quickfix-users — QuickFIX user support

Re: [Quickfix-users] Isn't it time for a new

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

Is there a timeframe on using FIX 5.0?  I am building my order book system
and will probably base it on 5.0?  Sorry, if this question has already been
answered.

Thanks,

Jonathan

On Jan 21, 2008 8:59 AM, <sou...@sp...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Drazen.
>
> Yes, we are definately overdue for an official release.  To put your
> mind at ease a bit the current version has had very little in the way
> of issues in the real world.  Certainly nothing that would be
> considered a critical flaw.  The issue that you see is preemptive,
> but not terribly critical.  It only effects you if you have no access
> to your persistence, and even then the effects aren't really
> detrimental.  It would cause a message to be sent out even though
> persistence is down.  Basically you would have sent what you intended
> to send, but there would be no record of it in the message store
> making it unavailable for resend should the other side request it.
>
> But yes, we are looking on getting an official release out soon.  I
> know it's been longer than usual, but development is moving along as
> always.  There are a few things that need to be done to the current
> sourse before I would consider it releasable (the tests aren't the
> only criteria), but not much at this point.
>
> --oren
>
> On Jan 21, 2008, at 10:11 AM, <+sourceforge+draza+a8ee29347d.quickfix-
> users#lis...@sp...> wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi,
> >
> > first of all, a big thanks to all the contributors to this great
> > FIX implementation. I was able in relatively short time to
> > integrate FIX processing into our system. The build process is
> > flawless, the documentation sufficient (could be better, though)
> > and really, all around, great work.
> >
> > I was wondering if there were any plans on the next official
> > version? Looking at some of the commit logs done after the latest
> > official version, for example 1920 which states "Persistance is
> > done before sending and will fail if message cannot be stored or
> > sequence number cannot be incremented" I am worried that what I'm
> > using now (latest official version 1.12.4) might unnecessarily
> > cause issues down the road while the issues are actually already
> > fixed in the SVN (this one in particular is interesting).
> >
> > Yes, I am well aware of the possibility of pulling down the sources
> > as they are now, but I hate using "nightly" builds for production.
> > Looking at the suite of tests for QuickFIX, if they run
> > successfully, it shouldn't be that hard to simply declare current
> > source as 1.12.x or 1.13 (or whatever) and publish it.
> >
> > Thanks in advance,
> >
> > Drazen
> >
> >
> >
> > ----------------------------------------------------------------------
> > ---
> > 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
>



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

Re: [Quickfix-users] Isn't it time for a new (official) version?

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

Hi Drazen.

Yes, we are definately overdue for an official release.  To put your  
mind at ease a bit the current version has had very little in the way  
of issues in the real world.  Certainly nothing that would be  
considered a critical flaw.  The issue that you see is preemptive,  
but not terribly critical.  It only effects you if you have no access  
to your persistence, and even then the effects aren't really  
detrimental.  It would cause a message to be sent out even though  
persistence is down.  Basically you would have sent what you intended  
to send, but there would be no record of it in the message store  
making it unavailable for resend should the other side request it.

But yes, we are looking on getting an official release out soon.  I  
know it's been longer than usual, but development is moving along as  
always.  There are a few things that need to be done to the current  
sourse before I would consider it releasable (the tests aren't the  
only criteria), but not much at this point.

--oren

On Jan 21, 2008, at 10:11 AM, <+sourceforge+draza+a8ee29347d.quickfix- 
users#lis...@sp...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> first of all, a big thanks to all the contributors to this great  
> FIX implementation. I was able in relatively short time to  
> integrate FIX processing into our system. The build process is  
> flawless, the documentation sufficient (could be better, though)  
> and really, all around, great work.
>
> I was wondering if there were any plans on the next official  
> version? Looking at some of the commit logs done after the latest  
> official version, for example 1920 which states "Persistance is  
> done before sending and will fail if message cannot be stored or  
> sequence number cannot be incremented" I am worried that what I'm  
> using now (latest official version 1.12.4) might unnecessarily  
> cause issues down the road while the issues are actually already  
> fixed in the SVN (this one in particular is interesting).
>
> Yes, I am well aware of the possibility of pulling down the sources  
> as they are now, but I hate using "nightly" builds for production.  
> Looking at the suite of tests for QuickFIX, if they run  
> successfully, it shouldn't be that hard to simply declare current  
> source as 1.12.x or 1.13 (or whatever) and publish it.
>
> Thanks in advance,
>
> Drazen
>
>
>
> ---------------------------------------------------------------------- 
> ---
> 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
>

[Quickfix-users] Isn't it time for a new (official) version?

[<+sourceforge+draza+a8ee29347d.quickfix-users#<lis...@sp...>]

Hi,
=20
first of all, a big thanks to all the contributors to this great FIX =
implementation. I was able in relatively short time to integrate FIX =
processing into our system. The build process is flawless, the =
documentation sufficient (could be better, though) and really, all =
around, great work.
=20
I was wondering if there were any plans on the next official version? =
Looking at some of the commit logs done after the latest official =
version, for example 1920 which states "Persistance is done before =
sending and will fail if message cannot be stored or sequence number =
cannot be incremented" I am worried that what I'm using now (latest =
official version 1.12.4) might unnecessarily cause issues down the road =
while the issues are actually already fixed in the SVN (this one in =
particular is interesting).

Yes, I am well aware of the possibility of pulling down the sources as =
they are now, but I hate using "nightly" builds for production. Looking =
at the suite of tests for QuickFIX, if they run successfully, it =
shouldn't be that hard to simply declare current source as 1.12.x or =
1.13 (or whatever) and publish it.

Thanks in advance,

Drazen

[Quickfix-users] Fwd: Re: How to get last executed-reports by JTraders while the unsolicited user was logged off?

[Mike P. <mic...@ya...>]

Is there a MessageStore get(...) method in the VB
interface?  I would think its there. I'm just not a VB
developer.


--- Hamza Kamaleddine <h.k...@gm...> wrote:

> Date: Fri, 18 Jan 2008 16:14:26 +0200
> From: "Hamza Kamaleddine" <h.k...@gm...>
> To: "Mike Perik" <mic...@ya...>
> Subject: Re: [Quickfix-users] How to get last
> executed-reports by JTraders while the unsolicited
> user was logged off?
> 
> Hello Mike,
> 
> Thanks for your reply, but I find out that
> *MessageStore.get() *is a java
> class and I'm using VB.NET in my applications - so I
> don't know what
> alternative to use in this case...
> 
> Best Regards,
> 
> 
> 
> 
> On 1/18/08, Mike Perik <mic...@ya...>
> wrote:
> >
> > You can request a range of messages to get via the
> > MessageStore.get() method.
> >
> >
> > --- Hamza Kamaleddine <h.k...@gm...>
> wrote:
> >
> > > QuickFIX Documentation:
> > >
> >
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support:
> > > http://www.quickfixengine.org/services.html
> > >
> > > > Hello there,
> > >
> > > I'm using multi-session environment in order to
> have
> > > JTraders + Unsolicited
> > > Trader to eavesdrop what traders are
> > > adding/modifying/cancelling orders
> > > online.
> > >
> > > When the 3 parties are logged in - JTraders,
> > > Unsolicited Trader & FIX
> > > Gateway are turned on - all process goes
> normally,
> > > all orders' transactions
> > > are are shown on "Unsolicited" user screen.
> > >
> > > *Problem is:* When a certain disconnection
> occurs on
> > > the "Unsolicited"
> > > user side - due to a certain reason, or when the
> > > "Unsolicited" user loggs
> > > off for a certain time and then loggs in again;
> Now
> > > how to get back all the
> > > missing orders / execution reports that occurred
> > > while the user was logged
> > > off???
> > >
> > > THANKS.
> > >
> > > Best Regards,
> > > >
> >
>
-------------------------------------------------------------------------
> > > 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
> > >
> >
> >
> >
> >
> >
>
____________________________________________________________________________________
> > Never miss a thing.  Make Yahoo your home page.
> > http://www.yahoo.com/r/hs
> >
> 



      ____________________________________________________________________________________
Be a better friend, newshound, and 
know-it-all with Yahoo! Mobile.  Try it now.  http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ 

Re: [Quickfix-users] How to get last executed-reports by JTraders while the unsolicited user was logged off?

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

QuickFIX should handle this for you automatically by using the  
sequence numbers.  When you reconnect, all these messages should pass  
through the toApp callback.

--oren

On Jan 18, 2008, at 2:50 AM, Hamza Kamaleddine wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello there,
> I'm using multi-session environment in order to have JTraders +  
> Unsolicited Trader to eavesdrop what traders are adding/modifying/ 
> cancelling orders online.
>
> When the 3 parties are logged in - JTraders, Unsolicited Trader &  
> FIX Gateway are turned on - all process goes normally, all orders'  
> transactions are are shown on "Unsolicited" user screen.
>
> Problem is: When a certain disconnection occurs on the  
> "Unsolicited" user side - due to a certain reason, or when the  
> "Unsolicited" user loggs off for a certain time and then loggs in  
> again; Now how to get back all the missing orders / execution  
> reports that occurred while the user was logged off???
>
> THANKS.
>
> Best Regards,
>
>
> ---------------------------------------------------------------------- 
> ---
> 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

Re: [Quickfix-users] Storing Messages in Multiple Databases

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

The only way to really do this would be to write your own message log  
which has a collection of database loggers.  Just have it iterate  
through all of them when a call is made to your store.

--oren

On Jan 17, 2008, at 10:14 PM, Mikhail Veygman wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm trying to log outgoing messages from a single session to the  
> multiple
> databases.
>
> Replicating a database has its drawbacks.
>
> Regards,
>
> Mikhail
> ----- Original Message -----
> From: "Mike Perik" <mic...@ya...>
> To: "Mikhail Veygman" <mve...@gm...>
> Cc: <qui...@li...>
> Sent: Thursday, January 17, 2008 11:12 AM
> Subject: Re: [Quickfix-users] Storing Messages in Multiple Databases
>
>
>> If you just want replication you could setup MySql to
>> replicate to another database.
>>
>> What are you trying to do?
>>
>> Mike
>>
>>
>> --- Oren Miller <or...@qu...> wrote:
>>
>>> QuickFIX Documentation:
>>>
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support:
>>> http://www.quickfixengine.org/services.html
>>>
>>>> Each session can be assigned a different database
>> if
>>> that is what you
>>> mean.
>>>
>>> --oren
>>>
>>> On Jan 17, 2008, at 4:01 AM, Mikhail Veygman wrote:
>>>
>>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/
>>>> html/index.html
>>>> QuickFIX Support:
>>> http://www.quickfixengine.org/services.html
>>>>
>>>> A newbie question:
>>>>
>>>> Is there a way to store/log messages and events in
>>> multiple MySQL
>>>> databases?
>>>>
>>>> Regards,
>>>>
>>>> Mikhail
>>>>
>>>
>> --------------------------------------------------------------------- 
>> -
>>>
>>>> ---
>>>> 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
>>>
>>
>>
>>
>>
> ______________________________________________________________________ 
> ______
> ________
>> Never miss a thing.  Make Yahoo your home page.
>> http://www.yahoo.com/r/hs
>
>
> ---------------------------------------------------------------------- 
> ---
> 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
>

Re: [Quickfix-users] Storing Messages in Multiple Databases

[Mike P. <mic...@ya...>]

You might try implementing the MessageStore interface
and write/read to multiple MySqlStore instances. 
You'd probably have to use one as the primary so the
seq #'s don't get out of sync.


--- Mikhail Veygman <mve...@gm...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> I'm trying to log outgoing messages from a single
> session to the multiple
> databases.
> 
> Replicating a database has its drawbacks.
> 
> Regards,
> 
> Mikhail
> ----- Original Message ----- 
> From: "Mike Perik" <mic...@ya...>
> To: "Mikhail Veygman" <mve...@gm...>
> Cc: <qui...@li...>
> Sent: Thursday, January 17, 2008 11:12 AM
> Subject: Re: [Quickfix-users] Storing Messages in
> Multiple Databases
> 
> 
> > If you just want replication you could setup MySql
> to
> > replicate to another database.
> >
> > What are you trying to do?
> >
> > Mike
> >
> >
> > --- Oren Miller <or...@qu...> wrote:
> >
> > > QuickFIX Documentation:
> > >
> >
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support:
> > > http://www.quickfixengine.org/services.html
> > >
> > > > Each session can be assigned a different
> database
> > if
> > > that is what you
> > > mean.
> > >
> > > --oren
> > >
> > > On Jan 17, 2008, at 4:01 AM, Mikhail Veygman
> wrote:
> > >
> > > > QuickFIX Documentation:
> > > http://www.quickfixengine.org/quickfix/doc/
> > > > html/index.html
> > > > QuickFIX Support:
> > > http://www.quickfixengine.org/services.html
> > > >
> > > > A newbie question:
> > > >
> > > > Is there a way to store/log messages and
> events in
> > > multiple MySQL
> > > > databases?
> > > >
> > > > Regards,
> > > >
> > > > Mikhail
> > > >
> > >
> >
>
----------------------------------------------------------------------
> > >
> > > > ---
> > > > 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
> > >
> >
> >
> >
> >
>
____________________________________________________________________________
> ________
> > Never miss a thing.  Make Yahoo your home page.
> > http://www.yahoo.com/r/hs
> 
> 
>
-------------------------------------------------------------------------
> 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

[Quickfix-users] How to get last executed-reports by JTraders while the unsolicited user was logged off?

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

Hello there,

I'm using multi-session environment in order to have JTraders + Unsolicited
Trader to eavesdrop what traders are adding/modifying/cancelling orders
online.

When the 3 parties are logged in - JTraders, Unsolicited Trader & FIX
Gateway are turned on - all process goes normally, all orders' transactions
are are shown on "Unsolicited" user screen.

*Problem is:* When a certain disconnection occurs on the "Unsolicited"
user side - due to a certain reason, or when the "Unsolicited" user loggs
off for a certain time and then loggs in again; Now how to get back all the
missing orders / execution reports that occurred while the user was logged
off???

THANKS.

Best Regards,

Re: [Quickfix-users] Storing Messages in Multiple Databases

[Mikhail V. <mve...@gm...>]

I'm trying to log outgoing messages from a single session to the multiple
databases.

Replicating a database has its drawbacks.

Regards,

Mikhail
----- Original Message ----- 
From: "Mike Perik" <mic...@ya...>
To: "Mikhail Veygman" <mve...@gm...>
Cc: <qui...@li...>
Sent: Thursday, January 17, 2008 11:12 AM
Subject: Re: [Quickfix-users] Storing Messages in Multiple Databases


> If you just want replication you could setup MySql to
> replicate to another database.
>
> What are you trying to do?
>
> Mike
>
>
> --- Oren Miller <or...@qu...> wrote:
>
> > QuickFIX Documentation:
> >
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> >
> > > Each session can be assigned a different database
> if
> > that is what you
> > mean.
> >
> > --oren
> >
> > On Jan 17, 2008, at 4:01 AM, Mikhail Veygman wrote:
> >
> > > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/
> > > html/index.html
> > > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> > >
> > > A newbie question:
> > >
> > > Is there a way to store/log messages and events in
> > multiple MySQL
> > > databases?
> > >
> > > Regards,
> > >
> > > Mikhail
> > >
> >
> ----------------------------------------------------------------------
> >
> > > ---
> > > 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
> >
>
>
>
>
____________________________________________________________________________
________
> Never miss a thing.  Make Yahoo your home page.
> http://www.yahoo.com/r/hs

Re: [Quickfix-users] Storing Messages in Multiple Databases

[Mike P. <mic...@ya...>]

If you just want replication you could setup MySql to
replicate to another database.

What are you trying to do?

Mike


--- Oren Miller <or...@qu...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> > Each session can be assigned a different database
if
> that is what you  
> mean.
> 
> --oren
> 
> On Jan 17, 2008, at 4:01 AM, Mikhail Veygman wrote:
> 
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/ 
> > html/index.html
> > QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> > A newbie question:
> >
> > Is there a way to store/log messages and events in
> multiple MySQL  
> > databases?
> >
> > Regards,
> >
> > Mikhail
> >
>
----------------------------------------------------------------------
> 
> > ---
> > 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
> 



      ____________________________________________________________________________________
Never miss a thing.  Make Yahoo your home page. 
http://www.yahoo.com/r/hs

Re: [Quickfix-users] Storing Messages in Multiple Databases

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

Each session can be assigned a different database if that is what you  
mean.

--oren

On Jan 17, 2008, at 4:01 AM, Mikhail Veygman wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> A newbie question:
>
> Is there a way to store/log messages and events in multiple MySQL  
> databases?
>
> Regards,
>
> Mikhail
> ---------------------------------------------------------------------- 
> ---
> 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

[Quickfix-users] How to re-send again prevoiusly sent messages?

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

 Hello all,

Please what QuickFix method should I use in order to tell the FIX gateway to
send me a series of messages again, even if these previously sent messages
are all sent in series - without any gap.

Note that I used:

Dim msg As New QuickFix42.ResendRequest( New QuickFix.BeginSeqNo(1), New
QuickFix.EndSeqNo(100000) )

QuickFix.Session.sendToTarget( msg, mySession.getSessionID )

...

But I didn't get any response unfortunately.

Thank you very much.

Best Regards,
Hamza Kamaleddine

[Quickfix-users] How resend again previousl sent messages?

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

Hello all,

Please what QuickFix method should I use in order to tell the FIX gateway to
send me a series of messages again, even if these previously sent messages
are all sent in series - without any gap.

Note that I used:

Dim msg As New QuickFix42.ResendRequest( New QuickFix.BeginSeqNo(1), New
QuickFix.EndSeqNo(100000) )

QuickFix.Session.sendToTarget( msg, mySession.getSessionID )

...

But I didn't get any response unfortunately.


Thank you very much.


Best Regards,
Hamza Kamaleddine

[Quickfix-users] Storing Messages in Multiple Databases

[Mikhail V. <mve...@gm...>]

A newbie question:

Is there a way to store/log messages and events in multiple MySQL =
databases?

Regards,

Mikhail

Re: [Quickfix-users] disconnect at 00:00 GMT

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

below is my config file (in code read from a db), however i have found
another very similar disconnect, possibly related, possibly not (the 7:00
disconnect was also happening before on much different codes and showed up
about the time we switched to QF).

our provider polls their symbols for a change and if there is any sort of
change sends a whole snapshot of the market they poll at 20 times/second so
with 10 symbols that's up to 200 messages a second, we filter down any
appearing redundant after extracting the best bid/ask pair and then forward
them to the client, with one client after a variable period of time symbols
stop showing up and the app appears to be in a stand still no logs from
either QF or it, a co-worker thinks this could be related to too much
performance demand, we are disposing all QF messages, and when related to
tick data avoid using new memory where possible. Is this a possible behavior
for qf when the system is over taxed, or is there a possible reason this
would be happening in QF, also what are some (other than disposing messages)
way to improve performance?


(configuration outside of function contexts, with useful values replacing
variables)

dict.setLong("ReconnectInterval", 60);
dict.setBool("UseDataDictionary", true);
dict.setString("DataDictionary", "FIX42.xml");
dict.setLong("HeartBtInt", 30);
dict.setString("ConnectionType", "initiator");

m_dict.setString("BeginString", "FIX.4.2");
m_dict.setString("TargetCompID", target);
m_dict.setString("SenderCompID", sender);
m_dict.setLong("SocketConnectPort", Server.Port);
m_dict.setString("SocketConnectHost", Server.Host);

m_dict.setString("StartTime", DateTime.Parse
("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
m_dict.setString("EndTime", DateTime.Parse
("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));


On Jan 16, 2008 10:12 AM, Oren Miller <or...@qu...> wrote:

> Can you post your config file too?
>
> On Jan 15, 2008, at 7:34 PM, Malinka Rellikwodahs wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > i've made a C# implementation of QF that connects multiple clients
> > to a vendor for market data, and forwards the market data to the
> > clients, at about 19:00 EST 00:00 GMT i loose tick data, no log of
> > a disconnect the last logged message from vendor is just the last
> > tick i received, i set my stop time to 17:00 and stop time to 17:15
> > EST/EDT depending on DST due to vendor, and everything seems to
> > behave itself, until approximately 00:00 GMT
> >
> > is there any known cause of something like this, and if so what do
> > i need to do to fix it
> >
> > below is my session setting code values are pulled in from a DB and
> > i've replaced most of them with their actual values
> >
> > Dictionary dict = new Dictionary();
> >
> > dict.setLong("ReconnectInterval", 60);
> > dict.setBool("UseDataDictionary", true);
> > dict.setString("DataDictionary", "FIX42.xml");
> > dict.setLong("HeartBtInt", 30);
> > dict.setString("ConnectionType", "initiator");
> >
> > m_set.set(dict);
> >
> > m_dict.setString("BeginString", "FIX.4.2");
> > m_dict.setString("TargetCompID", target);
> > m_dict.setString("SenderCompID", sender);
> >
> > m_dict.setLong("SocketConnectPort", Server.Port);
> > m_dict.setString("SocketConnectHost", Server.Host);
> >
> > m_dict.setString("StartTime", DateTime.Parse
> > ("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
> > m_dict.setString("EndTime", DateTime.Parse
> > ("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));
> >
> > if (m_ses == null)
> >     m_ses = new SessionID("FIX.4.2", target, sender);
> > m_set.set(m_ses, m_dict);
> > ----------------------------------------------------------------------
> > ---
> > 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
>
>

[Quickfix-users] sessions acceptor

[Motl <mo...@or...>]

Hi, 

When trying to run an example application from quickfix/examples I got an
error:

$ ./ordermatch first.cfg
Configuration failed: No sessions defined for acceptor

first.cfg contains sample config file from QuickFix documentation.

Thanks 
-- 
View this message in context: http://www.nabble.com/sessions-acceptor-tp14882640p14882640.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] disconnect at 00:00 GMT

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

Can you post your config file too?

On Jan 15, 2008, at 7:34 PM, Malinka Rellikwodahs wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> i've made a C# implementation of QF that connects multiple clients  
> to a vendor for market data, and forwards the market data to the  
> clients, at about 19:00 EST 00:00 GMT i loose tick data, no log of  
> a disconnect the last logged message from vendor is just the last  
> tick i received, i set my stop time to 17:00 and stop time to 17:15  
> EST/EDT depending on DST due to vendor, and everything seems to  
> behave itself, until approximately 00:00 GMT
>
> is there any known cause of something like this, and if so what do  
> i need to do to fix it
>
> below is my session setting code values are pulled in from a DB and  
> i've replaced most of them with their actual values
>
> Dictionary dict = new Dictionary();
>
> dict.setLong("ReconnectInterval", 60);
> dict.setBool("UseDataDictionary", true);
> dict.setString("DataDictionary", "FIX42.xml");
> dict.setLong("HeartBtInt", 30);
> dict.setString("ConnectionType", "initiator");
>
> m_set.set(dict);
>
> m_dict.setString("BeginString", "FIX.4.2");
> m_dict.setString("TargetCompID", target);
> m_dict.setString("SenderCompID", sender);
>
> m_dict.setLong("SocketConnectPort", Server.Port);
> m_dict.setString("SocketConnectHost", Server.Host);
>
> m_dict.setString("StartTime", DateTime.Parse 
> ("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
> m_dict.setString("EndTime", DateTime.Parse 
> ("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));
>
> if (m_ses == null)
>     m_ses = new SessionID("FIX.4.2", target, sender);
> m_set.set(m_ses, m_dict);
> ---------------------------------------------------------------------- 
> ---
> 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

[Quickfix-users] disconnect at 00:00 GMT

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

i've made a C# implementation of QF that connects multiple clients to a
vendor for market data, and forwards the market data to the clients, at
about 19:00 EST 00:00 GMT i loose tick data, no log of a disconnect the last
logged message from vendor is just the last tick i received, i set my stop
time to 17:00 and stop time to 17:15 EST/EDT depending on DST due to vendor,
and everything seems to behave itself, until approximately 00:00 GMT

is there any known cause of something like this, and if so what do i need to
do to fix it

below is my session setting code values are pulled in from a DB and i've
replaced most of them with their actual values

Dictionary dict = new Dictionary();

dict.setLong("ReconnectInterval", 60);
dict.setBool("UseDataDictionary", true);
dict.setString("DataDictionary", "FIX42.xml");
dict.setLong("HeartBtInt", 30);
dict.setString("ConnectionType", "initiator");

m_set.set(dict);

m_dict.setString("BeginString", "FIX.4.2");
m_dict.setString("TargetCompID", target);
m_dict.setString("SenderCompID", sender);

m_dict.setLong("SocketConnectPort", Server.Port);
m_dict.setString("SocketConnectHost", Server.Host);

m_dict.setString("StartTime", DateTime.Parse
("17:15:00").ToUniversalTime().ToString("HH:mm:ss"));
m_dict.setString("EndTime", DateTime.Parse
("17:00:00").ToUniversalTime().ToString("HH:mm:ss"));

if (m_ses == null)
    m_ses = new SessionID("FIX.4.2", target, sender);
m_set.set(m_ses, m_dict);

Re: [Quickfix-users] EOD issue

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

Oren Miller pisze:
> If you want to reset every day, you should not be using the StartDay
> and EndDay parameters at all.
Ye, you're right, but what if I need to run FIX session from Monday to
Friday and be sure that on Saturday/Sunday I will not start FIX session.

Regards,
Marcin
>
> On Jan 10, 2008, at 2:28 AM, Marcin Giedz wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hello,
>>
>> I'd like to ask about End Of Day message. Correct me please if I'm wrong
>> but it seems that if I set StartDay and EndDay as well as StartTime and
>> EndTime quickfix runs EOD at the EndDay day not every day at EndTime.
>>
>> Am I wrong or this is true and this is some kind of bug or feature? If
>> feature can I change it so quickfix sends EOD every day at EndTime? Is
>> there any parameter to adjust this function?
>>
>> Best regards,
>> Marcin
>>
>> -------------------------------------------------------------------------
>>
>> Check out the new SourceForge.net Marketplace.
>> It's the best place to buy or sell services for
>> just about anything Open Source.
>> http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace
>>
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>

Re: [Quickfix-users] EOD issue

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

If you want to reset every day, you should not be using the StartDay  
and EndDay parameters at all.

On Jan 10, 2008, at 2:28 AM, Marcin Giedz wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I'd like to ask about End Of Day message. Correct me please if I'm  
> wrong
> but it seems that if I set StartDay and EndDay as well as StartTime  
> and
> EndTime quickfix runs EOD at the EndDay day not every day at EndTime.
>
> Am I wrong or this is true and this is some kind of bug or feature? If
> feature can I change it so quickfix sends EOD every day at EndTime? Is
> there any parameter to adjust this function?
>
> Best regards,
> Marcin
>
> ---------------------------------------------------------------------- 
> ---
> Check out the new SourceForge.net Marketplace.
> It's the best place to buy or sell services for
> just about anything Open Source.
> http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/ 
> marketplace
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Data Dictionary for CME

[Igor S. <se...@ma...>]

Hi,

Has anyone managed to set up a QuickFIX Data Dictionary for CME Globex that
is OK for trading?

CME does a lot of violations to FIX 4.2 specs.

What I have already met is that CME:
- uses tag NextExpectedMsgSeqNum <789> for Logout <5>
- uses extended set of values for tags OrdRejReason <103> and CxlRejReason
<102> (>= 1000)
- uses tag ExecID <17> for OrderCancelReject <9>
- changes obligatoriness for some fields

I would appreciate a lot if anyone could share a QuickFIX Data Dictionary
ready for use with CME!

Many thanks in advance,
Igor 

[Quickfix-users] Quickfix 1.3 - Classloader problems with RMI-based JMX call

[Steve B. <st...@te...>]

> We currently have a problem with the latest release of 
> QuickfixJ 1.3 and wonder if you could throw some light on this please.

Hello Matthew,

This should be posted to the QuickFIX/J list (which I've CC'd on this
message). Please send further replies only to that list since this
list is for the C++ implementation. Thanks.

> ...
> I looked at the 1.3 source, in quickfix.ListenerSupport the 
> following code is executed.  (You are creating a dynamic 
> proxy to override the toString
> implementation)

Just FYI, the dynamic proxy is used to do callback dispatching
without requiring separate methods to iterate over the listeners
for each callback method.

The "toString" related code in the invocation handler is only there 
to provide a reasonable printed representation of the dispatcher 
proxy.

> ...
> One other point, I notice that there is only one 
> implementation of SessionStateListener (namely SessionAdmin): 
>  is there a good reason to load this from the context of the 
> calling thread.  Can you not do
> this.getClass().getClassLoader() instead?  You cannot do this 
> from within the constructor, but maybe you could have a 
> postInit() type method where you would be able to do this.  
> Without this, other people will face the same issue we do.

Currently the ListenerSupport class is only used with 
SessionStateListener but it will be used more widely in the
future. However, since the ListenerSupport class will only be used 
with interfaces from QFJ it's reasonable to use the ListenerSupport's
classloader for creating the proxy.

Can you make that small modification and try it with your
application to be sure there are no other issues?

You may eventually run into this issue with other third party 
libraries. Other option would be to the thread context classloader 
in FixApplication.start() to be the classloader that loaded 
FixApplication.class.

Steve

[Quickfix-users] EOD issue

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

Hello,

I'd like to ask about End Of Day message. Correct me please if I'm wrong
but it seems that if I set StartDay and EndDay as well as StartTime and
EndTime quickfix runs EOD at the EndDay day not every day at EndTime.

Am I wrong or this is true and this is some kind of bug or feature? If
feature can I change it so quickfix sends EOD every day at EndTime? Is
there any parameter to adjust this function?

Best regards,
Marcin

Re: [Quickfix-users] I keeing this duplicate tag 269 nonsense...

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

Nevermind.  I must have had too much Manischewitz this evening.

I apologize for asking a redundant question.  Looks like it was the Data
dictionary issue.

jonathan

On Dec 28, 2007 10:20 PM, Jonathan Kalbfeld <jon...@gm...>
wrote:

> Hi All,
>
> I am debugging my OrderBook and keep getting messages rejected due to a
> duplicate Tag 269.
>
> Here's the error I am getting running Tradeclient when I send a
> FIX42::MarketDataRequest for symbol ("dog") and my OrderBook replies with
> both the bid and offer sides:
>
>
> 8=
> FIX.4.29=8235=V49=CLIENT156=ORDERBOOK146=155=dog262=MARKETDATAID263=0264=0267=1
> 269=010=252
>
> OUT: 8=
> FIX.4.29=11435=V34=46049=CLIENT152=20071229-06:05:43.28856=ORDERBOOK146=15
> 5=dog262=MARKETDATAID263=0264=0267=1269=010=070
> <20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, outgoing>
>   (8=
> FIX.4.29=11435=V34=46049=CLIENT152=20071229-06:05:43.28856=ORDERBOOK146=155=
> dog262=MARKETDATAID263=0264=0267=1269=010=070)
>
> Action: <20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, incoming>
>   (8=
> FIX.4.29=16435=W34=42549=ORDERBOOK52=20071229-06:05:43.29156=CLIENT155=dog26
>
> 8=4269=0270=101271=1000269=0270=100271=1000269=1270=105271=800269=1270=106271=10
> 0010=001)
> <20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, event>
>   *(Message 425 Rejected: Tag appears more than once:269)*
> <20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, outgoing>
>   (8=
> FIX.4.29=11135=334=46149=CLIENT152=20071229-06:05:43.29356=ORDERBOOK45=42558
> =Tag appears more than once371=269372=W10=225)
>
> Here is my order book's reply.  I've sent the bids over (269=0) in
> descending order and the asks over (269=1) in ascending order.  Why am I
> getting message rejected with duplicate tag 269s?  I though with repeating
> groups I could have as many as possible.  I am using C++ to construct this,
> if that matters.  Am I missing some field?
>
> <message>
>   <header>
>     <field number="8"><![CDATA[FIX.4.2]]></field>
>     <field number="35"><![CDATA[W]]></field>
>   </header>
>   <body>
>     <field number="55"><![CDATA[dog]]></field>
>     <field number="268"><![CDATA[4]]></field>
>     <group>
>       <field number="269"><![CDATA[0]]></field>
>       <field number="270"><![CDATA[101]]></field>
>       <field number="271"><![CDATA[1000]]></field>
>     </group>
>     <group>
>       <field number="269"><![CDATA[0]]></field>
>       <field number="270"><![CDATA[100]]></field>
>       <field number="271"><![CDATA[1000]]></field>
>     </group>
>     <group>
>       <field number="269"><![CDATA[1]]></field>
>       <field number="270"><![CDATA[105]]></field>
>       <field number="271"><![CDATA[800]]></field>
>     </group>
>     <group>
>       <field number="269"><![CDATA[1]]></field>
>       <field number="270"><![CDATA[106]]></field>
>       <field number="271"><![CDATA[1000]]></field>
>     </group>
>   </body>
>   <trailer>
>   </trailer>
> </message>
>
> Thanks!
>
> jonathan
> --
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 424 354 1814
>



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

[Quickfix-users] I keeing this duplicate tag 269 nonsense...

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

Hi All,

I am debugging my OrderBook and keep getting messages rejected due to a
duplicate Tag 269.

Here's the error I am getting running Tradeclient when I send a
FIX42::MarketDataRequest for symbol ("dog") and my OrderBook replies with
both the bid and offer sides:


8=
FIX.4.29=8235=V49=CLIENT156=ORDERBOOK146=155=dog262=MARKETDATAID263=0264=0267=1
269=010=252

OUT: 8=
FIX.4.29=11435=V34=46049=CLIENT152=20071229-06:05:43.28856=ORDERBOOK146=15
5=dog262=MARKETDATAID263=0264=0267=1269=010=070
<20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, outgoing>
  (8=
FIX.4.29=11435=V34=46049=CLIENT152=20071229-06:05:43.28856=ORDERBOOK146=155=
dog262=MARKETDATAID263=0264=0267=1269=010=070)

Action: <20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, incoming>
  (8=
FIX.4.29=16435=W34=42549=ORDERBOOK52=20071229-06:05:43.29156=CLIENT155=dog26
8=4269=0270=101271=1000269=0270=100271=1000269=1270=105271=800269=1270=106271=10
0010=001)
<20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, event>
  *(Message 425 Rejected: Tag appears more than once:269)*
<20071229-06:05:43, FIX.4.2:CLIENT1->ORDERBOOK, outgoing>
  (8=
FIX.4.29=11135=334=46149=CLIENT152=20071229-06:05:43.29356=ORDERBOOK45=42558
=Tag appears more than once371=269372=W10=225)

Here is my order book's reply.  I've sent the bids over (269=0) in
descending order and the asks over (269=1) in ascending order.  Why am I
getting message rejected with duplicate tag 269s?  I though with repeating
groups I could have as many as possible.  I am using C++ to construct this,
if that matters.  Am I missing some field?

<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="35"><![CDATA[W]]></field>
  </header>
  <body>
    <field number="55"><![CDATA[dog]]></field>
    <field number="268"><![CDATA[4]]></field>
    <group>
      <field number="269"><![CDATA[0]]></field>
      <field number="270"><![CDATA[101]]></field>
      <field number="271"><![CDATA[1000]]></field>
    </group>
    <group>
      <field number="269"><![CDATA[0]]></field>
      <field number="270"><![CDATA[100]]></field>
      <field number="271"><![CDATA[1000]]></field>
    </group>
    <group>
      <field number="269"><![CDATA[1]]></field>
      <field number="270"><![CDATA[105]]></field>
      <field number="271"><![CDATA[800]]></field>
    </group>
    <group>
      <field number="269"><![CDATA[1]]></field>
      <field number="270"><![CDATA[106]]></field>
      <field number="271"><![CDATA[1000]]></field>
    </group>
  </body>
  <trailer>
  </trailer>
</message>

Thanks!

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