quickfix-users — QuickFIX user support

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

[Steve K. <ste...@gm...>]

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

Re: [Quickfix-users] [Quickfix-developers] FIX to FIML in QF

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

You cannot pass administrative messages from one fix session to another.
 You should instead concentrate on passing through application messages
and let each session manage its own logons and other administrative
tasks.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] FIX to FIML in QF
> From: "Julian" <jul...@pr...>
> Date: Mon, September 29, 2008 8:29 am
> To: <qui...@li...>,
> <qui...@li...>, <or...@qu...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I need to use FIXML with a Server. The solution that came up was to edit
> some QuickFIx code to allow this functionality, the idea is to catch every
> incoming FIXML message and translate it to FIX, and edit every sending
> message to FIXML before the sending. 
> 
>    I created a new class "FIXMLTranslator" that might do that. So in the QF
> class Session.cpp I replaced the line:
> 
>         
> 
>                  message.toString( messageString ); 
> 
>  
> 
> by this one:
> 
>  
> 
>                  messageString = FIXMLParser::ToFIXML(&message);
> 
>  
> 
> This is just before the message is send to the socket... as it's just a
> string he musn't care about the format...So a message like this(logOn):
> 
>  
> 
>                 8=FIX.4.4 9=129 35=A 34=1 49=Terra Verte LP (AGR Power)
> 52=20080704-12:07:32.730 56=NYMEX 50=TRDGR 98=0 108=30 141=Y 553=tvapiuser
> 554=tvapiuser 10=233 
> 
>  
> 
> converts in:
> 
>  
> 
>               <FIXML v="4.4" s="20040109" r="20030618"><UserReq
> UserReqID="1" UserReqTyp="1" Username="tvapiuser"
> Password="tvapiuser"/></FIXML>
> 
>  
> 
> To test this, I create an Iniciator and Acceptor applications, I run them
> with the original QuickFix libraries and it worked great. But when I enter
> the new QF edited libraries this happens:
> 
>    
> 
> In Initiator:
> 
>  
> 
>              20080708-18:00:30 : Connecting to 192.168......... on port
> 31155
> 
>              20080708-18:00:30 : Initiated logon request
> 
>              20080708-18:00:30 : Socket Error: Connection reset by peer.
> 
>              20080708-18:00:30 : Disconnecting
> 
>    In Acceptor:
> 
>  
> 
>              20080708-18:33:42 : Accepted connection from 192.168.1.105 on
> port 31155
> 
>  
> 
>    I've write some loggers files in the QuickFix C++ code to see if the
> logOn message is received and it resulted positive. It seem that for some
> reason the iniciator breake the connection after sending the logOn message,
> it trys to read from the socket and it doesn't find anything... size=0 means
> "Connection reset by peer".
> 
>    I would like to know every possible scenario in which a quickFix session
> is terminated, cause I can't figger it out. What fires the event that trys
> to read from the socket?? I guess it's not continuously reading cause it
> would find size=0 most of times, and throw "connection reset by peer" all
> the time. 
> 
>  
> 
> Thanks, Julian.
> 
> Julián Mendiola | PSF Developer Leader
>  <http://www.prosoftwarefactory.com.ar/>
> http://www.prosoftwarefactory.com.ar
> Dibujo<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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-users] will quickfix support fast fix protocol?

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

On Sun, Sep 21, 2008 at 8:29 PM, SevenCat <bas...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Rodrick Brown 写道:
> > I believe there are some patches available not yet in the main line
> > branch.
> >
> > On Sat, Sep 20, 2008 at 10:13 PM, SevenCat <bas...@gm...
> > <mailto:bas...@gm...>> wrote:
> >
> >     QuickFIX Documentation:
> >     http://www.quickfixengine.org/quickfix/doc/html/index.html
> >     QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >     we'll change to fast fix protocol soon.
> >
> >
> -------------------------------------------------------------------------
> >     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=/
> >     <http://moblin-contest.org/redirect.php?banner_id=100&url=/>
> >     _______________________________________________
> >     Quickfix-users mailing list
> >     Qui...@li...
> >     <mailto:Qui...@li...>
> >     https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
> >
> >
> > --
> > [ Rodrick R. Brown ]
> > http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown
> thanks ,and where can i find them? i've searched
> http://svn.sourceforge.net/svnroot/quickfix/branches/quickfix/ but found
> nothing.
>

Sorry it seems these patches are only available for QuickFix/J
See: http://n2.nabble.com/FIX-5.0-Support---td365137.html


>
> -------------------------------------------------------------------------
> 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] will quickfix support fast fix protocol?

[SevenCat <bas...@gm...>]

Rodrick Brown 写道:
> I believe there are some patches available not yet in the main line 
> branch.
>
> On Sat, Sep 20, 2008 at 10:13 PM, SevenCat <bas...@gm... 
> <mailto:bas...@gm...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>     we'll change to fast fix protocol soon.
>
>     -------------------------------------------------------------------------
>     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=/
>     <http://moblin-contest.org/redirect.php?banner_id=100&url=/>
>     _______________________________________________
>     Quickfix-users mailing list
>     Qui...@li...
>     <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> -- 
> [ Rodrick R. Brown ]
> http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown
thanks ,and where can i find them? i've searched 
http://svn.sourceforge.net/svnroot/quickfix/branches/quickfix/ but found 
nothing.

Re: [Quickfix-users] multiple FIX version in single app

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

Whether you'd like to use a second Application is up to you -- if you'd 
prefer to extend your existing Application to support FIX4.4 messages in 
addition to FIX4.2, QuickFIX certainly allows you to do so.  The 
examples that come with QuickFIX demonstrate this.

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

Re: [Quickfix-users] will quickfix support fast fix protocol?

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

I believe there are some patches available not yet in the main line branch.

On Sat, Sep 20, 2008 at 10:13 PM, SevenCat <bas...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> we'll change to fast fix protocol soon.
>
> -------------------------------------------------------------------------
> 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] multiple FIX version in single app

[Jonathan A. <ja...@aa...>]

I am currently running 4.4 and 4.1 in the same application with
different data dictionaries for each. 

Jonathan Louis Allen
D: 858.547.7731


-----Original Message-----
From: Neeraj Rai [mailto:rn...@ya...] 
Sent: Saturday, September 20, 2008 7:02 PM
To: qui...@li...
Subject: [Quickfix-users] multiple FIX version in single app

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

Hi,

I have a FIX 4.2 application running successfully in production.
There is a need to connect to a FIX 4.4 system. 
I am hoping to extend the current application to have another class that
extends FIXApplication, and code up FIX44 functionality.
Hope that is the right way to approach the problem.
Any pointers in that direction would be appreciated.

thanks
Neeraj



      

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

Advisors Asset Management, Inc. (AAM) is a FINRA/ SIPC member and SEC Registered Investment Advisor.
INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this message is not the intended recipient, you are notified that any disclosure, distribution or copying is prohibited. Please see http://www.aam.us.com/FISBonds/PublicSite/EmailDisclosures.aspx for additional disclosures.

[Quickfix-users] will quickfix support fast fix protocol?

[SevenCat <bas...@gm...>]

we'll change to fast fix protocol soon.

[Quickfix-users] multiple FIX version in single app

[Neeraj R. <rn...@ya...>]

Hi,

I have a FIX 4.2 application running successfully in production.
There is a need to connect to a FIX 4.4 system. 
I am hoping to extend the current application to have another class that
extends FIXApplication, and code up FIX44 functionality.
Hope that is the right way to approach the problem.
Any pointers in that direction would be appreciated.

thanks
Neeraj



      

Re: [Quickfix-users] quickfix static libraries

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

When you run the configure script, pass in --enable-shared=no
--enable-static=yes

--oren

> -------- Original Message --------
> Subject: [Quickfix-users] quickfix static libraries
> From: Emanuele Rocci <roc...@ho...>
> Date: Fri, September 12, 2008 3:40 am
> To: <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>hi All
> Hope that you can help me with this small doubt I have.
> I did some small change on the Quickfix code; I sucessfully build it 
> and everything is ok (I run  in Linux OS ).
>  
> Now I would like to create a static version of the quickfix libraries. I realized that I cannot find  the libquickfix.a file that I need.
> Doen Makfile produce a static version of libraries?
> If not How to create it? I looked for some reference but I didn't come out with any solution.
> Can you help me?
> Many Thanks
> ManuStone
> _________________________________________________________________
> Cerchi un locale per la serata? Chiedilo a Live Maps!
> http://maps.live.it/<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] quickfix static libraries

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

hi All
Hope that you can help me with this small doubt I have.
I did some small change on the Quickfix code; I sucessfully build it 
and everything is ok (I run  in Linux OS ).
 
Now I would like to create a static version of the quickfix libraries. I realized that I cannot find  the libquickfix.a file that I need.
Doen Makfile produce a static version of libraries?
If not How to create it? I looked for some reference but I didn't come out with any solution.
Can you help me?
Many Thanks
ManuStone
_________________________________________________________________
Cerchi un locale per la serata? Chiedilo a Live Maps!
http://maps.live.it/

Re: [Quickfix-users] millisec in timestamps not showing

[DKL-Gator <dl...@sx...>]

Thank you, that was it. I didn't notice the boolean that is needed.  (I'm
using 4.2 by the way).
-Dean

Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
>>Oh, also that the MillisecondsInTimestamp are for timestamps created by
>>the session, if you are creating your own timestamp outside of the
>>session, you must pass in a boolean to the constructor indicating you
>>want milliseconds.
> 
>>--oren
> 
>> -------- Original Message --------
>> Subject: [Quickfix-users]  millisec in timestamps not showing
>> From: DKL-Gator <dl...@sx...>
>> Date: Fri, September 05, 2008 9:21 pm
>> To: qui...@li...
>> 
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> I have MillisecondsInTimeStamp set to Y in my config file. However when I
>> create a timestamp such as with the following code, the timestamp in the
>> message does not have milliseconds in it. What am I doing wrong?
>> 
>> message.set(FIX::ExpireTime(FIX::UtcTimeStamp()));
>> 
>> Thanks,
>> Dean
>> -- 
>> View this message in context:
>> http://www.nabble.com/millisec-in-timestamps-not-showing-tp19342392p19342392.html
>> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>> 
>> 
>> -------------------------------------------------------------------------
>> 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
> 
> 
> -------------------------------------------------------------------------
> 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
> 
> 

-- 
View this message in context: http://www.nabble.com/millisec-in-timestamps-not-showing-tp19342392p19345928.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] millisec in timestamps not showing

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

Oh, also that the MillisecondsInTimestamp are for timestamps created by
the session, if you are creating your own timestamp outside of the
session, you must pass in a boolean to the constructor indicating you
want milliseconds.

--oren

> -------- Original Message --------
> Subject: [Quickfix-users]  millisec in timestamps not showing
> From: DKL-Gator <dl...@sx...>
> Date: Fri, September 05, 2008 9:21 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I have MillisecondsInTimeStamp set to Y in my config file. However when I
> create a timestamp such as with the following code, the timestamp in the
> message does not have milliseconds in it. What am I doing wrong?
> 
> message.set(FIX::ExpireTime(FIX::UtcTimeStamp()));
> 
> Thanks,
> Dean
> -- 
> View this message in context: http://www.nabble.com/millisec-in-timestamps-not-showing-tp19342392p19342392.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
> 
> 
> -------------------------------------------------------------------------
> 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] millisec in timestamps not showing

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

What version of FIX are you using?  Earlier versions of FIX (4.1 and
before) do not support milliseconds in timestamps.

--oren

> -------- Original Message --------
> Subject: [Quickfix-users]  millisec in timestamps not showing
> From: DKL-Gator <dl...@sx...>
> Date: Fri, September 05, 2008 9:21 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I have MillisecondsInTimeStamp set to Y in my config file. However when I
> create a timestamp such as with the following code, the timestamp in the
> message does not have milliseconds in it. What am I doing wrong?
> 
> message.set(FIX::ExpireTime(FIX::UtcTimeStamp()));
> 
> Thanks,
> Dean
> -- 
> View this message in context: http://www.nabble.com/millisec-in-timestamps-not-showing-tp19342392p19342392.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
> 
> 
> -------------------------------------------------------------------------
> 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] millisec in timestamps not showing

[DKL-Gator <dl...@sx...>]

I have MillisecondsInTimeStamp set to Y in my config file. However when I
create a timestamp such as with the following code, the timestamp in the
message does not have milliseconds in it. What am I doing wrong?

message.set(FIX::ExpireTime(FIX::UtcTimeStamp()));

Thanks,
Dean
-- 
View this message in context: http://www.nabble.com/millisec-in-timestamps-not-showing-tp19342392p19342392.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] Unsolicited logOuts

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

Are you actually receiving a Logout (35=5) message, or is the connection 
simply closing? The onLogout() callback will also be called in the case 
of a disconnect when no Logout (35=5) message was received.  Do you see 
any evidence of the connection being dropped by the other side, e.g. 
"Connection reset by peer" in the event log?  Can you post the event and 
fix logs?

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

Re: [Quickfix-users] Looking for a test server

[Alexis M. <ale...@ya...>]

Alain,

Have a look at OpenFIX (www.openfix.net), they have a web-based exchange simulator you can use - though it is restricted in how many messages you can send before you have to restart the simulator. Also, I believe marketcetera (www.marketcetera.org) has an exchange simulator, but I haven't looked into it yet.

Regards,
Alexis



----- Original Message ----
From: Alain Tesio <a....@ne...>
To: qui...@li...
Sent: Wednesday, September 3, 2008 4:27:26 PM
Subject: [Quickfix-users] Looking for a test server

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

Hi,

I'm looking at a light server for testing purposes which is a bit more
complex than executor, with realistic executions (random quantities
for partial executions, random prices, ...)

Any pointer to existing projects ?

Thanks !

-- 

Alain Tésio
Nexfi




-------------------------------------------------------------------------
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] Looking for a test server

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

Hi,

I'm looking at a light server for testing purposes which is a bit more
complex than executor, with realistic executions (random quantities
for partial executions, random prices, ...)

Any pointer to existing projects ?

Thanks !

-- 

Alain Tésio
Nexfi

[Quickfix-users] Unsolicited logOuts

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

I'm trying to debug a problem where I'm getting random unsolicited
logOut's I'm sending one order at a time into my OMS and waiting for
full acknowledgment before sending the next order and this happens at
random intervals.

Can anyone here know under what situations a client can get an
unsolicited logOut?

I'm guessing I might be missing heartbeats but I don't see any such
messages in the event log and as stated before this is very low volume
1 sender; full acknowledgment before sending the next message so I
don't believe this is a buffer/queue issue.

What's really puzzling I'm not seeing 35=5 message any where in my fixLogs.

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

[Quickfix-users] Heap corruption in SocketInitiator destructor

[Sergey A. <s.a...@gm...>]

Hi,

This problem persists only in a big multithreaded application, thats why i
can't provide a minimal code. There is no such problem in this application
when i'am not using initiator, and there is no such problem when i'am using
initiator in small test application. The problem is:

After calling FIX::SocketInitiator destructor "Heap corruption error" pops
up no matter where destructor was called, even if it was called immediately
after constructor. For example:

m_pfixSessionSettings = new FIX::SessionSettings(stream);
m_pfixStoreFactory = new FIX::FileStoreFactory(*m_pfixSessionSettings);
m_pfixLogFactory = new FIX::FileLogFactory(*m_pfixSessionSettings);
m_pfixIni = new FIX::SocketInitiator(*m_pfixApp, *m_pfixStoreFactory,
*m_pfixSessionSettings,   *m_pfixLogFactory);

delete m_pfixIni;

It doesnt matter whether it was created in dynamic or static way.

So, can you provide me with any general clues explaining why this is
happening?

[Quickfix-users] Recovering messages - Gap Fill

[Vipula <vi...@ya...>]

Hi,
I'm using Quick fix 4.2 and have an issue with recovering messages. My fix engine receives messages from a Drop Copy service then I feed that to a database. I'm trying to use request resend message asking the server to send me a range of messages. 

I can see the server sending me messages but I can't capture them. Can some one tell me is this the best way to do this ? and which event should I use to capture the resent messages. 

May Thanks. 
Vipula



      

Re: [Quickfix-users] quickfix.jar build time?

[Paul C. <pa...@op...>]

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Paul Check wrote:
>> Any idea on what might be causing this hang?
>
> Try running it under strace -f to see where it gets stuck.

In the production version I was now able to get the compilation to work
with all the options I wanted [python, java, ruby, mysql] using 4.1
versions of the compilers and by removing all the extraneous versions of
java on my system.  --Paul

Re: [Quickfix-users] quickfix.jar build time?

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

Paul Check wrote:
> Any idea on what might be causing this hang?

Try running it under strace -f to see where it gets stuck.

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

[Quickfix-users] Existing tag in Fix 4.4 not being recognized

[Dan B. <dbo...@so...>]

Hi all,

 

This is a repost of a question by Julian Mendiola from June 9th.   I have the exact same problem, and there were no responses, and I didn't see how to respond to the archived message.  So maybe Julian, you have the answer to this, or you figured it out.

 

Thanks,

Dan

 

[Quickfix-users] Existet tag is not defined error

From: Julián Mendiola <julian.mendiola@pr...> - 2008-06-09 17:22 
Attachments: HTML-Email.html <http://sourceforge.net/mailarchive/attachment.php?list_name=quickfix-users&message_id=71c...@ma...&counter=1>       

Hello. My server (Aceptor) is sending me I message that, beside is declared
in FIXML4.4, has other field defined. So I edit the xml adding the fields
missing to each xml message and all that. It was working good until the next
isue came up:

I'm getting an SecurityResponse whith the format:


message{
52=20080609-16:33:48.389
57=1
322=3820
323=4
320=1
15=USD
393=2045
82=21
67=12
711=100

group{
 311 = 587018
 309 = ????SVN0008!
 305 = 8
-------------------------------------------------> FOCUS ON THIS FIELD
 463 = FXXXXX
 307 = NG Fin BS, LD1 for IF - Consumers - Jul08
 542 = 20080630
 9013 = 0.0005
 9014 = 2500.0
 9017 = 2500
 326 = 17
9083 = 4
 9084= 0
 9061 = 429
}
}

And QuickFix is autoresponsing this problem:

58=Tag not defined for this message type371=305

So I deduce that the tag 305 ( UnderlyingSecurityIDSource ) was missing from
que message SecurityResponse and add it to the xml definition:

<message name="SecurityDefinition" msgtype="d" msgcat="app">
...
<field name="UnderlyingSecurityIDSource" required="Y" />
....
<message/>

But as I do that it tells me that the field 305 is repeating... Is logic, it
is in an repeating gruop. So lest put it into the corresponding repeating
group.... But when I attempt to do it... I see the field is in there...

<message name="SecurityDefinition" msgtype="d" msgcat="app">
...
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N" />
</group>
....
<message/>

Where....

<component name="UnderlyingInstrument">
...
<field name="UnderlyingSecurityIDSource" required="N" />
--------> this is the fiel 305, difined in the field area.
...
<component/>

Why QuickFix is not "seeing" this field ??? Is any other way of avoiding the
auto response of quickFix, cause the info I want is in the message... but
QuickFix automaticaly reject it.....????

Thanks, Julian. 

 

Re: [Quickfix-users] quickfix.jar build time?

[Paul C. <pa...@op...>]

> Hi: I am trying to compile 1.12.4 with the --with-java option and fairly
> certain I have JAVA_HOME defined correctly. On compile, I get to
> the "jar: Building jar: ...." line and then there is a long pause,
> currently over 45
> minutes! I have no idea how long this should take on a fast processor.
> Could anyone provide some guidance on build time? Regards, Paul

I see that this step should be taking only a few seconds. I am able to
build the jar manually by executing "ant jar" in the appropriate
directory, but the build is hanging when I execute it through make or
through build.sh.

Any idea on what might be causing this hang?

Regards, Paul