quickfix-users — QuickFIX user support

Re: [Quickfix-users] mysterious sequence reset

[Dale W. <wi...@oc...>]

Bobby Richards wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Little frustrating....
>
> Client is up and running fine but it seems that at a certain point of
> the day, quickfix resets the sequence numbers to one and I cannot
> figure out why.
>   
Check your session start and end times and remember that these times are 
UTC, not local time.

Dale

Re: [Quickfix-users] mysterious sequence reset

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

Do you have a snippet of log where this happens?  Your config would
also be helpful.


On Thu, Oct 1, 2009 at 9:26 PM, Bobby Richards <bob...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Little frustrating....
>
> Client is up and running fine but it seems that at a certain point of
> the day, quickfix resets the sequence numbers to one and I cannot
> figure out why.
>
> In the session.fix config file the start and end times are right
> before and right after midnight.  There are no scripts in place to
> automatically reset the seqNums.  My broker does reset after midnight
> but as of now I manually reset on my end.
>
> Please help
>
> Bobby
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9&#45;12, 2009. Register now&#33;
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] mysterious sequence reset

[Bobby R. <bob...@gm...>]

Little frustrating....

Client is up and running fine but it seems that at a certain point of
the day, quickfix resets the sequence numbers to one and I cannot
figure out why.

In the session.fix config file the start and end times are right
before and right after midnight.  There are no scripts in place to
automatically reset the seqNums.  My broker does reset after midnight
but as of now I manually reset on my end.

Please help

Bobby

Re: [Quickfix-users] "Cannot pass a GCHandle across AppDomains" Problem

[bertrum77 <rv...@po...>]

Hamza Kamaleddine wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Greetings,
> 
> I have built a Web application [Initiator] on IIS using MS .Net framework
> with QuickFix libraries versions 1.0.2447.42059 & 1.0.3512.29706, but when
> I
> try to start the initiator, I am getting this error below:
> *
> **Cannot pass a GCHandle across AppDomains.
> Parameter name: handle
> Source="mscorlib"
> ParamName="handle"
> StackTrace:
>        at
> System.Runtime.InteropServices.GCHandle.InternalCheckDomain(IntPtr
> handle)
>        at System.Runtime.InteropServices.GCHandle.FromIntPtr(IntPtr value)
>        at System.Runtime.InteropServices.GCHandle.op_Explicit(IntPtr
> value)
>        at gcroot<QuickFix::Log ^>.->(gcroot<QuickFix::Log ^>* )
>        at Log.onEvent(Log* ,
> basic_string<char\,std::char_traits<char>\,std::allocator<char> >*
> string)*
> 
> Please note that I have written the same code in a Windows application,
> and
> everything is working fine - only the problem is occurring in the Web
> application. And I have tried also using multi-threading, but the problem
> still persists.
> 
> Do you know anything about this problem. Thank you.
> 
> 
> Best Regards,
> 
> Hamza A. Kamaleddine
> Software Developer & Analyst
> Netiks International s.a.l.
> www.netiks.com
> Mobile: +961 70975590
> 
> 
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> 


Hi 

I think this is happening because QuickFIX starts new threads of execution
in the unmanaged code which result in calls to the managed code.  This seems
to happen in particular when the application is hosted by IIS or wcfsvchost
etc... 

My problem was different from yours - I was getting this error when
debugging a WCF service hosted in wcfsvchost.  I got round it by hosting in
a Windows Forms application, and adding the LoaderOptimization attribute to
the Main method like so: 

[STAThread] 
[LoaderOptimization(LoaderOptimization.SingleDomain)] 
static void Main() 
{ 
etc.. 

I know this won't sort out your web app issue as it's hosted in IIS, but
hope the information is useful. 

Rob 


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[Quickfix-users] Verbosity setting

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

Hello gentlepeople.

Is there a verbosity setting on QuickFix?  It would have saved me a lot of time if instead of silently waiting, QuickFix had said "I am scheduled to start operating at xx:xx:xx GMT.  It is currently yy:yy:yy GMT."


                   Regards,

                   Rick


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Re: [Quickfix-users] Keep initiator alive?

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

QuickFIX will continue trying to reconnect at the *ReconnectInterval *
setting.

On Fri, Sep 25, 2009 at 10:42 AM, Richard Hedin <rh...@pe...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  > Message: 5
>
> > Date: Fri, 25 Sep 2009 10:17:28 -0500
>
> > From: Kenny Stone <ks...@co...>
>
> > Subject: Re: [Quickfix-users] Keep initiator alive?
>
> > To: "qui...@li..."
>
> >             <qui...@li...>
>
> > Message-ID:
>
> >             <d82...@ma...
> >
>
> > Content-Type: text/plain; charset="windows-1252"
>
> >
>
> > QuickFIX configuration settings has StartTime and EndTime.
>
> >
>
> > http://quickfixengine.org/quickfix/doc/html/configuration.html
>
>
>
>
>
> Hi Kenny.  I know that.
>
>
>
> If QuickFix starts listening for its communication partner at 6:00 a.m. and
> the partner doesn’t arrive and start communicating until 7:00 a.m. will
> QuickFix just politely wait until it’s partner arrives, or will it fail when
> it wakes up at 6:00 and doesn’t see its partner?
>
>
>
>             Regards, Rick
>
>
>  ------------------------------
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> related to this email
>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9&#45;12, 2009. Register now&#33;
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Kenny Stone
Connamara Systems, LLC

[Quickfix-users] Keep initiator alive?

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

> Message: 5
> Date: Fri, 25 Sep 2009 10:17:28 -0500
> From: Kenny Stone <ks...@co...>
> Subject: Re: [Quickfix-users] Keep initiator alive?
> To: "qui...@li..."
>             <qui...@li...>
> Message-ID:
>             <d82...@ma...>
> Content-Type: text/plain; charset="windows-1252"
>
> QuickFIX configuration settings has StartTime and EndTime.
>
> http://quickfixengine.org/quickfix/doc/html/configuration.html


Hi Kenny.  I know that.

If QuickFix starts listening for its communication partner at 6:00 a.m. and the partner doesn't arrive and start communicating until 7:00 a.m. will QuickFix just politely wait until it's partner arrives, or will it fail when it wakes up at 6:00 and doesn't see its partner?

            Regards, Rick


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Re: [Quickfix-users] Keep initiator alive?

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

QuickFIX configuration settings has StartTime and EndTime.

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

On Fri, Sep 25, 2009 at 10:02 AM, Richard Hedin <rh...@pe...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi all.
>
>
>
> I have written a client-server arrangement, where the server has the Fix
> connection to the exchange.  My customer is finding it onerous to start the
> server before he starts his clients.  I would like to start the server using
> crontab before he starts for the day, and shut it down after he goes home.
>
>
>
> My question is, can I call initiator.start() and have it hang there until
> the exchange opens up and makes its connections?  Or will it discover that
> the exchange is not there, and close down, so when my user arrives, his
> server isn’t running?
>
>
>
>
>
>                 Regards,
>
>
>
>                 Rick
>
>
>
>
>  ------------------------------
> See http://www.peak6.com/email_disclaimer.php for terms and conditions
> related to this email
>
>
> ------------------------------------------------------------------------------
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> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9&#45;12, 2009. Register now&#33;
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Kenny Stone
Connamara Systems, LLC

[Quickfix-users] Keep initiator alive?

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

Hi all.

I have written a client-server arrangement, where the server has the Fix connection to the exchange.  My customer is finding it onerous to start the server before he starts his clients.  I would like to start the server using crontab before he starts for the day, and shut it down after he goes home.

My question is, can I call initiator.start() and have it hang there until the exchange opens up and makes its connections?  Or will it discover that the exchange is not there, and close down, so when my user arrives, his server isn't running?


                Regards,

                Rick



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Re: [Quickfix-users] search

[Alain T. <a....@ne...>]

You can search the archives here:

http://www.nabble.com/QuickFIX---User-f1042.html

Alain


-----Message d'origine-----
De : Bobby Richards [mailto:bob...@gm...] 
Envoyé : vendredi 25 septembre 2009 06:04
À : qui...@li...
Objet : [Quickfix-users] search

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

can you seriously not search the user archives?  Hopefully I am just
dumb and cannot find the search functionality!

Bobby

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[Quickfix-users] search

[Bobby R. <bob...@gm...>]

can you seriously not search the user archives?  Hopefully I am just
dumb and cannot find the search functionality!

Bobby

Re: [Quickfix-users] Message Not Sent. Session Not Found

[Joaquín G. <j.g...@ra...>]

Never mind, it's already solved. No problem with the code. Just a  
mistake in the settings file.

Thank you.


El 24/09/2009, a las 13:54, Kenny Stone escribió:

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

Show us your code.

On Thu, Sep 24, 2009 at 2:21 AM, Tximo <j.g...@ra...> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

I just compiled and run executor and tradeclient applications just as
downloaded.

They connect with each other and I can see heartbeat messages goinng  
from
one side to the other with no problem at all (after a while struggling  
with
configuration files).

The problem comes when I try to send an order from tradeclient console:

1. Executor does not receive anything, so no action or output is  
produced on
that side.

2. Tradeclient just prints: "Message not sent. Session not found"

Any help?

Thank you.
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is the only developer event you need to attend this year. Jumpstart your
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stay
ahead of the curve. Join us from November 9&#45;12, 2009. Register  
now&#33;
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-- 
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Connamara Systems, LLC
------------------------------------------------------------------------------
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stay
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Re: [Quickfix-users] Message Not Sent. Session Not Found

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

Show us your code.

On Thu, Sep 24, 2009 at 2:21 AM, Tximo <j.g...@ra...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I just compiled and run executor and tradeclient applications just as
> downloaded.
>
> They connect with each other and I can see heartbeat messages goinng from
> one side to the other with no problem at all (after a while struggling with
> configuration files).
>
> The problem comes when I try to send an order from tradeclient console:
>
> 1. Executor does not receive anything, so no action or output is produced
> on
> that side.
>
> 2. Tradeclient just prints: "Message not sent. Session not found"
>
> Any help?
>
> Thank you.
> --
> View this message in context:
> http://www.nabble.com/Message-Not-Sent.-Session-Not-Found-tp25537408p25537408.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9&#45;12, 2009. Register now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



-- 
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Connamara Systems, LLC

Re: [Quickfix-users] Session Not Found in incoming message

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

Joaquin,

There is no session target in the message header

Regards,

Mikhail Veygman

Sep 24, 2009, в 2:44 AM, Joaquín Gracia <j.g...@ra...>  
написал(а):

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I compiled and run tradeclient and executor applications.
>
> When receiving heartbeat messages, executor is displaying the next  
> message: Session not found for incoming message.
>
> I attached a log file from executor.
>
> Any help? Thank you
>
> Joaquín.
>
> <fix log.txt>
>
> --- 
> --- 
> --- 
> ---------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart  
> your
> developing skills, take BlackBerry mobile applications to market and  
> stay
> ahead of the curve. Join us from November 9&#45;12, 2009. Register  
> now&#33;
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> Qui...@li...
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[Quickfix-users] Message Not Sent. Session Not Found

[Tximo <j.g...@ra...>]

Hi,

I just compiled and run executor and tradeclient applications just as
downloaded.

They connect with each other and I can see heartbeat messages goinng from
one side to the other with no problem at all (after a while struggling with
configuration files).

The problem comes when I try to send an order from tradeclient console:

1. Executor does not receive anything, so no action or output is produced on
that side. 

2. Tradeclient just prints: "Message not sent. Session not found"

Any help?

Thank you.
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[Quickfix-users] Session Not Found in incoming message

[Joaquín G. <j.g...@ra...>]

I compiled and run tradeclient and executor applications.

When receiving heartbeat messages, executor is displaying the next  
message: Session not found for incoming message.

I attached a log file from executor.

Any help? Thank you

Joaquín.

[Quickfix-users] can QF work with varying field order inside groups?

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

Is there a configuration option that will allow fields to be
out-of-order within repeating groups?

I'm working an issue with ICE right now, and ICE support is telling me
that only the starting tag that delimits each element within a group
is important, and the order within the group is not significant.

Logically, I understand why this could be sufficient.  From a FIX
perspective, however, it completely violates the spec (see FIX Version
4.4 with Errata 20030618 (the latest version), Vol 1, Section "FIX
PROTOCOL SYNTAX", sub-section "FIX 'Tag=Value' SYNTAX").

As it stands, the ICE spec's field ordering does not match reality,
and when new revisions add a field, I can't be sure where it will
appear until I see it in an actual message.

QuickFIX does not appear to permit the ordering of fields within a
repeating group to vary.  I'm aware of the ValidateFieldsOutOfOrder
config option, but the description doesn't seem like it applies to
this situation.

Can QuickFIX be configured to work with this fudgy interpretation of
FIX?  Is anyone else using QuickFIX with ICE?

Thanks
-Grant

[Quickfix-users] Fwd: Missing Header tags

[Joaquín G. <j.g...@ra...>]

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52  
(SendingTime).

Heartbeat messages work fine, however.

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.

Re: [Quickfix-users] Sequence number consumed on failed logon attempt

[Dale W. <wi...@oc...>]

Hi Jose,

Jose Lopez wrote:
> Is there a way to setup the QuickFIX so it does not consume the 
> sequence number if the logon fails?
That would be a violation of the FIX standard.


> What I'm looking for is to keep using the same sequence number until 
> the logon succedds.
You can force this behavior by calling either 
Session::setNextSenderMsgSeqNum or Session::setNextTargetMsgSeqNum 
depending on which sequence number you are talking about.   You should 
be aware, however, that this will cause communication problems with your 
counterparty if that counterparty does conform to the standard.

Dale

[Quickfix-users] Sequence number consumed on failed logon attempt

[Jose L. <erg...@gm...>]

Hi,
Is there a way to setup the QuickFIX so it does not consume the sequence
number if the logon fails?
What I'm looking for is to keep using the same sequence number until the
logon succedds.
Thanks in advance,

[Quickfix-users] DoNotSend in c# ?

[:: <rod...@gm...>]

Hi,
i am not a really experienced programmer and i am having some issues trying
to throw a DoNotSend exception in c#. I've got the bit of code below and was
expecting that QuickFix would handle the "DoNotSend", but apparently it
doen't. I've seen somewhere in the documentation that the toApp callback in
C++ has a throw declaration right after callback's (). I could not find
anything similar in c#. I suppose i didn't get the idea here... Any help is
appreciated.

Thanks,
rodrigo

[code]
public void toApp(QuickFix.Message message, SessionID sessionID)
        {
            MsgType msgType = new MsgType();
            message.getHeader().getField(msgType);
            if (msgType.getValue() == "x")
            {
                throw new DoNotSend();
            }
        }

[Quickfix-users] Repeating Groups Fields out of order problem - QuickFixJ 1.3.3

[Fergal D. <fer...@gm...>]

Hi,

I'm using quickfix/j version 1.3.3.

I recv a MarketDataSnapshotFullRefresh Message which is rejected as the
engine thinks that there is a problem with
the repeating groups.  When I inspect the message, it looks ok to me.

Here is it broken down:

20090916-09:51:36.474:
8=FIX.4.4

9=271

35=W

49=DEMO_FIX

56=DEMO_MARKET_DATA_FIX

34=3

52=20090916-09:51:36

262=1-09:51:36

55=AUD/USD

268=2
  
269=0
  
270=0.8715
  
271=1000000
  
282=DEMO
  
336=DEMO
  
290=1
  
276=A
  
273=09:51:36.456

  
269=1
  
270=0.8717
  
271=1000000
  
282=DEMO
  
336=DEMO
  
290=1
  
276=A
  
273=09:51:36.456


10=005




Is there a bug in version 1.3.3 ?
Has this bug been resolved ?

I read in a few places that I might be able to alter my dictionary to
resolve this problem.
If this is the case, then do you know how I might go about doing this ? (as
I am unsure what
exactly I need to changed in the dictionary xml file).

Many thanks for help.

Kind regards,Fergal.

[Quickfix-users] tradeclient and ordermatch examples

[C C <cc2...@ya...>]

I modified the bin/cfg/tradeclient.cfg as follows:

[DEFAULT]
ConnectionType=initiator
HeartBtInt=300
ReconnectInterval=1
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=localhost
[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=ORDERMATCH
SocketConnectPort=5002


And I connect it to ordermatch example.  After I enter the parameters for a sale, the order goes thru. Based on the logs, I see that tradeclient initiates a logout right after sending one order. I would like to know why, as the code indicates otherwise. I would also like to know how I can have the tradeclient running for more than one order.

Many thanks. Log from the tradeclient is below.  


OUT: 8=FIX.4.29=12935=D34=1549=CLIENT152=20090911-17:48:02.89256=ORDERMATCH11=3321=138=10040=244=20054=155=MMM59=060=20090911-17:47:3010=169
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, outgoing>
  (8=FIX.4.29=12935=D34=1549=CLIENT152=20090911-17:48:02.89256=ORDERMATCH11=3321=138=10040=244=20054=155=MMM59=060=20090911-17:47:3010=169)
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, incoming>
  (8=FIX.4.29=12935=834=349=ORDERMATCH52=20090911-17:48:02.89356=CLIENT16=011=3314=017=120=037=3338=10039=054=155=MMM150=0151=10010=016)
IN: 8=FIX.4.29=12935=834=349=ORDERMATCH52=20090911-17:48:02.89356=CLIENT16=011=3314=017=120=037=3338=10039=054=155=MMM150=0151=10010=016
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, event>
  (Initiated logout request)
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, outgoing>
  (8=FIX.4.29=6135=534=1649=CLIENT152=20090911-17:48:02.89756=ORDERMATCH10=249)
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, incoming>
  (8=FIX.4.29=6035=534=449=ORDERMATCH52=20090911-17:48:02.89856=CLIENT110=198)
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, event>
  (Received logout response)
<20090911-17:48:02, FIX.4.2:CLIENT1->ORDERMATCH, event>
  (Disconnecting)
Logout - FIX.4.2:CLIENT1->ORDERMATCH


      

Re: [Quickfix-users] Message Rejection Error

[Dale W. <wi...@oc...>]

bornlibra23 wrote:
> Hello All
> I am getting a wierd error where a supported message type is being rejected.
> The news type is being rejected with th error 380=Unsupported Message Type
> I have not yet established handlers for news messages in my application.
>   
You just answered your own question.  If you use the message cracker and 
have not provided a handler for the message type, QuickFIX reports to 
the counterparty that your application does not support this message.   
Provide the handler -- even if it's empty -- and the message will be 
accepted.

Dale

[Quickfix-users] Message Rejection Error

[bornlibra23 <awa...@ns...>]

Hello All
I am getting a wierd error where a supported message type is being rejected.
The news type is being rejected with th error 380=Unsupported Message Type
I have not yet established handlers for news messages in my application.
Thanks
bornlibra23
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