quickfix-users — QuickFIX user support

[Quickfix-users] Incorrect BeginString?

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

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



      

[Quickfix-users] ODBC support and table issue

[ka w. <ka...@gm...>]

Hi,
I am trying to implement the ODBC support for QuickFIX.The four tables
(event_log, messages, messages_log, sessions) are generated in the QuickFIX
db.
Data is written in three of the tables but here is my problem: nothing is
written in the fourth table, the  messages_log one.

Can anyone help me on this?


Here is an extract of the code in my application:

this._settings = new QuickFix.SessionSettings(settingfile);
                this._messageStoreFactory = new
OdbcStoreFactory(this._settings);
                this._logFactory = new OdbcLogFactory(this._settings);
                this._messageFactory = new QuickFix42.MessageFactory();

                this._socketInitiator = new QuickFix.SocketInitiator(this,
_messageStoreFactory, this._settings, this._logFactory, _messageFactory);



Here is my configuration file:

#Config file for the initiator
# default settings for sessions
[DEFAULT]
ConnectionType=initiator

OdbcLogUser=sa
OdbcLogPassword=123
OdbcLogConnectionString=Driver={SQL Server Native Client
10.0};Server=PC-DE-K\SQLEXPRESS;Database=quickfix;

OdbcStoreUser=sa
OdbcStorePassword=123
OdbcStoreConnectionString=Driver={SQL Server Native Client
10.0};Server=PC-DE-K\SQLEXPRESS;Database=quickfix;

ReconnectInterval=60
SenderCompID=KayInitiator
UseDataDictionary = Y
DataDictionary=FIX42.xml



[SESSION]
BeginString=FIX.4.2
TargetCompID=KayAcceptor
StartTime=00:00:00
EndTime=00:00:00
# overide default setting for RecconnectInterval
ReconnectInterval=20
HeartBtInt=30
SocketConnectPort=6523
SocketConnectHost=127.0.0.1
DataDictionary=FIX42.xml
ResetOnLogon=Y

[Quickfix-users] VB.Net 2.0 Memory Leak with Security Definition Response

[Evans, J. \(IT Woodbridge\) <JF...@he...>]

With each Security Definition Response (they are very big, 64K-128K) the
memory increases until I finally get an out of memory exception.  I
dispose of every message and any disposable QuickFIX object I create.  I
tried both ODBC and FILE versions of STORE and LOG factories, no
difference.  I have a stripped-down version of the program that does
nothing but request and receive security definitions and the problem
persists.  I even threw in a few "garbage collections" just for fun and
it didn't help.  I've read all the "memory leak" posts and none of them
seem to apply.  Has anyone else had a similar experience?

I am using quickfix_net v 1.12.4 and .NET Framework 2.0.

Thanks,
Jack

[Quickfix-users] ODBC log issue

[ka w. <ka...@gm...>]

Hi,

I am trying to implement an ODBC support for QuickFIX.
I have already built QuickFIX with ODBC support as the OdbcLogFactory
and OdbcStoreFactory
classes were created.

When I try to run my code I have this message:

Configuration failed: [Microsoft][ODBC SQL Server Driver][SQL Server] Login
Failed for user 'sa'.

Why does QuickFIX try to login with user 'sa' as I provided an other
OdbcLogUser
in my seting file?


Here is my Setting File:

#Config file for the initiator
# default settings for sessions
[DEFAULT]
ConnectionType=initiator

OdbcLogUser = PC-de-Kay\Kay;
OdbcLogConnectionString = DATABASE=quickfix;DRIVER={SQL
Server};SERVER=(local);
OdbcLogPassword = 123456;

OdbcStoreUser = PC-de-Kaye\Kay;
OdbcStoreConnectionString = DATABASE=quickfix;DRIVER={SQL
Server};SERVER=(local);
OdbcStorePassword = 123456;


ReconnectInterval=60
SenderCompID=KayInitiator
UseDataDictionary = Y
DataDictionary=FIX42.xml

[SESSION]
BeginString=FIX.4.2
TargetCompID=KayAcceptor
StartTime=00:00:00
EndTime=00:00:00
# overide default setting for RecconnectInterval
ReconnectInterval=20
HeartBtInt=30
SocketConnectPort=6523
SocketConnectHost=127.0.0.1
DataDictionary=FIX42.xml
ResetOnLogon=Y




Here is an extract of my code to create a new session:

....

string settingfile = "initiator.cfg";

                this._settings = new QuickFix.SessionSettings(settingfile);
                this._messageStoreFactory = new
OdbcStoreFactory(this._settings);
                this._logFactory = new OdbcLogFactory(this._settings);
                this._messageFactory = new QuickFix42.MessageFactory();

                this._socketInitiator = new QuickFix.SocketInitiator(this,
_messageStoreFactory, this._settings, this._logFactory, _messageFactory);
                this._socketInitiator.start();

....


Thanks,
Kamel

[Quickfix-users] Sequence Numbers

[Julio M. P. C. <jul...@ho...>]

How can i know what sequence numbers is the broker expecting?

If i have bad numbers, it activates the OnLogout method, and there i don't have the message associated for that Logout, and i don't see the message in the quickfix log viewer neither.

So, how can i know what was the reason of the logout? i expect that in the reason, the broker puts the expected seq number so i can reset it.

 

Thanks in advance,

Julio

 

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[Quickfix-users] Fwd: OrderStatusRequest.Set(Account) -- System.AccessViolationException: Attempted to read or write protected memory.

[Wilhelm T. <th...@cu...>]

Hello I have an issue with QuickFix42.OrderStatusRequest
Sometime when I set the Account


c#

QuickFix42.
OrderStatusRequest message = new QuickFix42.OrderStatusRequest();
message.set(new QuickFix.Account(myAccount));


I see the following critical error:

Description: Attempted to read or write protected memory. This is often an
indication that other memory is corrupt.
Details: System.AccessViolationException: Attempted to read or write
protected memory. This is often an indication that other memory is corrupt.
   at std.basic_string<char,std::char_traits<char>,std::allocator<char>
>.{ctor}(basic_string<char\,std::char_traits<char>\,std::allocator<char> >*
, SByte* )
   at
QuickFix.convertString(basic_string<char\,std::char_traits<char>\,std::allocator<char>
>* , String s)
   at QuickFix.mapSetString(Int32 field, String value, FieldMap* map)
   at QuickFix.Message.setField(StringField field)
   at QuickFix42.OrderStatusRequest.set(Account value)


Any idea? Does any one else use the OrderStatusRequest and experience the
samething?

Thank you for your help

Wilhelm

[Quickfix-users] ODBC support into QuickFIX

[ka w. <ka...@gm...>]

Hi,

I am using QuickFIX under the .NET and with MSSQL server 2008.
First, I want to implement ODBC support into QuickFIX. Following the
documentation (http://www.quickfixengine.org/quickfix/doc/html/building.html)
I have to uncomment this option into the source files:

#define HAVE_ODBC 1

 and then build the code.

Then I guess the classes OdbcLogFactory and OdbcStoreFactory should be
created.
However when I add the created dll into my project, I can not find such
classes under the QuickFIX namespace.

Where these classes are generated if there are not under the QuickFIX
namespace?
If they should be there, why they are not generated? What am I doing wrong?

Also, in the documentation I would have the following option:
#define HAVE_MSSQL 1
Why this option doesn't exist in the source code?


Thanks for your help,
Kamel

Re: [Quickfix-users] Quickfix/J: Also get unsatisfied link error

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

Make sure that you are using the right jar files (quickfixj-all-1.4.0.jar)....

--- On Thu, 6/25/09, Ken Bowen <kb...@al...> wrote:


From: Ken Bowen <kb...@al...>
Subject: [Quickfix-users] Quickfix/J: Also get unsatisfied link error
To: qui...@li...
Date: Thursday, June 25, 2009, 3:30 AM


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

I also tried downloading Quickfix/J.  But when I run bin/executor.sh ,  
I also get

Exception in thread "main" java.lang.UnsatisfiedLinkError: create
    at quickfix.SessionSettings.create(Native Method)
    at quickfix.SessionSettings.<init>(Unknown Source)
    at quickfix.examples.executor.Executor.main(Executor.java:141)

I would guess I'm missing the same thing in this case and my earlier  
post about using QuickFIX (C++) with the Java API.

But what is it?

--Ken Bowen

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[Quickfix-users] Quickfix/J: Also get unsatisfied link error

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

I also tried downloading Quickfix/J.  But when I run bin/executor.sh ,  
I also get

Exception in thread "main" java.lang.UnsatisfiedLinkError: create
	at quickfix.SessionSettings.create(Native Method)
	at quickfix.SessionSettings.<init>(Unknown Source)
	at quickfix.examples.executor.Executor.main(Executor.java:141)

I would guess I'm missing the same thing in this case and my earlier  
post about using QuickFIX (C++) with the Java API.

But what is it?

--Ken Bowen

[Quickfix-users] unsatisfied link error at test

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

Hi,

Working on a Mac OS X 10.5.7 with Java.

I built with ./configure --with-java    and   make   .  Worked fine;  
no complaints.
I cd'd to tests and ran ./runat_java 49991 (netstat claims it's not in  
use).  But I get:

<at>
Exception in thread "main" java.lang.UnsatisfiedLinkError: create
	at quickfix.SessionSettings.create(Native Method)
	at quickfix.SessionSettings.<init>(Unknown Source)
	at at.main(at.java:42)

What am I missing?

Thanks in advance,
Ken

[Quickfix-users] QuickFIX/J memory footprint

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

Hi Guys,
 
In general what is the normal memory consumption/cpu consumption by a QuickFIX/J FIXEngine in Production environment (I know it depends upon the hardware structure and all) but still any stats ?
 
Also, between  QuickFIX (JNI) and QuickFIX/J which one is better when it comes to memory/cpu consumption ?
 
Thanks,
Sumit


      

Re: [Quickfix-users] Execution Reports Issue

[Julio M. P. C. <jul...@ho...>]

I have finally resolved the issue.

It was the field number 100 (ExDestination), that was not defined in the Fix4.4 data dictionary for the execution report message...and i was receiving it.

I added the field to that message in the data dictionary as an optional field and it works fine! 
Best regards,

Julio

 
 


Date: Tue, 23 Jun 2009 17:52:12 -0400
Subject: Re: [Quickfix-users] Execution Reports Issue
From: ka...@gm...
To: jul...@ho...
CC: qui...@li...

Can you see the execution reports in the log file?


2009/6/23 Julio Manuel Paciello Coronel <jul...@ho...>

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



Hi, i am using Quickfix over .Net C# as an initiator application and i'm having an issue with the execution report...the broker process correctly my orders and then send back the execution reports but i'm not receiving them.

I override the method OnMessage(ExecutionReport,SessionID), and have in the FromApp method a call to the crack method. The FromApp is never call after putting an order (and i can see the order status through a broker app to manage accounts manually) and consequently the OnMessage event is never fired.

I can receive other message types, like heartbeats and trading session status, so i think it could not be a firewall issue, is that right?
What could be the problem? and how can i see if the QuickFix Engine (under my client app) is receiving the execution reports or not?
Thanks in advance,
Julio Paciello



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Re: [Quickfix-users] Execution Reports Issue

[ka w. <ka...@gm...>]

Can you see the execution reports in the log file?

2009/6/23 Julio Manuel Paciello Coronel <jul...@ho...>

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi, i am using Quickfix over .Net C# as an initiator application and i'm
> having an issue with the execution report...the broker process correctly my
> orders and then send back the execution reports but i'm not receiving them.
>
> I override the method OnMessage(ExecutionReport,SessionID), and have in the
> FromApp method a call to the crack method. The FromApp is never call after
> putting an order (and i can see the order status through a broker app to
> manage accounts manually) and consequently the OnMessage event is never
> fired.
>
> I can receive other message types, like heartbeats and trading session
> status, so i think it could not be a firewall issue, is that right?
> What could be the problem? and how can i see if the QuickFix Engine (under
> my client app) is receiving the execution reports or not?
> Thanks in advance,
> Julio Paciello
>
> ------------------------------
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>
> ------------------------------------------------------------------------------
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> conference!
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> $250.
> Need another reason to go? 24-hour hacker lounge. Register today!
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>
>

Re: [Quickfix-users] Execution Reports Issue

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

Check out the logs generated by the quickfix engine. You can also download
the log viewer from the quickfix website to make your life easy to go
through the logs.


On Tue, Jun 23, 2009 at 9:40 AM, Julio Manuel Paciello Coronel <
jul...@ho...> 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 over .Net C# as an initiator application and i'm
> having an issue with the execution report...the broker process correctly my
> orders and then send back the execution reports but i'm not receiving them.
>
> I override the method OnMessage(ExecutionReport,SessionID), and have in the
> FromApp method a call to the crack method. The FromApp is never call after
> putting an order (and i can see the order status through a broker app to
> manage accounts manually) and consequently the OnMessage event is never
> fired.
>
> I can receive other message types, like heartbeats and trading session
> status, so i think it could not be a firewall issue, is that right?
> What could be the problem? and how can i see if the QuickFix Engine (under
> my client app) is receiving the execution reports or not?
> Thanks in advance,
> Julio Paciello
>
> ------------------------------
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> conference!
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> $250.
> Need another reason to go? 24-hour hacker lounge. Register today!
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[Quickfix-users] Execution Reports Issue

[Julio M. P. C. <jul...@ho...>]

Hi, i am using Quickfix over .Net C# as an initiator application and i'm having an issue with the execution report...the broker process correctly my orders and then send back the execution reports but i'm not receiving them.

I override the method OnMessage(ExecutionReport,SessionID), and have in the FromApp method a call to the crack method. The FromApp is never call after putting an order (and i can see the order status through a broker app to manage accounts manually) and consequently the OnMessage event is never fired.

I can receive other message types, like heartbeats and trading session status, so i think it could not be a firewall issue, is that right?
What could be the problem? and how can i see if the QuickFix Engine (under my client app) is receiving the execution reports or not?
Thanks in advance,
Julio Paciello

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[Quickfix-users] Forwarding messages received in one session to another

[Alex C. <Ale...@cs...>]

We have a situation where we would like to forward messages from one
session to another.  Is there any built-in mechanism for doing so in
QuickFix, or is our only recourse to programmatically process each
message, change the sender and target comp ids and send it off to the
second session?

 

Alex

Re: [Quickfix-users] QuickFix Logout

[Macleod, J. <Jam...@st...>]

I'm not seeing consistent behaviour when heartbeats are missed.
Sometimes when heartbeats are missed a logout is sent, but other times
no logout is sent. In both instances there is no response to the
heartbeat and when the network connection returns there is an exchange
of logon messages. Any ideas why this would be?
Thanks,

James

________________________________

From: sumit arora [mailto:aro...@ya...] 
Sent: 15 June 2009 12:20
To: quickfix-users; Macleod, James
Subject: Re: [Quickfix-users] QuickFix Logout


Also, if it doesn't receive the response for the logon in a stipulated
time-limit...


--- On Mon, 6/15/09, Macleod, James <Jam...@st...>
wrote:



	From: Macleod, James <Jam...@st...>
	Subject: [Quickfix-users] QuickFix Logout
	To: "quickfix-users" <qui...@li...>
	Date: Monday, June 15, 2009, 3:00 PM
	
	
	QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
	QuickFIX Support: http://www.quickfixengine.org/services.html
	
	
	Hello, 
	Under what circumstances does the Quck Fix Engine send a logout
message if there is a network problem and heartbeats are late/missed?
	Thanks, 
	
	James 



	
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Re: [Quickfix-users] QuickFix Logout

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

Also, if it doesn't receive the response for the logon in a stipulated time-limit...


--- On Mon, 6/15/09, Macleod, James <Jam...@st...> wrote:


From: Macleod, James <Jam...@st...>
Subject: [Quickfix-users] QuickFix Logout
To: "quickfix-users" <qui...@li...>
Date: Monday, June 15, 2009, 3:00 PM


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



Hello, 
Under what circumstances does the Quck Fix Engine send a logout message if there is a network problem and heartbeats are late/missed?
Thanks, 

James 


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Views and opinions are those of the sender unless clearly stated as being 
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The person or persons addressed in this email are the sole authorised 
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The Company cannot ensure that the integrity of this email has been
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[Quickfix-users] QuickFix Logout

[Macleod, J. <Jam...@st...>]

Hello,
Under what circumstances does the Quck Fix Engine send a logout message
if there is a network problem and heartbeats are late/missed?
Thanks,

James


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More information on Standard Bank is available at www.standardbank.com

Everything in this email and any attachments relating to the official business 
of Standard Bank Group Limited and any or all subsidiaries, ("the Company"), is 
proprietary to the Company. It is confidential, legally privileged and protected 
by relevant laws. The Company does not own and endorse any other content. 
Views and opinions are those of the sender unless clearly stated as being 
that of the Company.

The person or persons addressed in this email are the sole authorised 
recipient. Please notify the sender immediately if it has unintentionally, 
or inadvertently reached you and do not read, disclose or use the content 
in any way and delete this e-mail from your system. 

The Company cannot ensure that the integrity of this email has been
maintained nor that it is free of errors, virus, interception or interference. 
The sender therefore does not accept liability for any errors or omissions 
in the contents of this message which arise as a result of e-mail transmission. 
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[Quickfix-users] doubts / examples

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

I am using Ubuntu machine. I have installed quickfix with the support for
mysql database. I am getting the following errors when I run the unit test
cases as described in the documentation.

Also, when I try to run the sample code from the examples code it is asking
for a sample setting file. It is not mentioned in the doc what file to
supply. Can someone please advise ?

./ordermatch
usage:
/home/akhandelwal/tools/quickfix/examples/ordermatch/.libs/lt-ordermatch
FILE.



<ut>
  <output>
................................................................................................................FFFFF..................................................
  </output>
  <results total="167" failures="5">
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
  </results>
</ut>



Cheers,
Amit Khandelwal

-- 
-------------------------------------------------------------------
Ph : (973)-896-8208
Email: kha...@gm...
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[Quickfix-users] Using QuickFIX/J on UNIX

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

Hello,
 
When using QuickFIX on Windows I use - 
 
static {
      System.loadLibrary("quickfix_jni");
    }
 
If I have to use QuickFIX/J on unix, how can I get the .so file ?
 
Thanks,
Sumit


      

[Quickfix-users] Python API?

[Don A. <do...@de...>]

I've just started to attempt to test quickfix and would like to do so 
from Python. But in building quickfix on a Linux (Ubuntu 8.04) system, 
I've run into the same issues that I see reported on this list earlier 
this year from others. I, too, attempted to fix the compile-time 
problems in QuickfixPython.cpp and did get it to compile. But I then run 
into the inability to

import quickfix

from python 2.5.

The two earlier threads discussing this issue seem to have petered out 
without any resolution of the problem. So, at this point, it appears 
that the Python API is broken (unless I'm missing something, it looks 
like no attempt was made to even compile this thing on a Linux system 
prior to release). Does anyone have any bright ideas beyond giving up?

Thanks --
/Don Allen

[Quickfix-users] Dynamic Session-Settings

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

Hi,
 
Does anyone know - How to support dynamic session-settings using QuickFIX ?
 
Thanks,
Sumit


      

[Quickfix-users] Different StartDay and EndTimes on different days

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

Hello,
 
My ECN has one start-time for Monday to Friday, but a different start-time for 
Sunday. I cannot have multiple sessions with the ECN, so is it possible to configure different start-time and end-times for different days in QuickFIX ?
 
Also, if the QuickFIX engine starts on a new day does it start with sequence number =1 or it picks up the last sequence-number of the previous day?
 
Thanks for all your help,
Sumit


      

Re: [Quickfix-users] Detecting Logon Events

[Macleod, J. <Jam...@st...>]

Thanks Ulisses,
Am I correct in thinking that Fix messages are not sent (i.e. the
toAdmin methods is not called) until the engine has opened a socket on
the remote server and established a connection to the remote fix engine?
Thanks,
 
James

________________________________

From: Ulisses [mailto:hay...@gm...] 
Sent: 26 May 2009 23:42
To: Macleod, James
Cc: qui...@li...
Subject: Re: [Quickfix-users] Detecting Logon Events


  Hi James,
 
  You should be talking about the .NET part of quickfix, is it right?
  The only way I know is putting a breakpoint in the C++ code.
  Using the managed C++ you aren't able to do this.
  The C++ classes that deal with network connections are the
socketInitiator and socketAcceptor. 
  You will need to understand a little about berkeley sockets API, I
don't know if you already know.
  Basically, these classes are responsible to open a socket, establish a
connection, listen on a port, and so on.
 
  Best Regards,
  Ulisses.


On Tue, May 26, 2009 at 11:35 AM, Macleod, James
<Jam...@st...> wrote:


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

	I would like to detect when the quick fix engine does attempts
to logon, but fails to connect, e.g. if there a network problem. The
OnLogon method is called after logon. The toAdmin method doesn't appear
to be called if a network connection cannot be established with the
remote fix engine.

	Is there any way to do this? 
	Many thanks, 

	James 



	
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