quickfix-users — QuickFIX user support

Re: [Quickfix-users] Detecting Logon Events

[Ulisses <hay...@gm...>]

  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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[Quickfix-users] Detecting Logon Events

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

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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proprietary to the Company. It is confidential, legally privileged and protected 
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Views and opinions are those of the sender unless clearly stated as being 
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Re: [Quickfix-users] Couldn't logon to Appia engine with tag 141=Y

[Chao C. <ch...@tf...>]

Ulisses:
Thanks for the reply.  It turned out that the change to qsettings.xml did
work, but my counter party -- appia engine -- was rejecting everything after
the initial attempt with 141=Y.  Everything worked after I used a completely
new session to log in.

Chao

On Sat, May 23, 2009 at 10:10 AM, Ulisses <hay...@gm...> wrote:

> Hi Chao Chen,
>
> If ResetOnLong is being sent with as Y, you are forcing this value
> somewhere in the configuration, because de default value of this flag is N.
> See the default values in:
> http://www.quickfixengine.org/quickfix/doc/html/configuration.html
> If you don't configure flag 141, it is not sent and will be considered as N
> in the counterpart.
> Maybe you was given a customized version of quickfix that always send
> 141=Y, I don't know if this is the case.
> You can see what is being sent in the log file between the two sessions.
> With this you will be sure if is sending or not 141=Y.
>
> Best regards,
> Ulisses.
>
> On Fri, May 22, 2009 at 10:46 AM, Chao Chen <ch...@tf...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi:
>> I'm using Marketcetera, which uses QuickFix, to connect to an Appia FIX
>> engine (from NYFIX).  The Appia engine rejects the connection with this
>> message:
>>
>>  2009/05/22 09:34:20:336: FIXCommConnection: Connection from :
>> Socket[addr=/10.8.
>> 0.1,port=3316,localport=7100] accepted and identified as: CHAO_BUY
>> <AppiaInProcGateway> target CHAO_BUY disconnected
>> 2009/05/22 09:34:20:336: FIXConnectionData_CHAO_BUY: Disconnecting session
>> CHAO_
>> BUY. Socket[10.8.0.1/10.8.0.1, port=3316,localport=7100]. Logon not
>> allowed! Rea
>> son = Logon with 141=Y is not supported
>>
>> I tried to change the configuration of the QuickFIX engine, for example by
>> setting ResetOnLogon to "N", etc.  But it seems 141 is still set as "Y".
>>
>> Thanks for any insight.
>>
>> Chao Chen
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Register Now for Creativity and Technology (CaT), June 3rd, NYC. CaT
>> is a gathering of tech-side developers & brand creativity professionals.
>> Meet
>> the minds behind Google Creative Lab, Visual Complexity, Processing, &
>> iPhoneDevCamp asthey present alongside digital heavyweights like Barbarian
>> Group, R/GA, & Big Spaceship. http://www.creativitycat.com
>> _______________________________________________
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>>
>


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Re: [Quickfix-users] Couldn't logon to Appia engine with tag 141=Y

[Ulisses <hay...@gm...>]

Hi Chao Chen,

If ResetOnLong is being sent with as Y, you are forcing this value somewhere
in the configuration, because de default value of this flag is N.
See the default values in:
http://www.quickfixengine.org/quickfix/doc/html/configuration.html
If you don't configure flag 141, it is not sent and will be considered as N
in the counterpart.
Maybe you was given a customized version of quickfix that always send 141=Y,
I don't know if this is the case.
You can see what is being sent in the log file between the two sessions.
With this you will be sure if is sending or not 141=Y.

Best regards,
Ulisses.

On Fri, May 22, 2009 at 10:46 AM, Chao Chen <ch...@tf...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi:
> I'm using Marketcetera, which uses QuickFix, to connect to an Appia FIX
> engine (from NYFIX).  The Appia engine rejects the connection with this
> message:
>
>  2009/05/22 09:34:20:336: FIXCommConnection: Connection from :
> Socket[addr=/10.8.
> 0.1,port=3316,localport=7100] accepted and identified as: CHAO_BUY
> <AppiaInProcGateway> target CHAO_BUY disconnected
> 2009/05/22 09:34:20:336: FIXConnectionData_CHAO_BUY: Disconnecting session
> CHAO_
> BUY. Socket[10.8.0.1/10.8.0.1, port=3316,localport=7100]. Logon not
> allowed! Rea
> son = Logon with 141=Y is not supported
>
> I tried to change the configuration of the QuickFIX engine, for example by
> setting ResetOnLogon to "N", etc.  But it seems 141 is still set as "Y".
>
> Thanks for any insight.
>
> Chao Chen
>
>
>
> ------------------------------------------------------------------------------
> Register Now for Creativity and Technology (CaT), June 3rd, NYC. CaT
> is a gathering of tech-side developers & brand creativity professionals.
> Meet
> the minds behind Google Creative Lab, Visual Complexity, Processing, &
> iPhoneDevCamp asthey present alongside digital heavyweights like Barbarian
> Group, R/GA, & Big Spaceship. http://www.creativitycat.com
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Couldn't logon to Appia engine with tag 141=Y

[Chao C. <ch...@tf...>]

Hi:
I'm using Marketcetera, which uses QuickFix, to connect to an Appia FIX
engine (from NYFIX).  The Appia engine rejects the connection with this
message:

2009/05/22 09:34:20:336: FIXCommConnection: Connection from :
Socket[addr=/10.8.
0.1,port=3316,localport=7100] accepted and identified as: CHAO_BUY
<AppiaInProcGateway> target CHAO_BUY disconnected
2009/05/22 09:34:20:336: FIXConnectionData_CHAO_BUY: Disconnecting session
CHAO_
BUY. Socket[10.8.0.1/10.8.0.1, port=3316,localport=7100]. Logon not allowed!
Rea
son = Logon with 141=Y is not supported

I tried to change the configuration of the QuickFIX engine, for example by
setting ResetOnLogon to "N", etc.  But it seems 141 is still set as "Y".

Thanks for any insight.

Chao Chen

Re: [Quickfix-users] Resend message are not invoking the fromAPP method

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

Hi Ulisses,
 
Thanks for this, I will give it a go.
 
Cheers,
Sumit


--- On Thu, 5/21/09, Ulisses <hay...@gm...> wrote:


From: Ulisses <hay...@gm...>
Subject: Re: [Quickfix-users] Resend message are not invoking the fromAPP method
To: "sumit arora" <aro...@ya...>
Cc: qui...@li...
Date: Thursday, May 21, 2009, 5:10 AM



Hi Sumit,
 
The seqnums file track the Sequence Number of the next incoming message, so quickfix will know if a message has already come.
So, if a resent message comes but you already received it, quickfix will pass through the message and throw it out before fromApp.
The log file logs everything that comes ang goes, so you will see the message there.
A way to force the reception of already received messages is to lower the next incoming expected sequence number, in seqnums file. A gap will be automatically detected and you will see the messagens being resent from counterpart in your fromApp.
 
Cheers,
Ulisses


On Wed, May 20, 2009 at 2:24 PM, 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,
 
I am able to successfully send a resend request to the ECN and also see the resend mesages in my log file, but the resend messages are not invloking my fromAPP method, any ideas...
 
Thanks,
Sumit

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Re: [Quickfix-users] Resend message are not invoking the fromAPP method

[Ulisses <hay...@gm...>]

Hi Sumit,

The seqnums file track the Sequence Number of the next incoming message, so
quickfix will know if a message has already come.
So, if a resent message comes but you already received it, quickfix will
pass through the message and throw it out before fromApp.
The log file logs everything that comes ang goes, so you will see the
message there.
A way to force the reception of already received messages is to lower the
next incoming expected sequence number, in seqnums file. A gap will be
automatically
detected and you will see the messagens being resent from counterpart in
your fromApp.

Cheers,
Ulisses

On Wed, May 20, 2009 at 2:24 PM, 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,
>
> I am able to successfully send a resend request to the ECN and also see the
> resend mesages in my log file, but the resend messages are not invloking my
> fromAPP method, any ideas...
>
> Thanks,
> Sumit
>
>
>
> ------------------------------------------------------------------------------
> Crystal Reports - New Free Runtime and 30 Day Trial
> Check out the new simplified licensing option that enables
> unlimited royalty-free distribution of the report engine
> for externally facing server and web deployment.
> http://p.sf.net/sfu/businessobjects
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Resend message are not invoking the fromAPP method

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

Hello,
 
I am able to successfully send a resend request to the ECN and also see the resend mesages in my log file, but the resend messages are not invloking my fromAPP method, any ideas...
 
Thanks,
Sumit


      

[Quickfix-users] Fw: RE: Correct way to reset sequence numbers

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

--- On Thu, 5/14/09, sumit arora <aro...@ya...> wrote:


From: sumit arora <aro...@ya...>
Subject: RE: [Quickfix-users] Correct way to reset sequence numbers
To: "JamesMacleod" <Jam...@st...>
Date: Thursday, May 14, 2009, 6:03 PM







If the sequence numbers are not matching i.e. they are out of sync between you and your FIX host, the host should send you a SequenceReset message , 35=4. 
That message will have the next expected sequence number in tag 36, QuickFIX will then automatically send the next msg with that sequence number.
 
Cheers,
Sumit


--- On Thu, 5/14/09, Macleod, James <Jam...@st...> wrote:


From: Macleod, James <Jam...@st...>
Subject: RE: [Quickfix-users] Correct way to reset sequence numbers
To: "sumit arora" <aro...@ya...>, qui...@li...
Date: Thursday, May 14, 2009, 5:14 PM



Thanks Sumit,
Is it possible to reset sequence numbers using the quick fix engine without setting 141=Y?
Thanks,
 
James



From: sumit arora [mailto:aro...@ya...] 
Sent: 14 May 2009 11:56
To: qui...@li...; Macleod, James
Subject: Re: [Quickfix-users] Correct way to reset sequence numbers







Hi James,
 
I would suggest to not use 141=Y, during logon use N instead. Then you need some checks in your code to see that you haven't missed any messages like an explicit ACK with the remote engine is a good idea. If you then miss some messages you can send a resend request to the remote engine with the explicit sequence numbers you are after.
 
Thanks,
Sumit

--- On Thu, 5/14/09, Macleod, James <Jam...@st...> wrote:


From: Macleod, James <Jam...@st...>
Subject: [Quickfix-users] Correct way to reset sequence numbers
To: qui...@li...
Date: Thursday, May 14, 2009, 2:53 PM


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



Hello, 
What is the correct way to resent sequence numbers? We have a week long session and reset sequence numbers on logout. This however creates a vulnerability if for some reason we delay to reconnect at the start of the week. The remote fix engine that we connect to unilaterally resets sequence numbers before we connect. We then connect and the quick fix engine sends a logon request with tag 141=Y which resets sequence numbers on both sides. If any trades have been made before we connect, we lose them because their sequence numbers are reset in response to tag 141=Y. 
Is this a bug in the remote engine? Or are we resetting sequence numbers at the wrong time? 
Thanks, 
James 


******************************************************************************************
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. 
If verification is required please request a hard-copy version. This message 
is provided for informational purposes and should not be construed as a 
solicitation or offer to buy or sell any securities or related financial instruments.
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Re: [Quickfix-users] Correct way to reset sequence numbers

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

Thanks Sumit,
Is it possible to reset sequence numbers using the quick fix engine
without setting 141=Y?
Thanks,
 
James

________________________________

From: sumit arora [mailto:aro...@ya...] 
Sent: 14 May 2009 11:56
To: qui...@li...; Macleod, James
Subject: Re: [Quickfix-users] Correct way to reset sequence numbers


Hi James,
 
I would suggest to not use 141=Y, during logon use N instead. Then you
need some checks in your code to see that you haven't missed any
messages like an explicit ACK with the remote engine is a good idea. If
you then miss some messages you can send a resend request to the remote
engine with the explicit sequence numbers you are after.
 
Thanks,
Sumit

--- On Thu, 5/14/09, Macleod, James <Jam...@st...>
wrote:



	From: Macleod, James <Jam...@st...>
	Subject: [Quickfix-users] Correct way to reset sequence numbers
	To: qui...@li...
	Date: Thursday, May 14, 2009, 2:53 PM
	
	
	QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
	QuickFIX Support: http://www.quickfixengine.org/services.html
	
	
	Hello, 
	What is the correct way to resent sequence numbers? We have a
week long session and reset sequence numbers on logout. This however
creates a vulnerability if for some reason we delay to reconnect at the
start of the week. The remote fix engine that we connect to unilaterally
resets sequence numbers before we connect. We then connect and the quick
fix engine sends a logon request with tag 141=Y which resets sequence
numbers on both sides. If any trades have been made before we connect,
we lose them because their sequence numbers are reset in response to tag
141=Y. 
	Is this a bug in the remote engine? Or are we resetting sequence
numbers at the wrong time? 
	Thanks, 
	James 



	
************************************************************************
******************
	More information on Standard Bank is available at
www.standardbank.com <http://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
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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
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	recipient. Please notify the sender immediately if it has
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Re: [Quickfix-users] Correct way to reset sequence numbers

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

Hi James,
 
I would suggest to not use 141=Y, during logon use N instead. Then you need some checks in your code to see that you haven't missed any messages like an explicit ACK with the remote engine is a good idea. If you then miss some messages you can send a resend request to the remote engine with the explicit sequence numbers you are after.
 
Thanks,
Sumit

--- On Thu, 5/14/09, Macleod, James <Jam...@st...> wrote:


From: Macleod, James <Jam...@st...>
Subject: [Quickfix-users] Correct way to reset sequence numbers
To: qui...@li...
Date: Thursday, May 14, 2009, 2:53 PM


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



Hello, 
What is the correct way to resent sequence numbers? We have a week long session and reset sequence numbers on logout. This however creates a vulnerability if for some reason we delay to reconnect at the start of the week. The remote fix engine that we connect to unilaterally resets sequence numbers before we connect. We then connect and the quick fix engine sends a logon request with tag 141=Y which resets sequence numbers on both sides. If any trades have been made before we connect, we lose them because their sequence numbers are reset in response to tag 141=Y. 
Is this a bug in the remote engine? Or are we resetting sequence numbers at the wrong time? 
Thanks, 
James 


******************************************************************************************
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. 
If verification is required please request a hard-copy version. This message 
is provided for informational purposes and should not be construed as a 
solicitation or offer to buy or sell any securities or related financial instruments.
******************************************************************************************
 
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[Quickfix-users] Correct way to reset sequence numbers

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

Hello,
What is the correct way to resent sequence numbers? We have a week long
session and reset sequence numbers on logout. This however creates a
vulnerability if for some reason we delay to reconnect at the start of
the week. The remote fix engine that we connect to unilaterally resets
sequence numbers before we connect. We then connect and the quick fix
engine sends a logon request with tag 141=Y which resets sequence
numbers on both sides. If any trades have been made before we connect,
we lose them because their sequence numbers are reset in response to tag
141=Y. 
Is this a bug in the remote engine? Or are we resetting sequence numbers
at the wrong time?
Thanks,

James


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Re: [Quickfix-users] Quickfix c# .net error getting some custom fields in TradeCaptureReport message

[Mike P. <mic...@ya...>]

If you look at the raw message is tag 9300 in it?


----- Original Message ----
From: "pl...@ae..." <pl...@ae...>
To: qui...@li...
Sent: Wednesday, May 6, 2009 4:25:27 PM
Subject: [Quickfix-users] Quickfix c# .net error getting some custom fields in TradeCaptureReport message

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


Please help to point out what I need
to do in order to fix the following issue. 

error extracting some custom fields: 

1. Trade capture report message are
getting triggered in the onmessage method of my application as expected.  

          
        publicoverridevoidonMessage(QuickFix44.TradeCaptureReportmessage, SessionIDsessionID) 
        { 
         
  try 
         
  { 
           
                     ...
   
         
                     
    
           
   // The code is extracting most fields including ICE custom
fields that were added. 

         
      //
Tag 9018 - custom tag getting picked up 
         
      NumOfLotsrp_NumOfLots = newNumOfLots(); 
         
      Console.WriteLine("rp_NumOfLots
          : "+ message.get(rp_NumOfLots)); 

         
      //
Tag 9022 - custom tag getting picked up 
         
      NumOfCyclesrp_NumOfCycles = newNumOfCycles(); 
         
      Console.WriteLine("rp_NumOfCycles
        : "+ message.get(rp_NumOfCycles)); 

         
      TradeDaterp_TradeDate = newTradeDate(); 
         
      Console.WriteLine("rp_TradeDate
          : "+ message.get(rp_TradeDate)); 

         
      TransactTimerp_TransactTime = newTransactTime(); 
         
      Console.WriteLine("rp_TransactTime
       : "+ message.get(rp_TransactTime)); 

        //
The touble i'm having is with some of the fields , HubId 

           
                     
         //Tag 9300 
         
      HubIdrp_HubId = newHubId(); 
         
      //compiles
but during execution QuickFix.FieldnotFound is displayed in exception 
         
      Console.WriteLine("rp_HubId
              :"+ message.getField(rp_HubId)); 
         
       
         
      //
the next line does not build...cannot convert from QuickFix.HubId to QuickFix.TradeReportID 
         
      //Console.WriteLine("rp_HubId
              :" + message.get(rp_HubId)); 

2. able to extract some of the fields
and write to console.  
           
   from code above...Console.WriteLine(" 

        rp_LastQty
                   
        : 50 
        rp_LastPx
                     
       : 34.2 
        rp_NumOfLots
                 
        : 1 
        rp_NumOfCycles
                 
      : 16 
        rp_TradeDate
                 
       : 20090506 
        rp_TransactTime
                 
     : 5/6/2009 1:21:52 PM 

3.  the error i get on HubId field 
        onMessage:
TradeCaptureReport method failed at 16:27:06.3898443, yuk! 
        QuickFix.FieldNotFound:
Exception of type 'QuickFix.FieldNotFound' was thrown. 
           at
QuickFix.Message.mapGetField(IntField field, FieldMap* map) 
          at
QuickFix.Message.getField(IntField field) 
          at
com.aepsc.ICEFIXDealCapture.QFIXApplicationEvents.onMessage(TradeCaptureRe 
        port
message, SessionID sessionID) in C:\APPLICATIONS\ICEFIX\ICEFIXDealCapture\I 
        CEFIXDealCapture\QFIXApplicationEvents.cs:line
364 


4. Steps I followed to get custom fields
added: 
           
    followed these instructions very closely: http://www.nabble.com/Custom-Messages-Classes-Tutorial-td13495584.html 
         
high level: 
           
    a. added ICE's custome fields to the FIX4.4.XML in the spec
folder of my Quickfix downloaded application 
        b.
ran generate (no errors) 
        c.
batch compiled solution (no errors) 
        d.
added newly generated dll's to my c# .net project and recompiled 
        e.
was able to get to the newly added custon fields in my application 
        f.
excuted report. 

             
5. I took a look at the quickfix_vs8.sln
(TradeCapturereport.cs) in trying to determine what was wrong. Seems like
Ruby generated the source ok. 

           
   Hub ID is in the content as follows: (just like the other
report items) 
         
      publicvoidset(QuickFix.HubIdvalue) 
      { setField(value);
} 
      publicQuickFix.HubIdget(QuickFix.HubId value) 
      { getField(value); returnvalue; } 
      publicQuickFix.HubIdgetHubId() 
      { QuickFix.HubIdvalue = newQuickFix.HubId(); 
        getField(value); returnvalue; } 
      publicboolisSet(QuickFix.HubIdfield) 
      { returnisSetField(field); } 
      publicboolisSetHubId() 
      { returnisSetField(9300); } 


           
  although, it does not show HubIdin. 

            publicclassTradeCaptureReport: Message 
    { 
    publicTradeCaptureReport() : base(MsgType())
{} 
    staticQuickFix.MsgTypeMsgType() { returnnewQuickFix.MsgType("AE");
} 

    publicTradeCaptureReport( 
      QuickFix.TradeReportIDaTradeReportID, 
      QuickFix.TradeReportTransTypeaTradeReportTransType, 
      QuickFix.ExecIDaExecID, 
      QuickFix.PreviouslyReportedaPreviouslyReported, 
      QuickFix.LastQtyaLastQty, 
      QuickFix.LastPxaLastPx, 
      QuickFix.NumOfLotsaNumOfLots, 
      QuickFix.NumOfCyclesaNumOfCycles, 
      QuickFix.TradeDateaTradeDate, 
      QuickFix.TransactTimeaTransactTime) 
    : base(MsgType())
{ 
      set(aTradeReportID); 
      set(aTradeReportTransType); 
      set(aExecID); 
      set(aPreviouslyReported); 
      set(aLastQty); 
      set(aLastPx); 
      set(aNumOfLots); 
      set(aNumOfCycles); 
      set(aTradeDate); 
      set(aTransactTime); 
    } 
         ....
                  

 Any ideas? 

Any help is appreciated. 

thx Paul


      

[Quickfix-users] Quickfix c# .net error getting some custom fields in TradeCaptureReport message

[<pl...@ae...>]

Please help to point out what I need to do in order to fix the following 
issue.

error extracting some custom fields:

1. Trade capture report message are getting triggered in the onmessage 
method of my application as expected. 

 
        public override void onMessage(QuickFix44.TradeCaptureReport 
message, SessionID sessionID)
        {
            try
            {
                                 ... 
                                  
               // The code is extracting most fields including ICE custom 
fields that were added.

                // Tag 9018 - custom tag getting picked up
                NumOfLots rp_NumOfLots = new NumOfLots();
                Console.WriteLine("rp_NumOfLots           : " + 
message.get(rp_NumOfLots));

                // Tag 9022 - custom tag getting picked up
                NumOfCycles rp_NumOfCycles = new NumOfCycles();
                Console.WriteLine("rp_NumOfCycles         : " + 
message.get(rp_NumOfCycles));

                TradeDate rp_TradeDate = new TradeDate();
                Console.WriteLine("rp_TradeDate           : " + 
message.get(rp_TradeDate));

                TransactTime rp_TransactTime = new TransactTime();
                Console.WriteLine("rp_TransactTime        : " + 
message.get(rp_TransactTime));

        // The touble i'm having is with some of the fields , HubId

                                           //Tag 9300
                HubId rp_HubId = new HubId();
                //compiles but during execution QuickFix.FieldnotFound is 
displayed in exception
                Console.WriteLine("rp_HubId               :" + 
message.getField(rp_HubId));
 
                // the next line does not build...cannot convert from 
QuickFix.HubId to QuickFix.TradeReportID
                //Console.WriteLine("rp_HubId               :" + 
message.get(rp_HubId));

2. able to extract some of the fields and write to console. 
               from code above...Console.WriteLine("

        rp_LastQty                        : 50
        rp_LastPx                        : 34.2
        rp_NumOfLots                     : 1
        rp_NumOfCycles                   : 16
        rp_TradeDate                     : 20090506
        rp_TransactTime                   : 5/6/2009 1:21:52 PM

3.  the error i get on HubId field
        onMessage: TradeCaptureReport method failed at 16:27:06.3898443, 
yuk!
        QuickFix.FieldNotFound: Exception of type 'QuickFix.FieldNotFound' 
was thrown.
        at QuickFix.Message.mapGetField(IntField field, FieldMap* map)
        at QuickFix.Message.getField(IntField field)
        at 
com.aepsc.ICEFIXDealCapture.QFIXApplicationEvents.onMessage(TradeCaptureRe
        port message, SessionID sessionID) in 
C:\APPLICATIONS\ICEFIX\ICEFIXDealCapture\I
        CEFIXDealCapture\QFIXApplicationEvents.cs:line 364


4. Steps I followed to get custom fields added:
                followed these instructions very closely: 
http://www.nabble.com/Custom-Messages-Classes-Tutorial-td13495584.html
 
high level:
                a. added ICE's custome fields to the FIX4.4.XML in the 
spec folder of my Quickfix downloaded application
        b. ran generate (no errors)
        c. batch compiled solution (no errors)
        d. added newly generated dll's to my c# .net project and 
recompiled
        e. was able to get to the newly added custon fields in my 
application
        f. excuted report.

 
5. I took a look at the quickfix_vs8.sln (TradeCapturereport.cs) in trying 
to determine what was wrong. Seems like Ruby generated the source ok.

               Hub ID is in the content as follows: (just like the other 
report items)
 
      public void set(QuickFix.HubId value)
      { setField(value); }
      public QuickFix.HubId get(QuickFix.HubId  value)
      { getField(value); return value; }
      public QuickFix.HubId getHubId()
      { QuickFix.HubId value = new QuickFix.HubId();
        getField(value); return value; }
      public bool isSet(QuickFix.HubId field)
      { return isSetField(field); }
      public bool isSetHubId()
      { return isSetField(9300); }


              although, it does not show HubId in.

            public class TradeCaptureReport : Message
    {
    public TradeCaptureReport() : base(MsgType()) {}
    static QuickFix.MsgType MsgType() { return new QuickFix.MsgType("AE"); 
}

    public TradeCaptureReport(
      QuickFix.TradeReportID aTradeReportID,
      QuickFix.TradeReportTransType aTradeReportTransType,
      QuickFix.ExecID aExecID,
      QuickFix.PreviouslyReported aPreviouslyReported,
      QuickFix.LastQty aLastQty,
      QuickFix.LastPx aLastPx,
      QuickFix.NumOfLots aNumOfLots,
      QuickFix.NumOfCycles aNumOfCycles,
      QuickFix.TradeDate aTradeDate,
      QuickFix.TransactTime aTransactTime)
    : base(MsgType()) {
      set(aTradeReportID);
      set(aTradeReportTransType);
      set(aExecID);
      set(aPreviouslyReported);
      set(aLastQty);
      set(aLastPx);
      set(aNumOfLots);
      set(aNumOfCycles);
      set(aTradeDate);
      set(aTransactTime);
    }
         .... 

 Any ideas?

Any help is appreciated.

thx Paul

[Quickfix-users] Invalid MsgType

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

Hello,
 
I am receiving a Trade Report from my ECN, which is using tag 213 to send the trade data in an XML. Now, the tag 35 for it is n , i.e. 35=n but the  QuickFIX engine is rejecting the mesaage with tag 372=n , which means that it doesn't allow n as a possible value for tag 35. 
 
I have seen the data-dictionary FIX4.4 and that has n as a possible enumeration....
 
Any ideas how to solve this...
 
Thanks,
Sumit


      

[Quickfix-users] Tag not defined for this message type

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

Hello,
 
I am receiving a Trade Capture Report message from my ECN but my QuickFIX engine is rejecting it by saying - Tag not defined for this message type , the tag in question is tag 15 (Currency).
 
Though the tag is defined in the group (NoSides) according to the FIX44 data-dictionary.... any ideas why QuickFIX is rejecting it and what I can do in this case...
 
The Trade report message is -
 
8=FIX.4.49=41035=AE49=abc56=xyz=452=20090429-12:38:37571=30013660568=12317=A200911901CQ300570=N55=EUR/CHF460=432=1000000.0031=1.50636000194=1.50636000195=0.0000000075=2009042960=20090429-12:32:0064=2009050415=EUR119=1506360.00120=CHF552=154=137=N/A453=2448=int21452=13802=1523=int2gui1803=2448=New452=29802=1523=new1803=21=int2necust110=029
 
>From QuickFIX-
 
8=FIX.4.49=14835=334=449=new52=20090429-12:38:39.10956=xyz45=458=Tag not defined for this message type141=Y371=15372=AE373=2554=new12310=163

Thanks,
Sumit


      

Re: [Quickfix-users] Logon Message

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

Hello Malinka,
 
Following is the code I am using as my Initiator. The same is in java -
 
import quickfix.*;
import java.io.FileInputStream;
public class CurrenexInitiator extends quickfix.MessageCracker implements quickfix.Application {
public CurrenexInitiator() {}
public void onCreate(SessionID sessionID) {}
    public void onLogon(SessionID sessionID) {}
    public void onLogout(SessionID sessionID) {}
    public void toAdmin(quickfix.Message message,
                        SessionID sessionID) 
 { }
    public void toApp(quickfix.Message message,
                      SessionID sessionID) throws DoNotSend {}
    public void fromAdmin(quickfix.Message message, SessionID sessionID)
    throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {}
    public void fromApp(quickfix.Message message, SessionID sessionID)
    throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        crack(message, sessionID);
    }

     private static Initiator initiator = null;
    static {
        System.loadLibrary("quickfix_jni");
    }
    public static void main(String args[]) throws Exception {
        if(args.length != 1) {
            System.out.println("usage: run_executor_java FILE.");
            return;
        }
        try {     
            Application application = new Application();                 
     SessionSettings settings =new SessionSettings(new FileInputStream("D:/QuickFIXEngineSource/quickfix/src/java/cfg/Initiator.cfg"));     
            MessageStoreFactory storeFactory =new FileStoreFactory(settings);
            LogFactory logFactory =new ScreenLogFactory(settings);       
                 //MessageFactory messageFactory = new DefaultMessageFactory();
     MessageFactory messageFactory = new quickfix.fix44.MessageFactory();               
     initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
                 
     initiator.start();
            System.out.println("press <enter> to quit");
            System.in.read();
     initiator.stop();

Now, I did tried to implement your suggestions but wasn't able to work-out where exactly do I need to make the changes... can you pls help.
 
Thanks a lot for your help,
Sumit

--- On Fri, 4/24/09, Malinka Rellikwodahs <ael...@gm...> wrote:

From: Malinka Rellikwodahs <ael...@gm...>
Subject: Re: [Quickfix-users] Logon Message
To: aro...@ya...
Cc: qui...@li...
Date: Friday, April 24, 2009, 10:25 PM

On Fri, Apr 24, 2009 at 12:28, 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,
>
> I am using the Initiator application, which is trying to logon to the ECN
configured i my settings file, but the logon message it is sending doesn't
have tag 554 (i.e. password) in it.
> So, can somebody pls tell me -
>
> 1.How, can I change the default logon message ?

toApp(FIX::Message &msg, const FIX::SessionID &ses)
{
  MsgType type;
  msg.getHeader().getField(type);
  if(type.getValue() == "A")
    ; //Make Changes (Add UserName/Password/Etc.)
}

> 2.I am getting a message socket-error: connection reset by peer, I am
putting the FileLogPath in the settings file but the logs are not getting
created in that location, so can't figure out the reasons for the errors any
ideas...

Are you passing a FileLogFactory to you SocketInitiatior?

> Thanks,
> Sumit
>



      

Re: [Quickfix-users] Logon Message

[Malinka R. <ael...@gm...>]

On Fri, Apr 24, 2009 at 12:28, 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,
>
> I am using the Initiator application, which is trying to logon to the ECN configured i my settings file, but the logon message it is sending doesn't have tag 554 (i.e. password) in it.
> So, can somebody pls tell me -
>
> 1.How, can I change the default logon message ?

toApp(FIX::Message &msg, const FIX::SessionID &ses)
{
  MsgType type;
  msg.getHeader().getField(type);
  if(type.getValue() == "A")
    ; //Make Changes (Add UserName/Password/Etc.)
}

> 2.I am getting a message socket-error: connection reset by peer, I am putting the FileLogPath in the settings file but the logs are not getting created in that location, so can't figure out the reasons for the errors any ideas...

Are you passing a FileLogFactory to you SocketInitiatior?

> Thanks,
> Sumit
>

[Quickfix-users] Logon Message

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

Hello,
 
I am using the Initiator application, which is trying to logon to the ECN configured i my settings file, but the logon message it is sending doesn't have tag 554 (i.e. password) in it.
So, can somebody pls tell me -
 
1.How, can I change the default logon message ?
2.I am getting a message socket-error: connection reset by peer, I am putting the FileLogPath in the settings file but the logs are not getting created in that location, so can't figure out the reasons for the errors any ideas...
 
Thanks,
Sumit


      

[Quickfix-users] QF and /clr compile option on VS 9.0 (2008)

[Rieunier, G. M <GMR...@st...>]

 

All,

 

I am building a small app using visual C++ 9.0 (2008) and would like to
incorporate a FIX adapter to it.

 

First, I am not sure if VS 9.0 is supported by QuickFIX?

 

I have tried using the library designed for version 8, but I seem to be
having some problem due to the /clr compile option: my application is a
windows form application that requires this flag to be set (/clr), but
this seems to be in conflict with QF (i.e. I tried creating a sample
console application that seems to work when the CLR option is set to "No
Common Language Runtime support").

 

A typical error message I get when building my app is:  error LNK2022:
metadata operation failed (8013118D) : Inconsistent layout information
in duplicated types (std.logic_error): (0x02000019).        MSVCMRT.lib

 

I apologize in advance if this question sounds too basic ... I am a
novice programmer.

 

Many thanks for your help,

 

Gus

 

Re: [Quickfix-users] Can't make Python API

[aonlazio <aon...@fo...>]

HI, 
    I am also trying to install quickfix on windows without any success.
>From my understanding from the previous posts, we got to have _quickfix.pyd
which is the compiled file from c++ source. I roughly know that SWIG would
do the job but I don't know how to do that in details yet. Let's brainstorm
XD

Aonlazio


Quickfix-2 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I edited QuickfixPython.cpp to add the missing "const"s.  C++ is not  
> a strength of mine so it's hardly surprising that after that I'm  
> getting a different error:
> 
> Everything seems to install ok but when I enter "import quickfix42"  
> at a python prompt, I get:
> 
> Traceback (most recent call last):
>    File "<stdin>", line 1, in <module>
>    File "/usr/lib/python2.5/site-packages/quickfix42.py", line 1, in  
> <module>
>      import quickfix as fix
>    File "/usr/lib/python2.5/site-packages/quickfix.py", line 5, in  
> <module>
>      import _quickfix
> ImportError: No module named _quickfix
> 
> Any help much appreciated.
> 
> On 10 Mar 2009, at 11:41, Quickfix wrote:
> 
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi all,
>>
>> Some python help would be much appreciated.
>>
>> ./configure --with-python=/usr/include/python2.5/
>> ...snip...
>> make
>> ...snip...
>> QuickfixPython.cpp: In function 'int SWIG_Python_ConvertFunctionPtr
>> (PyObject*, void**, swig_type_info*)':
>> QuickfixPython.cpp:2052: error: invalid conversion from 'const char*'
>> to 'char*'
>> QuickfixPython.cpp: In function 'int SWIG_AsPtr_std_string(PyObject*,
>> std::string**)':
>> QuickfixPython.cpp:3987: warning: dereferencing type-punned pointer
>> will break strict-aliasing rules
>> QuickfixPython.cpp: In function 'int SWIG_AsVal_bool(PyObject*,  
>> bool*)':
>> QuickfixPython.cpp:4026: warning: dereferencing type-punned pointer
>> will break strict-aliasing rules
>> QuickfixPython.cpp:4029: warning: dereferencing type-punned pointer
>> will break strict-aliasing rules
>> QuickfixPython.cpp: In function 'void SWIG_Python_FixMethods
>> (PyMethodDef*, swig_const_info*, swig_type_info**, swig_type_info**)':
>> QuickfixPython.cpp:165892: error: invalid conversion from 'const
>> char*' to 'char*'
>>
>> Any suggestions?
>>
>>
>> ---------------------------------------------------------------------- 
>> --------
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 
> ------------------------------------------------------------------------------
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 

-- 
View this message in context: http://www.nabble.com/Can%27t-make-Python-API-tp22433576p22764985.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Xml to Message

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

Is there a method in quickfix_net which can convert XML to Message ? I know
there is a method that can do the other way around, but it would be neet to
have xml as your message for sending.

Re: [Quickfix-users] tag Sequence in a Message

[Malinka R. <ael...@gm...>]

I beleive it's happeneing because yo'ure doing the repeating groups
wrong, try reading this

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

On Thu, Mar 26, 2009 at 07:33,  <qui...@th...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I have a Problem with the tag sequence in a Fix Message. I like to send a
> QuoteRequest with this Source: (I work with multiple FIX versions)
>
> Message quoterequest3=new Message();
> Header header=quoterequest3.getHeader();
> header.setField(new BeginString("FIX.4.2"));
> header.setField(new SenderCompID(senderID));
> header.setField(new TargetCompID(targetID));
> header.setField(new MsgType("R"));
> quoterequest3.setField(new QuoteReqID("123ID"));
> quoterequest3.setField(new NoRelatedSym(1));
> quoterequest3.setField(new Symbol("symb"));
> quoterequest3.setField(new SecurityID("AAA012346"));
> quoterequest3.setField(new IDSource("4")); //ISIN
> quoterequest3.setField(new Side(Side.BUY));
> quoterequest3.setField(new OrderQty(100));
> fixSession.sendPerMessageProcessor(quoterequest3);
>
> the Quickfix API send a Message like this:
> 8=FIX.4.2 9=109 35=R 34=31 49=SENDERID 52=20090326-10:13:09.634 56=TARGETID 22=4 38=100 48=DE012346 54=1 55=symb 131=123ID 146=1 10=171
>
> This is not correct according to the FIX specification, because the tag 55
> (Symbol) must be the first field in the repeating group.
>
> The Message should look like this:
> 8=FIX.4.2 9=128 35=R 34=31 49=SENDERID 52=20090326-10:13:09.634 56=TARGETID 131=123ID 146=1 55=symb 22=4 38=100 48=DE012346 54=1 10=238
>
> Is there a Way to do this?
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Logging events

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

How do i implement LogFactory and Log classes in C# ?
I get null pointer exception when try to construct SocketInitiator with my
own LogFactory class

fixLogFactory = new FixLogFactory();
initiator = new SocketInitiator(sender, storeFactory, settings,
fixLogFactory, messageFactory);
FixLog fixLog = (FixLog)fixLogFactory.create();

public class FixLogFactory : LogFactory
    {
        #region LogFactory Members

        public Log create()
        {

            return new FixLog();
            //throw new NotImplementedException();
        }

        public Log create(SessionID __p1)
        {
            return new FixLog();
            //throw new NotImplementedException();
        }

        #endregion
    }



    public class FixLog : Log
    {
        public event OnEvent OnEvent;

        #region Log Members

        public void clear()
        {

        }

        public void onEvent(string @string)
        {
            OnEvent(@string);
        }

        public void onIncoming(string @string)
        {
            //throw new NotImplementedException();
        }

        public void onOutgoing(string @string)
        {
            //throw new NotImplementedException();
        }

        #endregion
    }

[Quickfix-users] tag Sequence in a Message

[<qui...@th...>]

Hello,

I have a Problem with the tag sequence in a Fix Message. I like to send a
QuoteRequest with this Source: (I work with multiple FIX versions)

Message quoterequest3=new Message();
Header header=quoterequest3.getHeader();
header.setField(new BeginString("FIX.4.2"));
header.setField(new SenderCompID(senderID));
header.setField(new TargetCompID(targetID));
header.setField(new MsgType("R"));
quoterequest3.setField(new QuoteReqID("123ID"));
quoterequest3.setField(new NoRelatedSym(1));
quoterequest3.setField(new Symbol("symb"));
quoterequest3.setField(new SecurityID("AAA012346"));
quoterequest3.setField(new IDSource("4")); //ISIN
quoterequest3.setField(new Side(Side.BUY));
quoterequest3.setField(new OrderQty(100));
fixSession.sendPerMessageProcessor(quoterequest3);

the Quickfix API send a Message like this:
8=FIX.4.2
9=109
35=R
34=31
49=SENDERID
52=20090326-10:13:09.634
56=TARGETID
22=4
38=100
48=DE012346
54=1
55=symb
131=123ID
146=1
10=171


This is not correct according to the FIX specification, because the tag 55
(Symbol) must be the first field in the repeating group.

The Message should look like this:
8=FIX.4.2
9=128
35=R
34=31
49=SENDERID
52=20090326-10:13:09.634
56=TARGETID
131=123ID
146=1
55=symb
22=4
38=100
48=DE012346
54=1
10=238


Is there a Way to do this?