session Id problem, but other than that I'm having a
>     hard time localizing the issues.If the 64 bit offering is still
>     there I would be more that happy to take advantage of it.
>     Thanks,
>     Tudor
>
>
>     ------------------------------------------------------------------------------
>     SOLARIS 10 is the OS for Data Centers - provides features such as
>     DTrace,
>     Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
>     http://p.sf.net/sfu/solaris-dev2dev
>     _______________________________________________
>     Quickfix-users mailing list
>     Qui...@li...
>     <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> ------------------------------------------------------------------------------
> SOLARIS 10 is the OS for Data Centers - provides features such as DTrace,
> Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
> http://p.sf.net/sfu/solaris-dev2dev
>
>
>
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

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Re: [Quickfix-users] Quickfix 64 bit

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

Tudor,

Can you be more specific about your problem?  Where is it crashing and why?

We run all regression tests against a variety of 64-bit linux compilers
nightly, and we have many production systems that are stable on 64-bit.

--
Kenny Stone
Connamara Systems, LLC


On Wed, Feb 10, 2010 at 2:54 PM, Tudor Florin Moga <mo...@ho...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>    A few months ago I saw a posting by someone offering a 64bit quickfix .
> I just migrated my software from 32 bit to 64 bit (linux)  and I do get
> occasional crashes that do not happen under my 32 bit environment.
> I fixed the session Id problem, but other than that I'm having a hard time
> localizing the issues.If the 64 bit offering is still there I would be more
> that happy to take advantage of it.
> Thanks,
> Tudor
>
>
>
> ------------------------------------------------------------------------------
> SOLARIS 10 is the OS for Data Centers - provides features such as DTrace,
> Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
> http://p.sf.net/sfu/solaris-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Quickfix 64 bit

[Tudor F. M. <mo...@ho...>]

  A few months ago I saw a posting by someone offering a 64bit quickfix . I just migrated my software from 32 bit to 64 bit (linux)  and I do get occasional crashes that do not happen under my 32 bit environment.
I fixed the session Id problem, but other than that I'm having a hard time localizing the issues.If the 64 bit offering is still there I would be more that happy to take advantage of it.
Thanks,
Tudor

 		 	   		  

Re: [Quickfix-users] quickfix 5.0 status

[Neeraj R. <rn...@ya...>]

Hi,

Just want to clarify after the last post might have misled on some issues.
Found out that EBS does support 4.4 which has application logon/resp (BE/BF). Whew! saves a lot of work. 
Their docs don't mention it and they don't recommend it, but on talking to them, it came out that other clients have done the same.
That defers my need for 5.0 for a while.

thanks
Neeraj
--- On Tue, 1/19/10, Neeraj Rai <rn...@ya...> wrote:

> From: Neeraj Rai <rn...@ya...>
> Subject: quickfix 5.0 status
> To: qui...@li...
> Date: Tuesday, January 19, 2010, 11:58 PM
> Hi,
> 
> Is there any work in progress for 5.0 ? We have been using
> quickfix 4.2/4.4
> for 3 years now and there is a need for 5.0. Apparently,
> EBS only talks 5.0
> 
> I saw some posts on quickfix/J site about same issue and
> people suggested
> that FIX::Message() can be used to parse 5.0. Can we just
> add new msgtypes
> for application level login and change beginStr to 5.0 -
> hack away ?
> 
> Also, I visited the git and noticed various changes have
> been made over last 
> 2 years periodically. Are those reflected in the download
> on main quickfix
> site ? The version number hasn't changed.
> 
> thanks
> Neeraj
> 
> 
> 
>       
> 


      

Re: [Quickfix-users] (no subject)

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

Mikeal,

QuickFIX/J has their own mailing list, where you will probably get better
answers.

--
Kenny Stone
Connamara Systems, LLC


On Wed, Feb 10, 2010 at 7:33 AM, Mikael Kindborg <
mik...@ci...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> I work with an application where we use QuickFix/J as the engine for an
> auto-test framework (from what I can see we are using version 1.3.0).
>
> The problem is that when waiting in a test for messages to arrive, the
> session threads seem to block.
>
> The test sets up sesssions, sends messages, and waits for messages to
> arrive back from the server in order to validate that the expected messages
> are received. The wait has a timeout, and no matter how log/short this
> timeout is, the messages appear after the wait loop has terminated. Some
> messages are sent after the wait loop, and that seems to make session
> threads "come alive" again.
>
> Note that the wait loop yields properly, and that
> SingleThreadedEventHandlingStrategy.block() polls for messages properly
> during the wait loop. It is the session threads that call
> SingleThreadedEventHandlingStrategy.onMessage() that seems to to block.
>
> Any hints before I start to dig deeper into this? Anyone recognizing this
> problem? Might it help to upgrade to version 1.4.0?
>
> Very best regards, Mikael Kindborg
>
> ________________________________
>
> Mikael Kindborg <mailto:mik...@ci...>
> Cinnober Financial Technology AB <http://www.cinnober.com>
> Kungsgatan 36
> SE-111 35 Stockholm, Sweden
>
>
> ------------------------------------------------------------------------------
> SOLARIS 10 is the OS for Data Centers - provides features such as DTrace,
> Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
> http://p.sf.net/sfu/solaris-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] (no subject)

[Mikael K. <mik...@ci...>]

Hi all,

I work with an application where we use QuickFix/J as the engine for an auto-test framework (from what I can see we are using version 1.3.0).

The problem is that when waiting in a test for messages to arrive, the session threads seem to block. 

The test sets up sesssions, sends messages, and waits for messages to arrive back from the server in order to validate that the expected messages are received. The wait has a timeout, and no matter how log/short this timeout is, the messages appear after the wait loop has terminated. Some messages are sent after the wait loop, and that seems to make session threads "come alive" again.

Note that the wait loop yields properly, and that SingleThreadedEventHandlingStrategy.block() polls for messages properly during the wait loop. It is the session threads that call SingleThreadedEventHandlingStrategy.onMessage() that seems to to block.

Any hints before I start to dig deeper into this? Anyone recognizing this problem? Might it help to upgrade to version 1.4.0?

Very best regards, Mikael Kindborg

________________________________

Mikael Kindborg <mailto:mik...@ci...> 	
Cinnober Financial Technology AB <http://www.cinnober.com> 	
Kungsgatan 36
SE-111 35 Stockholm, Sweden	

[Quickfix-users] MsgType = Resend Request

[Steven D. <ste...@ho...>]

Hello,

Is there a way to automatically send unsent messages when fromAdmin reports a requset for resending? Or does this need to be handled manually by my implementation? RefreshOnLogon=Y and PersistMessages=Y don't appear to be what I'm looking for. I'm working on the latest version 1.12.4

Thanks,
Steven
 		 	   		  

[Quickfix-users] quickfix 5.0 status

[Neeraj R. <rn...@ya...>]

Hi,

Is there any work in progress for 5.0 ? We have been using quickfix 4.2/4.4
for 3 years now and there is a need for 5.0. Apparently, EBS only talks 5.0

I saw some posts on quickfix/J site about same issue and people suggested
that FIX::Message() can be used to parse 5.0. Can we just add new msgtypes
for application level login and change beginStr to 5.0 - hack away ?

Also, I visited the git and noticed various changes have been made over last 
2 years periodically. Are those reflected in the download on main quickfix
site ? The version number hasn't changed.

thanks
Neeraj



      

[Quickfix-users] quickfix 5.0 status

[Neeraj R. <rn...@ya...>]

Hi,

Is there any work in progress for 5.0 ? We have been using quickfix 4.2/4.4
for 3 years now and there is a need for 5.0. Apparently, EBS only talks 5.0

I saw some posts on quickfix/J site about same issue and people suggested
that FIX::Message() can be used to parse 5.0. Can we just add new msgtypes
for application level login and change beginStr to 5.0 - hack away ?

Also, I visited the git and noticed various changes have been made over last 
2 years periodically. Are those reflected in the download on main quickfix
site ? The version number hasn't changed.

thanks
Neeraj
==================================================
arguments are a "win win" situations. Each party goes away thinking they won.


      

Re: [Quickfix-users] Outgoing Administrative Messages

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

toAdmin

http://quickfixengine.org/quickfix/doc/html/application.html

--
Kenny Stone
Connamara Systems, LLC


On Thu, Jan 14, 2010 at 3:23 PM, Mikhail Veygman <mve...@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 running C++ quickfix 1.12.4.
>
> I need to be able to catch outgoing Reject messages that quickfix sends
> when receiving a malformed fix message.
>
> Does anyone know a way to do it without hacking the library?
> --
> Regards,
>
> Mikhail Veygman
>
>
>
>
> ------------------------------------------------------------------------------
> Throughout its 18-year history, RSA Conference consistently attracts the
> world's best and brightest in the field, creating opportunities for
> Conference
> attendees to learn about information security's most important issues
> through
> interactions with peers, luminaries and emerging and established companies.
> http://p.sf.net/sfu/rsaconf-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Outgoing Administrative Messages

[Igor S. <se...@tb...>]

Hi,

Override toAdmin() in your application, check for FIX::MsgType_Reject 
message type and do required action.

E.g.

void FixApplication::toAdmin(FIX::Message & msg,
                              const FIX::SessionID & sessionID)
{
   if (msgType == FIX::MsgType_Reject) {
     // do something with 'msg'
   }
}

Igor

On 1/15/2010 12:23 AM, Mikhail Veygman wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi All,
>
> I am running C++ quickfix 1.12.4.
>
> I need to be able to catch outgoing Reject messages that quickfix sends
> when receiving a malformed fix message.
>
> Does anyone know a way to do it without hacking the library?

[Quickfix-users] Outgoing Administrative Messages

[Mikhail V. <mve...@gm...>]

Hi All,

I am running C++ quickfix 1.12.4.

I need to be able to catch outgoing Reject messages that quickfix sends
when receiving a malformed fix message.

Does anyone know a way to do it without hacking the library?
-- 
Regards,

Mikhail Veygman

Re: [Quickfix-users] Installing on Debian Linux Lenny

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

We are successfully building and running tests against gcc 4.3 nightly.

http://www.connamara.com:8010/waterfall

Perhaps downloading the latest will solve your issue:
http://github.com/quickfix/quickfix

--
Kenny Stone
Connamara Systems, LLC


On Thu, Jan 14, 2010 at 3:18 AM, DA SILVA Antonio <ada...@ca...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi,
>
> In fact some C functions have been moved to
> new std headers on new releases of GCC, this
> headers are missing in some quickfix files.
>
> Please see http://gcc.gnu.org/gcc-4.3/porting_to.html
>
> ==> if missing "strcmp" just "#include <cstring>"
>
> You have just to put this include somewhere (maybe in
> Field.h or FieldTypes.h) in the quickfix src.
>
> Antonio.
>
>
> Le 13/01/2010 18:04, Anderson dos Santos Donda a écrit :
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi people...
>
>  I'm trying to install the quickfix on debian linux, but when I run the
> make command, I got this erros:
>
>
>  In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:179: error: 'std::strcmp' has not been declared
> ../Utility.h:181: error: 'std::strlen' has not been declared
> ../Utility.h:184: error: 'std::memcpy' has not been declared
> ../Utility.h:185: error: 'std::memset' has not been declared
> ../Utility.h:189: error: 'std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function 'std::string
> FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function 'void FIX::FieldBase::calculate() const':
> ../Field.h:110: error: 'memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/home/donda/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/home/donda/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/home/donda/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/home/donda/quickfix'
> make: *** [all] Error 2
>
>
>
>
>  Someone knows how can I fit this?
>
>  Thanks
>
>
> ------------------------------------------------------------------------------
> This SF.Net email is sponsored by the Verizon Developer Community
> Take advantage of Verizon's best-in-class app development support
> A streamlined, 14 day to market process makes app distribution fast and easy
> Join now and get one step closer to millions of Verizon customershttp://p.sf.net/sfu/verizon-dev2dev
>
>
> _______________________________________________
> Quickfix-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> ------------------------------------------------------------------------------
> Throughout its 18-year history, RSA Conference consistently attracts the
> world's best and brightest in the field, creating opportunities for
> Conference
> attendees to learn about information security's most important issues
> through
> interactions with peers, luminaries and emerging and established companies.
> http://p.sf.net/sfu/rsaconf-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] Installing on Debian Linux Lenny

[DA S. A. <ada...@ca...>]

Hi,

In fact some C functions have been moved to
new std headers on new releases of GCC, this
headers are missing in some quickfix files.

Please see http://gcc.gnu.org/gcc-4.3/porting_to.html

==> if missing "strcmp" just "#include <cstring>"

You have just to put this include somewhere (maybe in
Field.h or FieldTypes.h) in the quickfix src.

Antonio.


Le 13/01/2010 18:04, Anderson dos Santos Donda a écrit :
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>   
>
>
> Hi people...
>
> I'm trying to install the quickfix on debian linux, but when I run the
> make command, I got this erros:
>
>
> In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:179: error: 'std::strcmp' has not been declared
> ../Utility.h:181: error: 'std::strlen' has not been declared
> ../Utility.h:184: error: 'std::memcpy' has not been declared
> ../Utility.h:185: error: 'std::memset' has not been declared
> ../Utility.h:189: error: 'std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function 'std::string
> FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function 'void FIX::FieldBase::calculate() const':
> ../Field.h:110: error: 'memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/home/donda/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/home/donda/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/home/donda/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/home/donda/quickfix'
> make: *** [all] Error 2
>
>
>
>
> Someone knows how can I fit this?
>
> Thanks
>
>
> ------------------------------------------------------------------------------
> This SF.Net email is sponsored by the Verizon Developer Community
> Take advantage of Verizon's best-in-class app development support
> A streamlined, 14 day to market process makes app distribution fast and easy
> Join now and get one step closer to millions of Verizon customers
> http://p.sf.net/sfu/verizon-dev2dev 
>
>
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>   

Re: [Quickfix-users] Installing on Debian Linux Lenny

[Duncan S. <dun...@de...>]

Hi,

> In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:179: error: 'std::strcmp' has not been declared
> ../Utility.h:181: error: 'std::strlen' has not been declared
> ../Utility.h:184: error: 'std::memcpy' has not been declared
> ../Utility.h:185: error: 'std::memset' has not been declared
> ../Utility.h:189: error: 'std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function 'std::string
> FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function 'void FIX::FieldBase::calculate() const':
> ../Field.h:110: error: 'memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/home/donda/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/home/donda/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/home/donda/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/home/donda/quickfix'
> make: *** [all] Error 2
> 
> 
> 
> 
> Someone knows how can I fit this?

try building the development version of quickfix from the
subversion repository.

Ciao,

Duncan.

Re: [Quickfix-users] Newbie

[Carlos Hernandez-L. <che...@ya...>]

Hello Steven,

Thanks for your comments.

Yes I know that quickfix does not have Swift support. In fact in our current configuration we have a daemon which takes the output from Cloverleaf, does some processing, generate a number of files and transfer them to the Swift server via ftp.

The swift support is not a big deal, even there is an open source engine to handle the swift stuff. The real question is, can Findur talk with a quickfix based application using the FIX protocol?. 

Any hint?

Best regards.

Carlos

--- On Tue, 1/12/10, Steven Dixon <ste...@ho...> wrote:

> From: Steven Dixon <ste...@ho...>
> Subject: RE: [Quickfix-users] Newbie
> Hi Carlos,
> 
> QuickFIX does not have any Swift support. You would
> still need a black box that talks Swift on the back end
> and can talk FIX to your QuickFIX app, or find the ability
> to connect driectly to the Swift party in your case
> via the non-swift FIX protocol.
>  
> > Date: Tue, 12 Jan 2010 14:45:32 -0800
> > From: che...@ya...
> > 
> > Hello all, 
> > 
> > Here at office we currently have the following
> configuration: 
> > OpenLink Findur <--> Cloverleaf <-->
> Swift
> > 
> > We want to develop a proprietary application in order
> to substitute Cloverleaf. It is possible so use quickfix to
> develop such app? 
> > 
> > If the next configuration is possible: 
> > OpenLink Findur <--> Quickfix app <-->
> Swift
> > can someone redirect me to some source of information,
> examples,etc.
> > 
> > Thanks.
> > 

> > Carlos