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From: <or...@qu...> - 2008-05-15 20:21:40
|
You can disable this functionality by settings CheckLatency=N --oren > -------- Original Message -------- > Subject: [Quickfix-developers] SendingTime accuracy problem causes > client disconnect. > From: "Rodrick Brown" <rod...@gm...> > Date: Thu, May 15, 2008 1:33 pm > To: qui...@li..., > qui...@li... > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > We're processing orders from queue which can get fairly large some > orders end up being processed after the default SendingTime (120s). We > then send back "Message 569 Rejected: SendingTime accuracy problem" > back to the client which causes our client to disconnect is this the > correct behavior? > We dont want our client to be disconnected on these types of rejects. > Has anyone else seen this? > 20080515-17:55:58: Acceptor heartbeat set to 45 seconds > 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting > sequence numbers to 1 > 20080515-17:55:58: Received logon request > 20080515-17:55:58: Responding to logon request > 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem > 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem > 20080515-18:00:20: Disconnecting > -- > [ Rodrick R. Brown ] > http://www.linkedin.com/in/rodrickbrown > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Rodrick B. <rod...@gm...> - 2008-05-15 18:34:10
|
We're processing orders from queue which can get fairly large some orders end up being processed after the default SendingTime (120s). We then send back "Message 569 Rejected: SendingTime accuracy problem" back to the client which causes our client to disconnect is this the correct behavior? We dont want our client to be disconnected on these types of rejects. Has anyone else seen this? 20080515-17:55:58: Acceptor heartbeat set to 45 seconds 20080515-17:55:58: Logon contains ResetSeqNumFlag=Y, resetting sequence numbers to 1 20080515-17:55:58: Received logon request 20080515-17:55:58: Responding to logon request 20080515-18:00:20: Message 569 Rejected: SendingTime accuracy problem 20080515-18:00:20: Message 570 Rejected: SendingTime accuracy problem 20080515-18:00:20: Disconnecting -- [ Rodrick R. Brown ] http://www.linkedin.com/in/rodrickbrown |
|
From: Ted G. <tg...@Co...> - 2008-05-15 13:01:29
|
I am not using QuickFix/J, so I can't help you with your question. But if anyone has used TCP_NO_DELAY and is willing to comment on the performance change/benefit, I'd be very interested to hear that discussion. We use TCP_NO_DELAY in our system, but have not done the analysis yet to see what the performance impact is. Thanks, Ted Ted Graham Concord Energy, LLC 303-468-1259 (office) 720-933-8256 (cell) -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Rodrick Brown Sent: Wednesday, May 14, 2008 4:04 PM To: qui...@li... Subject: [Quickfix-users] TCP_NO_DELAY QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Has anyone successfully enabled TCP_NO_DELAY in quickfix/j? -- [ Rodrick R. Brown ] http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
|
From: Rodrick B. <rod...@gm...> - 2008-05-14 22:03:48
|
Has anyone successfully enabled TCP_NO_DELAY in quickfix/j? -- [ Rodrick R. Brown ] http://www.rodrickbrown.com http://www.linkedin.com/in/rodrickbrown |
|
From: Jamie J. <giu...@ya...> - 2008-05-08 12:56:03
|
Hello. I am trying to manage a week long session(StartDay = mon, EndDay = fri) and would like to reset seqnums at the beginning of the session(mon). When I use the following config file my seqnums are reset based on StartTime and seem to ignore StartDay. Am I using these tags correctly? Is there another way to do this?
<SESSION>
<StartTime>01:00:00</StartTime>
<EndTime>23:00:00</EndTime>
<StartDay>mon</StartDay>
<EndDay>fri</EndDay>
Thanks for any help.
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|
From: atularora78 <atu...@rb...> - 2008-05-06 04:23:28
|
Hi John, I am using FIX4.4 not sure if this bug has been fixed in this version. I was having the same problem as listed by Matthew. The workaround I used is force the session re-set by sending nextTargetMsgSeqNum and nextSendertMsgSeqNum to 1 at the start of the trading day. Can you please let me know what is there in the patch you made and send me the same as well. Thanks in advance. Regards Atul John Hensley wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi Matthew, > > This is my bug. I've submitted a patch for it, which I'll send to you > off the list. > > John > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of Matthew > Stone > Sent: Wednesday, March 01, 2006 3:07 PM > To: qui...@li... > Subject: [Quickfix-users] Re: Are sequences automatically reset > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Looking at the code it appears the sequences should be reset, however > mine are not. Here's the problem senerio: My app shuts down before > FixEndTime then starts up the next day after FixStartTime. When the > quickfix.SessionSchedule checks to see if isSameSession it returns true > because only the time fields are compared and not the date fields. It > doesn't check the date fields because the following condition is false: > > startDay < 0 && endDay < 0 > > startDay and endDay are 0 for me since I'm using daily sessions and not > weekly. > > If I left my app running outside the session time boundary everything > seems to be ok. So, my option as a workaround seems to be reseting > manually once a day. > > Matthew > > Matthew Stone wrote: >> Does quickfix automatically reset sequences when a session changes? >> Yesterday I started up a session from FixStartTime=07:00:00 to >> FixEndTime=19:00:00 and my app finished the day with MsgSeqNum=190. >> Today, my app tried to log on with MsgSeqNum=191. I was expecting >> quickfix to start with a new seq. >> >> Thanks, >> Matthew >> >> qfj beta 3 >> > > > ------------------------------------------------------- > This SF.Net email is sponsored by xPML, a groundbreaking scripting > language that extends applications into web and mobile media. Attend the > live webcast and join the prime developer group breaking into this new > coding territory! > http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&dat=121642 > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > ------------------------------------------------------- > This SF.Net email is sponsored by xPML, a groundbreaking scripting > language > that extends applications into web and mobile media. Attend the live > webcast > and join the prime developer group breaking into this new coding > territory! > http://sel.as-us.falkag.net/sel?cmd=lnk&kid0944&bid$1720&dat1642 > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- View this message in context: http://www.nabble.com/Are-sequences-automatically-reset-tp3168341p17071569.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: C. G. <let...@gm...> - 2008-05-02 09:14:23
|
Yes Oren, thank you so much, I got it working thanks to you :)
I didn't have any luck searching the list for a similar problem, so I post
my solution, in hope that someone else might make us of it :)
double Bid = 0;
double BidSize = 0;
double Offer = 0;
double OfferSize = 0;
for (uint i = 1; i <= noMDEntries; i++) {
QuickFix42.MarketDataIncrementalRefresh.NoMDEntries
group = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries();
message.getGroup(i, group);
switch (group.getMDEntryType().getValue()) {
case MDEntryType.TRADE: {
Console.WriteLine("Got Trade");
provider.OnNewTrade(
record.Instrument,
group.getMDEntryPx().getValue(),
(int)group.getMDEntrySize().getValue());
break;
}
case MDEntryType.BID: {
MDEntryPx BidEntry = new MDEntryPx();
MDEntrySize BidSizeEntry = new MDEntrySize();
Bid = group.get(BidEntry).getValue();
BidSize = group.get(BidSizeEntry).getValue();
break;
}
case MDEntryType.OFFER: {
MDEntryPx OfferEntry = new MDEntryPx();
MDEntrySize OfferSizeEntry = new MDEntrySize();
Offer = group.get(OfferEntry).getValue();
OfferSize =
group.get(OfferSizeEntry).getValue();
break;
}
}
}
if (Bid != 0) {
if (Offer != 0) {
provider.OnNewQuote(record.Instrument, Bid,
(int)BidSize, Offer, (int)OfferSize);
} else Console.WriteLine("Bid without offer!");
}
2008/4/29 <or...@qu...>:
> I think the section on reading message with repeating groups will help you
> out a lot. Bottom of the page:
> http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
>
> OnNewQuote is not a quickfix method, you'll need to ask SmartQuant about
> that.
>
> --oren
>
> -------- Original Message --------
> Subject: Re: [Quickfix-users] Receiving market data
> From: "Claes_Gyllenswärd" <let...@gm...>
> Date: Tue, April 29, 2008 6:01 am
> To:
> Cc: qui...@li...
>
> QuickFIX Documentation:
> <http://www.quickfixengine.org/quickfix/doc/html/index.html>
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: <http://www.quickfixengine.org/services.html>
> http://www.quickfixengine.org/services.html
>
> ------------------------------
> As I should have done from the very beginning, I read the documentation.
> My interpretation of the C# example code under "Receiving messages" is to
> change the code to:
>
> case MDEntryType.BID: {
> BidPx BID = new BidPx();
> double somebid = message.get(BID);
> }
>
> But the message.get doesn't accept a BidPX, instead it wants a MDReqID.
> Because I didn't know what to do, I tried
> message.get(new MDReqID());
> But then I had a MDReqID returned aswell, which isn't what I want.
>
> I feel like I'm so close to understanding what's happening, but I can't
> figure it out.
>
> 2008/4/29 Claes Gyllenswärd < <let...@gm...>let...@gm...>:
>
> > Ok, two values in a single instance is not supported. And yes, I do see
> > a BID and OFFER type.
> > What gets me confused then is that there is a function called
> > OnNewQuote, that takes both bid and ask as argument.
> > Some googling tells me this function seems to be unique to OpenQuant,
> > and isn't really related to QuickFIX, is that correct?
> >
> > case MDEntryType.BID: {
> > bid = message.getDouble(270);
> > Console.WriteLine("Got Bid" + bid);
> > }
> >
> > For some reason the case stops executing after bid =
> > message.getDouble(270);
> > If I do
> >
> > case MDEntryType.BID: {
> > Console.WriteLine("Got Bid" + bid);
> > Console.WriteLine("Got Bid" + bid);
> > bid = message.getDouble(270);
> > Console.WriteLine("Got Bid" + bid);
> > break;
> > }
> >
> > WriteLine executes twice, but no more.
> > Is my syntax with the getDouble completly wrong?
> >
> > 2008/4/28 < <or...@qu...>or...@qu...>:
> >
> > There is no QUOTE type for MDEntryType. That would imply having two
> > > values in a single instance of a group, which is not supported. There are
> > > BID and OFFER types, which this message is actually providing you.
> > > Your bid is
> > > 269=0 270=487.5 271=10000
> > > And you your offer is
> > > 269=1 270=488.5 271=10000
> > >
> > > 269 is the MDEntryType. 0 is a BID, 1 is an OFFER, and 2 is a TRADE.
> > >
> > > -------- Original Message --------
> > > Subject: [Quickfix-users] Receiving market data
> > > From: "Claes_Gyllenswärd" < <let...@gm...>let...@gm...>
> > > Date: Mon, April 28, 2008 10:49 am
> > > To: <qui...@li...>
> > > qui...@li...
> > >
> > > QuickFIX Documentation:
> > > <http://www.quickfixengine.org/quickfix/doc/html/index.html><http://www.quickfixengine.org/quickfix/doc/html/index.html>
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: <http://www.quickfixengine.org/services.html><http://www.quickfixengine.org/services.html>
> > > http://www.quickfixengine.org/services.html
> > >
> > > ------------------------------
> > > Having succesfully connected, and sent some dummy
> > > buy/sell/cancel/limit-orders and seen that everything works, I tried getting
> > > marketdata.
> > > I see in the log that I receive for example:
> > > "268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do
> > > get data from my provider.
> > > But OpenQuant, that I use, doesn't seem to recognize this. It does
> > > collect trade, but not quote data.
> > > Before I go complaining to the developers, I figured I'd try to work
> > > out how QuickFix handles the data.
> > >
> > > I find:
> > > case MDEntryType.TRADE: {
> > > provider.OnNewTrade(
> > > record.Instrument,
> > >
> > > group.getMDEntryPx().getValue(),
> > >
> > > (int)group.getMDEntrySize().getValue());
> > > }
> > >
> > > And an equivalent function "OnNewQuote()", so I tried just adding
> > > case MDEntryType.QUOTE: {
> > >
> > > But there is no quote in MDEntryType. I can find no other place that
> > > calls
> > > OnNewQuote().
> > >
> > > I would greatly appreciate any hints as to what I'm missing :)
> > > ------------------------------
> > >
> > > -------------------------------------------------------------------------
> > > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> > > Don't miss this year's exciting event. There's still time to save
> > > $100.
> > > Use priority code J8TL2D2.
> > >
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> > > http://ad.doubleclick.net/clk;198757673;13503038;p?<http://java.sun.com/javaone>
> > > http://java.sun.com/javaone
> > > ------------------------------
> > > _______________________________________________
> > > Quickfix-users mailing list
> > > Quickfix-users**@lists.sourceforge.net<http://email.secureserver.net/pcompose.php#11999961c072a4d3_1199977e3c013516_1199663be6cfe008_Compose>
> > > <https://lists.sourceforge.net/lists/listinfo/quickfix-users><https://lists.sourceforge.net/lists/listinfo/quickfix-users>
> > > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > >
> > >
> >
> ------------------------------
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> Don't miss this year's exciting event. There's still time to save $100.
> Use priority code J8TL2D2.
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> ------------------------------
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> |
|
From: <or...@qu...> - 2008-04-29 13:16:21
|
<html><body>I think the section on reading message with repeating groups will help you out a lot. Bottom of the page: <a href="http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html">http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html</a><br><br>OnNewQuote is not a quickfix method, you'll need to ask SmartQuant about that.<br><br>--oren<br><br> <blockquote webmail="1" style="border-left: 2px solid blue; margin-left: 8px; padding-left: 8px;"> -------- Original Message --------<br> Subject: Re: [Quickfix-users] Receiving market data<br> From: "Claes_Gyllenswärd" <let...@gm...><br> Date: Tue, April 29, 2008 6:01 am<br> To: <br> Cc: <a href="mailto:qui...@li...">qui...@li...</a><br> <br> QuickFIX Documentation: <a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target="_blank"><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></a><br> QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target="_blank"><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></a><br> <br> <hr>As I should have done from the very beginning, I read the documentation.<br>My interpretation of the C# example code under "Receiving messages" is to change the code to:<br><br>case MDEntryType.BID: {<br> BidPx BID = new BidPx();<br> double somebid = message.get(BID);<br>}<br><br>But the message.get doesn't accept a BidPX, instead it wants a MDReqID. <br>Because I didn't know what to do, I tried<br>message.get(new MDReqID());<br>But then I had a MDReqID returned aswell, which isn't what I want.<br> <br>I feel like I'm so close to understanding what's happening, but I can't figure it out.<br><br><div class="gmail_quote">2008/4/29 Claes Gyllenswärd <<a href="mailto:let...@gm..." onclick="Popup.composeWindow('pcompose.php?sendto=letharion%40gmail.com');; return false;" target="_blank"><a href="mailto:let...@gm...">let...@gm...</a></a>>:<br> <blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;"> Ok, two values in a single instance is not supported. And yes, I do see a BID and OFFER type.<br>What gets me confused then is that there is a function called OnNewQuote, that takes both bid and ask as argument.<br>Some googling tells me this function seems to be unique to OpenQuant, and isn't really related to QuickFIX, is that correct?<br> <br>case MDEntryType.BID: {<br> bid = message.getDouble(270);<br> Console.WriteLine("Got Bid" + bid);<br>}<br><br>For some reason the case stops executing after bid = message.getDouble(270);<br> If I do<br><br>case MDEntryType.BID: {<br> Console.WriteLine("Got Bid" + bid);<br> Console.WriteLine("Got Bid" + bid);<br> bid = message.getDouble(270);<br> Console.WriteLine("Got Bid" + bid);<br> break;<br>}<br><br>WriteLine executes twice, but no more.<br>Is my syntax with the getDouble completly wrong?<br><br><div class="gmail_quote">2008/4/28 <<a href="mailto:or...@qu..." onclick="Popup.composeWindow('pcompose.php?sendto=oren%40quickfixengine.org');; return false;" target="_blank"><a href="mailto:or...@qu...">or...@qu...</a></a>>:<div> <div></div><div><br> <blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;"><div><div>There is no QUOTE type for MDEntryType. That would imply having two values in a single instance of a group, which is not supported. There are BID and OFFER types, which this message is actually providing you.<br> </div> <div>Your bid is</div><div> <div>269=0 270=487.5 271=10000 <br></div> </div><div>And you your offer is</div><div> <div>269=1 270=488.5 271=10000</div> <div> </div> </div><div>269 is the MDEntryType. 0 is a BID, 1 is an OFFER, and 2 is a TRADE.</div><div><div></div><div> <blockquote style="border-left: 2px solid blue; padding-left: 8px; margin-left: 8px;">-------- Original Message --------<br>Subject: [Quickfix-users] Receiving market data<br>From: "Claes_Gyllenswärd" <<a href="mailto:let...@gm..." onclick="Popup.composeWindow('pcompose.php?sendto=letharion%40gmail.com');; return false;" target="_blank"><a href="mailto:let...@gm...">let...@gm...</a></a>><br> Date: Mon, April 28, 2008 10:49 am<br>To: <a href="mailto:qui...@li..." onclick="Popup.composeWindow('pcompose.php?sendto=quickfix-users%40lists.sourceforge.net');; return false;" target="_blank"><a href="mailto:qui...@li...">qui...@li...</a></a><br><br>QuickFIX Documentation: <a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target="_blank"></a><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target="_blank"><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></a><br> QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target="_blank"></a><a href="http://www.quickfixengine.org/services.html" target="_blank"><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></a><br><br> <hr> Having succesfully connected, and sent some dummy buy/sell/cancel/limit-orders and seen that everything works, I tried getting marketdata.<br>I see in the log that I receive for example:<br>"268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get data from my provider.<br> But OpenQuant, that I use, doesn't seem to recognize this. It does collect trade, but not quote data.<br>Before I go complaining to the developers, I figured I'd try to work out how QuickFix handles the data.<br> <br> I find:<br>case MDEntryType.TRADE: {<br> provider.OnNewTrade(<br> record.Instrument,<br> group.getMDEntryPx().getValue(),<br> (int)group.getMDEntrySize().getValue());<br> }<br><br>And an equivalent function "OnNewQuote()", so I tried just adding<br> case MDEntryType.QUOTE: {<br> <br>But there is no quote in MDEntryType. I can find no other place that calls<br>OnNewQuote().<br><br>I would greatly appreciate any hints as to what I'm missing :)<br> <hr> -------------------------------------------------------------------------<br>This <a href="http://SF.net" target="_blank">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <br>Don't miss this year's exciting event. There's still time to save $100. <br> Use priority code J8TL2D2. <br><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target="_blank"></a><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target="_blank"><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?">http://ad.doubleclick.net/clk;198757673;13503038;p?</a></a><a href="http://java.sun.com/javaone" target="_blank"><a href="http://java.sun.com/javaone">http://java.sun.com/javaone</a></a> <hr> _______________________________________________<br>Quickfix-users mailing list<br><a href="http://email.secureserver.net/pcompose.php#11999961c072a4d3_1199977e3c013516_1199663be6cfe008_Compose" target="_self">Quickfix-users<b></b>@lists.sourceforge.net</a><br><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target="_blank"></a><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target="_blank"><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></a><br> </blockquote></div></div></div> </blockquote></div></div></div><br> </blockquote></div><br> <hr>-------------------------------------------------------------------------<br> This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <br> Don't miss this year's exciting event. There's still time to save $100. <br> Use priority code J8TL2D2. <br> <a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target="_blank"><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></a><hr>_______________________________________________<br> Quickfix-users mailing list<br> <a href="http://email.secureserver.net/pcompose.php#Compose" onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;">Quickfix-users<b></b>@lists.sourceforge.net</a><br> <a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target="_blank"><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></a><br> </blockquote></body></html> |
|
From: C. G. <let...@gm...> - 2008-04-29 11:01:09
|
As I should have done from the very beginning, I read the documentation.
My interpretation of the C# example code under "Receiving messages" is to
change the code to:
case MDEntryType.BID: {
BidPx BID = new BidPx();
double somebid = message.get(BID);
}
But the message.get doesn't accept a BidPX, instead it wants a MDReqID.
Because I didn't know what to do, I tried
message.get(new MDReqID());
But then I had a MDReqID returned aswell, which isn't what I want.
I feel like I'm so close to understanding what's happening, but I can't
figure it out.
2008/4/29 Claes Gyllenswärd <let...@gm...>:
> Ok, two values in a single instance is not supported. And yes, I do see a
> BID and OFFER type.
> What gets me confused then is that there is a function called OnNewQuote,
> that takes both bid and ask as argument.
> Some googling tells me this function seems to be unique to OpenQuant, and
> isn't really related to QuickFIX, is that correct?
>
> case MDEntryType.BID: {
> bid = message.getDouble(270);
> Console.WriteLine("Got Bid" + bid);
> }
>
> For some reason the case stops executing after bid =
> message.getDouble(270);
> If I do
>
> case MDEntryType.BID: {
> Console.WriteLine("Got Bid" + bid);
> Console.WriteLine("Got Bid" + bid);
> bid = message.getDouble(270);
> Console.WriteLine("Got Bid" + bid);
> break;
> }
>
> WriteLine executes twice, but no more.
> Is my syntax with the getDouble completly wrong?
>
> 2008/4/28 <or...@qu...>:
>
> There is no QUOTE type for MDEntryType. That would imply having two
> > values in a single instance of a group, which is not supported. There are
> > BID and OFFER types, which this message is actually providing you.
> > Your bid is
> > 269=0 270=487.5 271=10000
> > And you your offer is
> > 269=1 270=488.5 271=10000
> >
> > 269 is the MDEntryType. 0 is a BID, 1 is an OFFER, and 2 is a TRADE.
> >
> > -------- Original Message --------
> > Subject: [Quickfix-users] Receiving market data
> > From: "Claes_Gyllenswärd" <let...@gm...>
> > Date: Mon, April 28, 2008 10:49 am
> > To: qui...@li...
> >
> > QuickFIX Documentation:
> > <http://www.quickfixengine.org/quickfix/doc/html/index.html>
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: <http://www.quickfixengine.org/services.html>
> > http://www.quickfixengine.org/services.html
> >
> > ------------------------------
> > Having succesfully connected, and sent some dummy
> > buy/sell/cancel/limit-orders and seen that everything works, I tried getting
> > marketdata.
> > I see in the log that I receive for example:
> > "268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get
> > data from my provider.
> > But OpenQuant, that I use, doesn't seem to recognize this. It does
> > collect trade, but not quote data.
> > Before I go complaining to the developers, I figured I'd try to work out
> > how QuickFix handles the data.
> >
> > I find:
> > case MDEntryType.TRADE: {
> > provider.OnNewTrade(
> > record.Instrument,
> >
> > group.getMDEntryPx().getValue(),
> >
> > (int)group.getMDEntrySize().getValue());
> > }
> >
> > And an equivalent function "OnNewQuote()", so I tried just adding
> > case MDEntryType.QUOTE: {
> >
> > But there is no quote in MDEntryType. I can find no other place that
> > calls
> > OnNewQuote().
> >
> > I would greatly appreciate any hints as to what I'm missing :)
> > ------------------------------
> >
> > -------------------------------------------------------------------------
> > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> > Don't miss this year's exciting event. There's still time to save $100.
> > Use priority code J8TL2D2.
> >
> > <http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone>
> > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> > ------------------------------
> > _______________________________________________
> > Quickfix-users mailing list
> > Quickfix-users**@lists.sourceforge.net<#11999961c072a4d3_1199977e3c013516_1199663be6cfe008_Compose>
> > <https://lists.sourceforge.net/lists/listinfo/quickfix-users>
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
> |
|
From: C. G. <let...@gm...> - 2008-04-29 09:16:36
|
Ok, two values in a single instance is not supported. And yes, I do see a
BID and OFFER type.
What gets me confused then is that there is a function called OnNewQuote,
that takes both bid and ask as argument.
Some googling tells me this function seems to be unique to OpenQuant, and
isn't really related to QuickFIX, is that correct?
case MDEntryType.BID: {
bid = message.getDouble(270);
Console.WriteLine("Got Bid" + bid);
}
For some reason the case stops executing after bid = message.getDouble(270);
If I do
case MDEntryType.BID: {
Console.WriteLine("Got Bid" + bid);
Console.WriteLine("Got Bid" + bid);
bid = message.getDouble(270);
Console.WriteLine("Got Bid" + bid);
break;
}
WriteLine executes twice, but no more.
Is my syntax with the getDouble completly wrong?
2008/4/28 <or...@qu...>:
> There is no QUOTE type for MDEntryType. That would imply having two
> values in a single instance of a group, which is not supported. There are
> BID and OFFER types, which this message is actually providing you.
> Your bid is
> 269=0 270=487.5 271=10000
> And you your offer is
> 269=1 270=488.5 271=10000
>
> 269 is the MDEntryType. 0 is a BID, 1 is an OFFER, and 2 is a TRADE.
>
> -------- Original Message --------
> Subject: [Quickfix-users] Receiving market data
> From: "Claes_Gyllenswärd" <let...@gm...>
> Date: Mon, April 28, 2008 10:49 am
> To: qui...@li...
>
> QuickFIX Documentation:
> <http://www.quickfixengine.org/quickfix/doc/html/index.html>
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: <http://www.quickfixengine.org/services.html>
> http://www.quickfixengine.org/services.html
>
> ------------------------------
> Having succesfully connected, and sent some dummy
> buy/sell/cancel/limit-orders and seen that everything works, I tried getting
> marketdata.
> I see in the log that I receive for example:
> "268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get
> data from my provider.
> But OpenQuant, that I use, doesn't seem to recognize this. It does collect
> trade, but not quote data.
> Before I go complaining to the developers, I figured I'd try to work out
> how QuickFix handles the data.
>
> I find:
> case MDEntryType.TRADE: {
> provider.OnNewTrade(
> record.Instrument,
>
> group.getMDEntryPx().getValue(),
>
> (int)group.getMDEntrySize().getValue());
> }
>
> And an equivalent function "OnNewQuote()", so I tried just adding
> case MDEntryType.QUOTE: {
>
> But there is no quote in MDEntryType. I can find no other place that calls
> OnNewQuote().
>
> I would greatly appreciate any hints as to what I'm missing :)
> ------------------------------
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference
> Don't miss this year's exciting event. There's still time to save $100.
> Use priority code J8TL2D2.
>
> <http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone>
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> ------------------------------
> _______________________________________________
> Quickfix-users mailing list
> Quickfix-users**@lists.sourceforge.net <#1199663be6cfe008_Compose>
> <https://lists.sourceforge.net/lists/listinfo/quickfix-users>
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
> |
|
From: <or...@qu...> - 2008-04-28 18:55:45
|
<html><body><div>There is no QUOTE type for MDEntryType. That would imply having two values in a single instance of a group, which is not supported. There are BID and OFFER types, which this message is actually providing you.<BR></div> <div>Your bid is</div> <div>269=0 270=487.5 271=10000 <BR></div> <div>And you your offer is</div> <div>269=1 270=488.5 271=10000</div> <div> </div> <div>269 is the MDEntryType. 0 is a BID, 1 is an OFFER, and 2 is a TRADE.</div> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-users] Receiving market data<BR>From: "Claes_Gyllenswärd" <let...@gm...><BR>Date: Mon, April 28, 2008 10:49 am<BR>To: <a href="mailto:qui...@li...">qui...@li...</a><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR> <HR> Having succesfully connected, and sent some dummy buy/sell/cancel/limit-orders and seen that everything works, I tried getting marketdata.<BR>I see in the log that I receive for example:<BR>"268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get data from my provider.<BR>But OpenQuant, that I use, doesn't seem to recognize this. It does collect trade, but not quote data.<BR>Before I go complaining to the developers, I figured I'd try to work out how QuickFix handles the data.<BR><BR>I find:<BR>case MDEntryType.TRADE: {<BR> provider.OnNewTrade(<BR> record.Instrument,<BR> group.getMDEntryPx().getValue(),<BR> (int)group.getMDEntrySize().getValue());<BR> }<BR><BR>And an equivalent function "OnNewQuote()", so I tried just adding<BR>case MDEntryType.QUOTE: {<BR><BR>But there is no quote in MDEntryType. I can find no other place that calls<BR>OnNewQuote().<BR><BR>I would greatly appreciate any hints as to what I'm missing :)<BR> <HR> -------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A> <HR> _______________________________________________<BR>Quickfix-users mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-users<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></A><BR></BLOCKQUOTE></body></html> |
|
From: Malinka R. <ael...@gm...> - 2008-04-28 17:41:45
|
0 : Bid 1 : Offer 2 : Trade 3 : Index Value 4 : Opening Price 5 : Closing Price 6 : Settlement Price 7 : Trading Session High Price 8 : Trading Session Low Price 9 : Trading Session VWAP Price so it would depend on which market you are connecting to Fix protocol reference i use: TransactTools <http://www.transacttools.net/ttportal/datadict/browser.jsp> there a few others On Mon, Apr 28, 2008 at 11:49 AM, Claes Gyllenswärd <let...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Having succesfully connected, and sent some dummy > buy/sell/cancel/limit-orders and seen that everything works, I tried getting > marketdata. > I see in the log that I receive for example: > "268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get > data from my provider. > But OpenQuant, that I use, doesn't seem to recognize this. It does collect > trade, but not quote data. > Before I go complaining to the developers, I figured I'd try to work out > how QuickFix handles the data. > > I find: > case MDEntryType.TRADE: { > provider.OnNewTrade( > record.Instrument, > > group.getMDEntryPx().getValue(), > > (int)group.getMDEntrySize().getValue()); > } > > And an equivalent function "OnNewQuote()", so I tried just adding > case MDEntryType.QUOTE: { > > But there is no quote in MDEntryType. I can find no other place that calls > OnNewQuote(). > > I would greatly appreciate any hints as to what I'm missing :) > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
|
From: C. G. <let...@gm...> - 2008-04-28 15:56:22
|
Having succesfully connected, and sent some dummy
buy/sell/cancel/limit-orders and seen that everything works, I tried getting
marketdata.
I see in the log that I receive for example:
"268=2 269=0 270=487.5 271=10000 269=1 270=488.5 271=10000", so I do get
data from my provider.
But OpenQuant, that I use, doesn't seem to recognize this. It does collect
trade, but not quote data.
Before I go complaining to the developers, I figured I'd try to work out how
QuickFix handles the data.
I find:
case MDEntryType.TRADE: {
provider.OnNewTrade(
record.Instrument,
group.getMDEntryPx().getValue(),
(int)group.getMDEntrySize().getValue());
}
And an equivalent function "OnNewQuote()", so I tried just adding
case MDEntryType.QUOTE: {
But there is no quote in MDEntryType. I can find no other place that calls
OnNewQuote().
I would greatly appreciate any hints as to what I'm missing :)
|
|
From: C. G. <let...@gm...> - 2008-04-28 15:34:24
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Thanks for your help. Fortunately I have managed to convince both parties I connect to, to fix both tag 15 and 41, which seems like a much better solution anyway :) 2008/4/24 <or...@qu...>: > This means somewhere in the application, either in your code or > SmartQuants, something is trying to pull tag 41 (OrigClOrdID) out of the > message. You need to find where this is and remove it or check to see if > the field is present before retrieving it. Otherwise the code throws a > FieldNotFound exception which it interpret as a missing conditionally > required field. > > As to the other problem, QuickFIX has a setting ValidateFieldsHaveValues. > Set this to N and the message will be processed. > > --oren > > > I use the quickfix engine together with a program called OpenQuant. > <http://www.smartquant.com>www.smartquant.com. > > I want to change the settings so that tag 41 is not required in a response > message. > I thought I figured it out. I found the path to the .xml file with all the > settings in, I found the relevant message and set the tag required to "N" > instead of "Y". > After this I save the file and restart my application, but the tag is > still required. I get > "Message 301 Rejected: Conditionally Required Field Missing:41" > Is there something else I should be aware of that is(n't) happening? > > Also, for some reason in a cancel order message I get a "15=", and the > quickfix engine doesn't seem to like that the tag lacks a value. I'll try to > dicuss > this with MF Global, that I'm connected to, but is there a way to make > quickfix ignore this problem? > ------------------------------ > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > <http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone> > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > ------------------------------ > _______________________________________________ > Quickfix-users mailing list > Quickfix-users**@lists.sourceforge.net<http://email.secureserver.net/pcompose.php#Compose> > <https://lists.sourceforge.net/lists/listinfo/quickfix-users> > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
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From: <or...@qu...> - 2008-04-25 16:42:58
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<html><body><div>So as many of you have noticed the old bugtrcker was causing a lot of problems and was becoming overrun by spam bots. We've axed the old bugtracker and deployed a new one which uses the Arctic bugtracker. It is available at the same location, <A href="http://www.quickfixengine.org/bugtracker"><a href="http://www.quickfixengine.org/bugtracker">http://www.quickfixengine.org/bugtracker</a></A></div></body></html> |
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From: Alex M. <ale...@gm...> - 2008-04-24 21:16:04
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I posted something up there, and started a discussion. Good idea! cheers, alex On Fri, Apr 18, 2008 at 11:47 AM, Jonathan Kalbfeld < jon...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi All, > > I created a group for FIX Developers and Integrators on Facebook. > > If you are interested, we can use that too. It might be a good place > to post FIX programming jobs, etc. > > http://www.facebook.com/group.php?gid=33430490225 > > Jonathan > > -- > -- > Jonathan Kalbfeld > ThoughtWave Technologies LLC > www.thoughtwave.com > +1 424 354 1814 > > Learn UNIX For Free at unixlessons.com > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: <or...@qu...> - 2008-04-24 13:12:07
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<html><body>This means somewhere in the application, either in your code or SmartQuants, something is trying to pull tag 41 (OrigClOrdID) out of the message. You need to find where this is and remove it or check to see if the field is present before retrieving it. Otherwise the code throws a FieldNotFound exception which it interpret as a missing conditionally required field.<br><br>As to the other problem, QuickFIX has a setting ValidateFieldsHaveValues. Set this to N and the message will be processed.<br><br>--oren<br><br><blockquote webmail="1" style="border-left: 2px solid blue; margin-left: 8px; padding-left: 8px;"><br>I use the quickfix engine together with a program called OpenQuant. <a href="http://www.smartquant.com" target="_blank"><a href="http://www.smartquant.com">www.smartquant.com</a></a>.<br><br>I want to change the settings so that tag 41 is not required in a response message.<br> I thought I figured it out. I found the path to the .xml file with all the settings in, I found the relevant message and set the tag required to "N" instead of "Y".<br>After this I save the file and restart my application, but the tag is still required. I get<br> "Message 301 Rejected: Conditionally Required Field Missing:41"<br>Is there something else I should be aware of that is(n't) happening?<br><br>Also, for some reason in a cancel order message I get a "15=", and the quickfix engine doesn't seem to like that the tag lacks a value. I'll try to dicuss<br> this with MF Global, that I'm connected to, but is there a way to make quickfix ignore this problem?<br> <hr>-------------------------------------------------------------------------<br> This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <br> Don't miss this year's exciting event. There's still time to save $100. <br> Use priority code J8TL2D2. <br> <a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target="_blank"><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></a><hr>_______________________________________________<br> Quickfix-users mailing list<br> <a href="http://email.secureserver.net/pcompose.php#Compose" onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;">Quickfix-users<b></b>@lists.sourceforge.net</a><br> <a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target="_blank"><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></a><br> </blockquote></body></html> |
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From: C. G. <let...@gm...> - 2008-04-24 09:33:29
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Hello. I use the quickfix engine together with a program called OpenQuant. www.smartquant.com. I want to change the settings so that tag 41 is not required in a response message. I thought I figured it out. I found the path to the .xml file with all the settings in, I found the relevant message and set the tag required to "N" instead of "Y". After this I save the file and restart my application, but the tag is still required. I get "Message 301 Rejected: Conditionally Required Field Missing:41" Is there something else I should be aware of that is(n't) happening? Also, for some reason in a cancel order message I get a "15=", and the quickfix engine doesn't seem to like that the tag lacks a value. I'll try to dicuss this with MF Global, that I'm connected to, but is there a way to make quickfix ignore this problem? |
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From: <ern...@bn...> - 2008-04-23 13:54:27
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We need to develop a simple fix engine to process between 1000-10000 daily
transactions. The team involved in this project can only perform the
developments with VB6, but they do have limited access to Java developers.
Since quickfix is not directly suitable for VB6 developments, we are
considering developing a small technical application in Java that will use
MQseries as middleware to link the functionality of the VB6 application to
the quickfix Java application.
Since at present we have very limited knowledge of quickfix functionality,
I would be interested to hear your opinions with regards to this. Will we
loose a lot of functionality ? Do you foresee any problems ?
The alternative to this solution would appear to be a comercial solution
that already has an mqseries or active X in place to link to VB6.
We have until the end of the month to decide which way to go, all your
comments would be greatly appreciated.
Many thanks, Ernesto
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From: Nick R. <nic...@gm...> - 2008-04-18 23:43:05
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Not sure if this is only effecting me or others as well but can you guys please post your messages in plain text As you may notice in the mailed out lists some message are completely missing and replaced by... "An HTML attachment was scrubbed..." Kinda hard to read a message (apologies it this message gets to you as html and is in itself scrubbed) thanks |
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From: Jonathan K. <jon...@gm...> - 2008-04-18 17:03:22
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Hi All, I created a group for FIX Developers and Integrators on Facebook. If you are interested, we can use that too. It might be a good place to post FIX programming jobs, etc. http://www.facebook.com/group.php?gid=33430490225 Jonathan -- -- Jonathan Kalbfeld ThoughtWave Technologies LLC www.thoughtwave.com +1 424 354 1814 Learn UNIX For Free at unixlessons.com |
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From: Jonathan K. <jon...@gm...> - 2008-04-18 16:36:38
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I was a simple newbie about six months ago with this, and I remember asking the same question -- the best way I learned it was by picking apart OrderMatch with a C++ book at my side and I have since written my own order book system using Quick FIX. I have a more commented version of ordermatch somewhere, so if you want it let me know. If you happen to be doing QuickFIX development on Solaris, you can download a solaris pkgadd from my website at http://thoughtwave.com/downloads.html Have fun, jonathan On Fri, Apr 18, 2008 at 8:47 AM, <or...@qu...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > You are correct. QuickFIX is a development library and is designed to be integrated in new or existing applications. It does not run without the aid of development tools. > > --oren > -------- Original Message -------- > Subject: [Quickfix-users] Simple question from newbie > From: fixworkstuff <fix...@gm...> > Date: Tue, April 15, 2008 8:30 am > To: qui...@li... > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I'm considering using QuickFix, however I have a very simple question that I > have not been able to answer myself .... > > Can QuickFix j ust be started as a FIX engine, i.e without me having to write > a any specific code to get it working (I had a look at the examples but > these don't really tell me much) To the best of my understanding so far it > just seems to be a set of classes that enable me to integrate FIX in my > application rather than a standalone FIX engine (like javelin, or financial > fusion). > > Any help would be appreciated. > > > Thanks > -- > View this message in context: http://www.nabble.com/Simple-question-from-newbie-tp16700537p16700537.html > Sent from the QuickFIX - User mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponso red by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- -- Jonathan Kalbfeld ThoughtWave Technologies LLC www.thoughtwave.com +1 424 354 1814 Learn UNIX For Free at unixlessons.com |
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From: <or...@qu...> - 2008-04-18 15:47:31
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<html><body><div>You are correct. QuickFIX is a development library and is designed to be integrated in new or existing applications. It does not run without the aid of development tools.</div> <div> </div> <div>--oren</div> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-users] Simple question from newbie<BR>From: fixworkstuff <fix...@gm...><BR>Date: Tue, April 15, 2008 8:30 am<BR>To: <a href="mailto:qui...@li...">qui...@li...</a><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR><BR>Hi,<BR><BR>I'm considering using QuickFix, however I have a very simple question that I<BR>have not been able to answer myself ....<BR><BR>Can QuickFix just be started as a FIX engine, i.e without me having to write<BR>a any specific code to get it working (I had a look at the examples but<BR>these don't really tell me much) To the best of my understanding so far it<BR>just seems to be a set of classes that enable me to integrate FIX in my<BR>application rather than a standalone FIX engine (like javelin, or financial<BR>fusion).<BR><BR>Any help would be appreciated.<BR><BR><BR>Thanks<BR>-- <BR>View this message in context: <A href="http://www.nabble.com/Simple-question-from-newbie-tp16700537p16700537.html" target=_blank><a href="http://www.nabble.com/Simple-question-from-newbie-tp16700537p16700537.html">http://www.nabble.com/Simple-question-from-newbie-tp16700537p16700537.html</a></A><BR>Sent from the QuickFIX - User mailing list archive at <a href="http://Nabble.com">Nabble.com</a>.<BR><BR><BR>-------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A><BR>_______________________________________________<BR>Quickfix-users mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-users<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></A><BR></BLOCKQUOTE></body></html> |
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From: <or...@qu...> - 2008-04-18 15:42:36
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<html><body><div>There is no requirement that MDReqID be the first field in the message. Unless it is part of a repeating group, anything goes, therefore QuickFIX puts it in the most convenient order according to its internal data structure, making it quicker to retrieve fields from messages.</div> <div> </div> <div>--oren</div> <BLOCKQUOTE style="PADDING-LEFT: 8px; MARGIN-LEFT: 8px; BORDER-LEFT: blue 2px solid" webmail="1">-------- Original Message --------<BR>Subject: [Quickfix-users] Why is my MarketDataRequest badly formed?<BR>From: "Beaghton Ltd" <bea...@gm...><BR>Date: Fri, April 11, 2008 8:42 am<BR>To: <a href="mailto:qui...@li...">qui...@li...</a><BR><BR>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank><a href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a></A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=_blank><a href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a></A><BR><BR> <HR> Hi,<BR><BR>I am trying to build a MarketDataRequest ("V") message but the order in which QF adds the fields groups to the message doesn't seem to match the order in which I add them. I've reduced the problem to six lines:<BR><BR> FIX::Message msg;<BR> msg.setField(FIX::MDReqID("ABC123"));<BR> FIX44::MarketDataRequest::NoRelatedSym relSym;<BR> relSym.setField(FIX::Symbol("DEF456"));<BR> msg.addGroup(relSym);<BR><BR>If I then render the resulting (admittedly meaningless) message, I get the following:<BR><BR>BodyLength=27<BR>NoRelatedSym=1<BR>Symbol=DEF456<BR>MDReqID=ABC123<BR>CheckSum=052<BR><BR>Why has it put the NoRelatedSym group before the MDReqID?<BR><BR>This is with QF version 1.12.4 and FIX44.XML as the config file.<BR><BR>Can you tell me what I am doing wrong? It must be something that I have forgotten to configure, as I'm new to QF and I can't believe that this has no been seen by others!<BR><BR>Many thanks,<BR><BR>Dan Pike<BR><BR> <HR> -------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by the 2008 JavaOne(SM) Conference <BR>Don't miss this year's exciting event. There's still time to save $100. <BR>Use priority code J8TL2D2. <BR><A href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone" target=_blank><a href="http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone">http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone</a></A> <HR> _______________________________________________<BR>Quickfix-users mailing list<BR><A onclick="Popup.composeWindow('pcompose.php?sendto=Quickfix-users%40lists.sourceforge.net'); return false;" href="#Compose">Quickfix-users<B></B>@lists.sourceforge.net</A><BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-users" target=_blank><a href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a></A><BR></BLOCKQUOTE></body></html> |
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From: fixworkstuff <fix...@gm...> - 2008-04-15 13:30:52
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Hi, I'm considering using QuickFix, however I have a very simple question that I have not been able to answer myself .... Can QuickFix just be started as a FIX engine, i.e without me having to write a any specific code to get it working (I had a look at the examples but these don't really tell me much) To the best of my understanding so far it just seems to be a set of classes that enable me to integrate FIX in my application rather than a standalone FIX engine (like javelin, or financial fusion). Any help would be appreciated. Thanks -- View this message in context: http://www.nabble.com/Simple-question-from-newbie-tp16700537p16700537.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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