quickfix-users — QuickFIX user support

[Quickfix-users] The headline on CNN read "Quick Fix Urged For Financial System"

[Jonathan K. <jon...@gm...>]

http://money.cnn.com/2008/07/10/markets/regulation_hearing/index.htm?cnn=yes

Haven't we all been saying that all along?  Except it's QuickFix, not
Quick Fix ;)

jonathan

-- 
--
Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 424 354 1814

Learn UNIX For Free at unixlessons.com

[Quickfix-users] editng QF libraries

[J. M. <jul...@pr...>]

 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 creted 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 libreries this happends:

In Iniciator:

           *  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 posible scenario in wich a quickFix session is
terminated, cause I can't figger ot out. What fires the event that trys to
read from the socket?? I guess it's not continuosly reading cause it would
find size=0 most of times, and throw "connection reset by peer" all the
time.

Thanks, Julian.

Re: [Quickfix-users] session not connecting

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

I'd check local firewall settings, and ports being up, start up one session
(acceptor) only and then try to telnet to the port it listens on, if it
works then try to start second session

On Tue, Jul 8, 2008 at 12:24 PM, Julián Mendiola <
jul...@pr...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have this two Session but I can't make them work... do you see anything
> wrong? I run both aplication with the IP of my machine...
>
>  #NYMEX Session
>     [SESSION]
>     ConnectionType=acceptor
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=NYMEX
>     TargetCompID=ME
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketAcceptPort=31155
>     EncryptMethod=0
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\spikes\NymexEmulator\NymexEmulator\FIXML
> Definition\NymexFIX44.xml
>
> #NYMEX Emulation
>     [SESSION]
>     ConnectionType=initiator
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=ME
>     TargetCompID=NYMEX
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketConnectPort=31155
>     SocketConnectHost=192.168..........
>     EncryptMethod=0
>     SessionQualifier=NYMEX
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\TVT\solution\TVT.Common.IceFix\FIXML
> Definition\NymexFIX44.xml
>
> The logFile just saids:
>
> 20080708-16:12:52 : Created session
> 20080708-16:12:52 : Connecting to 192.168.1.104 on port 31155
> 20080708-16:13:13 : Disconnecting
>
>
> -------------------------------------------------------------------------
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> along with a healthy diet, reduces your potential for chronic lameness
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>
>

Re: [Quickfix-users] [Quickfix-developers] session not connecting

[Shane T. <str...@co...>]

Can you post the FIX message log as well?  i.e. the part that shows the
LOGON attempts and anything that might follow?

On Tue, Jul 8, 2008 at 11:24 AM, Julián Mendiola <
jul...@pr...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have this two Session but I can't make them work... do you see anything
> wrong? I run both aplication with the IP of my machine...
>
>  #NYMEX Session
>     [SESSION]
>     ConnectionType=acceptor
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=NYMEX
>     TargetCompID=ME
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketAcceptPort=31155
>     EncryptMethod=0
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\spikes\NymexEmulator\NymexEmulator\FIXML
> Definition\NymexFIX44.xml
>
> #NYMEX Emulation
>     [SESSION]
>     ConnectionType=initiator
>     LogonTimeout=30
>     ReconnectInterval=30
>     ResetOnLogon=Y
>     FileStorePath=C:\Projects\QuickFixSessions
>     BeginString=FIX.4.4
>     SenderCompID=ME
>     TargetCompID=NYMEX
>     StartTime=01:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketConnectPort=31155
>     SocketConnectHost=192.168..........
>     EncryptMethod=0
>     SessionQualifier=NYMEX
>     UseDataDictionary=Y
>     DataDictionary=C:\EricWhitney\TVT\solution\TVT.Common.IceFix\FIXML
> Definition\NymexFIX44.xml
>
> The logFile just saids:
>
> 20080708-16:12:52 : Created session
> 20080708-16:12:52 : Connecting to 192.168.1.104 on port 31155
> 20080708-16:13:13 : Disconnecting
>
>
> -------------------------------------------------------------------------
> Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
> Studies have shown that voting for your favorite open source project,
> along with a healthy diet, reduces your potential for chronic lameness
> and boredom. Vote Now at http://www.sourceforge.net/community/cca08
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-users] session not connecting

[J. M. <jul...@pr...>]

I have this two Session but I can't make them work... do you see anything
wrong? I run both aplication with the IP of my machine...

 #NYMEX Session
    [SESSION]
    ConnectionType=acceptor
    LogonTimeout=30
    ReconnectInterval=30
    ResetOnLogon=Y
    FileStorePath=C:\Projects\QuickFixSessions
    BeginString=FIX.4.4
    SenderCompID=NYMEX
    TargetCompID=ME
    StartTime=01:00:00
    EndTime=21:30:00
    HeartBtInt=30
    SocketAcceptPort=31155
    EncryptMethod=0
    UseDataDictionary=Y
    DataDictionary=C:\EricWhitney\spikes\NymexEmulator\NymexEmulator\FIXML
Definition\NymexFIX44.xml

#NYMEX Emulation
    [SESSION]
    ConnectionType=initiator
    LogonTimeout=30
    ReconnectInterval=30
    ResetOnLogon=Y
    FileStorePath=C:\Projects\QuickFixSessions
    BeginString=FIX.4.4
    SenderCompID=ME
    TargetCompID=NYMEX
    StartTime=01:00:00
    EndTime=21:30:00
    HeartBtInt=30
    SocketConnectPort=31155
    SocketConnectHost=192.168..........
    EncryptMethod=0
    SessionQualifier=NYMEX
    UseDataDictionary=Y
    DataDictionary=C:\EricWhitney\TVT\solution\TVT.Common.IceFix\FIXML
Definition\NymexFIX44.xml

The logFile just saids:

20080708-16:12:52 : Created session
20080708-16:12:52 : Connecting to 192.168.1.104 on port 31155
20080708-16:13:13 : Disconnecting

Re: [Quickfix-users] editing QF

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

Connection reset by peer is a pretty clear indication that they are
disconnecting you.  It's not even a QuickFIX error message, it's a
socket error message being propagated by the operating system. 
Somewhere along the line they are closing the socket.  I would have them
dig deeper into what is going on.

--oren

> -------- Original Message --------
> Subject: [Quickfix-users] editing QF
> From: "Julián_Mendiola" <jul...@pr...>
> Date: Thu, July 03, 2008 3:05 pm
> To: "or...@qu..." <or...@qu...>,quickfix-users
> <qui...@li...>,qui...@li...
> 
> 
> 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 started with the logOn message, in the moment the string is sent to the
> socket I catch it and parse it to xml, as it just a string the socket
> mustn't have any problem. But the following happens:
> 
> 20080703-16:02:22 : Connecting to 64.94.169.123 on port 443
> 20080703-16:02:22 : Initiated logon request
> 20080703-16:02:23 : Socket Error: Connection reset by peer.
> 20080703-16:02:23 : Disconnecting
> 
> The Log In message I'm sending is(cached from the LogFile):
> 
> <FIXML v="4.4" s="20040109" r="20030618"><UserReq UserReqID="1"
> UserReqTyp="1" Username="username" Password="password"/></FIXML>
> 
> I contact the other conunterparty for this error and they response:
> 
> >Our network team doesn't see anything unusual. They ran a study of you IP
> for the last 6 hours
> >We see you connect and disconnect that's it.
> 
> >The NYMEX target 64.94.169.123 on port 443 is open to all so it is not
> firewall here.
> >I tested your logon from here, and it was successful, so the application is
> not disconnecting you.
> >We do not have any system issues here there are users currently connected.
> 
> >I do not know why your connection is being broken.
> 
> >Are you behind Firewalls, proxies?
> >Perhaps your app is causing this?
> 
> Do you have any idea of what might be going on here??<hr>-------------------------------------------------------------------------
> Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW!
> Studies have shown that voting for your favorite open source project,
> along with a healthy diet, reduces your potential for chronic lameness
> and boredom. Vote Now at http://www.sourceforge.net/community/cca08<hr>_______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] editing QF

[J. M. <jul...@pr...>]

   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 started with the logOn message, in the moment the string is sent to the
socket I catch it and parse it to xml, as it just a string the socket
mustn't have any problem. But the following happens:

20080703-16:02:22 : Connecting to 64.94.169.123 on port 443
20080703-16:02:22 : Initiated logon request
20080703-16:02:23 : Socket Error: Connection reset by peer.
20080703-16:02:23 : Disconnecting

The Log In message I'm sending is(cached from the LogFile):

<FIXML v="4.4" s="20040109" r="20030618"><UserReq UserReqID="1"
UserReqTyp="1" Username="username" Password="password"/></FIXML>

I contact the other conunterparty for this error and they response:

>Our network team doesn't see anything unusual. They ran a study of you IP
for the last 6 hours
>We see you connect and disconnect that's it.

>The NYMEX target 64.94.169.123 on port 443 is open to all so it is not
firewall here.
>I tested your logon from here, and it was successful, so the application is
not disconnecting you.
>We do not have any system issues here there are users currently connected.

>I do not know why your connection is being broken.

>Are you behind Firewalls, proxies?
>Perhaps your app is causing this?

Do you have any idea of what might be going on here??

Re: [Quickfix-users] Violate FIX protocol

[Magnus B. <ber...@gm...>]

Have you added your value "T" to the enumeration for field 828?
If there are enumerations defined for a field, it will only accept values
defined by those.

Regards,

Magnus


Julián Mendiola wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> One of my fix server has redifine the FIX44 protocol so naturaly mi
> quickfix
> application break down. The change is about a field type.
> 
> The FIXML44 specification says:
> 
>  <field number="828" name="TrdType" type="INT">
>       <value enum="0" description="REGULAR_TRADE" />
>       <value enum="1" description="BLOCK_TRADE" />
>       <value enum="2" description="EFP" />
>       <value enum="3" description="TRANSFER" />
>       <value enum="4" description="LATE_TRADE" />
>       <value enum="5" description="T_TRADE" />
>       <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" />
>       <value enum="7" description="BUNCHED_TRADE" />
>       <value enum="8" description="LATE_BUNCHED_TRADE" />
>       <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />
>     </field>
> 
> And the server send messages with tag 828=T so QuickFix automaticaly
> response:
> 
>    58=Incorrect data format for valueSOH371=828
> 
> How can I allow this values?
> 
> I tried to change the FIXNL44 Dictionary as:
> 
>      <field number="828" name="TrdType" type="CHAR"></field>
> 
> But it didn't work. It trows an InvalidFieldTypeException or samothing
> like
> that.
> 
> How can I solve this?????????
> 
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 

-- 
View this message in context: http://www.nabble.com/Violate-FIX-protocol-tp18052345p18259093.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] FIX to FIXML

[J. M. <jul...@pr...>]

I'm sure some of you have develop a library/class/methods that tranform FIX
messages into FIXML and the oposite , can anyone share it with me? I'm using
.NET QuickFIX...

Thanks, Julian.

Re: [Quickfix-users] QuickFix Log Viewer Export

[Ralph T. <ral...@gm...>]

Hello All,

I recently stumbled upon QuickFix Log Viewer and am using it on a regular
basis, thanks! I have some reports that I run on an end of day basis using
the log viewer, and to do so I do the following:


   - Copy the log from a Linux server to my local machine.
   - Open the log in Log Viewer
   - Export the log to CSV
   - Read in the data for my report

Is there a way to host the log viewer on my linux server, then via the
command line pass in a command that reads in the original file then exports
it to a csv file?

Any help would be greatly appreciated.

Thanks,
Ralph

Re: [Quickfix-users] [Quickfix-developers] Connection issue

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

So you have the logs from this session?  They should give more details
about why the connection is failing.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Connection issue
> From: "Julián_Mendiola" <jul...@pr...>
> Date: Mon, June 30, 2008 12:54 pm
> To: quickfix-users
> <qui...@li...>,"or...@qu..."
> <or...@qu...>,qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I've been working with QuickFix as an Initiator client (ICE) and it run
> great. But when I attempt to change the server (I need to connect to NYMEX
> also) it just do not connect. The Setting field are the same and I've check
> with NYMEX for the correct values... I've attached breakpoint in:
>                       public void toAdmin(Message message, SessionID
> sessionID){...........}
> But it never go trow it, I imagine it never sent the loggin message. Why
> could this be happening? Seems it can't connect to the socket port.... what
> do you thing, someone go through this problem. How do I fix it?
> The line where my application stop is:
>                 this.initiator = new SocketInitiator(this.application,
> storeFactory, this.settings, logFactory, messageFactory);
>                 initiator.start();
>      ------>   while (!initiator.isLoggedOn());
> And my setting file is:
>     NYMEX Session
>     [SESSION]
>     BeginString=FIX.4.4
>     SenderCompID=MyAsignedId
>     SenderSubID=TRDGR
>     TargetCompID=NYMEX
>     DeliverToCompID=CPT
>     StartTime=00:00:00
>     EndTime=21:30:00
>     HeartBtInt=30
>     SocketConnectPort=443
>     SocketConnectHost=204.10.10.233
>     Password=my_password
>     UserName=my_username
>     EncryptMethod=0
>     SessionQualifier=NYMEX
>     UseDataDictionary=Y
>     DataDictionary=C:\FIXML Definition\NymexFIX44.xml
> Thanks, Julian.<hr>-------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-users] Connection issue

[J. M. <jul...@pr...>]

I've been working with QuickFix as an Initiator client (ICE) and it run
great. But when I attempt to change the server (I need to connect to NYMEX
also) it just do not connect. The Setting field are the same and I've check
with NYMEX for the correct values... I've attached breakpoint in:

                      public void toAdmin(Message message, SessionID
sessionID){...........}

But it never go trow it, I imagine it never sent the loggin message. Why
could this be happening? Seems it can't connect to the socket port.... what
do you thing, someone go through this problem. How do I fix it?

The line where my application stop is:

                this.initiator = new SocketInitiator(this.application,
storeFactory, this.settings, logFactory, messageFactory);
                initiator.start();
     ------>   while (!initiator.isLoggedOn());

And my setting file is:


    NYMEX Session
    [SESSION]
    BeginString=FIX.4.4
    SenderCompID=MyAsignedId
    SenderSubID=TRDGR
    TargetCompID=NYMEX
    DeliverToCompID=CPT
    StartTime=00:00:00
    EndTime=21:30:00
    HeartBtInt=30
    SocketConnectPort=443
    SocketConnectHost=204.10.10.233
    Password=my_password
    UserName=my_username
    EncryptMethod=0
    SessionQualifier=NYMEX
    UseDataDictionary=Y
    DataDictionary=C:\FIXML Definition\NymexFIX44.xml

Thanks, Julian.

[Quickfix-users] FIXML

[J. M. <jul...@pr...>]

I'm trying to extend the QuickFix engine so it can support the FIXML format.
I've think in two solution, directly edit the C++ classes and recompile the
libraries or inherited from them and redefine the methods. But when a start
reading the C++ code I found some strange things, like for example:

bool Session::sendToTarget( Message* message )
{ QF_STACK_TRY
  try
  {
    Message __pin * pMessage = message;
    return FIX::Session::sendToTarget( pMessage->unmanaged() );
  }
  catch ( FIX::SessionNotFound& ) { throw new SessionNotFound(); };
  QF_STACK_CATCH
}

This might one of the methods I'll have to redefine, but I still don't get
it. It is calling itself recursively. How can the message be send in
this terms...??? I look up for the message class to see what does the
unmanaged() method do....

 FIX::Message& unmanaged()
  { return * m_pUnmanaged; }

Just return an attribute... so... let see where is that attribute is set...

Message() : disposed( false )
  { QF_STACK_TRY
    m_pUnmanaged = new FIX::Message();
    m_header = new Header( this );
    m_trailer = new Trailer( this );
    QF_STACK_CATCH
  }

This finish to confused me.... the method is call recursively allocating
memory for a new Message..... What!!!!!! Obviously I'm quite rusty with C++.

Please help!!!!

Greetings, Julian.

[Quickfix-users] FIXML in QF

[J. M. <jul...@pr...>]

Does QuickFix Support FIXML4.4? I need to use this to establish a connection
with Nymex, up to now, I was using FIX4.4 with QuickFix. The difference is
just in the message format, isn't it? Could I catch every outgoing message
and parse it to XML, is the possible, cause most of QF messages are
automatic, I can't see them...

Thanks, Julian.

[Quickfix-users] Nymex

[J. M. <jul...@pr...>]

Does anyone has develop a FIX application with Nymex? Any information about
this wolud help me. I just want to do a SecurityReportRequest and a
TradeCaptureRequest by the FIX protocol.

Thanks, Julian.

Re: [Quickfix-users] Can we specify the days of the week for a Fix session?

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

Yah, ok - I got your point. Thanks.

Regards,
Hamza


On Fri, Jun 20, 2008 at 3:53 PM, Jason Shaffer <sha...@gm...>
wrote:

> Hamza,
> You can add start/end day parameters to both sides independently. More
> specifically, each session can have it's own parameters, regardless of
> initiator/acceptor status. So it would be possible to have an initiator
> session that runs Sun-Sat and an acceptor session that runs Mon-Fri, for
> example.
>
> Hope this helps,
>
> Jason
>
> On Fri, Jun 20, 2008 at 12:45 AM, Hamza Kamaleddine <
> h.k...@gm...> wrote:
>
>>
>> Hello Jason,
>>
>> First, thanks for the reply. Second, we can add a Startday/Endday
>> properties to a multi-session on the Initiator or Acceptor side - or we can
>> add to both sides?
>>
>> Thank you.
>>
>> Regards,
>> Hamza Kamaleddine
>>
>>
>>
>> On Thu, Jun 19, 2008 at 7:15 PM, shaffer.jason <sha...@gm...>
>> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Hamza,
>>>
>>> You can use the startday/endday to set up multiday sessions, however you
>>> will only be able to have one session per week. You can not specify
>>> multiple
>>> multiday session per week, such as monday-wednesday and then
>>> thursday-friday. Hope this helps.
>>>
>>> Jason
>>> --
>>> View this message in context:
>>> http://www.nabble.com/Can-we-specify-the-days-of-the-week-for-a-Fix-session--tp17818366p18012575.html
>>> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>>>
>>>
>>> -------------------------------------------------------------------------
>>> Check out the new SourceForge.net Marketplace.
>>> It's the best place to buy or sell services for
>>> just about anything Open Source.
>>> http://sourceforge.net/services/buy/index.php
>>> _______________________________________________
>>> Quickfix-users mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>>
>>
>>
>

[Quickfix-users] Violate FIX protocol

[J. M. <jul...@pr...>]

One of my fix server has redifine the FIX44 protocol so naturaly mi quickfix
application break down. The change is about a field type.

The FIXML44 specification says:

 <field number="828" name="TrdType" type="INT">
      <value enum="0" description="REGULAR_TRADE" />
      <value enum="1" description="BLOCK_TRADE" />
      <value enum="2" description="EFP" />
      <value enum="3" description="TRANSFER" />
      <value enum="4" description="LATE_TRADE" />
      <value enum="5" description="T_TRADE" />
      <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" />
      <value enum="7" description="BUNCHED_TRADE" />
      <value enum="8" description="LATE_BUNCHED_TRADE" />
      <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />
    </field>

And the server send messages with tag 828=T so QuickFix automaticaly
response:

   58=Incorrect data format for valueSOH371=828

How can I allow this values?

I tried to change the FIXNL44 Dictionary as:

     <field number="828" name="TrdType" type="CHAR"></field>

But it didn't work. It trows an InvalidFieldTypeException or samothing like
that.

How can I solve this?????????

[Quickfix-users] Why QF rejects TradeCaptureReport message?

[Jack G. <jg...@ch...>]

A TradeCaptureReport message which comes to me is rejected (35=3) for problems with not required field NoLegs (555). The NoLegs field is missing from 35=AE.

Why is this message rejected?

Any hints welcome.

20080620 13:42:29.493(000132.737579)| INFO    |712|QFIX_LOG_MESSAGE:8=FIX.4.49=42235=AE49=ICE56=285634=752=20080620-18:42:29.34557=1571=192487=0856=0828=017=39392010521239=2570=N55=21783648=BRN FMQ0008!22=8461=FXXXXX32=1.031=132.29018=175=2008062060=20080620-18:42:29.470552=154=237=39392010521211=456564249453=6448=blablabla447=D452=11448=blablabla 1447=D452=13448=2856447=D452=56448=637447=D452=4448=2122805447=D452=51448=U447=D452=5458=45656424910=196|FIX::ThreadedFileLog::onIncoming|ThreadedFileLog.cpp(45)

20080620 13:42:29.525(000132.766330)| INFO    |712|QFIX_LOG_EVENT:20080620-18:42:29 : Message 7 Rejected: Incorrect data format for value:555|FIX::ThreadedFileLog::onEvent|ThreadedFileLog.cpp(58)

20080620 13:42:29.525(000132.766522)| INFO    |712|OUT: toAdmin (to ICE): 8=FIX.4.49=11135=334=749=285652=20080620-18:42:29.52556=ICE45=758=Incorrect data format for value371=555372=AE373=610=216|ice::ICE_FIXApplication::toAdmin|FIXApplication.cpp(270)

20080620 13:42:29.525(000132.766583)| INFO    |712|QFIX_LOG_MESSAGE:8=FIX.4.49=11135=334=749=285652=20080620-18:42:29.52556=ICE45=758=Incorrect data format for value371=555372=AE373=610=216|FIX::ThreadedFileLog::onOutgoing|ThreadedFileLog.cpp(52)

QuickFix config file has:
-------------------------

UseDataDictionary=Y
DataDictionary=FIX44_ICE.xml
ValidateFieldsOutOfOrder = N
ValidateFieldsHaveValues = N
ValidateUserDefinedFields = N

My FIX44_ICE.xml :
------------------
    <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
      <field name="TradeReportID" required="Y" />
      <field name="TradeReportTransType" required="N" />
      <field name="TradeReportType" required="N" />
......
      <field name="AvgPxIndicator" required="N" />
      <component name="PositionAmountData" required="N" />
      <field name="MultiLegReportingType" required="N" />
      <field name="TradeLegRefID" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegQty" required="N" />
        <field name="LegSwapType" required="N" />
        <component name="LegStipulations" required="N" />
.....
    <field number="555" name="NoLegs" type="NUMINGROUP" />
.....

Jack Goral
Software Engineer
Chopper Trading, LLC
jg...@ch...<mailto:jg...@ch...>
(312)628-3722

Re: [Quickfix-users] Can we specify the days of the week for a Fix session?

[Jason S. <sha...@gm...>]

Hamza,
You can add start/end day parameters to both sides independently. More
specifically, each session can have it's own parameters, regardless of
initiator/acceptor status. So it would be possible to have an initiator
session that runs Sun-Sat and an acceptor session that runs Mon-Fri, for
example.

Hope this helps,

Jason

On Fri, Jun 20, 2008 at 12:45 AM, Hamza Kamaleddine <h.k...@gm...>
wrote:

>
> Hello Jason,
>
> First, thanks for the reply. Second, we can add a Startday/Endday
> properties to a multi-session on the Initiator or Acceptor side - or we can
> add to both sides?
>
> Thank you.
>
> Regards,
> Hamza Kamaleddine
>
>
>
> On Thu, Jun 19, 2008 at 7:15 PM, shaffer.jason <sha...@gm...>
> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hamza,
>>
>> You can use the startday/endday to set up multiday sessions, however you
>> will only be able to have one session per week. You can not specify
>> multiple
>> multiday session per week, such as monday-wednesday and then
>> thursday-friday. Hope this helps.
>>
>> Jason
>> --
>> View this message in context:
>> http://www.nabble.com/Can-we-specify-the-days-of-the-week-for-a-Fix-session--tp17818366p18012575.html
>> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>>
>>
>> -------------------------------------------------------------------------
>> Check out the new SourceForge.net Marketplace.
>> It's the best place to buy or sell services for
>> just about anything Open Source.
>> http://sourceforge.net/services/buy/index.php
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>
>

Re: [Quickfix-users] Can we specify the days of the week for a Fix session?

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

Hello Jason,

First, thanks for the reply. Second, we can add a Startday/Endday properties
to a multi-session on the Initiator or Acceptor side - or we can add to both
sides?

Thank you.

Regards,
Hamza Kamaleddine



On Thu, Jun 19, 2008 at 7:15 PM, shaffer.jason <sha...@gm...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hamza,
>
> You can use the startday/endday to set up multiday sessions, however you
> will only be able to have one session per week. You can not specify
> multiple
> multiday session per week, such as monday-wednesday and then
> thursday-friday. Hope this helps.
>
> Jason
> --
> View this message in context:
> http://www.nabble.com/Can-we-specify-the-days-of-the-week-for-a-Fix-session--tp17818366p18012575.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Can we specify the days of the week for a Fix session?

[shaffer.jason <sha...@gm...>]

Hamza,

You can use the startday/endday to set up multiday sessions, however you
will only be able to have one session per week. You can not specify multiple
multiday session per week, such as monday-wednesday and then
thursday-friday. Hope this helps.

Jason
-- 
View this message in context: http://www.nabble.com/Can-we-specify-the-days-of-the-week-for-a-Fix-session--tp17818366p18012575.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Latest Quickfix Library

[shaffer.jason <sha...@gm...>]

Hello,

I am wondering where I can go to get the latest QuickFix binaries. I've read
forum posts that refer to fixes made after 9/14/2006 which is the date of
the latest version available for download through the quickfix site. 

The reason I ask is that I'm running into disconnection issues for multiday
sessions when my start and end day are the same day of the week. I am hoping
that these problems have been fixed in a more recent version.

Thanks,

Jason
-- 
View this message in context: http://www.nabble.com/Latest-Quickfix-Library-tp18012486p18012486.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Can we specify the days of the week for a Fix session?

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

Greetings,

In addition to specifying the Start and End time of FIX session by the
following example:

StartTime=00:00:00
EndTime=23:59:59

Question is: *Can we specify the days of the week*, that we want our session
- initiator / acceptor to log-on and log-out? and how?


Thanks.

Have nice "FIX" time!


Regards,
Hamza Kamaleddine

Re: [Quickfix-users] [Quickfix-developers] postgresql support

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

Try setting CFLAGS, LDFLAGS accordingly or editing the Makefile and setting
the correct paths to where you have postgres headers installed.

On Tue, Jun 10, 2008 at 9:30 PM, Vincent Predoehl <
vpr...@ph...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I forgot to mention I'm having this trouble on MacOS X.
> On Jun 10, 2008, at 8:17 PM, Vincent Predoehl wrote:
>
> either nobody knows the answer to this, or it's such a stupid question
> nobody is bothering to answer.
>
> Anyway, I noticed I was missing libpq ( postgre C++ interface ) so I
> installed that.  I found the missing header not found by
> PostgreSQLConnection.h - libpq-fe.h, and added that directory to the path,
> but I still get the same error.
>
> I'm guessing that the path may be modified by ./configure or make so it
> isn't finding the file.
>
>
> -- VP
>
>
>
>
> -------------------------------------------------------------------------
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://sourceforge.net/services/buy/index.php
> _______________________________________________
> 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-developers] postgresql support

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

I forgot to mention I'm having this trouble on MacOS X.

On Jun 10, 2008, at 8:17 PM, Vincent Predoehl wrote:

> either nobody knows the answer to this, or it's such a stupid  
> question nobody is bothering to answer.
>
> Anyway, I noticed I was missing libpq ( postgre C++ interface ) so  
> I installed that.  I found the missing header not found by  
> PostgreSQLConnection.h - libpq-fe.h, and added that directory to  
> the path, but I still get the same error.
>
> I'm guessing that the path may be modified by ./configure or make  
> so it isn't finding the file.

-- VP