quickfix-users — QuickFIX user support

Re: [Quickfix-users] building Qfix on Mingw (C++ windows)

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

Hi rodrigo,


r.goncalves wrote:
> Hi,
> it am trying to build qfix on mingw on windows, but apparently there 
> are incompatible issues since the source files target the VS C++ IDE. 
> Can i compile it on mingw? What i found is that mingw lacks the 
> necessary socket.h and inet.h:
>
> include/quickfix/Utility.h:30:20: config.h: No such file or directory
> include/quickfix/Utility.h:69:24: sys/socket.h: No such file or directory
> include/quickfix/Utility.h:70:23: sys/ioctl.h: No such file or directory
> include/quickfix/Utility.h:73:24: netinet/in.h: No such file or directory
> include/quickfix/Utility.h:74:25: netinet/tcp.h: No such file or directory
> include/quickfix/Utility.h:75:23: arpa/inet.h: No such file or directory
> include/quickfix/Utility.h:76:19: netdb.h: No such file or directory
> include/quickfix/Utility.h:79:21: pthread.h: No such file or directory
>
> Any ideas on how to do that?
I haven't tried building QuickFIX on mingw because for me it's easier to 
use the free Express versions of the Microsoft compilers than to try to 
fight the battles necessary to run MinGW.  However what I have 
discovered in other projects is that because MinGW is built on top of 
the Microsoft C runtime library rather than having it's own C library 
there are some issues that you have to address.   For example, from the 
MinGW wiki:

  Pthreads is part of /POSIX/ and /Windows/ isn't a /POSIX/ system. 
However, there is a third party library on sourceware.org 
<http://sourceware.org> named pthreads-win32 
<http://sourceware.org/pthreads-win32>. Sourceware.org provides its own 
lists and MinGW does not support it but you are free to use it with 
MinGW at your own risk.

Because QuickFIX C++ on a *nix build uses posix, you'll need this library. 

You'll also need to find similar support for sockets.  Googling 
mingw+sockets provides quite a few links to the discussions about how to 
handle sockets in the MinGW environment.   Unfortunately you are 
probably looking at source code changes to get this working.

Dale

[Quickfix-users] building Qfix on Mingw (C++ windows)

[r.goncalves <rod...@gm...>]

Hi,
it am trying to build qfix on mingw on windows, but apparently there are
incompatible issues since the source files target the VS C++ IDE. Can i
compile it on mingw? What i found is that mingw lacks the necessary socket.h
and inet.h:

include/quickfix/Utility.h:30:20: config.h: No such file or directory
include/quickfix/Utility.h:69:24: sys/socket.h: No such file or directory
include/quickfix/Utility.h:70:23: sys/ioctl.h: No such file or directory
include/quickfix/Utility.h:73:24: netinet/in.h: No such file or directory
include/quickfix/Utility.h:74:25: netinet/tcp.h: No such file or directory
include/quickfix/Utility.h:75:23: arpa/inet.h: No such file or directory
include/quickfix/Utility.h:76:19: netdb.h: No such file or directory
include/quickfix/Utility.h:79:21: pthread.h: No such file or directory

Any ideas on how to do that?
Many thanks
rodrigo

ps: sorry for double-posting (also posted to the dev list) but since i
really need this solved asap and wasn't really sure in which list to post,
decided to go for both. thanks anyway.

[Quickfix-users] New starter - undefined ConfigError

[Glyn W. <gly...@br...>]

Hi

I am building my first quickfix app. When I try to start a 
SocketInitiator I get the exception ConfigError: Configuration failed. 
But no more details than that.

In case it was an issue with my config file I also used the example one 
banzai.cfg. Same problem "Configuration failed".

I have done a System.out of the SessionSettings object and can see that 
the file has been loaded correctly. With no more than "Configuration 
failed" to go on I'm not sure what the error could be.

The stack trace is:

quickfix.ConfigError: Configuration failed
    at quickfix.SocketInitiator.create(Native Method)
    at quickfix.SocketInitiator.<init>(Unknown Source)
    at 
com.fixi.fix.quickfix.QuickfixInitiator.<init>(QuickfixInitiator.java:43)
    at com.fixi.fix.FixEngine.startEngine(FixEngine.java:54)

The code I am using is:

        if (filename == null) {
            throw new InvalidSettingsFileException("No settings file 
detected");
        }
        app = new QuickfixApplication();
        SessionSettings settings = null;
        try {
            settings = new SessionSettings(new FileInputStream(filename));
        } catch (FileNotFoundException fnfe) {
            throw new InvalidSettingsFileException("Settings file " + 
filename + " not found");
        }
        System.out.println("DEBUG: settings: " + settings + " size: " + 
settings.size());
        MessageStoreFactory storeFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new FileLogFactory(settings);
        MessageFactory messageFactory = new DefaultMessageFactory();
        SocketInitiator intiator = new SocketInitiator
          (app, storeFactory, settings, logFactory, messageFactory);
        intiator.start();
        while(running) {
            // do something
        }
        intiator.stop();       

The System.out shows that the settings file is loaded:

DEBUG: settings: [DEFAULT]
CONNECTIONTYPE=initiator
ENDTIME=00:00:00
FILESTOREPATH=store
HEARTBTINT=30
SOCKETCONNECTHOST=localhost
STARTTIME=00:00:00
USEDATADICTIONARY=N

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT1
SOCKETCONNECTPORT=5001
TARGETCOMPID=EXECUTOR

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT1
SOCKETCONNECTPORT=5002
TARGETCOMPID=ORDERMATCH

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT2
SOCKETCONNECTPORT=5001
TARGETCOMPID=EXECUTOR

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT2
SOCKETCONNECTPORT=5002
TARGETCOMPID=ORDERMATCH
DEBUG: settings: [DEFAULT]
CONNECTIONTYPE=initiator
ENDTIME=00:00:00
FILESTOREPATH=store
HEARTBTINT=30
SOCKETCONNECTHOST=localhost
STARTTIME=00:00:00
USEDATADICTIONARY=N

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT1
SOCKETCONNECTPORT=5001
TARGETCOMPID=EXECUTOR

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT1
SOCKETCONNECTPORT=5002
TARGETCOMPID=ORDERMATCH

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT2
SOCKETCONNECTPORT=5001
TARGETCOMPID=EXECUTOR

[SESSION]
BEGINSTRING=FIX.4.2
SENDERCOMPID=CLIENT2
SOCKETCONNECTPORT=5002
TARGETCOMPID=ORDERMATCH

 size: 4

Re: [Quickfix-users] Login attempt handling with .net quickfix.

[<nos...@fr...>]

Do i have to add something in the configuration file ? Just to be clear, I
am talking about failed logins on on tcp/ip level, not fix rejection
messages.
fromAdmin is NOT triggered when socket connection is rejected nor when it
times out ...

2009/8/24 Grant Birchmeier <gbi...@co...>

> You can detect failed logins in the fromAdmin() function.
>
>
> On Mon, Aug 24, 2009 at 10:52 AM, <nos...@fr...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi,
> > i am using quickfix_net library, how do i handle failed login attempts in
> my application ? In the default interface none of the events are triggered
> when fix server is down or not responding...
> >
> > namespace QuickFix
> >
> > {
> >   public interface Application
> >   {
> >     public void onCreate(SessionID sessionID);
> >     public void onLogon(SessionID sessionID);
> >     public void onLogout(SessionID sessionID);
> >     public void toAdmin(Message message, SessionID sessionID);
> >
> >     public void toApp(Message message, SessionID sessionID);
> >     public void fromAdmin(Message message, SessionID sessionID);
> >     public void fromApp(Message message, SessionID sessionID);
> >   }
> > }
> >
> > nos...@fr...
> >
> >
> >
> >
> ------------------------------------------------------------------------------
> > Let Crystal Reports handle the reporting - Free Crystal Reports 2008
> 30-Day
> > trial. Simplify your report design, integration and deployment - and
> focus on
> > what you do best, core application coding. Discover what's new with
> > Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>

Re: [Quickfix-users] Login attempt handling with .net quickfix.

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

You can detect failed logins in the fromAdmin() function.


On Mon, Aug 24, 2009 at 10:52 AM, <nos...@fr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> i am using quickfix_net library, how do i handle failed login attempts in my application ? In the default interface none of the events are triggered when fix server is down or not responding...
>
> namespace QuickFix
>
> {
>   public interface Application
>   {
>     public void onCreate(SessionID sessionID);
>     public void onLogon(SessionID sessionID);
>     public void onLogout(SessionID sessionID);
>     public void toAdmin(Message message, SessionID sessionID);
>
>     public void toApp(Message message, SessionID sessionID);
>     public void fromAdmin(Message message, SessionID sessionID);
>     public void fromApp(Message message, SessionID sessionID);
>   }
> }
>
> nos...@fr...
>
>
>
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Login attempt handling with .net quickfix.

[<nos...@fr...>]

Hi,
i am using quickfix_net library, how do i handle failed login attempts in my
application ? In the default interface none of the events are triggered when
fix server is down or not responding...
*

namespace QuickFix
{
  public interface Application
  {
    public void onCreate(SessionID sessionID);
    public void onLogon(SessionID sessionID);
    public void onLogout(SessionID sessionID);
    public void toAdmin(Message message, SessionID sessionID);
    public void toApp(Message message, SessionID sessionID);
    public void fromAdmin(Message message, SessionID sessionID);
    public void fromApp(Message message, SessionID sessionID);
  }
}

*
nos...@fr...

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

[Hamza K. <h.k...@gm...>]

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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[Quickfix-users] turn off logging?

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

Hi,

Is there a way to turn on and off FIX message logging without changing the code?
I am using the latest C++ version of quickfix.
Thanks in advance.


Cheers,
Hei



      

Re: [Quickfix-users] Why Are Multiple Login Messages Are Being Generated?

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

There is not enough information in your mail to know what's happening.

Take a look at the FIX log.  There should be a response to your
initial login message or a field in the logout message that should
describe why the login is not succeeding.  If a login fails, QuickFIX
automatically reattempts after some amount of time has elapsed
(configured by the ReconnectInterval setting).  You are probably
seeing multiple logins because your initial login attempt is failing
and QF is retrying.

-Grant


On Mon, Aug 10, 2009 at 7:24 AM, bornlibra23<awa...@ns...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks EclipseCap
> I am almost through with the login process. The only thing I am unable to
> figure out is why is the engine sending multiple login messages?
> 20090810-10:38:45 : Connecting to 172.20.23.44 on port 9651
> 20090810-10:38:45 : Initiated logon request
> 20090810-10:38:47 : Received logout request
> 20090810-10:38:47 : Sending logout response
> 20090810-10:38:47 : Disconnecting
> 20090810-10:38:47 : Logon state is not valid for message
> Thanks
> bornlibra23
> --
> View this message in context: http://www.nabble.com/Why-Are-Multiple-Login-Messages-Are-Being-Generated--tp24898775p24898775.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Why Are Multiple Login Messages Are Being Generated?

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

Thanks EclipseCap
I am almost through with the login process. The only thing I am unable to
figure out is why is the engine sending multiple login messages?
20090810-10:38:45 : Connecting to 172.20.23.44 on port 9651
20090810-10:38:45 : Initiated logon request
20090810-10:38:47 : Received logout request
20090810-10:38:47 : Sending logout response
20090810-10:38:47 : Disconnecting
20090810-10:38:47 : Logon state is not valid for message
Thanks
bornlibra23
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Re: [Quickfix-users] Create Logon Message

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

Thanks EclipseCap
I am almost through with the login process. The only thing I am unable to
figure out is why is the engine sending multiple login messages?
20090810-10:38:45 : Connecting to 172.20.23.44 on port 9651
20090810-10:38:45 : Initiated logon request
20090810-10:38:47 : Received logout request
20090810-10:38:47 : Sending logout response
20090810-10:38:47 : Disconnecting
20090810-10:38:47 : Logon state is not valid for message
Thanks
bornlibra23
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Re: [Quickfix-users] Quickfix C++ timezone question

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

We were able to work around the timezone problem by starting the
process with environment variable TZ set, e.g TZ=GMT
This won't work if same process needs to support multiple time
zones, but we just start different process for each timezone.

thanks
Neeraj

--- On Tue, 7/14/09, Neeraj Rai <rn...@ya...> wrote:

> From: Neeraj Rai <rn...@ya...>
> Subject: Quickfix C++ timezone question
> To: qui...@li...
> Date: Tuesday, July 14, 2009, 10:59 PM
> Hi ,
> 
> We use C++ version of quickfix. I have seen a few posts
> about the timezones
> and a nabble post from 2008 about no timezone support
> http://www.nabble.com/TimeZone-in-quickfix.ini-td15607075.html
> 
> 1. Has the support been added yet ? I don't see it in
> docs.
>  only in java docs.
> 2. if we submit a patch for the same, is there a chance of
> it being
>   accepted ? I saw a patch submital for week long
> session but not sure
>   if it was accepted.
> 3. It is also not clear if new versions are being released
> because for
>   2 years and 2 employers I have been using 1.12.4
> Please throw some light on the status and process.
> 
> thanks
> Neeraj
> 
> 
> 
> 
>       
> 


      

Re: [Quickfix-users] Create Logon Message

[EclipseCap <tob...@ec...>]

A lot of that stuff is language dependent and not really a QFIX thing.  For
starters I believe QFix should run within its own thread as part of its
startup process.

So when a callback fires from the QFix side it is on the QFix's thread.  In
C# when going to call code on my side I do a this.BeginInvoke which should
put the function you are going to call on the message queue of the thread on
your side.  This only applies for C# so if you are using another language I
can't be of much help.

public void FIXOrderFillUpdate(FIXOrderFillMessage FillMessage)
{	
	if (delFIXOrderFillUpdate != null && InvokeRequired == true)
	{
		this.BeginInvoke(delFIXOrderFillUpdate, FillMessage);
	}
}

delFIXOrderFillUpdate is a delegate I created earlier.


bornlibra23 wrote:
> 
> I have another question. How can I have callbacks delivered & executed in
> a separate thread than the one that created the quickfix objects?
> Thanks
> bornlibra23
> 

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Re: [Quickfix-users] Create Logon Message

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

I have another question. How can I have callbacks delivered & executed in a
separate thread than the one that created the quickfix objects?
Thanks
bornlibra23
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Re: [Quickfix-users] Create Logon Message

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

Hello EclipseCap
Greetings,
Thanks For The Heads Up.
Doesnt Quickfix provide a way to disable autologon? That is as soon as a
session is created it will not try to logon. That is a quite a lot of code
you provided.
Also is there a callback that is used to notify of errors during logon?
Thanks
bornlibra23
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Re: [Quickfix-users] Create Logon Message

[EclipseCap <tob...@ec...>]

Greetings,

I am currently working on something kind of like that.  I am using c# if
that makes any difference for you.

I am going to post the code from my app.  It will not compile as it is
missing a lot of the classes behind it.  But I think if you look at the
examples provided and then my code you should be able to piece it together. 
The trick is to do all of your setup during the construction, but not to
start the initiator until you have all of your sessions setup.  So once all
of the setup is completed you simply execute m_Initiator.start() and it
should try to startup any connections you have readied.

In the EnableSession function there is a line Enable.logon() and
Enable.logout().  You can call those before m_Initiator.start() fires.  If
you call .logout before it .start() then the logged out connection won't
even try.  Logon and Logout are kind of bad names really.  logon/logout is
more like a state.  While in logon it will try to connect forever until it
succeeds not just try once and return.

This code is the constructor code.  I wrote it to create a list of sessions
based upon rows in a database rather than a setup file.

m_Settings = new SessionSettings();

//-------------------------------------------------------------------------------------
// Get all of the default values set.  Then we build each session.	
//-------------------------------------------------------------------------------------
QuickFix.Dictionary defaultDic = m_Settings.get();
defaultDic.setString("ConnectionType", "initiator");
defaultDic.setString("HeartBtInt", "30");
defaultDic.setString("ReconnectInterval", "1");
defaultDic.setString("FileStorePath", "store");
defaultDic.setString("FileLogPath", "log");
defaultDic.setString("StartTime", "00:00:00");
defaultDic.setString("EndTime", "00:00:00");
defaultDic.setString("UseDataDictionary", "N");
defaultDic.setString("HttpAcceptPort", "8080");
m_Settings.set(defaultDic);

foreach(SessionData sessionData in
m_Hub.DataManager.Sessions.SessionDataList)
{
//---------------------------------------------------------------------------------
	// Setting this session id will fire off session data callbacks.

//---------------------------------------------------------------------------------
	sessionData.SessionID = BuildSession(sessionData);
}

m_Application = new FixApplication();

//----------------------------------------------------------------------------------------
// You can probably skip this as it is all about setting up the callbacks
from FIX.
//----------------------------------------------------------------------------------------
m_Application.FIXLoginStatusUpdateEvent += new
FIXLoginStatusEventHandler(Application_LoginStatusUpdate);
			m_Application.FIXOrderStatusUpdateEvent += new
FIXOrderStatusUpdate(Application_FIXOrderStatusUpdate);
			m_Application.FIXOrderFillUpdateEvent += new
FIXOrderFillUpdate(Application_FIXOrderFillUpdate);
			m_Application.FIXOrderNewUpdateEvent += new
FIXOrderNewUpdate(Application_FIXOrderNewUpdate);
			m_Application.FIXOrderCancelUpdateEvent += new
FIXOrderCancelUpdate(Application_FIXOrderCancelUpdate);
			m_Application.FIXCancelRejectUpdateEvent += new
FIXCancelRejectUpdate(Application_FIXCancelRejectUpdateEvent);
//----------------------------------------------------------------------------------------

m_StoreFactory = new FileStoreFactory(m_Settings);
m_MessageFactory = new DefaultMessageFactory();
m_Initiator = new SocketInitiator(m_Application, m_StoreFactory, m_Settings,
m_MessageFactory);

		
//-------------------------------------------------------------------------------------
// Enable/Disable sessions.
//-------------------------------------------------------------------------------------
foreach (SessionData sessionData in
m_Hub.DataManager.Sessions.SessionDataList)
{
	EnableSession(sessionData.SessionID, sessionData.Enabled);
}


private bool EnableSession(string sessionID, bool sessionEnable)
{
	bool retval = false;
	SessionID ID = new SessionID();
	ID.fromString(sessionID.ToString());

	if (Session.doesSessionExist(ID) == true)
	{
		retval = true;
		Session Enable = Session.lookupSession(ID);
		if (sessionEnable == true)
		{
			Enable.logon();
		}
		else
		{
			Enable.logout();
		}
	}
	return retval;
}

public string BuildSession(SessionData sessionData)
{
	QuickFix.Dictionary defaultDic = m_Settings.get();

//-------------------------------------------------------------------------------------
	// Iterate through the datamanager and build our list of sessions.

//-------------------------------------------------------------------------------------
	SessionID sID = new SessionID(new BeginString(sessionData.FixVersion), 
						  new SenderCompID(sessionData.SenderCompID), 
						  new TargetCompID(sessionData.TargetCompID));

//-------------------------------------------------------------------------------------
	// Add all of our session values as well.

//-------------------------------------------------------------------------------------
	foreach (int TagID in sessionData.SessionConnection.SessionValues.Keys)
	{
		SessionValue sessionValue =
sessionData.SessionConnection.SessionValues[TagID];
				if(sessionValue != null)
					defaultDic.setString(sessionValue.Tag, sessionValue.Value);
	}
	m_Settings.set(sID, defaultDic);
	return sID.toString();
}


Feel free to send me a message if you have questions.  I can't say I am
expert but at least I'm willing to help.
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[Quickfix-users] Create Logon Message

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

Hello People
Can somebody help me with creating a logon message manually while disabling
the auto logon feature. I need to have application control over logon.
Thanks
bornlibra23
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[Quickfix-users] log filter?

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

Hi,

I am using the latest quickfix (C++ version).
I just wonder whether I can configure quickfix to selectively log the FIX messages.
Thanks in advance.


Cheers,
Hei



      

[Quickfix-users] quickfix with python

[Brian S. <bri...@go...>]

Hi

I would like to start testing quickfix with Python on Windows.
Are there any plans to provide a new python package for windows?

Thanks
Brian

[Quickfix-users] question handling Quote message

[Doug M. <dou...@gm...>]

I am having trouble parsing a Quote message using a c# version of QuickFix.

An example message I have received is:

8=FIX.4.4
9=207
35=S
49=JTEST1
56=J_UAT_1
34=23
52=20090727-18:58:58
131=0
5271=InstrumentValuationResponse
555=1
600=NG
611=20091200
608=OCXXXX
1188=0.5775604818
7966=0.7208459105
612=4.9
681=1.098108096
1=dm1
10=021



I have the following method for reading the message:

public override void onMessage(QuickFix44.Quote message, SessionID session)
{
            int numLegs = message.getNoLegs().getValue();

            for (uint n = 1; n<=numLegs; n++)
            {

                QuickFix44.Quote.NoLegs group = new
QuickFix44.Quote.NoLegs();
                message.getGroup(n, group);


I correctly determine that the numLegs = 1.  However, when I call
message.getGroup, I get a FieldNotFound exception.

If I am not using a data dictionary, I see the following in my event log:

20090727-18:59:05 : Message 23 Rejected: Conditionally Required Field
Missing:555


Though, the 555 field is in the message.


I suspect the problem has to do with the user defined fields, 1188 and/or
7966.  I tried using a data dictionary, I modified the supplied fix44.xml
dictionary to add fields for 1188 and 7966 and included them in the
InsturmentLeg component.  I also added the 5271 user defined field to the
Quote message in the dictionary.  After those changes, when using the data
dictionary, the Quote message is rejected and I see the following in the
event log:


20090727-18:48:53 : Message 3 Rejected: Tag not defined for this message
type:612

612 is the LegStrikePrice, which should be supported on an InsturmentLeg, so
I'm not sure why that is occuring?

Is there anything else I need to do to handle these user defined fields?  Am
I doing something wrong in the onMessage method?  Or is the message I am
receiving badly formed?  Is there anything else I should try to debug this?

Thanks

Re: [Quickfix-users] FileLogPath?

[sumit a. <aro...@ya...>]

Yes, use it in DEFAULT section.

--- On Fri, 7/24/09, Hei Chan <str...@ya...> wrote:


From: Hei Chan <str...@ya...>
Subject: [Quickfix-users] FileLogPath?
To: qui...@li...
Date: Friday, July 24, 2009, 3:44 AM


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






Does it have to be in the DEFAULT section?
When I put it in the SESSION level section, I can't start my app.
It said, "Configuration failed: FileLogPath not defined"
Thanks in advance.


Cheers,
Hei


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Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users



      

Re: [Quickfix-users] Session.m_sessionID is wrong somehow?

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

Nevermind.
I had the same senderID, targetID, and beginString in 2 setting properties files (1 file for each connection).
I didn't know that the underneath implementation used senderID, targetID, beginString and qualifier as the key.
Sorry.




________________________________
From: Hei Chan <str...@ya...>
To: qui...@li...
Sent: Friday, July 24, 2009 1:14:10 AM
Subject: [Quickfix-users] Session.m_sessionID is wrong somehow?

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


Hi,

I am trying to maintain 2 FIX connections at the same time to 2 different ports.

One of my classes inherits FIX::Application, and my FIX::Application::onLogon(const FIX::SessionID& sessionID) looks like:
myClass::onLogon(const FIX::SessionID& sessionID)
{
    FIX::Session* s = FIX::Session::lookupSession(*pSessionID);
    printf("onLogon sessionID=%p, session=%p, session.m_sessionID=%p\n", pSessionID, s, &s->getSessionID());
}

When the first connection is established, the log looks okay:
onLogon sessionID=0x9acef94, session=0x9acef90, session.m_sessionID=0x9acef94

However, when the second connection is established, the log looks very odd:
onLogon sessionID=0x9c1744c, session=0x9acef90, session.m_sessionID=0x9acef94

For some unknown reasons, the second session's sessionID is the first session's sessionID.

Any input is welcome.

Thanks in advance.


Cheers,
Hei


      

[Quickfix-users] Session.m_sessionID is wrong somehow?

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

Hi,

I am trying to maintain 2 FIX connections at the same time to 2 different ports.

One of my classes inherits FIX::Application, and my FIX::Application::onLogon(const FIX::SessionID& sessionID) looks like:
myClass::onLogon(const FIX::SessionID& sessionID)
{
    FIX::Session* s = FIX::Session::lookupSession(*pSessionID);
    printf("onLogon sessionID=%p, session=%p, session.m_sessionID=%p\n", pSessionID, s, &s->getSessionID());
}

When the first connection is established, the log looks okay:
onLogon sessionID=0x9acef94, session=0x9acef90, session.m_sessionID=0x9acef94

However, when the second connection is established, the log looks very odd:
onLogon sessionID=0x9c1744c, session=0x9acef90, session.m_sessionID=0x9acef94

For some unknown reasons, the second session's sessionID is the first session's sessionID.

Any input is welcome.

Thanks in advance.


Cheers,
Hei



      

[Quickfix-users] FileLogPath?

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

Does it have to be in the DEFAULT section?
When I put it in the SESSION level section, I can't start my app.
It said, "Configuration failed: FileLogPath not defined"
Thanks in advance.


Cheers,
Hei



      

Re: [Quickfix-users] [Quickfix-developers] Contribute/License

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

Hello Amit,

QuickFIX is released under an Apache style license.  This is compatible
with software released under GPL.

> -------- Original Message --------
> Subject: [Quickfix-developers] Contribute/License
> From: amit khandelwal <kha...@gm...>
> Date: Wed, July 22, 2009 9:58 am
> To: qui...@li...,  quickfix-users
> <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am developing a tool to read  (quickfix) log files and upload the order
> flow related information from that to a mysql database. The front end to
> this will be a php based application which will give the client/trader the
> ability to find out the number of IOC orders, Limit orders blah blah. If
> there is enough interest for something like this I can release this tool for
> the community under GPL. I see that quickfix already has a license of it
> own. Are there issues related to licensing?
> 
> Cheers,
> Amit Khandelwal
> 
> 
> -- 
> -------------------------------------------------------------------
> Ph : (973)-896-8208
> Email: kha...@gm...
> Web: http://khandelwal.amit.googlepages.com/home
> -------------------------------------------------------------------<hr>------------------------------------------------------------------------------<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers