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From: <or...@qu...> - 2008-03-25 18:33:19
|
<html><body><div>QuickFIX is a development library, so there is nothing to run so to speak. It must be integrated in a development environment. There is no binary executable so it has no real use outside of visual studio.</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] Dont have Visual Studio and I just want a<BR>Binary<BR>From: sumation <ev...@On...><BR>Date: Tue, March 25, 2008 12:50 pm<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>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR><BR><BR>Hi,<BR>I dont have MS Visual Studio and I just whant a Binary File.<BR>I just whantto execute and have Quickfix Engine on my desktop.<BR>When will you make an Installer?<BR><BR>Best Regards<BR>-- <BR>View this message in context: <a href="http://www.nabble.com/Dont-have-Visual-Studio-and-I-just-want-a-Binary-tp16281284p16281284.html" target=_blank>http://www.nabble.com/Dont-have-Visual-Studio-and-I-just-want-a-Binary-tp16281284p16281284.html</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: Microsoft<BR>Defy all challenges. Microsoft(R) Visual Studio 2008.<BR><a href="http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/" target=_blank>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-users</a><BR></BLOCKQUOTE></body></html> |
|
From: sumation <ev...@On...> - 2008-03-25 17:51:01
|
Hi, I dont have MS Visual Studio and I just whant a Binary File. I just whantto execute and have Quickfix Engine on my desktop. When will you make an Installer? Best Regards -- View this message in context: http://www.nabble.com/Dont-have-Visual-Studio-and-I-just-want-a-Binary-tp16281284p16281284.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: Dan H. <dhe...@co...> - 2008-03-25 14:46:01
|
|
From: <or...@qu...> - 2008-03-20 14:13:50
|
<html><body><div>We don't know when you are done with the message. You need to call Dispose when you are finished with it.</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] Memory Leak - Please help.<BR>From: "Sam Smith" <sa...@if...><BR>Date: Thu, March 20, 2008 6:37 am<BR>To: <<a href="mailto:qui...@li...urceforge">qui...@li...urceforge</a>.net><BR><BR>QuickFIX Documentation: <a href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=_blank>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR><BR> <HR> <o:SmartTagType name="City" namespaceuri="urn:schemas-microsoft-com:office:smarttags"></o:SmartTagType><o:SmartTagType name="place" namespaceuri="urn:schemas-microsoft-com:office:smarttags"></o:SmartTagType> <STYLE> #wmMessage st1\:* {behavior:url(#default#ieooui) } </STYLE> <STYLE> #wmMessage /* Style Definitions */ p.MsoNormal, #wmMessage li.MsoNormal, #wmMessage div.MsoNormal {margin:0cm; margin-bottom:.0001pt; font-size:12.0pt; font-family:"Times New Roman";} #wmMessage a:link, #wmMessage span.MsoHyperlink {color:blue; text-decoration:underline;} #wmMessage a:visited, #wmMessage span.MsoHyperlinkFollowed {color:purple; text-decoration:underline;} #wmMessage span.EmailStyle17 {mso-style-type:personal-compose; font-family:Arial; color:windowtext;} #wmMessage @page Section1 {size:595.3pt 841.9pt; margin:72.0pt 90.0pt 72.0pt 90.0pt;} #wmMessage div.Section1 {page:Section1;} </STYLE> <DIV class=Section1> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Hi,<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">I am reasonably new to QuickFix and I have a problem. I have been asked to look at part of a C# application using the .Net QuickFixEngine library.<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">My problem is that the application seems to have substantial memory leak.<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Looking at the application using a .Net memory profiler, it looks like a lot of QuickFix objects are hanging around in memory. It looks like the .Net code is releasing all references to the objects, but some unmanaged code is retaining a reference.<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Am I missing something obvious? Should the developers who wrote it have been calling a .Dispose method or delete or something on these objects? One major source of the leak seems to come from messages that are created by the unmanaged C++ library and passed into our managed code. When our managed code finishes with them they do not seem to get cleaned up.<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Please help.<o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p> </o:p></SPAN></FONT></div> <div><STRONG><B><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Sam Smith</SPAN></FONT></B></STRONG><o:p></o:p></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Developer / Infrastructure</SPAN></FONT><o:p></o:p></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Intelligent Financial Systems</SPAN></FONT><o:p></o:p></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">110 <st1:place w:st="on">St Martin</st1:place>'s Lane<BR><st1:City w:st="on"><st1:place w:st="on">London</st1:place></st1:City><BR>WC2N 4BA</SPAN></FONT><o:p></o:p></div> <div><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"> <o:p></o:p></SPAN></FONT></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Telephone 020 7379 7328</SPAN></FONT><o:p></o:p></div> <div><FONT face=Arial size=2><SPAN style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Fax 020 7379 7329</SPAN></FONT><o:p></o:p></div> <div><FONT face="Times New Roman" size=3><SPAN style="FONT-SIZE: 12pt"><o:p> </o:p></SPAN></FONT></div></DIV> <HR> -------------------------------------------------------------------------<BR>This <a href="http://SF.net">SF.net</a> email is sponsored by: Microsoft<BR>Defy all challenges. Microsoft(R) Visual Studio 2008.<BR><a href="http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/" target=_blank>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-users</a><BR></BLOCKQUOTE></body></html> |
|
From: Sam S. <sa...@if...> - 2008-03-20 11:45:45
|
Hi, I am reasonably new to QuickFix and I have a problem. I have been asked to look at part of a C# application using the .Net QuickFixEngine library. My problem is that the application seems to have substantial memory leak. Looking at the application using a .Net memory profiler, it looks like a lot of QuickFix objects are hanging around in memory. It looks like the .Net code is releasing all references to the objects, but some unmanaged code is retaining a reference. Am I missing something obvious? Should the developers who wrote it have been calling a .Dispose method or delete or something on these objects? One major source of the leak seems to come from messages that are created by the unmanaged C++ library and passed into our managed code. When our managed code finishes with them they do not seem to get cleaned up. Please help. Sam Smith Developer / Infrastructure Intelligent Financial Systems 110 St Martin's Lane London WC2N 4BA Telephone 020 7379 7328 Fax 020 7379 7329 |
|
From: Dan G. <dua...@ya...> - 2008-03-18 16:36:38
|
John,
good point. i do have a handler for OrderCancelReject.
Also, i have a typo in my prev email - the msg i suspect missing is of ExecutionReports, with OrderStatus=6 (39=6), which is "CANCEL PENDING". It has fields about how many shares partially filled and so on.
i am very interested in finding out the details about supposely automatic "resend" request, generated by QuickFix. anyone knows where i can find the details? i do not mind looking into the codes, btw.
thanks,
Dan
----- Original Message ----
From: John Haldi <jh...@ca...>
To: Dan Guo <dua...@ya...>
Sent: Tuesday, March 18, 2008 12:23:09 PM
Subject: RE: [Quickfix-users] how to configure
Before we dig into the nitty gritty, let me ask a stupid question -- akin to "are you sure its plugged in". My apologies if this is too obvious to warrant asking.
In your app I'm guessing that you use the message cracker, and that you use the overloaded onMessage event to handle ExecutionReports. If that's the case, do you also have an onMessage handler for OrderCancelReject (MsgType=9)? And in that handler are you logging to the same place as where you log the ExecReports?
Your scenario is so specific, and OrderCancelRejects sometimes throw people for a loop because they assume that they come back as ExecReports when in fact they are their own message type. I just want to cover our bases before we look for stranger answers.
John
-----Original Message-----
From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo
Sent: Tuesday, March 18, 2008 11:55 AM
To: John Haldi
Cc: qui...@li...
Subject: Re: [Quickfix-users] how to configure
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
John,
what occured is this -
1. my app did nto crash or restart. it worked all the way; 2. in my log, i see "Logout"and then "Logon"for the session to my counter-party; 3. after "Logon", i see msgs start to flow back and forth; 4. later, i send an order and shortly later i try to cancel that order.
5. but the order was FILLED before my cancel request and my counter party send me a partial fill with OrdStatus="Cancel rejected"
6. that msg however was nowhere found in my log and i never see it.
This leads to my study. If the msg got lost, my counter-party said i should request for resend.
If "resend" request is automatic, then i should always not miss any msg.
perhaps my counter-party's software was not compatible with QuickFIx's resend-request?
Dan
----- Original Message ----
From: John Haldi <jh...@ca...>
To: Dan Guo <dua...@ya...>
Sent: Tuesday, March 18, 2008 11:41:39 AM
Subject: RE: [Quickfix-users] how to configure
Dan,
When you say that you don't see the missing message in your log, which log are you talking about? I suspect the following may be happening:
1. Broker sends message #100
2. Quickfix gets message #100, and updates its seqnums as it should 3. Quickfix issues the callback to you (onMessage), saying it got message #100 4. You code which handles the callback crashes while processing the message, and never gets to its logging code 5. You restart and quickfix happily thinks it got message #100 since it updated its seqnums to that effect
If you change your app so that it logs the message as the first step in the onMessage handler, and then processes it (and presumably crashes on that message), do you now see it in your log?
Is any of this a plausible scenario based on your app?
john
-----Original Message-----
From: Dan Guo [mailto:dua...@ya...]
Sent: Tuesday, March 18, 2008 11:34 AM
To: John Haldi; qui...@li...
Subject: Re: [Quickfix-users] how to configure
John,
if resend is automatic (after rejecting out-of-sequence msg), that is perfect for me. now, the question becomes this - what is this "request for a resend of the missing one" you mentioned? ie. the format and all the details. I need ask our counter-party to see if they get it and support it.
this pops up when a session dies in the intraday. later, in my log, i see i never receive a msg, but our counter-party's log indicated they push out that message. this is a very unsettled situation.
thank you or anyone who has more pointers,
Dan
----- Original Message ----
From: John Haldi <jh...@ca...>
To: Dan Guo <dua...@ya...>
Sent: Tuesday, March 18, 2008 11:25:22 AM
Subject: RE: [Quickfix-users] how to configure
quickfix will detect missing seq nums and will actually reject the out of sequence messsage and request a resend of the missing one. This should be transparent to your app, since it happens under the hood in the quickfix engine (assuming you're using the out of the box quickfix dlls).
The entire purpose of the sequencing protocol is to prevent what you are describing at a messaging level. Now if your contra is somehow not sending an expected message at the app level, that's a different can of worms....
-----Original Message-----
From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo
Sent: Tuesday, March 18, 2008 11:17 AM
To: qui...@li...
Subject: Re: [Quickfix-users] how to configure
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Here are my specific questions -
1. i suspect there is lost incoming msg. If that occured, my counter-party required me to request with the missed incoming msg's sequence #. how can i make that happen?
2. i see a file .seqnums. it contains 2 numbers:
00003434 : 00001234
i guess the 1st is incoming msg's sequence # and the 2nd is outgoing msg's sequence #.
if any incoming msg got lost, can quickfix automatically detect the gap and ask for resending from my counter-party? how?
thanks,
Dan
----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Sent: Tuesday, March 18, 2008 10:47:24 AM
Subject: [Quickfix-users] how to configure
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
I would like to study how to ensure message delivery. Our counter-party suggested the following -
> You should test your resend capability in our test environment. Go in
> and send a few orders then disconnect, change the incoming sequence
> number lower and reconnect to see if you receive the missed messages.
> If not then there could be a problem/configuration issues with your
> Fix software.
> Since this is such a fundamental Fix process your software should have
> some documentation concerning it.
can anyone in this forum give me some pointers?
thanks,
Dan
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From: Dan G. <dua...@ya...> - 2008-03-18 15:55:14
|
John, what occured is this - 1. my app did nto crash or restart. it worked all the way; 2. in my log, i see "Logout"and then "Logon"for the session to my counter-party; 3. after "Logon", i see msgs start to flow back and forth; 4. later, i send an order and shortly later i try to cancel that order. 5. but the order was FILLED before my cancel request and my counter party send me a partial fill with OrdStatus="Cancel rejected" 6. that msg however was nowhere found in my log and i never see it. This leads to my study. If the msg got lost, my counter-party said i should request for resend. If "resend" request is automatic, then i should always not miss any msg. perhaps my counter-party's software was not compatible with QuickFIx's resend-request? Dan ----- Original Message ---- From: John Haldi <jh...@ca...> To: Dan Guo <dua...@ya...> Sent: Tuesday, March 18, 2008 11:41:39 AM Subject: RE: [Quickfix-users] how to configure Dan, When you say that you don't see the missing message in your log, which log are you talking about? I suspect the following may be happening: 1. Broker sends message #100 2. Quickfix gets message #100, and updates its seqnums as it should 3. Quickfix issues the callback to you (onMessage), saying it got message #100 4. You code which handles the callback crashes while processing the message, and never gets to its logging code 5. You restart and quickfix happily thinks it got message #100 since it updated its seqnums to that effect If you change your app so that it logs the message as the first step in the onMessage handler, and then processes it (and presumably crashes on that message), do you now see it in your log? Is any of this a plausible scenario based on your app? john -----Original Message----- From: Dan Guo [mailto:dua...@ya...] Sent: Tuesday, March 18, 2008 11:34 AM To: John Haldi; qui...@li... Subject: Re: [Quickfix-users] how to configure John, if resend is automatic (after rejecting out-of-sequence msg), that is perfect for me. now, the question becomes this - what is this "request for a resend of the missing one" you mentioned? ie. the format and all the details. I need ask our counter-party to see if they get it and support it. this pops up when a session dies in the intraday. later, in my log, i see i never receive a msg, but our counter-party's log indicated they push out that message. this is a very unsettled situation. thank you or anyone who has more pointers, Dan ----- Original Message ---- From: John Haldi <jh...@ca...> To: Dan Guo <dua...@ya...> Sent: Tuesday, March 18, 2008 11:25:22 AM Subject: RE: [Quickfix-users] how to configure quickfix will detect missing seq nums and will actually reject the out of sequence messsage and request a resend of the missing one. This should be transparent to your app, since it happens under the hood in the quickfix engine (assuming you're using the out of the box quickfix dlls). The entire purpose of the sequencing protocol is to prevent what you are describing at a messaging level. Now if your contra is somehow not sending an expected message at the app level, that's a different can of worms.... -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo Sent: Tuesday, March 18, 2008 11:17 AM To: qui...@li... Subject: Re: [Quickfix-users] how to configure QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Here are my specific questions - 1. i suspect there is lost incoming msg. If that occured, my counter-party required me to request with the missed incoming msg's sequence #. how can i make that happen? 2. i see a file .seqnums. it contains 2 numbers: 00003434 : 00001234 i guess the 1st is incoming msg's sequence # and the 2nd is outgoing msg's sequence #. if any incoming msg got lost, can quickfix automatically detect the gap and ask for resending from my counter-party? how? thanks, Dan ----- Original Message ---- From: Dan Guo <dua...@ya...> To: qui...@li... Sent: Tuesday, March 18, 2008 10:47:24 AM Subject: [Quickfix-users] how to configure QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I would like to study how to ensure message delivery. Our counter-party suggested the following - > You should test your resend capability in our test environment. Go in > and send a few orders then disconnect, change the incoming sequence > number lower and reconnect to see if you receive the missed messages. > If not then there could be a problem/configuration issues with your > Fix software. > Since this is such a fundamental Fix process your software should have > some documentation concerning it. can anyone in this forum give me some pointers? thanks, Dan ------------------------------------------------------------------------- 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 ------------------------------------------------------------------------- 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 No virus found in this incoming message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM No virus found in this outgoing message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM No virus found in this incoming message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM No virus found in this outgoing message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM |
|
From: Dan G. <dua...@ya...> - 2008-03-18 15:34:29
|
John, if resend is automatic (after rejecting out-of-sequence msg), that is perfect for me. now, the question becomes this - what is this "request for a resend of the missing one" you mentioned? ie. the format and all the details. I need ask our counter-party to see if they get it and support it. this pops up when a session dies in the intraday. later, in my log, i see i never receive a msg, but our counter-party's log indicated they push out that message. this is a very unsettled situation. thank you or anyone who has more pointers, Dan ----- Original Message ---- From: John Haldi <jh...@ca...> To: Dan Guo <dua...@ya...> Sent: Tuesday, March 18, 2008 11:25:22 AM Subject: RE: [Quickfix-users] how to configure quickfix will detect missing seq nums and will actually reject the out of sequence messsage and request a resend of the missing one. This should be transparent to your app, since it happens under the hood in the quickfix engine (assuming you're using the out of the box quickfix dlls). The entire purpose of the sequencing protocol is to prevent what you are describing at a messaging level. Now if your contra is somehow not sending an expected message at the app level, that's a different can of worms.... -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo Sent: Tuesday, March 18, 2008 11:17 AM To: qui...@li... Subject: Re: [Quickfix-users] how to configure QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Here are my specific questions - 1. i suspect there is lost incoming msg. If that occured, my counter-party required me to request with the missed incoming msg's sequence #. how can i make that happen? 2. i see a file .seqnums. it contains 2 numbers: 00003434 : 00001234 i guess the 1st is incoming msg's sequence # and the 2nd is outgoing msg's sequence #. if any incoming msg got lost, can quickfix automatically detect the gap and ask for resending from my counter-party? how? thanks, Dan ----- Original Message ---- From: Dan Guo <dua...@ya...> To: qui...@li... Sent: Tuesday, March 18, 2008 10:47:24 AM Subject: [Quickfix-users] how to configure QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I would like to study how to ensure message delivery. Our counter-party suggested the following - > You should test your resend capability in our test environment. Go in > and send a few orders then disconnect, change the incoming sequence > number lower and reconnect to see if you receive the missed messages. > If not then there could be a problem/configuration issues with your > Fix software. > Since this is such a fundamental Fix process your software should have > some documentation concerning it. can anyone in this forum give me some pointers? thanks, Dan ------------------------------------------------------------------------- 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 ------------------------------------------------------------------------- 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 No virus found in this incoming message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM No virus found in this outgoing message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.21.7/1333 - Release Date: 3/18/2008 8:10 AM |
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From: Dan G. <dua...@ya...> - 2008-03-18 15:16:59
|
Here are my specific questions -
1. i suspect there is lost incoming msg. If that occured, my counter-party required me to request with the missed incoming msg's sequence #. how can i make that happen?
2. i see a file .seqnums. it contains 2 numbers:
00003434 : 00001234
i guess the 1st is incoming msg's sequence # and the 2nd is outgoing msg's sequence #.
if any incoming msg got lost, can quickfix automatically detect the gap and ask for resending from my counter-party? how?
thanks,
Dan
----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Sent: Tuesday, March 18, 2008 10:47:24 AM
Subject: [Quickfix-users] how to configure
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
I would like to study how to ensure message delivery. Our counter-party suggested the following -
> You should test your resend capability in our test
> environment. Go in and send a few orders then
> disconnect, change the incoming sequence number
> lower and reconnect to see if you receive the missed
> messages. If not then there could be a
> problem/configuration issues with your Fix software.
> Since this is such a fundamental Fix process your
> software should have some documentation concerning it.
can anyone in this forum give me some pointers?
thanks,
Dan
-------------------------------------------------------------------------
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: Dan G. <dua...@ya...> - 2008-03-18 14:47:34
|
I would like to study how to ensure message delivery. Our counter-party suggested the following - > You should test your resend capability in our test > environment. Go in and send a few orders then > disconnect, change the incoming sequence number > lower and reconnect to see if you receive the missed > messages. If not then there could be a > problem/configuration issues with your Fix software. > Since this is such a fundamental Fix process your > software should have some documentation concerning it. can anyone in this forum give me some pointers? thanks, Dan |
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From: Jeffrey C. <jef...@pi...> - 2008-03-17 16:03:41
|
All,
We identified an issue with SocketAcceptor.cpp that could cause quickfix
engine to crash. When socket_peername in Utility.cpp returns 0, fix
engine crashes in SocketAcceptor::onConnect() function.
SocketAcceptor.cpp
void SocketAcceptor::onConnect( SocketServer& server, int a, int s )
{ QF_STACK_PUSH(SocketAcceptor::onConnect)
if ( !socket_isValid( s ) ) return;
SocketConnections::iterator i = m_connections.find( s );
if ( i != m_connections.end() ) return;
int port = server.socketToPort( a );
Sessions sessions = m_portToSessions[port];
m_connections[ s ] = new SocketConnection( s, sessions,
&server.getMonitor() );
std::stringstream stream;
//The crashes happen here
//when socket_peername(s) returns 0
stream << "Accepted connection from " << socket_peername( s ) << " on
port " << port;
if( getLog() )
getLog()->onEvent( stream.str() );
QF_STACK_POP
}
Utility.cpp
const char* socket_peername( int socket )
{ QF_STACK_PUSH(socket_peername)
struct sockaddr_in addr;
socklen_t len = sizeof(addr);
if( getpeername( socket, (struct sockaddr*)&addr, &len ) < 0 )
return 0; //when socket_peername returns 0 from here
return inet_ntoa( addr.sin_addr );
QF_STACK_POP
}
We also noticed that this is only an issue when we link with STLPort5.10
(libstlport.so.5.1). When we link with libstdc++.so.6.0.8, crashes do
not happen.
Regards
-Jeff
Disclaimer: Any references to Pipeline performance contained herein are based on internal testing and / or historic performance levels which Pipeline expects to maintain or exceed but nevertheless does not guarantee. Congested networks, price volatility, or other extraordinary events may impede future trading activities and degrade performance statistics. Pipeline is a member of FINRA and SIPC. |
|
From: Mike P. <mic...@ya...> - 2008-03-14 12:39:04
|
I'm going to assume that your not familiar with FIX in general. With that assumption I would recommend you go to www.fixprotocol.org and get the FIX spec for FIX 4.2. Read it. Then read the code for the examples that come with QuickFix. Once your familiar with how QF does things you'll need to read the spec that your market data provider has and implement the necessary code. Who is your market data provider? Maybe someone on this list has implemented a FIX interface for your provider and will be able to help you a little more specificly. Mike --- sumation <ev...@On...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > I need help on get market data with QuickFix Engine. > I really dont know how to. > can Some one Help. > Thanks > -- > View this message in context: > http://www.nabble.com/How-to-get-Market-Data-with-QuickFix-tp16026921p16026921.html > Sent from the QuickFIX - User mailing list archive > at Nabble.com. > > > ------------------------------------------------------------------------- > 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 > ____________________________________________________________________________________ Looking for last minute shopping deals? Find them fast with Yahoo! Search. http://tools.search.yahoo.com/newsearch/category.php?category=shopping |
|
From: sumation <ev...@On...> - 2008-03-13 14:59:48
|
I need help on get market data with QuickFix Engine. I really dont know how to. can Some one Help. Thanks -- View this message in context: http://www.nabble.com/How-to-get-Market-Data-with-QuickFix-tp16026921p16026921.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: sumation <ev...@On...> - 2008-03-12 17:22:25
|
I am ready to use QuickFix Engine(QuickFix/j). I want Quickfix just to get market data. What Application in quickfix that will do that for me? Thanks, Edgar -- View this message in context: http://www.nabble.com/Market-Data-tp16009376p16009376.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2008-03-11 22:00:24
|
<html><body><div>The SenderCompID and TargetCompID will be set automatically when you send your message on a session. The sender sub ID can be set on the header of the message like message.getHeader().set( SenderSubID("MYSUBID") )</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] Where do I change my Tags and Sender ID?<BR>From: sumation <ev...@On...><BR>Date: Tue, March 11, 2008 3:47 pm<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>http://www.quickfixengine.org/quickfix/doc/html/index.html</a><BR>QuickFIX Support: <a href="http://www.quickfixengine.org/services.html" target=_blank>http://www.quickfixengine.org/services.html</a><BR><BR><BR>Hi,<BR>I need to know where I change my Tags,SenderCompID, Sender SubID and<BR>TargetCompID?<BR>Thanks.<BR>-- <BR>View this message in context: <a href="http://www.nabble.com/Where-do-I-change-my-Tags-and-Sender-ID--tp15988779p15988779.html" target=_blank>http://www.nabble.com/Where-do-I-change-my-Tags-and-Sender-ID--tp15988779p15988779.html</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: Microsoft<BR>Defy all challenges. Microsoft(R) Visual Studio 2008.<BR><a href="http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/" target=_blank>http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</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>https://lists.sourceforge.net/lists/listinfo/quickfix-users</a><BR></BLOCKQUOTE></body></html>
|
|
From: sumation <ev...@On...> - 2008-03-11 20:48:00
|
Hi, I need to know where I change my Tags,SenderCompID, Sender SubID and TargetCompID? Thanks. -- View this message in context: http://www.nabble.com/Where-do-I-change-my-Tags-and-Sender-ID--tp15988779p15988779.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: Dan G. <dua...@ya...> - 2008-03-01 04:20:40
|
This is to further re-clarify my original question, in case that it is not clear.
Can anyone tell me if the following code segment could work to set a non-standard session field, using QuickFix C++ API?
------------------
FIX::SessionSettings settings (fixSettingFile); // fixSettingFile is the standard config file for QuickFIX
FIX::Dictionary & myDictionary = settings.get();
myDictionary.setString("7001", "Y"); //my intention is to have a Tag 7001 with value "Y", in the session setting;
settings.set(myDictionary);
initiator = new FIX::ThreadedSocketInitiator(*this, storeFactory, settings, logFactory );
initiator->start();
-------------------
thanks.
Dan
----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Sent: Friday, February 29, 2008 3:42:54 PM
Subject: Re: [Quickfix-users] how to configure/add session fields
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Hi,
Let me clarify - i would hope the session field is set when a session is created. In other words, after session is created, each order msg does not need to set session field in the header, everytime for each new message.
First, can some experienced QuickFix users confirm to me that I do not need the following line of codes in the route for crafting an order msg, after i create a confirguration file with SenderCompID=abc:
newOrder.getHeader().setField(FIX::SenderCompID(senderCompID));
Second, is there a better way than "newOrder.getHeader.setField(7001,"Y"), in each order msg? " i would hope i just need it once for session header.
By the way, it looks like HeartBtInt (108) is standard, not CancelAllOnDisconnect.
thanks,
Dan
----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Cc: Dan Guo <dua...@ya...>
Sent: Friday, February 29, 2008 2:58:34 PM
Subject: how to configure/add session fields
Hi Everyone,
I got one question about using Initiator. In configuration file, I use two fields for session settings, for enabling cancelling orders upon disconnecting and heartbeat duration of 20 seconds.
CancelAllOnDisconnect=Y;
HeartBtInt = 20;
I create a ThreadedInitiator with FIX::SessionSettings:
initiator = new FIX::ThreadedSocketInitiator(*this, storeFactory, settings, logFactory );
The problem, my counter-party expects tag 7001 is set to Y and tag 108 set to 20, for the same features. My setting above did not help at all.
My questions are -
1. HeartBtInt and CancelAllOnDisconnect: are they standard tags, which are mapped to 108 and 7001?
2. if NOT, how can i set Tag 7001 and 108 to my session settings in C++?
In fact, as a separate matter, how can i add a non-standard session field with QuickFIX in C++?
Anyone can help?
thanks,
Dan
-------------------------------------------------------------------------
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: Dan G. <dua...@ya...> - 2008-02-29 20:43:04
|
Hi,
Let me clarify - i would hope the session field is set when a session is created. In other words, after session is created, each order msg does not need to set session field in the header, everytime for each new message.
First, can some experienced QuickFix users confirm to me that I do not need the following line of codes in the route for crafting an order msg, after i create a confirguration file with SenderCompID=abc:
newOrder.getHeader().setField(FIX::SenderCompID(senderCompID));
Second, is there a better way than "newOrder.getHeader.setField(7001,"Y"), in each order msg? " i would hope i just need it once for session header.
By the way, it looks like HeartBtInt (108) is standard, not CancelAllOnDisconnect.
thanks,
Dan
----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Cc: Dan Guo <dua...@ya...>
Sent: Friday, February 29, 2008 2:58:34 PM
Subject: how to configure/add session fields
Hi Everyone,
I got one question about using Initiator. In configuration file, I use two fields for session settings, for enabling cancelling orders upon disconnecting and heartbeat duration of 20 seconds.
CancelAllOnDisconnect=Y;
HeartBtInt = 20;
I create a ThreadedInitiator with FIX::SessionSettings:
initiator = new FIX::ThreadedSocketInitiator(*this, storeFactory, settings, logFactory );
The problem, my counter-party expects tag 7001 is set to Y and tag 108 set to 20, for the same features. My setting above did not help at all.
My questions are -
1. HeartBtInt and CancelAllOnDisconnect: are they standard tags, which are mapped to 108 and 7001?
2. if NOT, how can i set Tag 7001 and 108 to my session settings in C++?
In fact, as a separate matter, how can i add a non-standard session field with QuickFIX in C++?
Anyone can help?
thanks,
Dan
|
|
From: Dan G. <dua...@ya...> - 2008-02-29 19:58:41
|
Hi Everyone,
I got one question about using Initiator. In configuration file, I use two fields for session settings, for enabling cancelling orders upon disconnecting and heartbeat duration of 20 seconds.
CancelAllOnDisconnect=Y;
HeartBtInt = 20;
I create a ThreadedInitiator with FIX::SessionSettings:
initiator = new FIX::ThreadedSocketInitiator(*this, storeFactory, settings, logFactory );
The problem, my counter-party expects tag 7001 is set to Y and tag 108 set to 20, for the same features. My setting above did not help at all.
My questions are -
1. HeartBtInt and CancelAllOnDisconnect: are they standard tags, which are mapped to 108 and 7001?
2. if NOT, how can i set Tag 7001 and 108 to my session settings in C++?
In fact, as a separate matter, how can i add a non-standard session field with QuickFIX in C++?
Anyone can help?
thanks,
Dan
|
|
From: Malinka R. <ael...@gm...> - 2008-02-26 16:30:27
|
are you using a data dictionary? if not try setting up to use a data dictionary for your fix version and see if that fixes the problem On Tue, Feb 26, 2008 at 7:57 AM, Francesco <fpi...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I'm sorry for disturbing, but I'm receiving from connection the error: > "Tag appears more than once" for a tag that I'm including into a repeating > group. Where am I wrong? Have I to pay attention (to catch) to some > particular exception? I wrote the source code for the group as in the > example of quickfix site... > Thank you all, regards. > Francesco. > > ---------- Forwarded message ---------- > From: Francesco <fpi...@gm...> > Date: Mon, Feb 25, 2008 at 5:08 PM > Subject: Repeating groups > To: qui...@li... > > > Hi everybody, > I'm migrating a little application from FIX 4.2 to FIX 4.4 version. > In my previous version I was collecting some addictional fields that were > disposable singularly, one by one; now I've noticed that same fields are > availble via repeating groups... how can I retrieve these? Using a loop? Can > I know in advance the number of repeating groups for a field? > Thank you for your support, have a good day! > Francesco > > > ------------------------------------------------------------------------- > 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: Francesco <fpi...@gm...> - 2008-02-26 12:57:16
|
I'm sorry for disturbing, but I'm receiving from connection the error: "Tag appears more than once" for a tag that I'm including into a repeating group. Where am I wrong? Have I to pay attention (to catch) to some particular exception? I wrote the source code for the group as in the example of quickfix site... Thank you all, regards. Francesco. ---------- Forwarded message ---------- From: Francesco <fpi...@gm...> Date: Mon, Feb 25, 2008 at 5:08 PM Subject: Repeating groups To: qui...@li... Hi everybody, I'm migrating a little application from FIX 4.2 to FIX 4.4 version. In my previous version I was collecting some addictional fields that were disposable singularly, one by one; now I've noticed that same fields are availble via repeating groups... how can I retrieve these? Using a loop? Can I know in advance the number of repeating groups for a field? Thank you for your support, have a good day! Francesco |
|
From: Andrew S. <asc...@gm...> - 2008-02-25 18:36:02
|
Hello. I am connecting to a market that is open at 5 PM Eastern on Sunday and stays open until 5 PM on Friday. It closes for 30 minutes from 5 PM until 5:30 PM, during which time sequence numbers are reset. To handle this in QuickFIX, it seems that the appropriate thing to do is set StartTime to 22:30:00 and EndTime to 22:00:00 (with appropriate adjustments for DST). Unfortunately, it seems that this means we will not connect until 5:30 PM on Sunday (the market is open from 5 PM - 5:30 PM on Sunday). Is there any way around this? Thanks, Andrew Schwartz |
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From: Francesco <fpi...@gm...> - 2008-02-25 16:08:13
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Hi everybody, I'm migrating a little application from FIX 4.2 to FIX 4.4 version. In my previous version I was collecting some addictional fields that were disposable singularly, one by one; now I've noticed that same fields are availble via repeating groups... how can I retrieve these? Using a loop? Can I know in advance the number of repeating groups for a field? Thank you for your support, have a good day! Francesco |
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From: Jonathan K. <jon...@gm...> - 2008-02-21 18:05:37
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Here is what I do: if (message.isSet(aLastQty)) message.get(aLastQty); Then you can simply check the value of aLastQty. If you pre-initialize it to a value you know is invalid, you don't need to rely on exception handling, which might be more desirable. Enjoy, Jonathan On Wed, Feb 20, 2008 at 6:32 AM, Francesco Pispola <fpi...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi everybody, > first of all, thank you for your great job. > I'm using quickfix to build a simple application and I'm experiencing this issue: > > when an execution report arrives, I crack the message and I do this: > > FIX::LastQty aLastQty; > message.get(aLastQty); > > if this field is not in the message, I receive this exception: Conditionally Required Field Missing (32). > How can I avoid this? Can I test in any way the result of get method? > > Hope I was clear, thank you for your attention. > Francesco > ------------------------------------------------------------------------- > 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 > > -- -- Jonathan Kalbfeld ThoughtWave Technologies LLC www.thoughtwave.com +1 424 354 1814 |
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From: Malinka R. <ael...@gm...> - 2008-02-21 17:53:16
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you can either read the other message fields to test if it should have a
last quantity (better) or you can try catch it like so
try
{
*message.get(**aLastQty);*
}
catch(FieldNotFound)
{
}
On Wed, Feb 20, 2008 at 9:32 AM, Francesco Pispola <fpi...@gm...>
wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi everybody,
> first of all, thank you for your great job.
> I'm using quickfix to build a simple application and I'm experiencing this
> issue:
>
> when an execution report arrives, I crack the message and I do this: *
>
> FIX::LastQty aLastQty;
> message.get(**aLastQty);
>
> *if this field is not in the message, I receive this exception:
> Conditionally Required Field Missing (32).
> How can I avoid this? Can I test in any way the result of get method?
>
> Hope I was clear, thank you for your attention.
> Francesco
> -------------------------------------------------------------------------
> 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
>
>
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