quickfix-users — QuickFIX user support

Re: [Quickfix-users] Visual 2012

[aupadras <ani...@ya...>]

Hi Mike,

We installed visual studio 2012 and try to build the quick fix vs2010
solution in vs2012.  But, it gave the following errors. It will be
appreciated if you could shed some light.


1>------ Build started: Project: quickfix_net_messages_vs10, Configuration:
Debug Any CPU ------
2>------ Build started: Project: UnitTest++_vs10, Configuration: Debug Win32
------
1>C:\Program Files
(x86)\MSBuild\Microsoft.Cpp\v4.0\V110\Microsoft.CPP.UpgradeFromVC71.props :
error MSB4025: The project file could not be loaded. Root element is
missing.
3>------ Build started: Project: example_executor_csharp_vs10,
Configuration: Debug Any CPU ------
4>------ Build started: Project: example_executor_vbnet_vs10, Configuration:
Debug Any CPU ------
5>------ Build started: Project: test_performance_net_vs10, Configuration:
Debug Any CPU ------
6>------ Build started: Project: test_unit_net_vs10, Configuration: Debug
Any CPU ------
7>------ Build started: Project: test_acceptance_net_vs10, Configuration:
Debug Any CPU ------
5>C:\Program Files
(x86)\MSBuild\Microsoft.Cpp\v4.0\V110\Microsoft.CPP.UpgradeFromVC71.props :
error MSB4025: The project file could not be loaded. Root element is
missing.
7>C:\Program Files
(x86)\MSBuild\Microsoft.Cpp\v4.0\V110\Microsoft.CPP.UpgradeFromVC71.props :
error MSB4025: The project file could not be loaded. Root element is
missing.
2>  XmlTestReporter.cpp
2>  TimeConstraint.cpp
2>  TestRunner.cpp
2>  TestResults.cpp
2>  TestReporterStdout.cpp
2>  TestReporter.cpp
2>  TestList.cpp
2>  TestDetails.cpp
2>  Test.cpp
2>  ReportAssert.cpp
2>  MemoryOutStream.cpp
2>  DeferredTestResult.cpp
2>  DeferredTestReporter.cpp
2>  CurrentTest.cpp
2>  Checks.cpp
2>  AssertException.cpp
2>  TimeHelpers.cpp
2>  Generating Code...
2>  UnitTest++_vs10.vcxproj -> C:\quickfix\lib\debug\UnitTest++_vs10.lib
========== Build: 1 succeeded, 6 failed, 0 up-to-date, 0 skipped ==========

Also, Instead of running the quick fix solution in VS 2012.., can we use the
existing VS2010 quick fix .lib and associated .h and .cpp files in VS 2012
projects? Note, we installed previously the quick fix in different computer.


Thanks in Advance
aupadras



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Re: [Quickfix-users] Visual 2012

[aupadras <ani...@ya...>]

Ok Thanks Mike.., 

We are migrating Visual Studio from 2010 to 2012 and I will keep you posted
if we have any issues with quick fix. 


Thanks,
aupadras.






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Re: [Quickfix-users] Visual 2012

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

Should be no problem -- I did it awhile back for a project and I don't
recall having any issues.

[Quickfix-users] Visual 2012

[aupadras <ani...@ya...>]

Hello,

Can VS2010 ( C++ ) examples and quick fix projects can easily be migrated to
VS 2012 ? Also, let us know of any migrating issues of quick fix from 2010
from 2012.


Thanks,
aupadras.









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Re: [Quickfix-users] Msg Seq No

[aupadras <ani...@ya...>]

Hi Mike,

Thanks for your response. It seems the issue was resolved. I changed some of
the settings in the config file and the data dictionary that solved the
socket error and other issues. 

As expected I am resetting the the MsgNo to 1 every night and increment the
seq no every time a new message was sent back and forth.  Currently, I am
working on the execution report to receive the fill back after the order is
completely executed. Please address the following questions and let me know
if I am not on the right track.

Questions :
a) Currently, I am logging the create and message log using the filefactory
settings. This current setting does not distinguish the incoming and
outbound messages. I only see what I am sending on my side. How can I see or
view the logs of my counter party messages (in my case the acceptor
messages) ?
Is something already existing in quick fix to log incoming/outbound messages
or do we need to write the logic using toApp, fromApp and toadmin and
fromadmin event handlers?

b) What is the quickest way in quick-FIX to retrieve the execution report ?
writing it to csv or to the data base (SQL Server). However, we would like
to have the complete execution of split fills to the database by the end of
the day. 

c) Also, currently I designed system for new Single Order as provided in the
examples initiator start and initiator stop. We trade particular set of
markets at particular time of the day, my question is whether the design
will be robust if I send the multiple orders at 1 PM i.e.., for "n" orders
sending the "n" separate new single Order type messages (with initiator
start and stop) at 1 PM. How does this work in terms of session IDs, msg seq
nos and conflicts in getting the filled split fills)

d) Is there any efficient way using quick fix to send multiple orders in one
shot rather than sending it  multiple times as new single order messages ?
If so, what are the pros and cons in implementing the (c) vs (d).

Any input or information or suggestion is highly appreciated.

Thanks,
aupadras.





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Re: [Quickfix-users] Msg Seq No

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

On Wed, Jun 12, 2013 at 6:57 AM, aupadras <ani...@ya...> wrote:

> 8=FIX.4.2 9=102 35=3 34=36 49=alpha 52=20130612-06:55:53.427 56=broker
> 45=24 58=Required
> tag missing 371=58 372=5 373=1 10=204
>

You are sending the broker a Reject (35=3) because you are expecting the
Text field (tag 58) to be present in his Logout message, and it is not.  If
you are using a DataDictionary, make sure the Logout message has:
    <field name='Text' required='N' />

And make sure your code does not try to do a get() or getField() on tag 58
without a try/catch for FIX::FieldNotFound.   Because of this Reject, you
are likely never getting a clean logout, so you are always going to have
seqnum issues at Logon.   Which also explains this:


> Socket Error: Connection reset by peer.
> 20130611-16:28:21 : Disconnecting
>

The broker is closing the socket on you because as far as it is concerned,
it has logged out.  However, you are keeping the socket open because you
Rejected the broker Logout message.

-- 
Mike Gatny
Connamara Systems, LLC

[Quickfix-users] Msg Seq No

[aupadras <ani...@ya...>]

Hi,

I am newbie.., I am having following problem:

I am able to send the orders to the broker couple of times in a day when
there is a sycn in message sequence numbers, but most of the time I am
having different issues by not synching with the MsgSeqNo.

My understanding going through little bit of session.cpp, is it was unable
to establish the connection between the client and server as seqNo is not
matching and finally, sending a reject message. 

Please suggest me what I suppose to do to solve this issue:

config settings:

ConnectionType=initiator
ReconnectInterval=20
StartTime=00:01:00
EndTime=23:55:00
MsgSeqNum=1
UseLocalTime=Y
ResetOnDisconnect=N
ResetOnLogon=N
ResetOnLogout=N
SendResetSeqNumFlag=N
RefreshOnLogon=Y
PersistMessages=Y
MillisecondsInTimeStamp=Y
UseDataDictionary=Y
HeartBtInt=30 


Session Log:

20130612-06:55:49.942 : Created session
20130612-06:55:51.411 : Connecting to xx.x.xxx on port 2013
20130612-06:55:51.521 : Initiated logon request
20130612-06:55:51.583 : Received logon response
20130612-06:55:51.583 : MsgSeqNum too high, expecting 21 but received 22
20130612-06:55:51.630 : Sent ResendRequest FROM: 21 TO: 0
20130612-06:55:51.646 : Received ResendRequest FROM: 29 TO: 0
20130612-06:55:51.661 : Resending Message: 29
20130612-06:55:51.802 : Sent SequenceReset TO: 33
20130612-06:55:51.802 : Resending Message: 33
20130612-06:55:51.817 : Sent SequenceReset TO: 35
20130612-06:55:51.833 : ResendRequest for messages FROM: 21 TO: 21 has been
satisfied.
20130612-06:55:51.849 : Received SequenceReset FROM: 21 TO: 24
20130612-06:55:53.396 : Initiated logout request
20130612-06:55:53.411 : Message 24 Rejected: Required tag missing:58
20130612-06:55:55.411 : Timed out waiting for logout response
20130612-06:55:55.411 : Disconnecting

Message Log :

20130612-06:55:51.521 :
8=FIX.4.2
9=65
35=A
34=32
49=alpha
52=20130612-06:55:51.411
56=broker
98=0
108=30
10=238

20130612-06:55:51.521 :
8=FIX.4.2
9=61
35=A
49=broker
56=alpha
34=22
52=20130612-06:55:51
98=0
108=30
10=037

20130612-06:55:51.630 :
8=FIX.4.2
9=63
35=2
34=34
49=alpha
52=20130612-06:55:51.599
56=broker
7=21
16=0
10=132

20130612-06:55:51.630 :
8=FIX.4.2
9=59
35=2
49=broker
56=alpha
34=23
52=20130612-06:55:51
7=29
16=0
10=186

20130612-06:55:51.661 :
8=FIX.4.2
9=224
35=D
34=29
43=Y
49=alpha
52=20130612-06:55:51.646
56=broker
57=STAGE
122=20130612-06:42:39.662
1=TEST
11=alpha10111
21=1
38=75
40=1
44=1638.25
54=1
55=/ESM3
59=0
60=20130612-06:42:39
114=Y
167=FUT
200=201306
205=30
231=100
10=101

20130612-06:55:51.802 :
8=FIX.4.2
9=96
35=4
34=30
43=Y
49=alpha
52=20130612-06:55:51.708
56=broker
122=20130612-06:55:51.708
36=33
123=Y
10=017

20130612-06:55:51.802 :
8=FIX.4.2
9=224
35=D
34=33
43=Y
49=alpha
52=20130612-06:55:51.661
56=broker
57=STAGE
122=20130612-06:55:51.521
1=TEST
11=alpha10111
21=1
38=75
40=1
44=1638.25
54=1
55=/ESM3
59=0
60=20130612-06:55:51
114=Y
167=FUT
200=201306
205=30
231=100
10=083

20130612-06:55:51.817 :
8=FIX.4.2
9=96
35=4
34=34
43=Y
49=alpha
52=20130612-06:55:51.802
56=broker
122=20130612-06:55:51.802
36=35
123=Y
10=013

20130612-06:55:51.833 :
8=FIX.4.2
9=66
35=4
49=broker
56=alpha
34=21
43=Y
52=20130612-06:55:51
123=Y
36=24
10=059

20130612-06:55:53.411 :
8=FIX.4.2
9=53
35=5
34=35
49=alpha
52=20130612-06:55:53.396
56=broker
10=215

20130612-06:55:53.411 :
8=FIX.4.2
9=49
35=5
49=broker
56=alpha
34=24
52=20130612-06:55:53
10=010

20130612-06:55:53.458 :
8=FIX.4.2
9=102
35=3
34=36
49=alpha
52=20130612-06:55:53.427
56=broker
45=24
58=Required
tag missing
371=58
372=5
373=1
10=204


Also, previous to this I had following error:

Socket Error: Connection reset by peer. 
20130611-16:28:21 : Disconnecting

I believe all these issues are caused by message seq No not matching. Please
suggest me some solution to resolve this issue or let me know if I am
completely off in resolving the issue.

Appreciated for any help.

Thanks,
aupadras.



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Re: [Quickfix-users] FileLogFactory - Need more logging information

[Daniel M. <dmo...@ya...>]

Thanks. 

I have clients attempting to connect to my listener port with bad logon tags
and my App does not get any invocation that such attempt was done. I need to
log either at the Quickfix level or at my application that a message was
received and it was rejected. This could apply to any messages - Orders. 

I am using C++ quickfix-1.13.3 library.




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Re: [Quickfix-users] FileLogFactory - Need more logging information

[Hei C. <str...@ya...>]

For connection failure, you have to figure out yourself.
It is pretty much impossible for quickfix to figure the issue.  For instance, how your counterparty responds to your "malformed" logon message (e.g. missing field) is up to your counterparty.


________________________________
 From: Daniel Mounessa <dmo...@ya...>
To: qui...@li... 
Sent: Thursday, June 6, 2013 12:46 PM
Subject: [Quickfix-users] FileLogFactory - Need more logging information
 

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

I have got the FileLogFactory to work and I am getting the following in the
log files.
Question -- Is there a way to go more detail that these 
a) Log Session ID
b) Log why the connection failed?

--- Here is what I get ----

GLOBAL.event.current.log:

130606-19:39:13.458 : Connection failed
20130606-19:39:43.514 : Connection failed
20130606-19:40:13.570 : Connection failed
20130606-19:40:43.625 : Connection failed
20130606-19:41:13.681 : Connection failed
20130606-19:41:43.736 : Connection failed
20130606-19:42:13.791 : Connection failed


And Nothing in GLOBAL.messages.current.log

And in Initiator session - FIX.4.2-DM-DM_SELL.event.current.log I get the
following
20130606-19:40:13.569 : Connecting to devvm04 on port 20615
20130606-19:40:43.625 : Connecting to devvm04 on port 20615
20130606-19:41:13.680 : Connecting to devvm04 on port 20615
20130606-19:41:43.736 : Connecting to devvm04 on port 20615
20130606-19:42:13.791 : Connecting to devvm04 on port 20615
20130606-19:42:43.847 : Connecting to devvm04 on port 20615
20130606-19:43:13.902 : Connecting to devvm04 on port 20615

AND FIX.4.2-DM-DM_SELL.messages.current.log is empty








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[Quickfix-users] FileLogFactory - Need more logging information

[Daniel M. <dmo...@ya...>]

I have got the FileLogFactory to work and I am getting the following in the
log files.
Question -- Is there a way to go more detail that these 
a) Log Session ID
b) Log why the connection failed?

 --- Here is what I get ----

GLOBAL.event.current.log:

130606-19:39:13.458 : Connection failed
20130606-19:39:43.514 : Connection failed
20130606-19:40:13.570 : Connection failed
20130606-19:40:43.625 : Connection failed
20130606-19:41:13.681 : Connection failed
20130606-19:41:43.736 : Connection failed
20130606-19:42:13.791 : Connection failed


And Nothing in GLOBAL.messages.current.log

And in Initiator session - FIX.4.2-DM-DM_SELL.event.current.log I get the
following
20130606-19:40:13.569 : Connecting to devvm04 on port 20615
20130606-19:40:43.625 : Connecting to devvm04 on port 20615
20130606-19:41:13.680 : Connecting to devvm04 on port 20615
20130606-19:41:43.736 : Connecting to devvm04 on port 20615
20130606-19:42:13.791 : Connecting to devvm04 on port 20615
20130606-19:42:43.847 : Connecting to devvm04 on port 20615
20130606-19:43:13.902 : Connecting to devvm04 on port 20615

AND FIX.4.2-DM-DM_SELL.messages.current.log is empty








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Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

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

Aha!  Thanks for posting a follow-up.

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

[Marcin G. <mar...@ar...>]

Hi Mike, 

it took a while but thanks a lot! In our case SIGPROF was the case. 

M. 


----- Oryginalna wiadomość -----

Od: "Mike Gatny" <mg...@co...> 
Do: "Marcin Giedz" <mar...@ar...> 
DW: qui...@li... 
Wysłane: wtorek, 26 marzec 2013 20:50:17 
Temat: Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors 



What signal this can be? I did simple tests with such sigaction: 


Maybe SIGALRM, SIGPIPE? I'm not sure that sigaction is sufficient to solve this. You need to block all signals before starting QF or any other threads -- I usually do something like this right away in main(): 


<blockquote>

sigset_t blockSigs; 
sigemptyset(&blockSigs); 
sigaddset(&blockSigs, SIGINT); 
sigaddset(&blockSigs, SIGALRM); 
sigaddset(&blockSigs, SIGTERM); 
sigaddset(&blockSigs, SIGPIPE); 
int ret = pthread_sigmask(SIG_BLOCK, &blockSigs, 0); 

</blockquote>


...then spawn a signal-catching thread that calls sigwait() for the sigset I want to handle. 

-- 
Mike Gatny 
Connamara Systems, LLC 



-- 
Pozdrawiam 
Marcin Giedz 
Wiceprezes Zarządu 

ARISE Sp. z o.o. 
mob. +48 502 537 157 
mail: mar...@ar... 

Al. Solidarności 117 
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Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

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

>
> What signal this can be? I did simple tests with such sigaction:


Maybe SIGALRM, SIGPIPE?  I'm not sure that sigaction is sufficient to solve
this.  You need to block all signals before starting QF or any other
threads -- I usually do something like this right away in main():

sigset_t blockSigs;
sigemptyset(&blockSigs);
sigaddset(&blockSigs, SIGINT);
sigaddset(&blockSigs, SIGALRM);
sigaddset(&blockSigs, SIGTERM);
sigaddset(&blockSigs, SIGPIPE);
int ret = pthread_sigmask(SIG_BLOCK, &blockSigs, 0);


...then spawn a signal-catching thread that calls sigwait() for the sigset
I want to handle.

-- 
Mike Gatny
Connamara Systems, LLC

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

[Marcin G. <mar...@ar...>]

Hi Mike, 

What signal this can be? I did simple tests with such sigaction: 

struct sigaction sa; 
sa.sa_handler = sigint_handler; 
sa.sa_flags = 0; 
sigemptyset(&sa.sa_mask); 

sigaction(SIGINT, &sa, NULL 
sigaction(SIGCHLD, &sa, NULL); 
sigaction(SIGHUP, &sa, NULL); 

where sigint_handler is void very simple function which is called when I press Ctrl+C however seems like it doesn't handle real INT from qf which causes session logout... any thoughts? 

Thx 
M. 

----- Oryginalna wiadomość -----

Od: "Mike Gatny" <mg...@co...> 
Do: "Marcin Giedz" <mar...@ar...> 
DW: qui...@li... 
Wysłane: wtorek, 26 marzec 2013 17:16:17 
Temat: Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors 

Looks like socket recv/send is returning EINTR, meaning that the thread received a signal during the syscall. Are you intentionally using posix signals in your program? If so, are you taking steps in your main program to block all signals, then explicitly handle them on one thread? Or are you perhaps unintentionally using signals, e.g. by using sleep(3) (from unistd.h) instead of nanosleep? 

-- 
Mike Gatny 
Connamara Systems, LLC 

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

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

Looks like socket recv/send is returning EINTR, meaning that the thread
received a signal during the syscall.  Are you intentionally using posix
signals in your program?  If so, are you taking steps in your main program
to block all signals, then explicitly handle them on one thread?  Or are
you perhaps unintentionally using signals, e.g. by using sleep(3) (from
unistd.h) instead of nanosleep?

-- 
Mike Gatny
Connamara Systems, LLC

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

[Marcin G. <mar...@ar...>]

Hi, 

event log: 
20130326-12:45:52.075 : Created session 
20130326-12:45:52.080 : Connecting to 192.168.89.61 on port 5593 
20130326-12:45:52.085 : Initiated logon request 
20130326-12:45:52.208 : Received logon response 
20130326-12:47:03.227 : Socket Error: Interrupted system call 
20130326-12:47:03.227 : Disconnecting 
20130326-12:47:22.095 : Connecting to 192.168.89.61 on port 5593 
20130326-12:47:22.097 : Initiated logon request 
20130326-12:47:22.215 : Received logon response 

messages.log 
20130326-12:45:52.085 : 8=FIX.4.4.9=76.35=A.34=374.49=IPO05_CB.52=20130326-12:45:52.085.56=CEESEG_SIMU.98=0.108=30.10=235. 
20130326-12:45:52.200 : 8=FIX.4.4.9=88.35=A.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:45:52.180.34=374.58=12.12.04.108=30.98=0.10=027. 
20130326-12:46:22.205 : 8=FIX.4.4.9=64.35=0.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:46:22.184.34=375.10=189. 
20130326-12:46:22.205 : 8=FIX.4.4.9=64.35=0.34=375.49=IPO05_CB.52=20130326-12:46:22.205.56=CEESEG_SIMU.10=183. 
20130326-12:46:52.213 : 8=FIX.4.4.9=64.35=0.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:46:52.193.34=376.10=193. 
20130326-12:46:52.214 : 8=FIX.4.4.9=64.35=0.34=376.49=IPO05_CB.52=20130326-12:46:52.213.56=CEESEG_SIMU.10=186. 
20130326-12:47:22.096 : 8=FIX.4.4.9=76.35=A.34=377.49=IPO05_CB.52=20130326-12:47:22.096.56=CEESEG_SIMU.98=0.108=30.10=239. 
20130326-12:47:22.214 : 8=FIX.4.4.9=88.35=A.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:47:22.194.34=377.58=12.12.04.108=30.98=0.10=034. 
20130326-12:47:52.225 : 8=FIX.4.4.9=64.35=0.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:47:52.203.34=378.10=188. 
20130326-12:47:52.226 : 8=FIX.4.4.9=64.35=0.34=378.49=IPO05_CB.52=20130326-12:47:52.225.56=CEESEG_SIMU.10=192. 
20130326-12:48:22.233 : 8=FIX.4.4.9=64.35=0.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:48:22.212.34=379.10=187. 

session conf: 
[SESSION] 
BeginString=FIX.4.4 
ConnectionType=initiator 
SenderCompID=IPO05_CB 
TargetCompID=CEESEG_SIMU 
SessionIdQualifier=SESXT1 
StartTime=05:30:00 
Endtime=21:30:00 
StartDay=monday 
EndDay=sunday 
ResetOnLogout=N 
RefreshOnLogon=Y 
PersistMessages=N 
HeartBtInt=30 
Datadictionary=/opt/quickfix-1.13.3/share/quickfix/FIX44CEESEG.xml 
SocketConnectHost=192.168.89.61 
SocketConnectPort=5593 

part of the code: 
if ( lSettingsAcceptor.getSessions().size() > 0 ) { 
qDebug()<<Q_FUNC_INFO<< "Create Acceptors" << lSettingsAcceptor.getSessions().size(); 
m_socketAcceptor = new FIX::ThreadedSocketAcceptor( m_fixHubApplication, *lStoreFactory, lSettingsAcceptor, *lLogFactory ); 
m_socketAcceptor->start(); 
qDebug()<<Q_FUNC_INFO<<"starting Acceptor"; 
} 

if ( lSettingsInitiator.getSessions().size() > 0 ) { 
qDebug()<<Q_FUNC_INFO<< "Create Initiator" << lSettingsInitiator.getSessions().size(); 
m_socketInitiator = new FIX::ThreadedSocketInitiator( m_fixHubApplication, *lStoreFactory, lSettingsInitiator, *lLogFactory ); 
m_socketInitiator->start(); 
qDebug()<<Q_FUNC_INFO<<"starting Initiator"; 
} 

This problem only occure on ThreadedSocketxxx ... what should I check/do next? 

Thx 
M. 

----- Oryginalna wiadomość -----

Od: "Grant Birchmeier" <gbi...@co...> 
Do: "Marcin Giedz" <mar...@ar...> 
DW: qui...@li... 
Wysłane: wtorek, 26 marzec 2013 0:40:14 
Temat: Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors 

I think you'll need to provide more information on your socket errors 
before anyone can help. 


On Mon, Mar 25, 2013 at 4:47 PM, Marcin Giedz <mar...@ar...> wrote: 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html 
> QuickFIX Support: http://www.quickfixengine.org/services.html 
> 
> 
> Hi all, 
> 
> We're trying to move from SocketInitiator/Accept + Application to ThreadedSocketXXX + Application. However with ThreadedSockets we can observer on every single session random socket errors then logon. It doesn't occure in the same time in all session - it's rather random. I'm running this on Ubuntu 12.04 64bit with qf c++ 1.13.3. Can anyone suggest what can be wrong? 
> 
> Thx 
> M. 
> 
> ------------------------------------------------------------------------------ 
> Own the Future-Intel&reg; Level Up Game Demo Contest 2013 
> Rise to greatness in Intel's independent game demo contest. 
> Compete for recognition, cash, and the chance to get your game 
> on Steam. $5K grand prize plus 10 genre and skill prizes. 
> Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d 
> _______________________________________________ 
> Quickfix-users mailing list 
> Qui...@li... 
> https://lists.sourceforge.net/lists/listinfo/quickfix-users 
> 



-- 
Grant Birchmeier 
Connamara Systems, LLC 
Made-To-Measure Trading Solutions. 
Exactly what you need. No more. No less. 
http://connamara.com 

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

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

Post your cfg file, Quickfix events log, and Quickfix messages log, please.

Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

[Grant B. <gbi...@co...>]

I think you'll need to provide more information on your socket errors
before anyone can help.


On Mon, Mar 25, 2013 at 4:47 PM, Marcin Giedz <mar...@ar...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi all,
>
> We're trying to move from SocketInitiator/Accept + Application to ThreadedSocketXXX + Application. However with ThreadedSockets we can observer on every single session random socket errors then logon. It doesn't occure in the same time in all session - it's rather random. I'm running this on Ubuntu 12.04 64bit with qf c++ 1.13.3. Can anyone suggest what can be wrong?
>
> Thx
> M.
>
> ------------------------------------------------------------------------------
> Own the Future-Intel&reg; Level Up Game Demo Contest 2013
> Rise to greatness in Intel's independent game demo contest.
> Compete for recognition, cash, and the chance to get your game
> on Steam. $5K grand prize plus 10 genre and skill prizes.
> Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



-- 
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

[Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

[Marcin G. <mar...@ar...>]

Hi all, 

We're trying to move from SocketInitiator/Accept + Application to ThreadedSocketXXX + Application. However with ThreadedSockets we can observer on every single session random socket errors then logon. It doesn't occure in the same time in all session - it's rather random. I'm running this on Ubuntu 12.04 64bit with qf c++ 1.13.3. Can anyone suggest what can be wrong? 

Thx 
M. 

Re: [Quickfix-users] boost fast pool alloc memory leak

[Hei C. <str...@ya...>]

I ran into the same issue with boost's allocator few years back.
I was able to run without any 3rd party pool.
I was on gcc 4.1.x and CentOS 5/6.


________________________________
 From: grefx <gab...@gm...>
To: qui...@li... 
Sent: Tuesday, February 12, 2013 4:18 PM
Subject: Re: [Quickfix-users] boost fast pool alloc memory leak
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


I'm also seeing memory grow using boost (version 1.50) on RHEL 5 and 6.  
valgrind reports a lot of "possibly lost" from within the quickfix library. 
I removed boost allocators as per Vladimir's suggestions, but the other
allocators don't even pass the quickfix unit test suite.   There's a
segfault/crash on what looks like the very first free/dealloc (logon
message).  Example of stack trace below is using std::allocator, but
similarly no luck (same segfault) with the other gnu allocators (mt and
pool).  
I'm on gcc 4.1.2 and libc 2.5. 

rogram terminated with signal 6, Aborted.
#0  0x0000003487e30285 in raise () from /lib64/libc.so.6
(gdb) bt
#0  0x0000003487e30285 in raise () from /lib64/libc.so.6
#1  0x0000003487e31d30 in abort () from /lib64/libc.so.6
#2  0x0000003487e6971b in __libc_message () from /lib64/libc.so.6
#3  0x0000003487e711df in _int_free () from /lib64/libc.so.6
#4  0x0000003487e7163b in free () from /lib64/libc.so.6
#5  0x00002ad807e12f89 in destroy_node (this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/ext/new_allocator.h:94
#6  std::_Rb_tree<int, std::pair<int const, FIX::FieldBase>,
std::_Select1st<std::pair<int const, FIX::FieldBase> >, FIX::message_order,
std::allocator<std::pair<int const, FIX::FieldBase> > >::_M_erase
(this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1266
#7  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a448)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#8  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a398)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#9  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a2e8)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#10 0x00002ad807e65542 in clear (this=0x42357880) at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:692
#11 clear (this=0x42357880) at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_multimap.h:461
#12 FIX::FieldMap::clear (this=0x42357880) at FieldMap.cpp:167
#13 0x00002ad807e6601c in FIX::FieldMap::~FieldMap (this=0x4763,
__in_chrg=<value optimized out>) at FieldMap.cpp:35
#14 0x00002ad807b92044 in FIX::Message::~Message (this=0x42357800,
__in_chrg=<value optimized out>)
    at
/usr/local/effex/vendor/quickfix/1.13.3-reuters/include/quickfix/Message.h:58
#15 0x00002ad807dfda28 in FIX::Session::lookupSession (string=<value
optimized out>, reverse=144) at Session.cpp:1772
#16 0x00002ad807e42d40 in FIX::ThreadedSocketConnection::setSession
(this=0x15ead180, msg=
  
"8=FIX.4.4\001\071=85\001\063\065=A\001\063\064=1\001\064\071=TestClient1\001\065\062=20130212-20:53:45.101\001\065\066=UatQuotes\001\071\070=0\001\061\060\070=4\001\061\064\061=Y\001\061\060=186\001")
at ThreadedSocketConnection.cpp:185
#17 0x00002ad807e42f82 in FIX::ThreadedSocketConnection::processStream
(this=0x15ead180) at ThreadedSocketConnection.cpp:162
#18 0x00002ad807e4320f in FIX::ThreadedSocketConnection::read
(this=0x15ead180) at ThreadedSocketConnection.cpp:116
#19 0x00002ad807e3bc6c in
FIX::ThreadedSocketAcceptor::socketConnectionThread (p=<value optimized
out>) at ThreadedSocketAcceptor.cpp:281
#20 0x0000003488a0677d in start_thread () from /lib64/libpthread.so.0
#21 0x0000003487ed3c1d in clone () from /lib64/libc.so.6



vpervouchine wrote:
> 
> There is a bug in QuickFIX library; it uses boost::fast_pool_allocator
> (and boost::pool_allocator) incorrectly. Those allocators never actually
> deallocate memory unless release_memory() or purge_memory() is called, and
> QuickFIX never calls those.
> 
> The reason there is no memory leak with older versions of boost (e.g.
> 1.33) is that in this:
> File: boost/pool/pool_alloc.hpp
> In 1.33:
>   public:
>     pool_allocator() { }
> 
> In 1.47:
>     pool_allocator()
>     {
>       // Required to ensure construction of singleton_pool IFF an
>       // instace of this allocator is constructed during global
>       // initialization. See ticket #2359 for a complete explaination
>       // ( http://svn.boost.org/trac/boost/ticket/2359 )
>       singleton_pool<pool_allocator_tag, sizeof(T), UserAllocator, Mutex,
>                      NextSize, MaxSize>::is_from(0);
>     }
> 
> So 1.47 uses singleton_pool, and according to the docs
> (http://www.boost.org/doc/libs/1_45_0/libs/pool/doc/interfaces.html):
> "Singleton Usage is the method where each Pool is an object with static
> duration; that is, it will not be destroyed until program exit. Pool
> objects with Singleton Usage may be shared; thus, Singleton Usage implies
> thread-safety as well. System memory allocated by Pool objects with
> Singleton Usage may be freed through release_memory or purge_memory."
> 
> To fix the bug, I removed checks for boost::pool_allocator and
> boost::fast_pool_allocator from configure script. That causes QuickFIX to
> use "MT allocator" __gnu_cxx::__mt_alloc. That fixes memory leak.
> 
> Vladimir.
> 
> 
> 
> 
> Nazar Andrienko wrote:
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> Hello!
>> 
>> We're using boost fast pool allocator (by defining
>> HAVE_BOOST_FAST_POOL_ALLOCATOR) with quickfix. This leads to a memory
>> leak
>> in our application - even when application is almost idle (but connected
>> to
>> server with 3 clients) it allocates (and never releases - we're running
>> out
>> of memory almost every day, since we're serving quite a lot of requests)
>> about 12 kilobytes of RAM every heartbeat.
>> 
>> Application is running under Windows Server 2008 Enterprise x86
>> 
>> We're using threaded initiator, boost 1.43.0 and Visual C++ 2010.
>> 
>> I'm going to upgrade to the latest build of boost to check if it a boost
>> library issue - but maybe you'll point me that this behavior is by
>> design.
>> Thank you.
>> 
>> Rgds,
>> Nazar Andrienko
>> 
>> 
>> 
>> 
>> ------------------------------------------------------------------------------
>> Free Software Download: Index, Search & Analyze Logs and other IT data in 
>> Real-Time with Splunk. Collect, index and harness all the fast moving IT
>> data 
>> generated by your applications, servers and devices whether physical,
>> virtual
>> or in the cloud. Deliver compliance at lower cost and gain new business 
>> insights. http://p.sf.net/sfu/splunk-dev2dev 
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>> 
>> 
> 

-- 
View this message in context: http://old.nabble.com/boost-fast-pool-alloc-memory-leak-tp31016361p35016030.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.


------------------------------------------------------------------------------
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Re: [Quickfix-users] boost fast pool alloc memory leak

[grefx <gab...@gm...>]

I'm also seeing memory grow using boost (version 1.50) on RHEL 5 and 6.  
valgrind reports a lot of "possibly lost" from within the quickfix library. 
I removed boost allocators as per Vladimir's suggestions, but the other
allocators don't even pass the quickfix unit test suite.   There's a
segfault/crash on what looks like the very first free/dealloc (logon
message).  Example of stack trace below is using std::allocator, but
similarly no luck (same segfault) with the other gnu allocators (mt and
pool).  
I'm on gcc 4.1.2 and libc 2.5. 

rogram terminated with signal 6, Aborted.
#0  0x0000003487e30285 in raise () from /lib64/libc.so.6
(gdb) bt
#0  0x0000003487e30285 in raise () from /lib64/libc.so.6
#1  0x0000003487e31d30 in abort () from /lib64/libc.so.6
#2  0x0000003487e6971b in __libc_message () from /lib64/libc.so.6
#3  0x0000003487e711df in _int_free () from /lib64/libc.so.6
#4  0x0000003487e7163b in free () from /lib64/libc.so.6
#5  0x00002ad807e12f89 in destroy_node (this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/ext/new_allocator.h:94
#6  std::_Rb_tree<int, std::pair<int const, FIX::FieldBase>,
std::_Select1st<std::pair<int const, FIX::FieldBase> >, FIX::message_order,
std::allocator<std::pair<int const, FIX::FieldBase> > >::_M_erase
(this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1266
#7  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a448)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#8  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a398)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#9  0x00002ad807e12f60 in std::_Rb_tree<int, std::pair<int const,
FIX::FieldBase>, std::_Select1st<std::pair<int const, FIX::FieldBase> >,
FIX::message_order, std::allocator<std::pair<int const, FIX::FieldBase> >
>::_M_erase (this=0x42357888, __x=0x15e8a2e8)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1264
#10 0x00002ad807e65542 in clear (this=0x42357880) at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:692
#11 clear (this=0x42357880) at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_multimap.h:461
#12 FIX::FieldMap::clear (this=0x42357880) at FieldMap.cpp:167
#13 0x00002ad807e6601c in FIX::FieldMap::~FieldMap (this=0x4763,
__in_chrg=<value optimized out>) at FieldMap.cpp:35
#14 0x00002ad807b92044 in FIX::Message::~Message (this=0x42357800,
__in_chrg=<value optimized out>)
    at
/usr/local/effex/vendor/quickfix/1.13.3-reuters/include/quickfix/Message.h:58
#15 0x00002ad807dfda28 in FIX::Session::lookupSession (string=<value
optimized out>, reverse=144) at Session.cpp:1772
#16 0x00002ad807e42d40 in FIX::ThreadedSocketConnection::setSession
(this=0x15ead180, msg=
   
"8=FIX.4.4\001\071=85\001\063\065=A\001\063\064=1\001\064\071=TestClient1\001\065\062=20130212-20:53:45.101\001\065\066=UatQuotes\001\071\070=0\001\061\060\070=4\001\061\064\061=Y\001\061\060=186\001")
at ThreadedSocketConnection.cpp:185
#17 0x00002ad807e42f82 in FIX::ThreadedSocketConnection::processStream
(this=0x15ead180) at ThreadedSocketConnection.cpp:162
#18 0x00002ad807e4320f in FIX::ThreadedSocketConnection::read
(this=0x15ead180) at ThreadedSocketConnection.cpp:116
#19 0x00002ad807e3bc6c in
FIX::ThreadedSocketAcceptor::socketConnectionThread (p=<value optimized
out>) at ThreadedSocketAcceptor.cpp:281
#20 0x0000003488a0677d in start_thread () from /lib64/libpthread.so.0
#21 0x0000003487ed3c1d in clone () from /lib64/libc.so.6



vpervouchine wrote:
> 
> There is a bug in QuickFIX library; it uses boost::fast_pool_allocator
> (and boost::pool_allocator) incorrectly. Those allocators never actually
> deallocate memory unless release_memory() or purge_memory() is called, and
> QuickFIX never calls those.
> 
> The reason there is no memory leak with older versions of boost (e.g.
> 1.33) is that in this:
> File: boost/pool/pool_alloc.hpp
> In 1.33:
>   public:
>     pool_allocator() { }
> 
> In 1.47:
>     pool_allocator()
>     {
>       // Required to ensure construction of singleton_pool IFF an
>       // instace of this allocator is constructed during global
>       // initialization. See ticket #2359 for a complete explaination
>       // ( http://svn.boost.org/trac/boost/ticket/2359 )
>       singleton_pool<pool_allocator_tag, sizeof(T), UserAllocator, Mutex,
>                      NextSize, MaxSize>::is_from(0);
>     }
> 
> So 1.47 uses singleton_pool, and according to the docs
> (http://www.boost.org/doc/libs/1_45_0/libs/pool/doc/interfaces.html):
> "Singleton Usage is the method where each Pool is an object with static
> duration; that is, it will not be destroyed until program exit. Pool
> objects with Singleton Usage may be shared; thus, Singleton Usage implies
> thread-safety as well. System memory allocated by Pool objects with
> Singleton Usage may be freed through release_memory or purge_memory."
> 
> To fix the bug, I removed checks for boost::pool_allocator and
> boost::fast_pool_allocator from configure script. That causes QuickFIX to
> use "MT allocator" __gnu_cxx::__mt_alloc. That fixes memory leak.
> 
> Vladimir.
> 
> 
> 
> 
> Nazar Andrienko wrote:
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> Hello!
>> 
>> We're using boost fast pool allocator (by defining
>> HAVE_BOOST_FAST_POOL_ALLOCATOR) with quickfix. This leads to a memory
>> leak
>> in our application - even when application is almost idle (but connected
>> to
>> server with 3 clients) it allocates (and never releases - we're running
>> out
>> of memory almost every day, since we're serving quite a lot of requests)
>> about 12 kilobytes of RAM every heartbeat.
>> 
>> Application is running under Windows Server 2008 Enterprise x86
>> 
>> We're using threaded initiator, boost 1.43.0 and Visual C++ 2010.
>> 
>> I'm going to upgrade to the latest build of boost to check if it a boost
>> library issue - but maybe you'll point me that this behavior is by
>> design.
>> Thank you.
>> 
>> Rgds,
>> Nazar Andrienko
>> 
>> 
>> 
>> 
>> ------------------------------------------------------------------------------
>> Free Software Download: Index, Search & Analyze Logs and other IT data in 
>> Real-Time with Splunk. Collect, index and harness all the fast moving IT
>> data 
>> generated by your applications, servers and devices whether physical,
>> virtual
>> or in the cloud. Deliver compliance at lower cost and gain new business 
>> insights. http://p.sf.net/sfu/splunk-dev2dev 
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>> 
>> 
> 

-- 
View this message in context: http://old.nabble.com/boost-fast-pool-alloc-memory-leak-tp31016361p35016030.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] TradeCaptureReport / NoSides / Side in C#

[Evans, J. <JF...@he...>]

This is how I do it in VB.  My "message" would be your "tcr".  Basically, you make an instance of NoSides and then ask the TCR to "fill it in" by using the "getGroup" method.

        Dim NoSides As New QuickFix44.TradeCaptureReport.NoSides
        message.getGroup(1, NoSides)

-----Original Message-----
From: Anthony Edwards [mailto:ant...@al...] 
Sent: Monday January 28, 2013 7:56 AM
To: qui...@li...
Subject: Re: [Quickfix-users] TradeCaptureReport / NoSides / Side in C#

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

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Re: [Quickfix-users] TradeCaptureReport / NoSides / Side in C#

[Anthony E. <ant...@al...>]

Ive been looking at this for ages. The documentation doesnt seem clear to me at all about how to do this. I fully appreciate the concept of the groups but dont understand how to get something like ...
TradeCaptureReport tcr = ...
tcr.getNoSides(1).getParties(1).PartyID;

I’m sure its all really obvious, but I just dont get the syntax side of it ....

From: Anthony Edwards 
Sent: Monday, January 28, 2013 12:12 PM
To: qui...@li... 
Subject: [Quickfix-users] TradeCaptureReport / NoSides / Side in C#

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




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


Hello
Ive been reading all the documentation I can find and am still confused about how to get the ‘Side’ fields for TradeCaptureReport in C#. I know I need to get the first NoSides group but cant get the syntax to work in Visual Studio. How do I get from ...
QuickFix.Message msg = ...
QuickFix44.TradeCaptureReport tcr = (QuickFix44.TradeCaptureReport)msg;
int msgNum = 1;
...
int side_of_first = ... // 1=Buy, 2=Sell

The intellisense doesnt seem to pick much up and ive tried loads of combinations but cant get anything to work.  
Any help would be greatly appreciated.
Thanks – Tony


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[Quickfix-users] TradeCaptureReport / NoSides / Side in C#

[Anthony E. <ant...@al...>]

Hello
Ive been reading all the documentation I can find and am still confused about how to get the ‘Side’ fields for TradeCaptureReport in C#. I know I need to get the first NoSides group but cant get the syntax to work in Visual Studio. How do I get from ...
QuickFix.Message msg = ...
QuickFix44.TradeCaptureReport tcr = (QuickFix44.TradeCaptureReport)msg;
int msgNum = 1;
...
int side_of_first = ... // 1=Buy, 2=Sell

The intellisense doesnt seem to pick much up and ive tried loads of combinations but cant get anything to work.  
Any help would be greatly appreciated.
Thanks – Tony

Re: [Quickfix-users] Getting a SocketConnection handle

[Peter H. <pet...@ya...>]

I need realtime analysis, the socket buffer size increases as needed. During high-traffic times, I can see the message latency increasing, sometimes the application will hang up for a few seconds, which is unacceptable. So I'm finding ways to accurately see what's going on under the hood. 

I'm surprised there is no easy way to do this. The closest thing I've found is that SocketInitiator keeps track of all its connections, but none of it is publicly accessible. I may resort to altering the quickfix code, but I'll troll around some more before I do. 



________________________________
 From: Hei Chan <str...@ya...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, December 18, 2012 3:18 PM
Subject: Re: [Quickfix-users] Getting a SocketConnection handle
 

You can configure the socket buffer size starting from 1.13.x I believe.  So you don't have to query it (unless you want to do analysis in realtime without knowing the corresponding configuration).

Maybe you can monitor your network queue at the OS level instead?


________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, December 18, 2012 2:54 PM
Subject: Re: [Quickfix-users] Getting a SocketConnection handle
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Ah, right, carry on.  (Sorry I can't help with the actual question.)


On Tue, Dec 18, 2012 at 4:37 PM, Peter Handel <pet...@ya...> wrote:


>
>I want the socket file descriptor to do things like get the socket buffer size, get the number of unread bytes, etc. I want these for doing diagnostics in case the system gets overloaded. 
>
>
>
>
>________________________________
> From: Grant Birchmeier <gbi...@co...>
>
> 
>
>
>I'm not sure how.  More importantly, why do you need to get that pointer?  Offhand, I can't think of why you'd need it.
>
>
>
>Just asking in case you are inadvertently doing something unorthodox.  
>
>
>
>
>
>
>
>
>On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel <pet...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>>
>>Given a FIX:Session pointer, how can I get a pointer to the SocketConnection its using? The only thing I see is that a FIX::Session has a private pointer to a FIX::Responder, but no access to it. 
>>
>>
>>
>>------------------------------------------------------------------------------
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>>_______________________________________________
>>Quickfix-users mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
>-- 
>
>Grant Birchmeier
>
>Connamara Systems, LLC
>
>Made-To-Measure Trading Solutions.
>Exactly what you need. No more. No less.
>
>http://connamara.com/
>
>
>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com


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