quickfix-users — QuickFIX user support

Re: [Quickfix-users] "Value is incorrect (out of range) for this tag" error for tag 35

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

Hi Arni,

You need to include a enum value for the field number 35, as in:

 *-* <http://www.quickfixengine.org/FIX44.xml#> <field number="*35*" name="*
MsgType*" type="*STRING*">
 * * <value enum="*0*" description="*HEARTBEAT*" />
 * * <value enum="*1*" description="*TEST_REQUEST*" />
 * * <value enum="*2*" description="*RESEND_REQUEST*" />

.....
*<value enum="U2" description="AccountInfo description" />*

</field>



Ulisses.


On Mon, Mar 23, 2009 at 8:12 PM, Arni Westh <arn...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi
>
> I am having a problem with parsing a broker specific message. I have added
> the following message specification to FIX44.xml:
>
>    <message name="AccountInfo" msgtype="U2" msgcat="app">
>      <field name="AccountName" required="Y"/>
>      <field name="Currency" required="Y"/>
>      <field name="Leverage" required="Y"/>
>      <field name="UsableMargin" required="Y"/>
>      <field name="Equity" required="Y"/>
>    </message>
>
> and the following field specifications:
>
>    <field number="7004" name="AccountName" type="STRING"/>
>    <field number="7005" name="Leverage" type="INT"/>
>    <field number="7006" name="UsableMargin" type="AMT"/>
>    <field number="7007" name="Equity" type="AMT"/>
>
> This message is rejected by the QuickFIX engine (quickfix-1.12.4) with the
> reject message "Value is incorrect (out of range) for this tag" for tag 35.
> That is, the MsgType field (35) containing the value "U2" is rejected, as
> far as I understand:
>
> <20090323-10:47:45, FIX.4.4:XXX->DUKASCOPYFIX, incoming>
>  (8=FIX.4.4 9=131 35=U2 34=2 49=DUKASCOPYFIX 52=20090323-10:47:45.746
> 56=XXX 15=USD 7004=demo_backoffice_@n 7005=100 7006=999915.08
> 7007=999915.08
> 10=161)
>
> <20090323-10:47:45, FIX.4.4:XXX->DUKASCOPYFIX, outgoing>
>  (8=FIX.4.4 9=135 35=3 34=2 49=XXX 52=20090323-10:47:45.776 56=DUKASCOPYFIX
> 45=2 58=Value is incorrect (out of range) for this tag 371=35 372=U2 373=5
> 10=217)
>
> I am quite puzzled by this rejection since the incoming message seems OK
> compared to the xml specification. I would appreciate any comments on this.
> --
> View this message in context:
> http://www.nabble.com/%22Value-is-incorrect-%28out-of-range%29-for-this-tag%22-error-for-tag-35-tp22658655p22658655.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
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>

[Quickfix-users] "Value is incorrect (out of range) for this tag" error for tag 35

[Arni W. <arn...@gm...>]

Hi

I am having a problem with parsing a broker specific message. I have added
the following message specification to FIX44.xml:

    <message name="AccountInfo" msgtype="U2" msgcat="app">
      <field name="AccountName" required="Y"/>
      <field name="Currency" required="Y"/>
      <field name="Leverage" required="Y"/>
      <field name="UsableMargin" required="Y"/>
      <field name="Equity" required="Y"/>
    </message>

and the following field specifications:

    <field number="7004" name="AccountName" type="STRING"/>
    <field number="7005" name="Leverage" type="INT"/>
    <field number="7006" name="UsableMargin" type="AMT"/>
    <field number="7007" name="Equity" type="AMT"/>

This message is rejected by the QuickFIX engine (quickfix-1.12.4) with the
reject message "Value is incorrect (out of range) for this tag" for tag 35.
That is, the MsgType field (35) containing the value "U2" is rejected, as
far as I understand:

<20090323-10:47:45, FIX.4.4:XXX->DUKASCOPYFIX, incoming>
  (8=FIX.4.4 9=131 35=U2 34=2 49=DUKASCOPYFIX 52=20090323-10:47:45.746
56=XXX 15=USD 7004=demo_backoffice_@n 7005=100 7006=999915.08 7007=999915.08
10=161)

<20090323-10:47:45, FIX.4.4:XXX->DUKASCOPYFIX, outgoing>
  (8=FIX.4.4 9=135 35=3 34=2 49=XXX 52=20090323-10:47:45.776 56=DUKASCOPYFIX
45=2 58=Value is incorrect (out of range) for this tag 371=35 372=U2 373=5
10=217)

I am quite puzzled by this rejection since the incoming message seems OK
compared to the xml specification. I would appreciate any comments on this.
-- 
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Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] [Quickfix-developers] Connection after EndTime

[Brian E. <azz...@ya...>]

That configuration doesn't give you five weekday sessions, each from 01:30 - 22:30; it gives you one week-long session, from Monday at 01:30 through Friday at 22:30.

QuickFIX session time management is pretty confusing - one of those things that should probably be changed.

What you need instead are five separate configuration entries, each with a StartTime of 01:30 and an EndTime of 22:30, that are otherwise identical with the exception of the SessionQualifier, StartDay and EndDay, each of which you should probably set to 'Monday', 'Tuesday', 'Wednesday', 'Thursday' and 'Friday'. This will give you five different sessions, each for a different day. 

- Brian Erst
Thynk Software, Inc.




________________________________
From: Julian <jul...@pr...>
To: or...@qu...; qui...@li...; qui...@li...
Cc: tv...@pr...
Sent: Friday, March 20, 2009 6:52:05 AM
Subject: [Quickfix-developers] Connection after EndTime

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

 
I have this parameters on the
settings file:
 
StartTime=01:30:00
      StartDay=monday
      EndDay=friday
      EndTime=22:30:00
 
And
I see this on my log file:
 
20090317-22:31:56 : Received logout request
20090317-22:31:56 : Sending logout response
20090317-22:31:56 : Disconnecting
20090317-22:32:07 : Connecting to XXX.X.X.X on port XXXX
20090317-22:32:07 : Initiated logon request
20090317-22:32:07 : Socket Error: An existing
connection was forcibly closed by the remote host. 
20090317-22:32:07 : Disconnecting
…
 
And
a message log:
 
 
8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:32:07.898
[…]
8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:32:37.883
[…]
8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:33:07.882
[…]
…
 
QF attempts
to reconnect for a while and then it give up… (not on a particular time).
And it doesn’t start any more, not even at 1:30 as it should.
 
1)      Why it doesn’t
respect the EndTime = 22:30? Is the UTC time of the settings the same as the
time it logs in the files?
2)      Why doesn’t it
reconnects any more?  
 
Perhaps
I’m misunderstanding how does this parameters work, I’m specting to
have a daily session from 1:30 UTC to 22:30 UTC from Monday to Friday. 
 
Thanks,
 
Julián Mendiola | PSF Developer Leader
http://www.prosoftwarefactory.com.ar

[Quickfix-users] Strange Response to Execution Report Messages

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

I am currently experiencing a strange problem with Quick Fix. Our broker
is sending some test trades with MsgType = 8 (Execution Report), our
quick fix engine immediately replies with MsgType=J (Allocation
Instruction) and we get an exception saying "Unsupported Message Type".
Why is this happening and how can I resolve the issue?
Many thanks,

James


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Re: [Quickfix-users] Fwd: extract message from store file.

[Patrick W. <pw...@ka...>]

Here is some C# which should work:

Initialization of message store:

QuickFix.MessageStore _messageStore = Session.lookupSession(_currentSessionID).getStore();




On Logon and Shutdown:

//Must call this or else messagestore is double-deleted in cpp
if (_messageStore != null)
{
   GC.SuppressFinalize(_messageStore);
     _messageStore = null;
}



In your Reject message handler:

RefSeqNum seqNum = message.getRefSeqNum();

var list = new ArrayList();
_messageStore.refresh();
_messageStore.get(seqNum.getValue(), seqNum.getValue() + 1, list);

if (list.Count == 1)
{
    try
    {
       var refMessage = new Message((string) (list[0]));

       if (refMessage is NewOrderSingle)
       {
         ClOrdID orderId = (refMessage as NewOrderSingle).getClOrdID();


    Etc.......



Patrick

[Quickfix-users] Fwd: extract message from store file.

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

Hi,
from time to time my app may receive a reject message (type=3) on sending an
order. But it needs to know which original order was it that got rejected.
I need fields from the original order.
I know i get RefMsgSeqNumber (a sequence number of a FIX message) in a
reject message and session messages are stored in a store factory file
"store/FIX-XXX.body". So how do i extract the message that i need according
to its SeqNumber using quickfix_net ? Do i have to write my own store file
parser ?


with regards,

John McClane.

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

[Quickfix <qui...@se...>]

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] Can't make Python API

[Quickfix <qui...@se...>]

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] Quickfix python configuration

[Jason B. <jas...@ma...>]

Hi All I would like to test quickfix with python.  However the
quickfix.py file will not run as it complains: import _quickfix

ImportError: No module named _quickfix

I ssume that this is becuase it can not find _quickfix.pyd.  I see this
is not in the compiled release and that it is necessary to compile
QuickfixPython.cpp to create it.

However I find this will not compile as it can not find the config.h
file.  If I create the config.h containing for example

#define HAVE_MSSQL 1

The project will still not install, having many errors such as:

error C2440: 'initializing' : cannot convert from 'const char *' to 'char
*'

Does anyone have a precompiled ~_quickfix.pyd or are there any documents
on how to create it assuming my assumptions above are correct.

Jason

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Re: [Quickfix-users] .Net SessionFactory

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

For those following in my footsteps here is the code I wrote that answered my
initial question.

Many thanks to Alain and Malinka for their help.

	SessionSettings settings;
	FixApplication application;
	FileStoreFactory storeFactory;
	MessageFactory messageFactory;
	SocketInitiator initiator;


//-------------------------------------------------------------------------------------
	// Get all of the QuickFix variables setup.

//-------------------------------------------------------------------------------------
	settings = new SessionSettings();

	QuickFix.Dictionary defaultDic = settings.get();


//-------------------------------------------------------------------------------------
	// Set all of the values as you would get them from your config file

//-------------------------------------------------------------------------------------
	defaultDic.setString("ConnectionType", "initiator");
	defaultDic.setString("HeartBtInt", "30");
	defaultDic.setString("ReconnectInterval", "1");
	defaultDic.setString("FileStorePath", "store");
	defaultDic.setString("FileLogPath", "log");
	defaultDic.setString("StartTime", "00:00:00");
	defaultDic.setString("EndTime", "00:00:00");
	defaultDic.setString("UseDataDictionary", "N");
	defaultDic.setString("HttpAcceptPort", "8081");


//-------------------------------------------------------------------------------------
	// Set the session dependant stuff.

//-------------------------------------------------------------------------------------
	SessionID sID = new SessionID(new BeginString("FIX.4.2"), new
SenderCompID("CLIENT1"), new TargetCompID("ORDERMATCH"));
	defaultDic.setString("SocketConnectHost", "localhost");
	defaultDic.setString("SocketConnectPort", "5002");
	settings.set(sID, defaultDic);

	sID = new SessionID(new BeginString("FIX.4.2"), new
SenderCompID("CLIENT2"), new TargetCompID("ORDERMATCH"));
	defaultDic.setString("SocketConnectHost", "localhost");
	defaultDic.setString("SocketConnectPort", "5002");
	settings.set(sID, defaultDic);

	application = new FixApplication();
	storeFactory = new FileStoreFactory(settings);
	messageFactory = new DefaultMessageFactory();
	initiator = new SocketInitiator(application, storeFactory, settings,
messageFactory);

	initiator.start();
-- 
View this message in context: http://www.nabble.com/.Net-SessionFactory-tp22334417p22338072.html
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Re: [Quickfix-users] .Net SessionFactory

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

Hi, instead of using a config file, you can set the properties by code:

sessionSettings = new SessionSettings();
QuickFix.Dictionary DefaultDic = sessionSettings.get();

// Global settings
DefaultDic.setString("OdbcDataBase", db);
// ...

// Settings for another session
QuickFix.Dictionary dic = new Dictionary(); dic.setString("SocketConnectHost", source.ConnectHost);
// ...
SessionID sid = new SessionID(
	new BeginString(beginString),
	new SenderCompID(source.SenderCompID),
	new TargetCompID(source.TargetCompID),
	qualifier);
sessionSettings.set(sid, dic);



-----Message d'origine-----
De : EclipseCap [mailto:tob...@ec...] 
Envoyé : mercredi 4 mars 2009 18:01
À : qui...@li...
Objet : [Quickfix-users] .Net SessionFactory

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


As a pure exercise I am trying to build a new session without the use of the
config file ala "settings = new SessionSettings("myconfig1.cfg");".  From
the reading I have done on this site it appears that SessionFactory is the
way to do this.  However, I don't see session factory as a usable class.  

Am I missing it somewhere?  Can a new session object be created in some
other fashion?  Has it not been written yet?

A point in the right direction would be of great assitance.

Thanks,


-- 
View this message in context: http://www.nabble.com/.Net-SessionFactory-tp22334417p22334417.html
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-Receive a $600 discount off the registration fee with the source code: SFAD
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Re: [Quickfix-users] .Net SessionFactory

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

You can directly replace the ConfigFile with an incode setting of
Settings using SessionSettings
http://quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_session_settings.html
and Dictionary http://quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_dictionary.html
where you would set your setings in the dictionary (key/value pair)
and then set the settings to the SessionSettings with a sesion or as
the default settings, you would need to then create your own SessionID
http://quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_session_i_d.html
and then when creating your initiator/acceptor instead of using the
SessionSettings you would have created which load the config file you
just use the SessionSettings object you just created and set the
settings to

On Wed, Mar 4, 2009 at 12:01, EclipseCap <tob...@ec...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> As a pure exercise I am trying to build a new session without the use of the
> config file ala "settings = new SessionSettings("myconfig1.cfg");".  From
> the reading I have done on this site it appears that SessionFactory is the
> way to do this.  However, I don't see session factory as a usable class.
>
> Am I missing it somewhere?  Can a new session object be created in some
> other fashion?  Has it not been written yet?
>
> A point in the right direction would be of great assitance.
>
> Thanks,
>
>
> --
> View this message in context: http://www.nabble.com/.Net-SessionFactory-tp22334417p22334417.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
> -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
> -Strategies to boost innovation and cut costs with open source participation
> -Receive a $600 discount off the registration fee with the source code: SFAD
> http://p.sf.net/sfu/XcvMzF8H
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] .Net SessionFactory

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

As a pure exercise I am trying to build a new session without the use of the
config file ala "settings = new SessionSettings("myconfig1.cfg");".  From
the reading I have done on this site it appears that SessionFactory is the
way to do this.  However, I don't see session factory as a usable class.  

Am I missing it somewhere?  Can a new session object be created in some
other fashion?  Has it not been written yet?

A point in the right direction would be of great assitance.

Thanks,


-- 
View this message in context: http://www.nabble.com/.Net-SessionFactory-tp22334417p22334417.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] [FIXML and QuickFIX]

[Hiran R. <hi...@in...>]

Hi,

I was searching for FIXML support with QuickFIX, but could not find
anything conclusive.

Would appreciate, if anyone could help me out in this regard.

If QuickFIX does not support FIXML, are there any other libraries that
could be used.

Thanks
--
Hiran

[Quickfix-users] New Order Multileg

[Vincent P. <vpr...@ph...>]

Could someone explain the composition of the new multi leg order?   
The message appears to consist of the main details plus at least one  
leg.  Do the main details act as defaults for the leg fields if  
they're not specified?

-- 
Vincent

[Quickfix-users] my email

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

jan...@bt...

Re: [Quickfix-users] Field order problem. Workarounds?

[David K. <dav...@hq...>]

No, I did miss that one, thought I had read that part two times. Silly.
Thanks.

// David

-----Original Message-----
From: George Coles [mailto:geo...@qu...] 
Sent: den 11 februari 2009 20:02
To: David Krantz; qui...@li...
Subject: Re: [Quickfix-users] Field order problem. Workarounds?

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

Did you look at the config file option ValidateFieldsOutOfOrder?

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


-----Original Message-----
From: David Krantz [mailto:da...@kr...] 
Sent: Wednesday, February 11, 2009 1:28 PM
To: qui...@li...
Subject: [Quickfix-users] Field order problem. Workarounds?

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

Hello.

I have a slight problem. A counterparty sends a drop copy flow to my
application via fix. In doing so they send the OnBehalfOfSubID (116)
Tag among the body tags. This is of course, strictly  speaking, not
correct according to the FIX specification. But I have no easy way to
force my counterparty to do the right thing, i.e. sending the tag
where it should be and I would prefer just accepting the message.

Normally I would just turn of the data dictionary in the config file,
but as I have repeating groups in the login message it seems
necessary. I could of course turn off the data dictionary directly on
logon, but this maybe is not possible.

I need a workaround until my provider corrects their FIX-handling.

I run the latest release of quickfix (yes, it is old) with the .NET
wrapper (calling it from C#), should that matter. I could of course
get a version from subversion and compile it myself and catch that
specific error, but there maybe is a simpler way in configuration or
calling code? Any ideas?

Cheers
// David

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Re: [Quickfix-users] Field order problem. Workarounds?

[George C. <geo...@qu...>]

Did you look at the config file option ValidateFieldsOutOfOrder?

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


-----Original Message-----
From: David Krantz [mailto:da...@kr...] 
Sent: Wednesday, February 11, 2009 1:28 PM
To: qui...@li...
Subject: [Quickfix-users] Field order problem. Workarounds?

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

Hello.

I have a slight problem. A counterparty sends a drop copy flow to my
application via fix. In doing so they send the OnBehalfOfSubID (116)
Tag among the body tags. This is of course, strictly  speaking, not
correct according to the FIX specification. But I have no easy way to
force my counterparty to do the right thing, i.e. sending the tag
where it should be and I would prefer just accepting the message.

Normally I would just turn of the data dictionary in the config file,
but as I have repeating groups in the login message it seems
necessary. I could of course turn off the data dictionary directly on
logon, but this maybe is not possible.

I need a workaround until my provider corrects their FIX-handling.

I run the latest release of quickfix (yes, it is old) with the .NET
wrapper (calling it from C#), should that matter. I could of course
get a version from subversion and compile it myself and catch that
specific error, but there maybe is a simpler way in configuration or
calling code? Any ideas?

Cheers
// David

------------------------------------------------------------------------------
Create and Deploy Rich Internet Apps outside the browser with Adobe(R)AIR(TM)
software. With Adobe AIR, Ajax developers can use existing skills and code to
build responsive, highly engaging applications that combine the power of local
resources and data with the reach of the web. Download the Adobe AIR SDK and
Ajax docs to start building applications today-http://p.sf.net/sfu/adobe-com
_______________________________________________
Quickfix-users mailing list
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[Quickfix-users] Field order problem. Workarounds?

[David K. <da...@kr...>]

Hello.

I have a slight problem. A counterparty sends a drop copy flow to my
application via fix. In doing so they send the OnBehalfOfSubID (116)
Tag among the body tags. This is of course, strictly  speaking, not
correct according to the FIX specification. But I have no easy way to
force my counterparty to do the right thing, i.e. sending the tag
where it should be and I would prefer just accepting the message.

Normally I would just turn of the data dictionary in the config file,
but as I have repeating groups in the login message it seems
necessary. I could of course turn off the data dictionary directly on
logon, but this maybe is not possible.

I need a workaround until my provider corrects their FIX-handling.

I run the latest release of quickfix (yes, it is old) with the .NET
wrapper (calling it from C#), should that matter. I could of course
get a version from subversion and compile it myself and catch that
specific error, but there maybe is a simpler way in configuration or
calling code? Any ideas?

Cheers
// David

[Quickfix-users] avoid resetting sequence numbers through weeks

[Emanuele R. <roc...@ho...>]

Hi AllFor a FIX session I started with these parameters: 

StartDay = mon
EndDay = fri
StartTime = 00:00:00
EndTime = 23:59:00 This way the sequence numbers should be never resetfor the whole week. What do I have to do if I want to never reset alsoacross multiple weeks? Kind RegardsManu
_________________________________________________________________
25 GB di spazio online per archiviare i tuoi file. Gratis!
http://www.messenger.it/skydrive.aspx

[Quickfix-users] Open source version of FAST now available in C++

[Malcolm S. <spe...@oc...>]

This is annoucment regarding FAST (FIX Adapted for STreaming). OCI has 
developed an open source version of FAST in C++. It is called QuickFAST. The 
code is available for download from Google Code at 
http://code.google.com/p/quickfast/ The code was developed using Boost and so 
is quite portable, though it was developed and tested only on Windows and 
Linux. OCI is a multi-platform shop with Solaris, AIX, HP UX and even some 
RTOSs amongst the pltaforms we support. Porting can be done as project.

We also wrapped QuickFAST with .NET to provide a more Windows friendly version 
for those who prefer it. 

Professional support is available from OCI for QuickFAST and (the Java 
OpenFAST) just as we support QuickFIX.  We develop and support a lot of open 
source RT middleware used in the Finance, Defense and Telco industries. We 
even have 24 by 7 service plans if required. For more detail see our web site 
at www.ociweb.com or contact me.

Re: [Quickfix-users] Newbie problem using QuickFIX and sending New Order signal

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

2009/1/27 ka wone <ka...@gm...>

> Hi.
>
> You will find a code showing you how you can send a market order for buying
> 100 shares of AAPL when the method OnNewMarketOrder (resulting from an
> event) is called.
> I am also pretty new to FIX... anyone who wants to make a comment on this
> code is welcome!
>
> using System;
> using System.Collections.Generic;
> using System.Linq;
> using System.Text;
> using System.Threading;
> using System.Windows.Forms;
> using QuickFix;
>
>
> namespace FixInitiator
> {
>     class QuickFixWrapper : MessageCracker, QuickFix.Application
>     {
>         private SessionID sesID;
>         public delegate void Connected_EventHandler();
>         public static event Connected_EventHandler OnConnected;
>         public delegate void
> OrderReceived_EventHandler(QuickFix42.ExecutionReport order);
>         public static event OrderReceived_EventHandler OnOrderReceived;
>
>         private QuickFix.SocketInitiator _socketInitiator;
>         private QuickFix.FileStoreFactory _messageStoreFactory;
>         private QuickFix.SessionSettings _settings;
>         private QuickFix.FileLogFactory _logFactory;
>         private QuickFix42.MessageFactory _messageFactory;
>
>
>         public void onCreate(QuickFix.SessionID pSessionID)
>         {
>             Console.WriteLine("Session created");
>         }
>         public void onLogon(QuickFix.SessionID pSessionID) {
> Console.WriteLine("logon"); }
>         public void onLogout(QuickFix.SessionID pSessionID) {
> Console.WriteLine("logout"); }
>         public void toAdmin(QuickFix.Message pmessage, QuickFix.SessionID
> pSessionID)
>         {
>             Console.WriteLine("Enter toAdmin");
>             Console.WriteLine(pmessage.ToString());
>             Console.WriteLine("Exit toAdmin");
>         }
>         public void toApp(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             Console.WriteLine("Enter toApp");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit toApp");
>         }
>         public void fromAdmin(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             crack(pMessage, pSessionID);
>             Console.WriteLine("Enter fromAdmin");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit fromAdmin");
>         }
>         public void fromApp(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             crack(pMessage, pSessionID);
>             Console.WriteLine("Enter fromApp");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit fromApp");
>         }
>
>         public override void onMessage(QuickFix42.Logon order, SessionID
> psessionID)
>         {
>             sesID = psessionID;
>         }
>
>         public void connect()
>         {
>             try
>             {
>                 string settingfile = "initiator.cfg";
>
>                 this._settings = new QuickFix.SessionSettings(settingfile);
>                 this._messageStoreFactory = new
> QuickFix.FileStoreFactory(this._settings);
>                 this._logFactory = new
> QuickFix.FileLogFactory(this._settings);
>                 this._messageFactory = new QuickFix42.MessageFactory();
>                 this._socketInitiator = new QuickFix.SocketInitiator(this,
> _messageStoreFactory, this._settings, this._logFactory, _messageFactory);
>                 this._socketInitiator.start();
>
>
>             }
>             catch (Exception ex)
>             {
>                 Console.WriteLine(ex.Message);
>             }
>         }
>
>         private void OnNewMarketOrder()
>         {
>             QuickFix42.NewOrderSingle message = new
> QuickFix42.NewOrderSingle(
>                 new ClOrdID(ClOrdIDGenerator()),
>                 new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE),
>                 new Symbol("AAPL"),
>                 new Side(Side.Buy),
>                 new TransactTime(DateTime.Now.ToUniversalTime()),
>                 new OrdType(OrdType.MARKET));
>             message.setField(new OrderQty(100));
>             message.setField(new SecurityExchange("TSX"));
>             message.setField(new ExDestination("TSX"));
>
>             send(message);
>
>     }
>
>     private string ClOrdIDGenerator()
>         {
>             string clOrIdGen =
> Math.Abs(DateTime.Now.ToBinary()).ToString();
>             return clOrIdGen;
>         }
>
>  private void sendOrder(QuickFix42.Message order)
>         {
>
>             try
>             {
>                 Session.sendToTarget(order, sesID);
>             }
>             catch (Exception ex)
>             {
>                 MessageBox.Show(ex.ToString());
>             }
>
>         }
>
> }
>
>
>
>

Re: [Quickfix-users] Newbie problem using QuickFIX and sending New Order signal

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

This page explains it pretty well:
http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

That link comes from the QuickFIX Documentation page that appears at
the top of every mailing list message.


On Tue, Jan 27, 2009 at 4:13 AM, Nikhil <nik...@gm...> 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 and using it in C# .Net 2.0 application. I am ale to login
> but I dont know how do I create a new order message and send it to exchange.
> Can anyone help me please?
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by:
> SourcForge Community
> SourceForge wants to tell your story.
> http://p.sf.net/sfu/sf-spreadtheword
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Newbie problem using QuickFIX and sending New Order signal

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

This page explains it pretty well:
http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

That link comes from the QuickFIX Documentation page that appears at
the top of every mailing list message.


On Tue, Jan 27, 2009 at 4:13 AM, Nikhil <nik...@gm...> 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 and using it in C# .Net 2.0 application. I am ale to login
> but I dont know how do I create a new order message and send it to exchange.
> Can anyone help me please?
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by:
> SourcForge Community
> SourceForge wants to tell your story.
> http://p.sf.net/sfu/sf-spreadtheword
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Newbie problem using QuickFIX and sending New Order signal

[Nikhil <nik...@gm...>]

Hi,
I am new to QuickFIX and using it in C# .Net 2.0 application. I am ale to login 
but I dont know how do I create a new order message and send it to exchange. 
Can anyone help me please?