quickfix-users — QuickFIX user support

Re: [Quickfix-users] Conditionally required field missing

[Mike G. <mg...@co...>]

ka wone wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> 
> ------------------------------------------------------------------------
> 
> Hi,
> 
> I try to send a market order using the QuickFix42.NewOrderSingle method.
> If I don't set the price field, I obtain the following problem:
> "58 = Conditionally Required Field Missing <44>".
> However, in the XML file, Price is not a required field. So, why I can 
> not send my message?

Can you post the FIX messages log for this?  Did you set tag 40=1 
(OrdType=Market)?

> Moreover, if I set any other field from not required to required in my 
> XML file, I don't have any message error when I try to send a message 
> whithout defining a new required field. Why?

The data dictionary is for validation of incoming messages.

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

Re: [Quickfix-users] FIX CERTIFICATION AND USER DEFINED FIELDS

[Mike G. <mg...@co...>]

Are you configured with UseDataDictionary=Y ?

You need to add tag 7212 to the "fields" section of the data dictionary, 
and then add this field to any messages in the "messages" section where 
it will appear (e.g., ExecutionReport)

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

Re: [Quickfix-users] Quickfix and PHP

[Alex _ <ax...@am...>]

swig can create php bindings. look at quickfix.i. I dont know how involved it is.




________________________________
From: Malinka Rellikwodahs <ael...@gm...>
To: Michael Franze <mic...@gm...>
Cc: qui...@li...
Sent: Friday, January 23, 2009 11:09:05 AM
Subject: Re: [Quickfix-users] Quickfix and PHP

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

Well you have a couple of choices you could either create a C++
(quickfix doesn't support C fyi) daemon that then does your Messages
and make your website (php) send some sort of signal (either using a
db or memory or files), or you could attempt to write an api using C++
as a plugin to php

both having advantages and disadvantages

On Fri, Jan 23, 2009 at 08:18, Michael Franze <mic...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi!
> I have a PHP application that now also needs to generate FIX messages.
> I have been looking at QuickFIX and it seems to have C/Ruby/Python API's - nut no PHP API.
> Does anybody have any experience on how I could get my PHP app to talk to those API's. Not really looking for a full solution (would be nice though!), but some pointers would definitely be appreciated.
> Michael
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by:
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>
>

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Re: [Quickfix-users] Quickfix and PHP

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

Well you have a couple of choices you could either create a C++
(quickfix doesn't support C fyi) daemon that then does your Messages
and make your website (php) send some sort of signal (either using a
db or memory or files), or you could attempt to write an api using C++
as a plugin to php

both having advantages and disadvantages

On Fri, Jan 23, 2009 at 08:18, Michael Franze <mic...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi!
> I have a PHP application that now also needs to generate FIX messages.
> I have been looking at QuickFIX and it seems to have C/Ruby/Python API's - nut no PHP API.
> Does anybody have any experience on how I could get my PHP app to talk to those API's. Not really looking for a full solution (would be nice though!), but some pointers would definitely be appreciated.
> Michael
> ------------------------------------------------------------------------------
> 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] Quickfix and PHP

[Michael F. <mic...@gm...>]

Hi!
I have a PHP application that now also needs to generate FIX messages.

I have been looking at QuickFIX and it seems to have C/Ruby/Python API's -
nut no PHP API.

Does anybody have any experience on how I could get my PHP app to talk to
those API's. Not really looking for a full solution (would be nice though!),
but some pointers would definitely be appreciated.

Michael

[Quickfix-users] Fwd: Conditionally required field missing

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

---------- Forwarded message ----------
From: ka wone <ka...@gm...>
Date: 2009/1/21
Subject: Re: [Quickfix-users] Conditionally required field missing
To: Peter Piper <pet...@ho...>


Hi,

- That was a market order. But maybe this error is coming from my "acceptor"
configuration as I did a FIX certification this morning    and I had no
problem to send a market order without a price.
Do you know where the problem is coming from?

- Also, if I set any other field from not required to required in my XML
file, I don't have any message error when I try to send a message without
defining a new required field. Why? How can I reflect the changes done in
the dictionary into my program?

Thank you,
Kamel


2009/1/18 Peter Piper <pet...@ho...>

 Dear Kamel,
>
> What sort of order is it? The price field is required for limit orders (and
> some others too, I think). What is the value you have for OrdType (40)?
>
> Yours,
>
> Dan
>
> ------------------------------
> Date: Thu, 15 Jan 2009 23:25:01 -0500
> From: ka...@gm...
> To: qui...@li...
> Subject: [Quickfix-users] Conditionally required field missing
>
>
> Hi,
>
> I try to send a market order using the QuickFix42.NewOrderSingle method.
> If I don't set the price field, I obtain the following problem:
> "58 = Conditionally Required Field Missing <44>".
> However, in the XML file, Price is not a required field. So, why I can not
> send my message?
> Moreover, if I set any other field from not required to required in my XML
> file, I don't have any message error when I try to send a message whithout
> defining a new required field. Why?
> I am a new user of quickfix, maybe I am missing something important.
>
> Thanks,
> Kamel
>
>
>
> ------------------------------
> Are you a PC?  Upload your PC story and show the world Click Here!<http://clk.atdmt.com/UKM/go/122465942/direct/01/>
>

[Quickfix-users] FIX CERTIFICATION AND USER DEFINED FIELDS

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

Hi,

I did a FIX certification this morning and I had a problem with a user
defined field, TAG 7212 set to "Y" to send an ANONYMOUS order.
I don't understand why I have an INVALID TAG NUMBER as I followed the
procedure described on
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html .
Also, the event onMessage(QuickFix42.ExecutionReport order, SessionID
psessionID) was not called in this case, even if I received an execution
report (35 = 8, see below).

Here is an extract of my code:

using QuickFix;

namespace FIX
{
    public class Anonymous : StringField
    {
        public Anonymous() : base(7212) { }
        public Anonymous(String data) : base(7212, data) { }
    }
}

...

message.setField(new FIX.Anonymous("Y"));

....


Here is an extract of my log-file (the initiator is VMI and the acceptor is
IRESS):

*
8=FIX.4.2
9=161
35=D
34=124
49=VMI
52=20090121-16:43:23.524
56=IRESS
11=8589690506819725808HAE
21=1
38=1000
40=1
44=0.85
54=1
55=HAE
60=20090121-16:43:23
100=TSX
207=TSX

7212=Y
10=045
*

8=FIX.4.2
9=239
35=8

34=172
49=IRESS
52=20090121-16:43:24.870
56=VMI
6=0.000000
11=8589690506819725808HAE
14=0
17=301
20=0
21=1
31=0.000000
32=0
37=127
38=1000
39=A
40=1
54=1
55=HAE
59=0
60=20090121-16:43:24
150=A
151=1000
167=CS
198=53266
207=TSX
7212=Y
10=191


*
8=FIX.4.2
9=103
35=3
34=125
49=VMI
52=20090121-16:43:23.556
56=IRESS
45=172
58=Invalid
tag number
371=7212
372=8
373=0
10=086
*

8=FIX.4.2
9=239
35=8

34=173
49=IRESS
52=20090121-16:43:24.917
56=VMI
6=0.000000
11=8589690506819725808HAE
14=0
17=302
20=0
21=1
31=0.000000
32=0
37=127
38=1000
39=0
40=1
54=1
55=HAE
59=0
60=20090121-16:43:24
150=0
151=1000
167=CS
198=53266
207=TSX
7212=Y
10=161

*
8=FIX.4.2
9=103
35=3
34=126
49=VMI
52=20090121-16:43:23.595
56=IRESS
45=173
58=Invalid
tag number
371=7212
372=8
373=0
10=091
*
8=FIX.4.2
9=250
35=8

34=174
49=IRESS
52=20090121-16:43:25.104
56=VMI
6=0.790000
11=8589690506819725808HAE
14=1000
17=303
20=0
21=1
30=TSX
31=0.790000
32=1000
37=127
38=1000
39=2
40=1
54=1
55=HAE
59=0
60=20090121-16:43:25
150=2
151=0
167=CS
198=306219
207=TSX
7212=Y
10=022

*
8=FIX.4.2
9=103
35=3
34=127
49=VMI
52=20090121-16:43:23.789
56=IRESS
45=174
58=Invalid
tag number
371=7212
372=8
373=0
10=098
*



Can someone help me?

Thanks,
Kamel

Re: [Quickfix-users] quickfix testing result

[li j. <lij...@gm...>]

Grant Birchmeier, thanks, and it's strange that runat not listen on the
port. I use netstat on xp can't see the port. So runut connect to which port
for testing?



2009/1/20, Grant Birchmeier <gbi...@co...>:
>
> That's telling you that 162 test cases were run and none of them failed.
>
> In other words, everything is working perfectly.
>
>
>
> On Tue, Jan 20, 2009 at 5:11 AM, li jiesong <lij...@gm...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >
> > wanna study quickfix, compiled the source and runut and runat on command
> line, I just got below result from runut. It seem runat not listen on the
> listening port or runat on work. I follow all the install instruction.
> Anything should I pay attention? What's the correct result? Thanks...
> >
> > <ut>
> >   <output>
> >
> ................................................................................
> >
> ................................................................................
> > ..
> >   </output>
> >   <results total="162" failures="0">
> >   </results>
> > </ut>
> >
> ------------------------------------------------------------------------------
> > 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
> >
> >
>

Re: [Quickfix-users] quickfix testing result

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

That's telling you that 162 test cases were run and none of them failed.

In other words, everything is working perfectly.



On Tue, Jan 20, 2009 at 5:11 AM, li jiesong <lij...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> wanna study quickfix, compiled the source and runut and runat on command line, I just got below result from runut. It seem runat not listen on the listening port or runat on work. I follow all the install instruction. Anything should I pay attention? What's the correct result? Thanks...
>
> <ut>
>   <output>
> ................................................................................
> ................................................................................
> ..
>   </output>
>   <results total="162" failures="0">
>   </results>
> </ut>
> ------------------------------------------------------------------------------
> 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] quickfix testing result

[li j. <lij...@gm...>]

wanna study quickfix, compiled the source and runut and runat on command
line, I just got below result from runut. It seem runat not listen on the
listening port or runat on work. I follow all the install instruction.
Anything should I pay attention? What's the correct result? Thanks...

<ut>
  <output>
................................................................................
................................................................................
..
  </output>
  <results total="162" failures="0">
  </results>
</ut>

Re: [Quickfix-users] Conditionally required field missing

[Peter P. <pet...@ho...>]

Dear Kamel,



What sort of order is it? The price field is required for limit orders
(and some others too, I think). What is the value you have for OrdType
(40)?



Yours,



Dan

Date: Thu, 15 Jan 2009 23:25:01 -0500
From: ka...@gm...
To: qui...@li...
Subject: [Quickfix-users] Conditionally required field missing

Hi,

I try to send a market order using the QuickFix42.NewOrderSingle method.
If I don't set the price field, I obtain the following problem:
"58 = Conditionally Required Field Missing <44>".

However, in the XML file, Price is not a required field. So, why I can not send my message?
Moreover, if I set any other field from not required to required in my XML file, I don't have any message error when I try to send a message whithout defining a new required field. Why?

I am a new user of quickfix, maybe I am missing something important.

Thanks,
Kamel 



_________________________________________________________________
Choose the perfect PC or mobile phone for you
http://clk.atdmt.com/UKM/go/130777504/direct/01/

[Quickfix-users] Conditionally required field missing

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

Hi,

I try to send a market order using the QuickFix42.NewOrderSingle method.
If I don't set the price field, I obtain the following problem:
"58 = Conditionally Required Field Missing <44>".
However, in the XML file, Price is not a required field. So, why I can not
send my message?
Moreover, if I set any other field from not required to required in my XML
file, I don't have any message error when I try to send a message whithout
defining a new required field. Why?
I am a new user of quickfix, maybe I am missing something important.

Thanks,
Kamel

[Quickfix-users] sequence numbers ( IN-OUT ) between 2 different days

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

Hi All
Usually between a day and the following all of 
the sequence numbers ( in - out ) that FIX uses are reset.
I would like to avoid that keeping incrementing these 2 values; 
I don't want to reset them.
I set on my settings "ResetOnDisconnect" = "N" but It doesn't work.
Each day I have to set manually the value expected by my application
that is sent by the FIX Server.
What can I do to fix this?
Thanks for your help
Kind Regards
Manu Stone
_________________________________________________________________
Quali sono le più cliccate della settimana?
http://livesearch.it.msn.com/

[Quickfix-users] Message Buffer Size

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

When my test program sends 50,000 FIX trades, some of the execution  
report messages get lost on the return trip.  This doesn't happen  
when the test size is smaller, like 20,000 trades.  Some ERs appear  
to be lost and my theory is that the quickfix buffer is overflowing.   
I am using the file store.    How can I increase the size of the  
buffer, or guarantee that messages won't be dropped?

I am setting PersistMessages in my .cfg file of both the initiator  
and the acceptor ( attached ).  Still, I am losing messages.  Is  
there something else I need to do?

-- 
Vincent

[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=1
FileStorePath=sellerstore
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=localhost
PersistMessages=Y


[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=8003
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
PersistMessages=Y

Re: [Quickfix-users] TransactTime

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

got it, nevermind.

On Dec 22, 2008, at 9:48 PM, Vincent Predoehl wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm having difficulty figuring out  how to set the field  
> FIX::TransactTime.  For example, the class NewOrderMultileg takes  
> it as a parameter to one of its constructors.
>
> A grep of the code reveals lines like these:
>
> FIELD_SET(*this, FIX::TransactTime);
> set(aTransactTime);
>
> but this isn't helping me much because I can't trace the macros  
> back with my vim editor.  It would be cool if someone could give me  
> the synopsis or the macro, whatever the case may be, that will  
> create the FIX::TransactTime object?
>
> -- 
> Vincent
>
>
>
> ---------------------------------------------------------------------- 
> --------
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

-- 
Vincent

[Quickfix-users] TransactTime

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

I'm having difficulty figuring out  how to set the field  
FIX::TransactTime.  For example, the class NewOrderMultileg takes it  
as a parameter to one of its constructors.

A grep of the code reveals lines like these:

FIELD_SET(*this, FIX::TransactTime);
set(aTransactTime);

but this isn't helping me much because I can't trace the macros back  
with my vim editor.  It would be cool if someone could give me the  
synopsis or the macro, whatever the case may be, that will create the  
FIX::TransactTime object?

-- 
Vincent

[Quickfix-users] MultiLeg Trades

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

I'm trying to figure out how to send a Multileg New Order using the  
FIX notation.  Can someone point me to the tags I need to use?

-- 
Vincent

Re: [Quickfix-users] Resend Request question

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

One of my other tests worked a little better.   A reasonable  
explanation would be that a message was dropped.  So my question is,  
is  adding the PersistMessages parameter to the .cfg file something  
you're supposed to be able to do?

On Dec 9, 2008, at 12:13 AM, Osbert Feng wrote:

>
> Did you try just adding the parameter to your .cfg as follows?
>
> [DEFAULT]
> ConnectionType=initiator
> HeartBtInt=30
> ReconnectInterval=1
> FileStorePath=sellerstore
> FileLogPath=log
> StartTime=00:00:00
> EndTime=00:00:00
> UseDataDictionary=N
> SocketConnectHost=localhost
> PersistMessages=Y

-- 
Vincent

Re: [Quickfix-users] Resend Request question

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

yes, it didn't seem to help though.

On Dec 9, 2008, at 12:13 AM, Osbert Feng wrote:

> Did you try just adding the parameter to your .cfg as follows?
>
> [DEFAULT]
> ConnectionType=initiator
> HeartBtInt=30
> ReconnectInterval=1
> FileStorePath=sellerstore
> FileLogPath=log
> StartTime=00:00:00
> EndTime=00:00:00
> UseDataDictionary=N
> SocketConnectHost=localhost
> PersistMessages=Y
>

-- 
Vincent

Re: [Quickfix-users] Resend Request question

[Osbert F. <oz...@hu...>]

Vincent Predoehl wrote:

> I have a test program that is dumping mass quantities of trades through 
> QF.  After dumping 20,000 or so trades, I get a resend request because a 
> message got lost.  Am I supposed to do something when that happens, on 
> either side or does quickfix handle the resending of any data?  The 
> phenomenon occurs when I try testing with 30000, or 40000 trades.  
> 20,000 trades or less seems to work fine.
> 
> When things go fast, say 1000 trades every 3 seconds, I'm guessing QF 
> doesn't have the ability to resend if something goes wrong.

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

Under Storage, PersistMessages, is your configuration explicitly set to 
Y?  Documentation seems to imply that if PersistMessages is N (like by 
default), QF will only send gap fills and not actually resend.

[Quickfix-users] Resend Request question

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

I have a test program that is dumping mass quantities of trades  
through QF.  After dumping 20,000 or so trades, I get a resend  
request because a message got lost.  Am I supposed to do something  
when that happens, on either side or does quickfix handle the  
resending of any data?  The phenomenon occurs when I try testing with  
30000, or 40000 trades.  20,000 trades or less seems to work fine.

When things go fast, say 1000 trades every 3 seconds, I'm guessing QF  
doesn't have the ability to resend if something goes wrong.

-- 
Vincent

Re: [Quickfix-users] quickfix testing?

[Jiryih T. <jt...@ya...>]

You may have to build QuickFIX to see the binaries.  Follow the link below for some instructions.

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

Jiryih Tsaur



----- Original Message ----
From: Ota Amaize <oa...@ba...>
To: "qui...@li..." <qui...@li...>
Sent: Monday, December 8, 2008 10:22:01 AM
Subject: [Quickfix-users] quickfix testing?

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


Hi,
  I am an intern completely new to using quickfix and I have just started to look into building or testing the program. I have downloaded all the files, but I am wondering if everything is already set to be tested or do I have to build QuickFIX from the ground up? If everything is already ready to be tested, I looked into the testing phase, and in the runut script it looks for \release\ut.exe, which doesn’t seem to exist. Is there something I am missing?
Thanks in advance.
 
--Ota


      

[Quickfix-users] quickfix testing?

[Ota A. <oa...@ba...>]

This incoming email has been scanned by AVG Enterprise Edition.
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[Quickfix-users] FIX with options and futures

[vbgargote <vbg...@gm...>]

Hi,
Can I develop an application that will help me to trade in options and
futures trading using quickfix. I have a sample application that places
orders for a "ticker", but what about options/futures contract. And what
could be the fix message format these if its possible .

Thanks in advance.
-- 
View this message in context: http://www.nabble.com/FIX-with-options-and-futures-tp20788637p20788637.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Exchange connect information

[vbgargote <vbg...@gm...>]

Hi,
 To connect to exchanges like "ICE", "NYSE ARCA" what are the basic or
necessary things one should cater for?Suppose I have not worked on any of
the exchanges and now I need to connect to NYSE, place orders and receive
the execution reports, so to connect to NYSE or after connecting to NYSE
what all things i need to handle.
Thanks in advance.
-- 
View this message in context: http://www.nabble.com/Exchange-connect-information-tp20577714p20577714.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.