quickfix-users — QuickFIX user support

[Quickfix-users] Contribute/License

[amit k. <kha...@gm...>]

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


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Ph : (973)-896-8208
Email: kha...@gm...
Web: http://khandelwal.amit.googlepages.com/home
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Re: [Quickfix-users] bug in repeated group? or in my code?

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

Djalma,

Thanks for pointing out my stupid mistake...I found that few minutes after I posted.  Sorry for the spam.

For the catch-by-reference problem, it is very odd (or probably my C++ is too rusty to realize the actual problem).  If I try to catch by reference for FieldNotFound, the FieldNotFound catch block isn't entered.  Very old.
I am using gcc 3.x on redhat.  It seems like a compiler problem to me.  Let me try to see if I can upgrade my compiler or try on another box.

Thanks.




________________________________
From: Djalma Rosa dos Santos Filho <drs...@gm...>
To: "Qui...@li..." <qui...@li...>
Sent: Saturday, July 18, 2009 10:32:19 AM
Subject: Re: [Quickfix-users] bug in repeated group? or in my code?

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

Hei,

The field 271 (MDEntrySize) is an optional field and it is not present in the first instance of your repeating group.

268=4
279=1
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
279=1

If you want to avoid the FieldNotFound exception you must check the presense of the field with isSetField.

I`ve never got problems to catch FIX::FieldNotFound by reference, what is the compiler error?

Djalma


On Mon, Jul 13, 2009 at 8:47 PM, Hei Chan<str...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest C++ version of quickfix.
>
> Here is the part of the dictionary I used:
>
>   <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
>     <group name="NoMDEntries" required="Y">
>       <field name="MDUpdateAction" required="Y" />
>       <field name="MDEntryType" required="Y" />
>       <field name="MDElementName" required="Y" />
>       <field name="Symbol" required="Y" />
>       <field name="CFICode" required="Y" />
>       <field name="SettlType" required="Y" />
>       <field name="QuoteCondition" required="N" />
>       <field name="MDEntryPx" required="N" />
>       <field name="TradeCondition" required="N" />
>       <field name="MDEntrySize" required="N" />
>       <component name="Parties" required="N" />
>       <field name="PriceTimeStamp" required="N" />
>     </group>
>   </message>
>
> I used the following to traverse the groups:
> void someFunction(const FIX::message& message) {
>     FIX44::MarketDataIncrementalRefresh::NoMDEntries group;
>     FIX::MDUpdateAction action;
>
>     FIX::MDEntryType entryType;
>     FIX::MDEntryPx rate;
>     FIX::MDEntrySize size;
>     FIX::QuoteCondition quoteCondition;
>
>     for(int i = 1; i <= entryCount; i++)
>     {
>         message.getGroup(i, group);
>         group.get(action);
>         if (action.getValue() == FIX::MDUpdateAction_CHANGE) {
>                 printf("get entryType\n");
>                 group.get(entryType);
>                 bool hasTradeCondition = false;
>                 try {
>                     printf("get trade condition\n");
>                     group.get(tradeCondition);
>                     hasTradeCondition = true;
>                     printf("has trade condition\n");
>                 }
>                 catch (FIX::FieldNotFound) {}
>
>                 std::string sizeStr;
>                 std::string rateStr;
>                 printf("get size\n");
>                 group.get(size);
>                 printf("get price\n");
>                 group.get(rate);
>                 printf("convert\n");
>                 sizeStr = size.getString();
>                 rateStr = rate.getString();
>                 printf("got price\n");
>
>         }
>         else {
>             printf("Unexpected update action: %c\n", action.getValue());
>         }
>     }
> }
>
> When it tries to retrieve the value of field 271 (MDEntrySize), it throws a FIX::FieldNotFound exception.
> Here is the incoming FIX message:
> 8=FIX.4.4
> 9=323
> 35=X
> 49=[...]
> 56=[...]
> 34=6
> 52=20090113-23:29:06.725
> 268=4
> 279=1
> 269=1
> 5450=2
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.06
> 279=1
> 269=1
> 5450=46
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.06
> 271=2000000
> 279=1
> 269=1
> 5450=54
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.07
> 271=0
> 279=1
> 269=1
> 5450=52
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.08
> 271=2000000
> 10=086
>
> It seems okay to me.
>
> I used the log viewer to open the log file, and it doesn't parse the groups correct either.
>
> Any idea?
>
> Side question: how come I can't catch FIX::FieldNotFound by reference?
>
> Thanks in advance.
>
>
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Re: [Quickfix-users] Order of fields changes when sending repeating group

[Djalma R. d. S. F. <drs...@gm...>]

Hi Marta,

It is ok to use QuickFix43.MarketDataRequest and your code seems to be
correct.

The use of fields greater than 5000 is possible even if not defined in the
message_order (the default QF version does not define them). However, I
believe this should not be really an issue, since the group field and
delimiter is correctly defined.

in fix43\MarketDataRequest.cs, make sure the definition is correct for the
group constructor and message_order as following:

public class NoRelatedSym: QuickFix.Group
    {
    public NoRelatedSym() : base(*146,55,*message_order ) {}
    static int[] message_order = new int[] {*55*
,65,48,22,454,460,461,167,200,541,224,225,239,y226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,0};


You might want to regenerate this class using the ruby scripts, but we don`t
really know what is wrong. Maybe for testing purpose I suggest that you
suppress these fields > 5000 to verify if the error persists without them.

Djalma

On Mon, Jul 13, 2009 at 3:37 AM, Marta Kamara <Ma...@ik...> wrote:

> Hi Djalma
>
> Thanks for your response.
>
> In this particular case I am using QuickFix 4.3 but I think it also has
> this group defined, and the definition of the order of the parameters.
>
> However, something does not seem right to me. In my message
> MarketDataRequest I have defined the following groups: two MDEntryType and
> one NoRelatedSym. I am including the code just for reference of how the
> group are created.
>
>            MarketDataRequest.NoMDEntryTypes noMDEntryTypesGroup = new
> MarketDataRequest.NoMDEntryTypes();
>            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeBid));
>            marketDataRequest.addGroup(noMDEntryTypesGroup);
>            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeAsk));
>            marketDataRequest.addGroup(noMDEntryTypesGroup);
>
>            MarketDataRequest.NoRelatedSym noRelatedSymGroup = new
> MarketDataRequest.NoRelatedSym();
>
>            StringField currency = new StringField(5232,
> fixDataRequestMessage.QtyCurrency.ToString());
>            DoubleField orderQty = new DoubleField(5233,
> fixDataRequestMessage.Qty);
>            StringField tenorValue = new StringField(6215, "SP");
>
>            noRelatedSymGroup.setField(new StringField(55,
> GetSymbol(fixDataRequestMessage.SecCode)));
>            noRelatedSymGroup.setField(currency);
>            noRelatedSymGroup.setField(orderQty);
>            noRelatedSymGroup.setField(tenorValue);
>
>            marketDataRequest.addGroup(noRelatedSymGroup);
>
> This is the message (viewed via debug view) just before hitting the point
> where is sent out with quickfix:
>
> -                              message
>  {8=FIX.4.39=12235=V146=155=EUR/GBP5232=GBP5233=50000006215=SP262=EURGBP_1_10/07/2009
> 14:51:37_263=1264=0265=0267=2269=0269=110=178}
> QuickFix.Message {QuickFix43.MarketDataRequest}
>
> But when is sent it comes out like this in the log:
>
> 8=FIX.4.39=17835=V34=37549=UAT.IKOS.FIX52=20090710-12:15:02.04356=ABFX55=EUR/GBP146=1262=EURGBP_1_10/07/2009
> 15:14:56_263=1264=0265=0267=2269=0269=15232=GBP5233=50000006215=SP10=163
>
> Notice that the NoMDEntryTypes are correctly included.
>
> Now, if I try to create 2 groups for NoRelatedSym, this is what comes out!
>
> 8=FIX.4.39=21935=V34=35449=UAT.IKOS.FIX52=20090710-12:11:07.91356=ABFX55=EUR/GBP55=EUR/GBP146=2262=EURGBP_1_10/07/2009
> 15:10:47_263=1264=0265=0267=2269=0269=15232=GBP5232=GBP5233=50000005233=50000006215=SP6215=SP10=046
>
>
> I can't figure out what is going in here really. It looks like it is
> ignoring the group and ordering the fields as if they were part of the
> message body and not the group.
>
> Thanks
> Marta
>
> -----Original Message-----
> From: Djalma Rosa dos Santos Filho [mailto:drs...@gm...]
> Sent: 13 July 2009 02:09
> To: qui...@li...
> Subject: Re: [Quickfix-users] Order of fields changes when sending
> repeating group
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Marta,
>
> You are right, at runtime quickfix uses the datadictionary only for
> validation.
> The order of the fiels in a repeating group is defined by the
> message_order you pass to the group constructor.
> If you use the QuickFix44.MarketDataRequest.NoRelatedSym you should
> not be concerned about this issue because this class already has a
> correct definition for the message_order parameter.
>
> Regards,
> Djalma
>
>
> On Thu, Jul 9, 2009 at 8:50 AM, Marta Kamara<Ma...@ik...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hello,
> >
> > I am using quickfix 1.12.4 with c#.
> >
> >
> >
> > I am trying to send a MarketDataRequest that contains a NoRelatedSym
> group
> >
> >
> >
> > When creating the message to send, I define and add the group accordingly
> and just before the message is sent I can see in debug that the message has
> the correct order. However, once if goes out I can see in the log that the
> field sequence has changed. Looks like quickfix is reorganizing the fields
> order when sending out and ignoring the fact that I have defined a group.
> >
> >
> >
> > I am using a DataDictiorany and I have defined the group correctly. But I
> have the feeling the dictionary is only being used for validation of the
> incoming messages.
> >
> >
> >
> > Is there any way to avoid quickfix re ordering the fields in my group
> when sending a message out??
> >
> >
> >
> > Thanks
> >
> >
> >
> > Marta Kamara
> >
> > Financial Software Engineer
> >
> > IKOS CIF Limited - Cyprus
> >
> > --------------------------------
> >
> > ph:      +357 25554454
> >
> > fax:     +357 25814744
> >
> >
> >
> >
> >
> >
> ------------------------------------------------------------------------------
> > Enter the BlackBerry Developer Challenge
> > This is your chance to win up to $100,000 in prizes! For a limited time,
> > vendors submitting new applications to BlackBerry App World(TM) will have
> > the opportunity to enter the BlackBerry Developer Challenge. See full
> prize
> > details at: http://p.sf.net/sfu/Challenge
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
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> _______________________________________________
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>

Re: [Quickfix-users] bug in repeated group? or in my code?

[Djalma R. d. S. F. <drs...@gm...>]

Hei,

The field 271 (MDEntrySize) is an optional field and it is not present in
the first instance of your repeating group.

268=4
*279=1*
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
*279=1

*If you want to avoid the FieldNotFound exception you must check the
presense of the field with isSetField.

I`ve never got problems to catch FIX::FieldNotFound by reference, what is
the compiler error?

Djalma
*
*
On Mon, Jul 13, 2009 at 8:47 PM, Hei Chan<str...@ya...> wrote:
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest C++ version of quickfix.
>
> Here is the part of the dictionary I used:
>
>   <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
>     <group name="NoMDEntries" required="Y">
>       <field name="MDUpdateAction" required="Y" />
>       <field name="MDEntryType" required="Y" />
>       <field name="MDElementName" required="Y" />
>       <field name="Symbol" required="Y" />
>       <field name="CFICode" required="Y" />
>       <field name="SettlType" required="Y" />
>       <field name="QuoteCondition" required="N" />
>       <field name="MDEntryPx" required="N" />
>       <field name="TradeCondition" required="N" />
>       <field name="MDEntrySize" required="N" />
>       <component name="Parties" required="N" />
>       <field name="PriceTimeStamp" required="N" />
>     </group>
>   </message>
>
> I used the following to traverse the groups:
> void someFunction(const FIX::message& message) {
>     FIX44::MarketDataIncrementalRefresh::NoMDEntries group;
>     FIX::MDUpdateAction action;
>
>     FIX::MDEntryType entryType;
>     FIX::MDEntryPx rate;
>     FIX::MDEntrySize size;
>     FIX::QuoteCondition quoteCondition;
>
>     for(int i = 1; i <= entryCount; i++)
>     {
>         message.getGroup(i, group);
>         group.get(action);
>         if (action.getValue() == FIX::MDUpdateAction_CHANGE) {
>                 printf("get entryType\n");
>                 group.get(entryType);
>                 bool hasTradeCondition = false;
>                 try {
>                     printf("get trade condition\n");
>                     group.get(tradeCondition);
>                     hasTradeCondition = true;
>                     printf("has trade condition\n");
>                 }
>                 catch (FIX::FieldNotFound) {}
>
>                 std::string sizeStr;
>                 std::string rateStr;
>                 printf("get size\n");
>                 group.get(size);
>                 printf("get price\n");
>                 group.get(rate);
>                 printf("convert\n");
>                 sizeStr = size.getString();
>                 rateStr = rate.getString();
>                 printf("got price\n");
>
>         }
>         else {
>             printf("Unexpected update action: %c\n", action.getValue());
>         }
>     }
> }
>
> When it tries to retrieve the value of field 271 (MDEntrySize), it throws
a FIX::FieldNotFound exception.
> Here is the incoming FIX message:
> 8=FIX.4.4
> 9=323
> 35=X
> 49=[...]
> 56=[...]
> 34=6
> 52=20090113-23:29:06.725
> 268=4
> 279=1
> 269=1
> 5450=2
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.06
> 279=1
> 269=1
> 5450=46
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.06
> 271=2000000
> 279=1
> 269=1
> 5450=54
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.07
> 271=0
> 279=1
> 269=1
> 5450=52
> 55=USD/JPY
> 461=RCSXXX
> 63=0
> 270=93.08
> 271=2000000
> 10=086
>
> It seems okay to me.
>
> I used the log viewer to open the log file, and it doesn't parse the
groups correct either.
>
> Any idea?
>
> Side question: how come I can't catch FIX::FieldNotFound by reference?
>
> Thanks in advance.
>
>
>
------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full
prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
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>
>

Re: [Quickfix-users] Quickfix C++ timezone question

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

There has just been some informal talk on the mailing list.  We are working
on the release candidate and then Oren will have a more formal
announcement.

-- 
Kenny Stone
Connamara Systems, LLC

Re: [Quickfix-users] Quickfix C++ timezone question

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

was there an announcement about the move to github?  i'm not complaining, it's a great idea.
but it was a surprise.  /mark

Kenny Stone wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> 
> ------------------------------------------------------------------------
> 
> We are working on getting a release candidate out within the next week
> or two.
> 
> We would love to take a look at your patch.  We have transitioned to
> github <http://github.com/quickfix/quickfix/tree/master> which provides
> a very powerful way for the community to contribute to the project.  The
> procedure would be for you to click "fork" on the main quickfix branch,
> implement your feature, then let us know.  We will run your branch on
> our new EC2 testing
> <http://github.com/kennystone/qfec2_deploy/tree/master> framework,
> evaluate your code, then look into merging your branch.  In the
> meantime, your branch will be available for others if the need arises. 
> All of this is very transparent with github.  Brief article here
> <http://radar.oreilly.com/2009/01/github-making-code-more-social.html>
> about it. 
> 
> -- 
> Kenny Stone
> Connamara Systems, LLC
> 
> 
> ------------------------------------------------------------------------
> 
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge  
> This is your chance to win up to $100,000 in prizes! For a limited time, 
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize  
> details at: http://p.sf.net/sfu/Challenge
> 
> 
> ------------------------------------------------------------------------
> 
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

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[Quickfix-users] please re surscribe please

[JANE S. <jan...@bt...>]

Dear quickfix,
                   I would be obliged if you would resurscribe me to your site, thankyou.
                                            mrs Jane H Stanton

Re: [Quickfix-users] Sending time accuracy problem

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

Thanks Shane. Actually I looked into these ones, now the doc says if the client and server are not using GMT then its better to use them. 
 
In my case the server is using GMT thats why I put the default on. But may be in Production I will use these non-default settings. Can you think of any disadvantage of using the non-default settings... as we don't have very good FIX message monitoring system at our end.
 
Thanks,
Sumit

--- On Wed, 7/15/09, Shane Trotter <str...@co...> wrote:


From: Shane Trotter <str...@co...>
Subject: Re: [Quickfix-users] Sending time accuracy problem
To: aro...@ya...
Cc: "amit khandelwal" <kha...@gm...>, qui...@li...
Date: Wednesday, July 15, 2009, 7:33 PM


You can use two config options to modify the behavior in relation to time synchronization issues:

This option turns the latency check on or off:
CheckLatency=[Y|N]

This option tunes the maximum latency difference (120 seconds is the default):
MaxLatency=120


On Wed, Jul 15, 2009 at 8:53 AM, <aro...@ya...> wrote:




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








Hi Amit,
 
At present I am using Windows, but in Production I will be using UNIX. This problem I have noticed when the volume of FIX messages bcomes very large. I have also implemented the suggestions Eranga have made.Before moving to Prod will make sure that we are using ntp to sync the clocks.
 
Thanks,
Sumit


--- On Wed, 7/15/09, amit khandelwal <kha...@gm...> wrote:


From: amit khandelwal <kha...@gm...>
Subject: Re: [Quickfix-users] Sending time accuracy problem
To: "sumit arora" <aro...@ya...>
Cc: qui...@li...
Date: Wednesday, July 15, 2009, 7:04 PM


If you are using Linux are you synchronizing your clock using ntp or something like that? 



On Wed, Jul 15, 2009 at 5:13 AM, sumit arora <aro...@ya...> wrote:

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







Hello,
 
Recently I have started seeing 'Sending time accuracy problem' in my FIX engine as a result of which I have not been able to logon to FIX server. Strange thing is that, it was working earlier and it started all of a sudden. Does any one know more about it, what can I do to solve this issue.
 
Thanks,
Sumit

------------------------------------------------------------------------------
Enter the BlackBerry Developer Challenge
This is your chance to win up to $100,000 in prizes! For a limited time,
vendors submitting new applications to BlackBerry App World(TM) will have
the opportunity to enter the BlackBerry Developer Challenge. See full prize
details at: http://p.sf.net/sfu/Challenge
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users




-- 
-------------------------------------------------------------------
Ph : (973)-896-8208
Email: kha...@gm...
Web: http://khandelwal.amit.googlepages.com/home
-------------------------------------------------------------------
 


------------------------------------------------------------------------------
Enter the BlackBerry Developer Challenge
This is your chance to win up to $100,000 in prizes! For a limited time,
vendors submitting new applications to BlackBerry App World(TM) will have
the opportunity to enter the BlackBerry Developer Challenge. See full prize
details at: http://p.sf.net/sfu/Challenge
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users




-- 
Shane Trotter
Connamara Systems, LLC



      

Re: [Quickfix-users] Sending time accuracy problem

[Shane T. <str...@co...>]

You can use two config options to modify the behavior in relation to time
synchronization issues:

This option turns the latency check on or off:
CheckLatency=[Y|N]

This option tunes the maximum latency difference (120 seconds is the
default):
MaxLatency=120

On Wed, Jul 15, 2009 at 8:53 AM, <aro...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Amit,
>
> At present I am using Windows, but in Production I will be using UNIX. This
> problem I have noticed when the volume of FIX messages bcomes very large. I
> have also implemented the suggestions *Eranga *have made.Before moving to
> Prod will make sure that we are using ntp to sync the clocks.
>
> Thanks,
> Sumit
>
>
> --- On *Wed, 7/15/09, amit khandelwal <kha...@gm...>* wrote:
>
>
> From: amit khandelwal <kha...@gm...>
> Subject: Re: [Quickfix-users] Sending time accuracy problem
> To: "sumit arora" <aro...@ya...>
> Cc: qui...@li...
> Date: Wednesday, July 15, 2009, 7:04 PM
>
> If you are using Linux are you synchronizing your clock using ntp or
> something like that?
>
>
> On Wed, Jul 15, 2009 at 5:13 AM, sumit arora <aro...@ya...<http://us.mc525.mail.yahoo.com/mc/compose?to=aro...@ya...>
> > wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>   Hello,
>>
>> Recently I have started seeing 'Sending time accuracy problem' in my FIX
>> engine as a result of which I have not been able to logon to FIX server.
>> Strange thing is that, it was working earlier and it started all of a
>> sudden. Does any one know more about it, what can I do to solve this issue.
>>
>> Thanks,
>> Sumit
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Enter the BlackBerry Developer Challenge
>> This is your chance to win up to $100,000 in prizes! For a limited time,
>> vendors submitting new applications to BlackBerry App World(TM) will have
>> the opportunity to enter the BlackBerry Developer Challenge. See full
>> prize
>> details at: http://p.sf.net/sfu/Challenge
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...<http://us.mc525.mail.yahoo.com/mc/compose?to=Qui...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
> --
> -------------------------------------------------------------------
> Ph : (973)-896-8208
> Email: kha...@gm...<http://us.mc525.mail.yahoo.com/mc/compose?to=kha...@gm...>
> Web: http://khandelwal.amit.googlepages.com/home
> -------------------------------------------------------------------
>
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Shane Trotter
Connamara Systems, LLC

Re: [Quickfix-users] Sending time accuracy problem

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

Hi Amit,
 
At present I am using Windows, but in Production I will be using UNIX. This problem I have noticed when the volume of FIX messages bcomes very large. I have also implemented the suggestions Eranga have made.Before moving to Prod will make sure that we are using ntp to sync the clocks.
 
Thanks,
Sumit


--- On Wed, 7/15/09, amit khandelwal <kha...@gm...> wrote:


From: amit khandelwal <kha...@gm...>
Subject: Re: [Quickfix-users] Sending time accuracy problem
To: "sumit arora" <aro...@ya...>
Cc: qui...@li...
Date: Wednesday, July 15, 2009, 7:04 PM


If you are using Linux are you synchronizing your clock using ntp or something like that? 



On Wed, Jul 15, 2009 at 5:13 AM, sumit arora <aro...@ya...> wrote:

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







Hello,
 
Recently I have started seeing 'Sending time accuracy problem' in my FIX engine as a result of which I have not been able to logon to FIX server. Strange thing is that, it was working earlier and it started all of a sudden. Does any one know more about it, what can I do to solve this issue.
 
Thanks,
Sumit

------------------------------------------------------------------------------
Enter the BlackBerry Developer Challenge
This is your chance to win up to $100,000 in prizes! For a limited time,
vendors submitting new applications to BlackBerry App World(TM) will have
the opportunity to enter the BlackBerry Developer Challenge. See full prize
details at: http://p.sf.net/sfu/Challenge
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users




-- 
-------------------------------------------------------------------
Ph : (973)-896-8208
Email: kha...@gm...
Web: http://khandelwal.amit.googlepages.com/home
-------------------------------------------------------------------
 



      

Re: [Quickfix-users] Sending time accuracy problem

[amit k. <kha...@gm...>]

If you are using Linux are you synchronizing your clock using ntp or
something like that?


On Wed, Jul 15, 2009 at 5:13 AM, sumit arora <aro...@ya...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello,
>
> Recently I have started seeing 'Sending time accuracy problem' in my FIX
> engine as a result of which I have not been able to logon to FIX server.
> Strange thing is that, it was working earlier and it started all of a
> sudden. Does any one know more about it, what can I do to solve this issue.
>
> Thanks,
> Sumit
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
-------------------------------------------------------------------
Ph : (973)-896-8208
Email: kha...@gm...
Web: http://khandelwal.amit.googlepages.com/home
-------------------------------------------------------------------

[Quickfix-users] Sending time accuracy problem

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

Hello,
 
Recently I have started seeing 'Sending time accuracy problem' in my FIX engine as a result of which I have not been able to logon to FIX server. Strange thing is that, it was working earlier and it started all of a sudden. Does any one know more about it, what can I do to solve this issue.
 
Thanks,
Sumit


      

Re: [Quickfix-users] Quickfix C++ timezone question

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

We are working on getting a release candidate out within the next week or
two.

We would love to take a look at your patch.  We have transitioned to
github<http://github.com/quickfix/quickfix/tree/master>which provides
a very powerful way for the community to contribute to the
project.  The procedure would be for you to click "fork" on the main
quickfix branch, implement your feature, then let us know.  We will run your
branch on our new EC2
testing<http://github.com/kennystone/qfec2_deploy/tree/master>framework,
evaluate your code, then look into merging your branch.  In the
meantime, your branch will be available for others if the need arises.  All
of this is very transparent with github.  Brief article
here<http://radar.oreilly.com/2009/01/github-making-code-more-social.html>about
it.

-- 
Kenny Stone
Connamara Systems, LLC

[Quickfix-users] Quickfix C++ timezone question

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

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] bug in repeated group? or in my code?

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

Sorry, please discarded my message.
The field didn't exist in the message.
Sorry.




________________________________
From: Hei Chan <str...@ya...>
To: qui...@li...
Sent: Monday, July 13, 2009 4:47:12 PM
Subject: bug in repeated group? or in my code?


Hi,

I am using the latest C++ version of quickfix.

Here is the part of the dictionary I used:

  <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
    <group name="NoMDEntries" required="Y">
      <field name="MDUpdateAction" required="Y" />
      <field name="MDEntryType" required="Y" />
      <field name="MDElementName" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="CFICode" required="Y" />
      <field name="SettlType" required="Y" />
      <field name="QuoteCondition" required="N" />
      <field name="MDEntryPx" required="N" />
      <field name="TradeCondition" required="N" />
      <field name="MDEntrySize" required="N" />
      <component name="Parties" required="N" />
      <field name="PriceTimeStamp" required="N" />
    </group>
  </message>

I used the following to traverse the groups:
void someFunction(const FIX::message& message) {
    FIX44::MarketDataIncrementalRefresh::NoMDEntries group;
    FIX::MDUpdateAction action;

    FIX::MDEntryType entryType;
    FIX::MDEntryPx rate;
    FIX::MDEntrySize size;
    FIX::QuoteCondition quoteCondition;

    for(int i = 1; i <= entryCount; i++)
    {
        message.getGroup(i, group);
        group.get(action);
        if (action.getValue() == FIX::MDUpdateAction_CHANGE) {
                printf("get entryType\n");
                group.get(entryType);
                bool hasTradeCondition = false;
                try {
                    printf("get trade condition\n");
                    group.get(tradeCondition);
                    hasTradeCondition = true;
                    printf("has trade condition\n");
                }
                catch (FIX::FieldNotFound) {}

                std::string sizeStr;
                std::string rateStr;
                printf("get size\n");
                group.get(size);
                printf("get price\n");
                group.get(rate);
                printf("convert\n");
                sizeStr = size.getString();
                rateStr = rate.getString();
                printf("got price\n");

        }
        else {
            printf("Unexpected update action: %c\n", action.getValue());
        }
    }
}

When it tries to retrieve the value of field 271 (MDEntrySize), it throws a FIX::FieldNotFound exception.
Here is the incoming FIX message:
8=FIX.4.4
9=323
35=X
49=[...]
56=[...]
34=6
52=20090113-23:29:06.725
268=4
279=1
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
279=1
269=1
5450=46
55=USD/JPY
461=RCSXXX
63=0
270=93.06
271=2000000
279=1
269=1
5450=54
55=USD/JPY
461=RCSXXX
63=0
270=93.07
271=0
279=1
269=1
5450=52
55=USD/JPY
461=RCSXXX
63=0
270=93.08
271=2000000
10=086

It seems okay to me.

I used the log viewer to open the log file, and it doesn't parse the groups correct either.

Any idea?

Side question: how come I can't catch FIX::FieldNotFound by reference?

Thanks in advance.


      

[Quickfix-users] bug in repeated group? or in my code?

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

Hi,

I am using the latest C++ version of quickfix.

Here is the part of the dictionary I used:

  <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
    <group name="NoMDEntries" required="Y">
      <field name="MDUpdateAction" required="Y" />
      <field name="MDEntryType" required="Y" />
      <field name="MDElementName" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="CFICode" required="Y" />
      <field name="SettlType" required="Y" />
      <field name="QuoteCondition" required="N" />
      <field name="MDEntryPx" required="N" />
      <field name="TradeCondition" required="N" />
      <field name="MDEntrySize" required="N" />
      <component name="Parties" required="N" />
      <field name="PriceTimeStamp" required="N" />
    </group>
  </message>

I used the following to traverse the groups:
void someFunction(const FIX::message& message) {
    FIX44::MarketDataIncrementalRefresh::NoMDEntries group;
    FIX::MDUpdateAction action;

    FIX::MDEntryType entryType;
    FIX::MDEntryPx rate;
    FIX::MDEntrySize size;
    FIX::QuoteCondition quoteCondition;

    for(int i = 1; i <= entryCount; i++)
    {
        message.getGroup(i, group);
        group.get(action);
        if (action.getValue() == FIX::MDUpdateAction_CHANGE) {
                printf("get entryType\n");
                group.get(entryType);
                bool hasTradeCondition = false;
                try {
                    printf("get trade condition\n");
                    group.get(tradeCondition);
                    hasTradeCondition = true;
                    printf("has trade condition\n");
                }
                catch (FIX::FieldNotFound) {}

                std::string sizeStr;
                std::string rateStr;
                printf("get size\n");
                group.get(size);
                printf("get price\n");
                group.get(rate);
                printf("convert\n");
                sizeStr = size.getString();
                rateStr = rate.getString();
                printf("got price\n");

        }
        else {
            printf("Unexpected update action: %c\n", action.getValue());
        }
    }
}

When it tries to retrieve the value of field 271 (MDEntrySize), it throws a FIX::FieldNotFound exception.
Here is the incoming FIX message:
8=FIX.4.4
9=323
35=X
49=[...]
56=[...]
34=6
52=20090113-23:29:06.725
268=4
279=1
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
279=1
269=1
5450=46
55=USD/JPY
461=RCSXXX
63=0
270=93.06
271=2000000
279=1
269=1
5450=54
55=USD/JPY
461=RCSXXX
63=0
270=93.07
271=0
279=1
269=1
5450=52
55=USD/JPY
461=RCSXXX
63=0
270=93.08
271=2000000
10=086

It seems okay to me.

I used the log viewer to open the log file, and it doesn't parse the groups correct either.

Any idea?

Side question: how come I can't catch FIX::FieldNotFound by reference?

Thanks in advance.



      

Re: [Quickfix-users] Order of fields changes when sending repeating group

[Marta K. <Ma...@ik...>]

Hi Djalma

Thanks for your response. 

In this particular case I am using QuickFix 4.3 but I think it also has this group defined, and the definition of the order of the parameters. 

However, something does not seem right to me. In my message MarketDataRequest I have defined the following groups: two MDEntryType and one NoRelatedSym. I am including the code just for reference of how the group are created. 

            MarketDataRequest.NoMDEntryTypes noMDEntryTypesGroup = new MarketDataRequest.NoMDEntryTypes();            
            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeBid));
            marketDataRequest.addGroup(noMDEntryTypesGroup);
            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeAsk));             
            marketDataRequest.addGroup(noMDEntryTypesGroup);

            MarketDataRequest.NoRelatedSym noRelatedSymGroup = new MarketDataRequest.NoRelatedSym();

            StringField currency = new StringField(5232, fixDataRequestMessage.QtyCurrency.ToString());
            DoubleField orderQty = new DoubleField(5233, fixDataRequestMessage.Qty);
            StringField tenorValue = new StringField(6215, "SP");
            
            noRelatedSymGroup.setField(new StringField(55, GetSymbol(fixDataRequestMessage.SecCode)));             
            noRelatedSymGroup.setField(currency);
            noRelatedSymGroup.setField(orderQty);
            noRelatedSymGroup.setField(tenorValue); 

            marketDataRequest.addGroup(noRelatedSymGroup);          

This is the message (viewed via debug view) just before hitting the point where is sent out with quickfix: 

-                              message                {8=FIX.4.39=12235=V146=155=EUR/GBP5232=GBP5233=50000006215=SP262=EURGBP_1_10/07/2009 14:51:37_263=1264=0265=0267=2269=0269=110=178}               QuickFix.Message {QuickFix43.MarketDataRequest}

But when is sent it comes out like this in the log: 

8=FIX.4.39=17835=V34=37549=UAT.IKOS.FIX52=20090710-12:15:02.04356=ABFX55=EUR/GBP146=1262=EURGBP_1_10/07/2009 15:14:56_263=1264=0265=0267=2269=0269=15232=GBP5233=50000006215=SP10=163

Notice that the NoMDEntryTypes are correctly included.

Now, if I try to create 2 groups for NoRelatedSym, this is what comes out!

8=FIX.4.39=21935=V34=35449=UAT.IKOS.FIX52=20090710-12:11:07.91356=ABFX55=EUR/GBP55=EUR/GBP146=2262=EURGBP_1_10/07/2009 15:10:47_263=1264=0265=0267=2269=0269=15232=GBP5232=GBP5233=50000005233=50000006215=SP6215=SP10=046


I can't figure out what is going in here really. It looks like it is ignoring the group and ordering the fields as if they were part of the message body and not the group. 

Thanks
Marta

-----Original Message-----
From: Djalma Rosa dos Santos Filho [mailto:drs...@gm...] 
Sent: 13 July 2009 02:09
To: qui...@li...
Subject: Re: [Quickfix-users] Order of fields changes when sending repeating group

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

Hi Marta,

You are right, at runtime quickfix uses the datadictionary only for validation.
The order of the fiels in a repeating group is defined by the
message_order you pass to the group constructor.
If you use the QuickFix44.MarketDataRequest.NoRelatedSym you should
not be concerned about this issue because this class already has a
correct definition for the message_order parameter.

Regards,
Djalma


On Thu, Jul 9, 2009 at 8:50 AM, Marta Kamara<Ma...@ik...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I am using quickfix 1.12.4 with c#.
>
>
>
> I am trying to send a MarketDataRequest that contains a NoRelatedSym group
>
>
>
> When creating the message to send, I define and add the group accordingly and just before the message is sent I can see in debug that the message has the correct order. However, once if goes out I can see in the log that the field sequence has changed. Looks like quickfix is reorganizing the fields order when sending out and ignoring the fact that I have defined a group.
>
>
>
> I am using a DataDictiorany and I have defined the group correctly. But I have the feeling the dictionary is only being used for validation of the incoming messages.
>
>
>
> Is there any way to avoid quickfix re ordering the fields in my group when sending a message out??
>
>
>
> Thanks
>
>
>
> Marta Kamara
>
> Financial Software Engineer
>
> IKOS CIF Limited - Cyprus
>
> --------------------------------
>
> ph:      +357 25554454
>
> fax:     +357 25814744
>
>
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

------------------------------------------------------------------------------
Enter the BlackBerry Developer Challenge  
This is your chance to win up to $100,000 in prizes! For a limited time, 
vendors submitting new applications to BlackBerry App World(TM) will have
the opportunity to enter the BlackBerry Developer Challenge. See full prize  
details at: http://p.sf.net/sfu/Challenge
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Order of fields changes when sending repeating group

[Djalma R. d. S. F. <drs...@gm...>]

Hi Marta,

You are right, at runtime quickfix uses the datadictionary only for validation.
The order of the fiels in a repeating group is defined by the
message_order you pass to the group constructor.
If you use the QuickFix44.MarketDataRequest.NoRelatedSym you should
not be concerned about this issue because this class already has a
correct definition for the message_order parameter.

Regards,
Djalma


On Thu, Jul 9, 2009 at 8:50 AM, Marta Kamara<Ma...@ik...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I am using quickfix 1.12.4 with c#.
>
>
>
> I am trying to send a MarketDataRequest that contains a NoRelatedSym group
>
>
>
> When creating the message to send, I define and add the group accordingly and just before the message is sent I can see in debug that the message has the correct order. However, once if goes out I can see in the log that the field sequence has changed. Looks like quickfix is reorganizing the fields order when sending out and ignoring the fact that I have defined a group.
>
>
>
> I am using a DataDictiorany and I have defined the group correctly. But I have the feeling the dictionary is only being used for validation of the incoming messages.
>
>
>
> Is there any way to avoid quickfix re ordering the fields in my group when sending a message out??
>
>
>
> Thanks
>
>
>
> Marta Kamara
>
> Financial Software Engineer
>
> IKOS CIF Limited - Cyprus
>
> --------------------------------
>
> ph:      +357 25554454
>
> fax:     +357 25814744
>
>
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] logging

[Djalma R. d. S. F. <drs...@gm...>]

Hei,

The body file stores the outgoing messages.
The log files available are the messages.log and event.log (an
evidence of the junk response you received should be found here).

Djalma

On Fri, Jul 10, 2009 at 3:17 PM, Hei Chan<str...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am new to quickfix, so please bear with my dumb questions for quickfix C++.
> - *.body generated by quickfix stores the incoming messages? or the outgoing message?
> - I sent a logon request (type A) to my vendar, and he said that he didn't receive my logon request at all but I received a junk response (i.e. duplicated tags and unexpected tag) according to my gdb.  Is there anyway to turn on more logging in quickfix?
>
> Thanks in advance.
>
> Cheers,
> Hei
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] logging

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

Hi,

I am new to quickfix, so please bear with my dumb questions for quickfix C++.
- *.body generated by quickfix stores the incoming messages? or the outgoing message?
- I sent a logon request (type A) to my vendar, and he said that he didn't receive my logon request at all but I received a junk response (i.e. duplicated tags and unexpected tag) according to my gdb.  Is there anyway to turn on more logging in quickfix?

Thanks in advance.

Cheers,
Hei



      

Re: [Quickfix-users] Exists simple FIX counterparty simulator?

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

The executor example will execute all orders.  Bonzai could be used as a
counter-party.

On Thu, Jul 9, 2009 at 11:04 AM, Ken Bowen <kb...@al...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> Does there exist an available simple simulator for a FIX counterparty
> to use as a dummy for development?
>
> Thanks in advance,
> Ken Bowen
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
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> Qui...@li...
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>



-- 
Kenny Stone
Connamara Systems, LLC

[Quickfix-users] Exists simple FIX counterparty simulator?

[Ken B. <kb...@al...>]

Hi all,

Does there exist an available simple simulator for a FIX counterparty  
to use as a dummy for development?

Thanks in advance,
Ken Bowen

[Quickfix-users] Order of fields changes when sending repeating group

[Marta K. <Ma...@ik...>]

Hello,

I am using quickfix 1.12.4 with c#.

I am trying to send a MarketDataRequest that contains a NoRelatedSym group

When creating the message to send, I define and add the group accordingly and just before the message is sent I can see in debug that the message has the correct order. However, once if goes out I can see in the log that the field sequence has changed. Looks like quickfix is reorganizing the fields order when sending out and ignoring the fact that I have defined a group.

I am using a DataDictiorany and I have defined the group correctly. But I have the feeling the dictionary is only being used for validation of the incoming messages.

Is there any way to avoid quickfix re ordering the fields in my group when sending a message out??

Thanks

Marta Kamara
Financial Software Engineer
IKOS CIF Limited - Cyprus
--------------------------------
ph:      +357 25554454
fax:     +357 25814744

Re: [Quickfix-users] Incorrect BeginString?

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

Hi,

Thanks for your reply.

Quickfix's official clearly states that quickfix only supports FIX.4.0-4.4.  I thought that because quickfix allows custom tags, it would allow to a custom value for BeginString.  Surprisingly, Quickfix is pretty strict on that value.

Cheers,
Hei




________________________________
From: amit khandelwal <kha...@gm...>
To: Hei Chan <str...@ya...>
Cc: qui...@li...
Sent: Tuesday, July 7, 2009 1:11:57 PM
Subject: Re: [Quickfix-users] Incorrect BeginString?

I guess, your vendor is using FIX 5.0+. QuickFix doesn't support FIX 5.0. 

Regards,
Amit Khandelwal



On Tue, Jul 7, 2009 at 3:44 PM, Hei Chan <str...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>I am using the latest quickfix C++ version to connect to a vendor.  The vendor requires the BeginString to be "FIXT.1.1".
>
>If I set BeginString in quickfix's configuration, quickfix will refuse to start since it only supports FIX.4.0-FIX4.4.
>
>If I set BeginString to FIX.4.4 in quickfix's configuration and override the field in toAdmin() and toApp(), when the message comes back from my vendor with BeginString=FIX.1.1, quickfix's Session will kick me out because of "Incorrect BeginString".
>
>I even tried to set UseDataDictionary=N, and I still have the same problem.
>
>Any clean solution?
>
>Thanks in advance.
>
>
>Cheers,
>Hei
>
>
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Re: [Quickfix-users] Incorrect BeginString?

[amit k. <kha...@gm...>]

I guess, your vendor is using FIX 5.0+. QuickFix doesn't support FIX 5.0.

Regards,
Amit Khandelwal


On Tue, Jul 7, 2009 at 3:44 PM, Hei Chan <str...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest quickfix C++ version to connect to a vendor.  The
> vendor requires the BeginString to be "FIXT.1.1".
>
> If I set BeginString in quickfix's configuration, quickfix will refuse to
> start since it only supports FIX.4.0-FIX4.4.
>
> If I set BeginString to FIX.4.4 in quickfix's configuration and override
> the field in toAdmin() and toApp(), when the message comes back from my
> vendor with BeginString=FIX.1.1, quickfix's Session will kick me out because
> of "Incorrect BeginString".
>
> I even tried to set UseDataDictionary=N, and I still have the same problem.
>
> Any clean solution?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/blackberry
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


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