quickfix-users — QuickFIX user support

Re: [Quickfix-users] Unable to access shared body file on reconnect

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

you need to clean the previous connector by calling .Dispose()

On Fri, Nov 14, 2008 at 14:19, <Jek...@gr...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> All--
>
> I'm working on a bit of code that is supposed to disconnect an Initiator
> from FIX and then reconnect using new credentials whenever a change is made
> to FixSession.config. I am able to successfully disconnect, but when I
> attempt to create a new Initiator, I get:
>
> Exception in quickfix_net QuickFix.ConfigError: Configuration failed: Could
> not open body file: FileStore\FIX.4.0-TESTECN5-FIXROUTER.body
>
> The file exists, but appears to be locked. Is there something obvious I'm
> missing?
>
> The application I'm writing runs under Windows using .net. Any help would
> be deeply appreciated.
>
> --Jekke
>
> This message w/attachments (message) may be privileged, confidential or
> proprietary, and if you are not an intended recipient, please notify the
> sender, do not use or share it and delete it.  Subject to applicable law,
> Group One Trading, LP may monitor, review and retain e-communications (EC)
> traveling through its networks/systems. The laws of the country of each
> sender/recipient may impact the handling of EC, and EC may be archived,
> supervised and produced in countries other than the country in which you are
> located. This message cannot be guaranteed to be secure or error-free.
>
>
> -------------------------------------------------------------------------
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> _______________________________________________
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>

[Quickfix-users] Unable to access shared body file on reconnect

[<Jek...@gr...>]

All--

I'm working on a bit of code that is supposed to disconnect an Initiator from FIX and then reconnect using new credentials whenever a change is made to FixSession.config. I am able to successfully disconnect, but when I attempt to create a new Initiator, I get:

Exception in quickfix_net QuickFix.ConfigError: Configuration failed: Could not open body file: FileStore\FIX.4.0-TESTECN5-FIXROUTER.body

The file exists, but appears to be locked. Is there something obvious I'm missing?

The application I'm writing runs under Windows using .net. Any help would be deeply appreciated.

--Jekke

This message w/attachments (message) may be privileged, confidential or proprietary, and if you are not an intended recipient, please notify the sender, do not use or share it and delete it.  Subject to applicable law, Group One Trading, LP may monitor, review and retain e-communications (EC) traveling through its networks/systems. The laws of the country of each sender/recipient may impact the handling of EC, and EC may be archived, supervised and produced in countries other than the country in which you are located. This message cannot be guaranteed to be secure or error-free.

Re: [Quickfix-users] Errata corrige

[Rodrick B. <rod...@gm...>]

On Thu, Nov 6, 2008 at 6:10 AM, Francesco <fpi...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi everybody!
> I'm receiving in Execution Report messages the tag field 6081. My
> application refuses those messages because of "Invalid Tag Number".
> How can I solve this issue? Where to put the definition of this new field?
> Thank you for all, regards.
>

Your data dictionary.


>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
[ Rodrick R. Brown ]
http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown

Re: [Quickfix-users] Errata corrige

[Francesco <fpi...@gm...>]

Hi everybody!
I'm receiving in Execution Report messages the tag field 6081. My
application refuses those messages because of "Invalid Tag Number".
How can I solve this issue? Where to put the definition of this new field?
Thank you for all, regards.

[Quickfix-users] (no subject)

[Chris W. <cw...@ma...>]

Hi,

I see some previous discussion regarding using SSL with QuickFix, but
there does not appear to be any integrated support. I'm wanting to
integrate QuickFIX into an existing C# client application. Does anyone
know of any existing code or support for this?
I don't want to go down the stunnel route as my client application needs
to be a complete solution without requiring other applications to run.

Cheers,
Chris

Re: [Quickfix-users] Compiling with postgresql on Darwin ( Mac OS X )

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

I've tried:

./configure --with-postgresql=/sw/include/postgresql
./configure --with-postgresql=/sw/include
./configure --with-postgresql=/sw

and still get the same error.  I can build from the source if I have  
to, but I would rather use fink to manage this if I can.  Thanks!!

On Nov 4, 2008, at 9:35 AM, or...@qu... wrote:

> I think you will need to do something like ./configure
> --with-postgresql=/sw
>
>> -------- Original Message --------
>> Subject: [Quickfix-users] Compiling with postgresql on Darwin  
>> ( Mac OS
>> X )
>> From: Vincent Predoehl <vpr...@ph...>
>> Date: Tue, November 04, 2008 12:11 am
>> To: Qui...@li...
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/ 
>> services.html<hr>When I compile QF on my machine, I'm getting this  
>> error:
>> In file included from ../PostgreSQLStore.h:36,
>>                   from PostgreSQLStoreTestCase.h:28,
>>                   from PostgreSQLStoreTestCase.cpp:29:
>> ../PostgreSQLConnection.h:35:22: error: libpq-fe.h: No such file or
>> directory
>> I'm trying to include postgresql support using the postgresql
>> installation managed by the fink installer.  I had this problem
>> before and I apologize, but I can't find the previous responses.
>> Fink puts the postgres stuff in unorthodox places:
>> /sw/lib
>> /sw/bin
>> /sw/include/postgresql   ( contains libpq-fe.h )
>> How can I get the build to find the new location?  I tried building
>> without postgresql and I get these symbols missing when I link:  If I
>> remember correctly, postgresql is used for the message store, and I
>> am content to use disk files for now, so I either need to get my link
>> step to find the symbols below, or get quickfix to build with
>> postgresql like I had it before.
>> -- 
>> Vincent
>> _error_message
>> _krb5_cc_close
>> _krb5_cc_default
>> _krb5_cc_get_principal
>> _krb5_free_context
>> _krb5_free_error
>> _krb5_free_principal
>> _krb5_free_unparsed_name
>> _krb5_init_context
>> _krb5_sendauth
>> _krb5_sname_to_principal
>> _krb5_unparse_name
>> _SSL_pending
>> _BIO_ctrl
>> _BIO_free
>> _BIO_new_file
>> _CRYPTO_num_locks
>> _CRYPTO_set_id_callback
>> _CRYPTO_set_locking_callback
>> _ENGINE_by_id
>> _ENGINE_load_private_key
>> _ERR_get_error
>> _ERR_reason_error_string
>> _OPENSSL_config
>> _PEM_read_bio_PrivateKey
>> _PEM_read_bio_X509
>> _SSL_CTX_free
>> _SSL_CTX_get_cert_store
>> _SSL_CTX_load_verify_locations
>> _SSL_CTX_new
>> _SSL_CTX_set_verify
>> _SSL_connect
>> _SSL_free
>> _SSL_get_error
>> _SSL_get_ex_data
>> _SSL_get_peer_certificate
>> _SSL_library_init
>> _SSL_load_error_strings
>> _SSL_new
>> _SSL_read
>> _SSL_set_ex_data
>> _SSL_set_fd
>> _SSL_shutdown
>> _SSL_write
>> _TLSv1_method
>> _X509_NAME_get_text_by_NID
>> _X509_NAME_oneline
>> _X509_STORE_load_locations
>> _X509_STORE_set_flags
>> _X509_check_private_key
>> _X509_free
>> _X509_get_subject_name<hr>------------------------------------------- 
>> ------------------------------
>> This SF.Net email is sponsored by the Moblin Your Move Developer's  
>> challenge
>> Build the coolest Linux based applications with Moblin SDK & win  
>> great prizes
>> Grand prize is a trip for two to an Open Source event anywhere in  
>> the world
>> http://moblin-contest.org/redirect.php?banner_id=100&url=/ 
>> <hr>_______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

-- 
Vincent

Re: [Quickfix-users] Compiling with postgresql on Darwin ( Mac OS X )

[<or...@qu...>]

I think you will need to do something like ./configure
--with-postgresql=/sw

> -------- Original Message --------
> Subject: [Quickfix-users] Compiling with postgresql on Darwin ( Mac OS
> X )
> From: Vincent Predoehl <vpr...@ph...>
> Date: Tue, November 04, 2008 12:11 am
> To: Qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>When I compile QF on my machine, I'm getting this error:
> In file included from ../PostgreSQLStore.h:36,
>                   from PostgreSQLStoreTestCase.h:28,
>                   from PostgreSQLStoreTestCase.cpp:29:
> ../PostgreSQLConnection.h:35:22: error: libpq-fe.h: No such file or  
> directory
> I'm trying to include postgresql support using the postgresql  
> installation managed by the fink installer.  I had this problem  
> before and I apologize, but I can't find the previous responses.   
> Fink puts the postgres stuff in unorthodox places:
> /sw/lib
> /sw/bin
> /sw/include/postgresql   ( contains libpq-fe.h )
> How can I get the build to find the new location?  I tried building  
> without postgresql and I get these symbols missing when I link:  If I  
> remember correctly, postgresql is used for the message store, and I  
> am content to use disk files for now, so I either need to get my link  
> step to find the symbols below, or get quickfix to build with  
> postgresql like I had it before.
> -- 
> Vincent
> _error_message
> _krb5_cc_close
> _krb5_cc_default
> _krb5_cc_get_principal
> _krb5_free_context
> _krb5_free_error
> _krb5_free_principal
> _krb5_free_unparsed_name
> _krb5_init_context
> _krb5_sendauth
> _krb5_sname_to_principal
> _krb5_unparse_name
> _SSL_pending
> _BIO_ctrl
> _BIO_free
> _BIO_new_file
> _CRYPTO_num_locks
> _CRYPTO_set_id_callback
> _CRYPTO_set_locking_callback
> _ENGINE_by_id
> _ENGINE_load_private_key
> _ERR_get_error
> _ERR_reason_error_string
> _OPENSSL_config
> _PEM_read_bio_PrivateKey
> _PEM_read_bio_X509
> _SSL_CTX_free
> _SSL_CTX_get_cert_store
> _SSL_CTX_load_verify_locations
> _SSL_CTX_new
> _SSL_CTX_set_verify
> _SSL_connect
> _SSL_free
> _SSL_get_error
> _SSL_get_ex_data
> _SSL_get_peer_certificate
> _SSL_library_init
> _SSL_load_error_strings
> _SSL_new
> _SSL_read
> _SSL_set_ex_data
> _SSL_set_fd
> _SSL_shutdown
> _SSL_write
> _TLSv1_method
> _X509_NAME_get_text_by_NID
> _X509_NAME_oneline
> _X509_STORE_load_locations
> _X509_STORE_set_flags
> _X509_check_private_key
> _X509_free
> _X509_get_subject_name<hr>-------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
> Build the coolest Linux based applications with Moblin SDK & win great prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/<hr>_______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Compiling with postgresql on Darwin ( Mac OS X )

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

When I compile QF on my machine, I'm getting this error:

In file included from ../PostgreSQLStore.h:36,
                  from PostgreSQLStoreTestCase.h:28,
                  from PostgreSQLStoreTestCase.cpp:29:
../PostgreSQLConnection.h:35:22: error: libpq-fe.h: No such file or  
directory

I'm trying to include postgresql support using the postgresql  
installation managed by the fink installer.  I had this problem  
before and I apologize, but I can't find the previous responses.   
Fink puts the postgres stuff in unorthodox places:

/sw/lib
/sw/bin
/sw/include/postgresql   ( contains libpq-fe.h )

How can I get the build to find the new location?  I tried building  
without postgresql and I get these symbols missing when I link:  If I  
remember correctly, postgresql is used for the message store, and I  
am content to use disk files for now, so I either need to get my link  
step to find the symbols below, or get quickfix to build with  
postgresql like I had it before.

-- 
Vincent
_error_message
_krb5_cc_close
_krb5_cc_default
_krb5_cc_get_principal
_krb5_free_context
_krb5_free_error
_krb5_free_principal
_krb5_free_unparsed_name
_krb5_init_context
_krb5_sendauth
_krb5_sname_to_principal
_krb5_unparse_name
_SSL_pending
_BIO_ctrl
_BIO_free
_BIO_new_file
_CRYPTO_num_locks
_CRYPTO_set_id_callback
_CRYPTO_set_locking_callback
_ENGINE_by_id
_ENGINE_load_private_key
_ERR_get_error
_ERR_reason_error_string
_OPENSSL_config
_PEM_read_bio_PrivateKey
_PEM_read_bio_X509
_SSL_CTX_free
_SSL_CTX_get_cert_store
_SSL_CTX_load_verify_locations
_SSL_CTX_new
_SSL_CTX_set_verify
_SSL_connect
_SSL_free
_SSL_get_error
_SSL_get_ex_data
_SSL_get_peer_certificate
_SSL_library_init
_SSL_load_error_strings
_SSL_new
_SSL_read
_SSL_set_ex_data
_SSL_set_fd
_SSL_shutdown
_SSL_write
_TLSv1_method
_X509_NAME_get_text_by_NID
_X509_NAME_oneline
_X509_STORE_load_locations
_X509_STORE_set_flags
_X509_check_private_key
_X509_free
_X509_get_subject_name

Re: [Quickfix-users] QuickFix License.

[Rodrick B. <rod...@gm...>]

On Mon, Nov 3, 2008 at 7:01 PM, Itamar - IspBrasil
<it...@is...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> ok, I agree.
>
> but for me sounds better if you write.
>
> this software is released under the flowing "Apache Software License,
> Version 1.1" based license
>
> xxx
>

Why does it matter? Anything you build on top of QuickFix is yours.


>
>
>
>
> On 11/3/2008 8:56 PM, or...@qu... wrote:
> > Of course it is with the names changed.  Why would we assign ownership
> > of our code to the Apache Software Foundation?
> >
> > --oren
> >
> >
>
>
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



-- 
[ Rodrick R. Brown ]
http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown

Re: [Quickfix-users] QuickFix License.

[Itamar - I. <it...@is...>]

ok, I agree.

but for me sounds better if you write.

this software is released under the flowing "Apache Software License, 
Version 1.1" based license

xxx




On 11/3/2008 8:56 PM, or...@qu... wrote:
> Of course it is with the names changed.  Why would we assign ownership
> of our code to the Apache Software Foundation?
>
> --oren
>
>    

Re: [Quickfix-users] QuickFix License.

[<or...@qu...>]

Of course it is with the names changed.  Why would we assign ownership
of our code to the Apache Software Foundation?

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-users] QuickFix License.
> From: Itamar - IspBrasil <it...@is...>
> Date: Mon, November 03, 2008 4:31 pm
> To: or...@qu...
> Cc: as...@qu..., qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> your license is ASL 1.1, but with the names changed.
> http://www.apache.org/licenses/LICENSE-1.1
> why you don`t update your website and quickfix source code with correct license info ?
> On 11/3/2008 12:19 PM, or...@qu... wrote:
> > It is released with a Apache/BSD style license, it is an OSI approved
> > license.
> >
> > --oren
> >
> >    
> >> -------- Original Message --------
> >> Subject: QuickFix License.
> >> From: Itamar - IspBrasil<it...@is...>
> >> Date: Sat, November 01, 2008 9:53 am
> >> To: qui...@li..., as...@qu...
> >>
> >>
> >> Why quickfix is not released in a opensource license, like GPL, LGPL
> >> instead using your own license ?
> >>
> >>
> >> --------------------
> >>
> >> Itamar Reis Peixoto
> >>
> >> e-mail/msn: it...@is...
> >> sip: it...@is...
> >> skype: itamarjp
> >> icq: 81053601
> >> +55 11 4063 5033
> >> +55 34 3221 8599
> >>      
> >
> >
> >
> >    
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
> Build the coolest Linux based applications with Moblin SDK & win great prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] QuickFix License.

[Itamar - I. <it...@is...>]

your license is ASL 1.1, but with the names changed.

http://www.apache.org/licenses/LICENSE-1.1

why you don`t update your website and quickfix source code with correct license info ?


On 11/3/2008 12:19 PM, or...@qu... wrote:
> It is released with a Apache/BSD style license, it is an OSI approved
> license.
>
> --oren
>
>    
>> -------- Original Message --------
>> Subject: QuickFix License.
>> From: Itamar - IspBrasil<it...@is...>
>> Date: Sat, November 01, 2008 9:53 am
>> To: qui...@li..., as...@qu...
>>
>>
>> Why quickfix is not released in a opensource license, like GPL, LGPL
>> instead using your own license ?
>>
>>
>> --------------------
>>
>> Itamar Reis Peixoto
>>
>> e-mail/msn: it...@is...
>> sip: it...@is...
>> skype: itamarjp
>> icq: 81053601
>> +55 11 4063 5033
>> +55 34 3221 8599
>>      
>
>
>
>    

Re: [Quickfix-users] QuickFix License.

[<or...@qu...>]

It is released with a Apache/BSD style license, it is an OSI approved
license.

--oren

> -------- Original Message --------
> Subject: QuickFix License.
> From: Itamar - IspBrasil <it...@is...>
> Date: Sat, November 01, 2008 9:53 am
> To: qui...@li..., as...@qu...
> 
> 
> Why quickfix is not released in a opensource license, like GPL, LGPL 
> instead using your own license ?
> 
> 
> --------------------
> 
> Itamar Reis Peixoto
> 
> e-mail/msn: it...@is...
> sip: it...@is...
> skype: itamarjp
> icq: 81053601
> +55 11 4063 5033
> +55 34 3221 8599

[Quickfix-users] QuickFix License.

[Itamar - I. <it...@is...>]

Why quickfix is not released in a opensource license, like GPL, LGPL 
instead using your own license ?


--------------------

Itamar Reis Peixoto

e-mail/msn: it...@is...
sip: it...@is...
skype: itamarjp
icq: 81053601
+55 11 4063 5033
+55 34 3221 8599

Re: [Quickfix-users] Does quickfix work with every counterpart product supporting FIX v4.4?

[Rodrick B. <rod...@gm...>]

On Sun, Oct 26, 2008 at 9:31 AM, Ben Stover <bxs...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Sorry for this question:
> Assume I create FIX messages with a client based on quickfix.
> I send them to another company which owns a different FIX product (but
> which supports
> FIX 4.4 as well).
>
> Does quickfix cooperate in such a scenario with other products or are there
> incompatibilities?


Yes and No. FIX itself is a protocol that adheres to the FPL FIX protocol
specification(s) see http://www.fixprotocol.org. The problem with FIX is
that many apps use custom fields and sometimes even require variations of
the offical spec to work seemlessly together. Most companies will provide
you with their offical FIX specification and you might have to tweak your
data dictionary accordinly to accept or reject certain flags required by
your counter party. I've mostly noticed isseus when dealing with assests
outside fo the equities space ie. FIX 4.4 trading FX, Fixed Income etc..

This is all still pretty trivial. We're currently using QuickFix and have no
problem connection to all the major US Exchanges: NYSE, ISE, CBOE, NASD
etc.. Also we have many counter parties using a slew of fix engines
commerical and home grown not even based on the Quickfix API that are able
to trade with us fine.

I hope this clears up some of your confusion.

>
> Ben
>
>
>
>
>
>
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



-- 
[ Rodrick R. Brown ]
http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown

[Quickfix-users] Does quickfix work with every counterpart product supporting FIX v4.4?

[Ben S. <bxs...@ya...>]

Sorry for this question:
Assume I create FIX messages with a client based on quickfix.
I send them to another company which owns a different FIX product (but which supports
FIX 4.4 as well). 

Does quickfix cooperate in such a scenario with other products or are there 
incompatibilities?

Ben

[Quickfix-users] connecting without DataDictionary on files

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

hi all
I am trying to use quickfix without using a DataDictionary stored on xml file, 
but using a FIX::DataDictionary object to pass to application.
How to do that?
 
FIX::Session has setDictionary but how to retrieve this starting from
a FIX::SocketInitiator? The GetSession returns the FIX::Session provided
of a FIX::SessionID and FIX::Responder? How to get this second class in my application?
 
I usually start a connection using
 
FIX::SocketInitiator::start method only
 
Regards
mn
 
Exmaple 
 
 
FIX::SessionID id;
FIX::Dictionary dictioanry;
// setup dictionary...
FIX::SessionSettings settings;
 
settings.set( id, dictionary );
 
FIX::FileStoreFactory storeFactory( settings );
FIX::ScreenLogFactory logFactory( true, true, true ); 
FixLogInApplication application;
 
FIX::SocketInitiator* connection = new FIX::SocketInitiator ( 
                       application, storeFactory, settings, logFactory )
);
 
// connection->start() to connect
 
// here i want to set my FIX::DataDictionary object
// but I need a FIX::Session*
FIX::Session* session = connection->getSession( id, ????where I get this ??? );
_________________________________________________________________
Screensaver e sfondi… Scaricali dallo Spaces di Doretta!
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[Quickfix-users] loggin using FIX::Session object

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

Hi All
I am trying to use quickfix using a Session.I did the following
Can you tell me what is wrong?
The SessionFactory::Creaet works because I can see the session
created successfully but then I cannot see any loggin activity.
Regards
 
 
FIX::Session id ( xx prapred properly xx );
FIX::Dictionary dict; 
// prepare FIX::Dictionary
 
FIX::NullApplication application; 
FIX::MemoryStoreFactory messageStore;
FIX::ScreenLogFactory logFactory( true, true, true ); 
FIX::SessionFactory factory( application, messageStore, &logFactory );
 
// here I create a session
FIX::Session* session = new factory.create( id, dictionary ) ); 
 
FIX::DataDictionary xmlFile;
xmlFile.readFromURL( "MyFix42Dictionary.xml" );
session->setDataDictionary( xmlFile );
 
session->logon();
FIX::process_sleep(3.0);
session->logout();
FIX::process_sleep(3.0);
session->disconnect();
FIX::process_sleep(3.0);
_________________________________________________________________
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Re: [Quickfix-users] Config faild

[Hamza K. <h.k...@gm...>]

Hello,

You can try this:

_Acceptor.stop(True)

This will enforce the acceptor to stop immediately, and free its
resources...


Best Regards,
Hamza A. Kamaleddine



On Wed, Oct 22, 2008 at 11:44 PM, Malinka Rellikwodahs <ael...@gm...
> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I must clarify that I'm in .NET so no destructor must be called, just with
>> nulling the Object it is destroyed.
>>
>
> that's not entirely true, with .NET objects get destroyed when there are no
> references to them and the Garbage Collector runs a collection on the
> system, which it only does pretty much when it thinks it needs to, or thinks
> there is a lot of memory to reclaim, so it's quite likely that when you set
> the references to null and then call on the startup sequence that .NET has
> not yet disposed of those objects, you might try
>
>
> If(initiator. .isLoggedOn())
>
> {
>
>                  initiator.stop();
>
>                  initiator.Dispose();
>
>               application = null;
>
>               settings = null;
>
>               initiator = null;
>
> }
>
>
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
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> _______________________________________________
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> Qui...@li...
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>
>


-- 
Best Regards,

Hamza KAMALEDDINE
Software Analyst/Developer
Netiks International s.a.l.
www.netiks.com
Mobile: +961 70 97 55 90


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Re: [Quickfix-users] Config faild

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

>
> I must clarify that I'm in .NET so no destructor must be called, just with
> nulling the Object it is destroyed.
>

that's not entirely true, with .NET objects get destroyed when there are no
references to them and the Garbage Collector runs a collection on the
system, which it only does pretty much when it thinks it needs to, or thinks
there is a lot of memory to reclaim, so it's quite likely that when you set
the references to null and then call on the startup sequence that .NET has
not yet disposed of those objects, you might try


If(initiator. .isLoggedOn())

{

                 initiator.stop();

                 initiator.Dispose();

              application = null;

              settings = null;

              initiator = null;

}

[Quickfix-users] FW: fatal error C1083: Cannot open include file: 'quickfix/exceptions.h': No such file or directory

[Ashish G. <ash...@es...>]

Hi there,

 

I am new comer to Quickfix and have been trying to build .NET version of
Quick fix using VC++ 2008 (quickfix_vs8.sln)

 

However, I am getting errors during the build

 

Any body knows how to fix this issue? Please help

 

 

1>MSXML_DOMDocument.cpp

1>.\MSXML_DOMDocument.cpp(22) : fatal error C1083: Cannot open include file:
'atlbase.h': No such file or directory

1>LIBXML_DOMDocument.cpp

1>.\LIBXML_DOMDocument.cpp(22) : fatal error C1083: Cannot open include
file: 'atlbase.h': No such file or directory

3>LINK : fatal error LNK1181: cannot open input file 'quickfix.lib'

3>Build log was saved at
"file://d:\Quickfix\quickfix\src\debug\vs8\BuildLog.htm"

4>LINK : fatal error LNK1181: cannot open input file 'quickfix.lib'

4>Could not delete temporary file. Make sure that you do not have it open
and that the file is not protected.

4>

4>Build log was saved at
"file://d:\Quickfix\quickfix\src\debug\vs8\BuildLog.htm"

4>test_acceptance_vs8 - 1 error(s), 0 warning(s)

6>------ Rebuild All started: Project: quickfix_net_vs8, Configuration:
Debug Win32 ------

6>Deleting intermediate and output files for project 'quickfix_net_vs8',
configuration 'Debug|Win32'

6>Compiling...

6>cl : Command line warning D9035 : option 'clr:oldsyntax' has been
deprecated and will be removed in a future release

6>Stdafx.cpp

5>UtcTimeOnlyTestCase.cpp

6>Compiling...

5>ut.cpp

6>cl : Command line warning D9035 : option 'clr:oldsyntax' has been
deprecated and will be removed in a future release

6>Session.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>ScreenLog.cpp

6>d:\quickfix\quickfix\src\.net\SessionID.h(28) : fatal error C1083: Cannot
open include file: 'quickfix/SessionID.h': No such file or directory

6>quickfix_net.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>PostgreSQLStore.cpp

6>PostgreSQLLog.cpp

6>OdbcStore.cpp

5>StringUtilitiesTestCase.cpp

6>OdbcLog.cpp

5>SocketUtilitiesTestCase.cpp

6>MySQLStore.cpp

6>MySQLLog.cpp

6>MessageStoreFactory.cpp

5>SocketServerTestCase.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>MessageStore.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>Message.cpp

5>SocketConnectorTestCase.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>MemoryMessageStore.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>Group.cpp

5>SocketAcceptorTestCase.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>FileMessageStore.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>FileLog.cpp

5>SettingsTestCase.cpp

6>d:\quickfix\quickfix\src\.net\SessionID.h(28) : fatal error C1083: Cannot
open include file: 'quickfix/SessionID.h': No such file or directory

6>Fields.cpp

6>CPPMessageStore.cpp

5>SessionTimeTestCase.cpp

6>d:\quickfix\quickfix\src\.net\Exceptions.h(29) : fatal error C1083: Cannot
open include file: 'quickfix/exceptions.h': No such file or directory

6>AssemblyInfo.cpp

5>SessionTestCase.cpp

6>Generating Code...

6>Build log was saved at
"file://d:\Quickfix\quickfix\src\.NET\debug\vs8\BuildLog.htm"

>Compiling...

8>tradeclient.cpp

8>d:\quickfix\quickfix\examples\tradeclient\tradeclient.cpp(26) : fatal
error C1083: Cannot open include file: 'quickfix/FileStore.h': No such file
or directory

8>Application.cpp

8>d:\quickfix\quickfix\examples\tradeclient\application.h(25) : fatal error
C1083: Cannot open include file: 'quickfix/Application.h': No such file or
directory

8>Generating Code...

8>Build log was saved at
"file://d:\Quickfix\quickfix\examples\tradeclient\debug\vs8\BuildLog.htm"

8>example_tradeclient_vs8 - 2 error(s), 0 warning(s)

9>------ Rebuild All started: Project: example_ordermatch_vs8,
Configuration: Debug Win32 ------

9>Deleting intermediate and output files for project
'example_ordermatch_vs8', configuration 'Debug|Win32'

9>Compiling...

9>ordermatch.cpp

9>d:\quickfix\quickfix\examples\ordermatch\ordermatch.cpp(26) : fatal error
C1083: Cannot open include file: 'quickfix/FileStore.h': No such file or
directory

9>Market.cpp

5>SessionIDTestCase.cpp

9>Application.cpp

9>d:\quickfix\quickfix\examples\ordermatch\application.h(31) : fatal error
C1083: Cannot open include file: 'quickfix/Application.h': No such file or
directory

10>d:\quickfix\quickfix\examples\executor\c++\executor.cpp(26) : fatal error
C1083: Cannot open include file: 'quickfix/FileStore.h': No such file or
directory

10>Application.cpp

10>d:\quickfix\quickfix\examples\executor\c++\application.h(25) : fatal
error C1083: Cannot open include file: 'quickfix/Application.h': No such
file or directory

 

 

Ashish Gupta

Manager - Data & Technology

Estee Advisors Pvt. Ltd.

Phone: +91-9971-810020

 

 

 

[Quickfix-users] Ordermatch app missing in example folder of download package

[Ben S. <bxs...@ya...>]

In the fix download package some examples are included: Banzai and Executor
However the "src" tree shows that there is a third example app: OrderMatch.

Where can I find the pre-compiled version or Ordermatch? it is NOT included in the download package.

Furthermore in which sequence do I have to start the three cooperating exampl apps

Executor, Banzei, Ordermatch?

Ben

Re: [Quickfix-users] Difference between Initiator and acceptor ?

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

The initiator 'initiates' the FIX connection while the acceptor waits until someone connect to it.   It's more about who initiates the connection to establish the FIX session, not who sends messages and who accepts messages.  Both parties send and receive messages.

Mike


--- On Fri, 10/10/08, Ben Stover <bxs...@ya...> wrote:

> From: Ben Stover <bxs...@ya...>
> Subject: [Quickfix-users] Difference between Initiator and acceptor ?
> To: "qui...@li..." <qui...@li...>
> Date: Friday, October 10, 2008, 12:49 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> As far as I read a FIX application can be either
> implemented as an acceptor or an initiator.
> 
> What is the difference ?
> 
> I assume acceptor waits on incoming FIX msgs whereas
> initiator sends FIX msgs.
> But what if a FIX app should receive AND send FIX
> applications?
> 
> Furthermore I am wordering wether an acceptor must be
> started BEFORE the initiator part 
> starts sending FIX msgs. What happens when the initiator is
> started BEFORE the acceptor?
> 
> Ben
> 
> 
> 
> 
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move
> Developer's challenge
> Build the coolest Linux based applications with Moblin SDK
> & win great prizes
> Grand prize is a trip for two to an Open Source event
> anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users


      

[Quickfix-users] Difference between Initiator and acceptor ?

[Ben S. <bxs...@ya...>]

As far as I read a FIX application can be either implemented as an acceptor or an initiator.

What is the difference ?

I assume acceptor waits on incoming FIX msgs whereas initiator sends FIX msgs.
But what if a FIX app should receive AND send FIX applications?

Furthermore I am wordering wether an acceptor must be started BEFORE the initiator part 
starts sending FIX msgs. What happens when the initiator is started BEFORE the acceptor?

Ben

Re: [Quickfix-users] Getting 'Tag not defined for this message type' on a Field correctly in a group.

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

what is your configuration, is it properly loading the xml for FIX43

On Thu, Oct 9, 2008 at 1:37 PM, Steve Kew <ste...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I am using the QuickFIX engine in a client connecting to a FIX 4.3
> server but it is rejecting an incoming message from the server because
> the message contains a tag that it thinks it shouldn't. However the
> tag is part of a repeating group within the message.
>
>  The incoming message is a Market Data Snapshot Full Refresh message
> and the field in question is field 15 (Currency). If I look in the Xml
> file that I am loading up with the engine, I see
>
>  <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
>    …
>     <group name="NoMDEntries" required="Y">
>       …
>       <field name="Currency" required="N" />
>       …
>     </group>
> </message>
>
> The incoming message is
>
> 8=FIX.4.3;9=348;35=W;49=XXX;56=YYY;34=534;52=20081009-15:49:52;262=R
>
> 633591641813025000;55=EUR/GBP;461=FFCPNO;268=2;269=0;270=0.793979;15=EUR;271=1000000;272=20081217;276=A;299=11006000281009154952347-B0;1026=0.79239;1027=0.001589;269=1;270=0.794634;15=EUR;271=1000000;272=20081217;276=A;299=11006000281009154952347-A0;1026=0.79279;1027=0.001844;10=015
>
> The reject from the engine is
>
>
> 8=FIX.4.3;9=136;35=3;34=461;49=YYY;52=20081009-15:49:41.568;56=XXX;45=534;58=Tag
> not defined for this message type;371=15;372=W;373=2;10=182
>
> I have looked at the code and can see that the reason it is thinking
> that it needs to reject the message is because the fields in the
> DataDictionary for that message don't contain field 15, however the
> fields for the repeating group 268 (NoMDEntries) does.
>
> I was wondering if anyone had encountered this before and if they knew
> how to resolve it?
>
> Many thanks in advance.
>
> Steve Kew
>
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's
> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>