quickfix-users — QuickFIX user support

Re: [Quickfix-users] [Quickfix-developers] Quickfix c++ Session level rejection problem.....

[Caleb E. <cal...@gm...>]

On 8/23/07, Eranga Samararathna <pe...@ri...> wrote:

> I wrote a simple application using quickfix API ( c++). In there I used FIX
> 4.2. I change the new order single ( 35=D) fix 4.2 spec  as <field
> name="Price" required="N"/>.

The spec should already have Price as an optional field.  It does in my copy.

> Therefore my acceptor has to accept market orders without any error. (40 =1
> ) But when the initiator send the mkt order my acceptor reject it session
> level indicating invalid value for price. But actually that message does not
> contain a price field. This works fine for limit orders. Any help highly
> appreciate.

This should work out of the box.  Perhaps you are trying to access the
Price field in the order without checking that it exists first?  This
will throw an exception if there is no Price field.  Or perhaps the
incoming message has a Price tag but with an invalid or empty value
(e.g. "44=")

Please include some messages from the log and perhaps the relevant
code you've written.

-- 
Caleb Epstein

Re: [Quickfix-users] Quickfix c++ Session level rejection problem.....

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

All you are telling the data dictionary is that the Price field does  
not have to be there.  But when it is there the value still needs to  
be valid.  Are you sure that a price field does not exist.  And if it  
does, what is the value?

--oren

On Aug 23, 2007, at 8:30 AM, Eranga Samararathna wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>
>
> I wrote a simple application using quickfix API ( c++). In there I  
> used FIX 4.2. I change the new order single ( 35=D) fix 4.2 spec   
> as <field name="Price" required="N"/>.
>
> Therefore my acceptor has to accept market orders without any  
> error. (40 =1 ) But when the initiator send the mkt order my  
> acceptor reject it session level indicating invalid value for  
> price. But actually that message does not contain a price field.  
> This works fine for limit orders. Any help highly appreciate.

[Quickfix-users] Quickfix c++ Session level rejection problem.....

[Eranga S. <pe...@ri...>]

Hi,

 

I wrote a simple application using quickfix API ( c++). In there I used FIX
4.2. I change the new order single ( 35=D) fix 4.2 spec  as <field
name="Price" required="N"/>.

Therefore my acceptor has to accept market orders without any error. (40 =1
) But when the initiator send the mkt order my acceptor reject it session
level indicating invalid value for price. But actually that message does not
contain a price field. This works fine for limit orders. Any help highly
appreciate.

 

Regards,

 

Eranga

 

Re: [Quickfix-users] Quickfix-users Digest, Vol 15, Issue 5

[Nick B. <be...@gm...>]

Steve,

do you possibly know if they made some benchmarking to compare various
versions of quickfix and what were the numbers?


On 8/22/07, Steve Bate <st...@te...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Jim,
>
> QuickFIX/J can be compiled to .NET using ikvm. I know at least one
> company that is using it this way. If there is enough interest and
> support, I'd be willing to include a QFJ .NET compilation with the
> QFJ releases.
>
> Regards,
>
> Steve
>
> > I am curious how many others are using QuickFix via the .NET wrappers.
> > I had spoken to a consultant about getting a pure .NET port done, but
> > I doubt I can get the funds for the full cost by myself.
> >
> > Is there any other interest in a pure .NET port? Aside from
> > the performance gains, it would be nice to be able to use on
> > Linux with Mono.
>
>
>
>
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-- 
Regards,
    Nick.

Re: [Quickfix-users] Quickfix-users Digest, Vol 15, Issue 5

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

Jim,

QuickFIX/J can be compiled to .NET using ikvm. I know at least one
company that is using it this way. If there is enough interest and
support, I'd be willing to include a QFJ .NET compilation with the 
QFJ releases.

Regards,

Steve

> I am curious how many others are using QuickFix via the .NET wrappers.
> I had spoken to a consultant about getting a pure .NET port done, but 
> I doubt I can get the funds for the full cost by myself.
>
> Is there any other interest in a pure .NET port? Aside from 
> the performance gains, it would be nice to be able to use on 
> Linux with Mono.

Re: [Quickfix-users] QuickFix via .NET

[James P M. I. <jmi...@bl...>]

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
  <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type">
</head>
<body bgcolor="#ffffff" text="#000000">
3 reasons I see are <br>
<br>
1) Improved message per second throughput from non-wrapper performance
gains.<br>
<br>
2) Linux / OS X support via Mono.<br>
<br>
3) Single assembly for both 32bit and 64bit deployments.<br>
<br>
Its not that big of a deal, I was just curious to see if there was any
other latent interest out there. I think QuickFix is a very good design
and I plan to continue using it.<br>
<br>
Nick Bilak wrote:
<blockquote
 cite="mid:75b...@ma..."
 type="cite">
  <div>James,</div>
  <div>&nbsp;</div>
  <div>I see your point, but do not share it :)</div>
  <div>What are the reasons behind your interest?</div>
  <div>Do you believe you'd get a significant gains (in some aspects)
above current QuickFIX implementation?</div>
  <div>&nbsp;</div>
  <div>have you checked commercial FIX engines? there are some .NET
versions, though I'm not sure if they are pure or also wrapped</div>
  <div>it would be interesting to compare <br>
  <br>
&nbsp;</div>
  <div><span class="gmail_quote">On 8/22/07, <b
 class="gmail_sendername">James P Michels III</b> &lt;<a
 moz-do-not-send="true" href="mailto:jmi...@bl...">jmi...@bl...</a>&gt;
wrote:</span>
  <blockquote class="gmail_quote"
 style="border-left: 1px solid rgb(204, 204, 204); margin: 0px 0px 0px 0.8ex; padding-left: 1ex;">
    <div bgcolor="#ffffff" text="#000000">We've been using QuickFix in
production for about 2 years now.<br>
    <br>
We are very happy with it, but we definitely have an interest in a
native .NET version. If you don't I can fully understand. I was just
curious if there was anyone else out there who felt the same way.
    <br>
    <br>
Nick Bilak wrote:
    <blockquote type="cite">
      <div>James,</div>
      <div>&nbsp;</div>
      <div>I have built client application for forex trading
(FIX4.2)&nbsp;in .NET</div>
      <div>and it is being used on live accounts.<br>
      <br>
&nbsp;</div>
      <div><span class="gmail_quote">On 8/22/07, <b
 class="gmail_sendername">James P Michels III</b> &lt;<a
 moz-do-not-send="true"
 onclick="return top.js.OpenExtLink(window,event,this)"
 href="mailto:jmi...@bl..." target="_blank">jmi...@bl...
      </a>&gt; wrote:</span>
      <blockquote class="gmail_quote"
 style="border-left: 1px solid rgb(204, 204, 204); margin: 0px 0px 0px 0.8ex; padding-left: 1ex;">QuickFIX
Documentation: <a moz-do-not-send="true"
 onclick="return top.js.OpenExtLink(window,event,this)"
 href="http://www.quickfixengine.org/quickfix/doc/html/index.html"
 target="_blank">
http://www.quickfixengine.org/quickfix/doc/html/index.html </a><br>
QuickFIX Support: <a moz-do-not-send="true"
 onclick="return top.js.OpenExtLink(window,event,this)"
 href="http://www.quickfixengine.org/services.html" target="_blank">http://www.quickfixengine.org/services.html
        </a><br>
        <br>
I am curious how many others are using QuickFix via the .NET wrappers. I<br>
had spoken to a consultant about getting a pure .NET port done, but I <br>
doubt I can get the funds for the full cost by myself.<br>
        <br>
Is there any other interest in a pure .NET port? Aside from the<br>
performance gains, it would be nice to be able to use on Linux with
Mono.<br>
        <br>
Jim<br>
        <br>
        <br>
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      <br>
      <br clear="all">
      <br>
-- <br>
Regards,<br>
&nbsp;&nbsp;&nbsp;&nbsp;Nick. </blockquote>
    <pre cols="72"> </pre>
    </div>
  </blockquote>
  </div>
  <br>
  <br clear="all">
  <br>
-- <br>
Regards,<br>
&nbsp;&nbsp;&nbsp;&nbsp;Nick. </blockquote>
<br>
<pre class="moz-signature" cols="72">-- 
James P Michels III
Bluefin Trading LLC
<a class="moz-txt-link-abbreviated" href="mailto:jmi...@bl...">jmi...@bl...</a>
914-227-9511 (office)
267-573-1121 (alternate)
215-431-7644 (cell)
 </pre>
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Re: [Quickfix-users] QuickFix via .NET

[Nick B. <be...@gm...>]

James,

I have built client application for forex trading (FIX4.2) in .NET
and it is being used on live accounts.


On 8/22/07, James P Michels III <jmi...@bl...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am curious how many others are using QuickFix via the .NET wrappers. I
> had spoken to a consultant about getting a pure .NET port done, but I
> doubt I can get the funds for the full cost by myself.
>
> Is there any other interest in a pure .NET port? Aside from the
> performance gains, it would be nice to be able to use on Linux with Mono.
>
> Jim
>
>
> -------------------------------------------------------------------------
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> Still grepping through log files to find problems?  Stop.
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> Qui...@li...
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>



-- 
Regards,
    Nick.

Re: [Quickfix-users] QuickFix via .NET

[Djalma R. d. S. F. <drs...@gm...>]

Hi,

Regarding performance gains I believe that another wrapper using
C++/CLI would be suffient.

Djalma

On 8/21/07, James P Michels III <jmi...@bl...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am curious how many others are using QuickFix via the .NET wrappers. I
> had spoken to a consultant about getting a pure .NET port done, but I
> doubt I can get the funds for the full cost by myself.
>
> Is there any other interest in a pure .NET port? Aside from the
> performance gains, it would be nice to be able to use on Linux with Mono.
>
> Jim
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
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>

[Quickfix-users] QuickFix via .NET

[James P M. I. <jmi...@bl...>]

I am curious how many others are using QuickFix via the .NET wrappers. I 
had spoken to a consultant about getting a pure .NET port done, but I 
doubt I can get the funds for the full cost by myself.

Is there any other interest in a pure .NET port? Aside from the 
performance gains, it would be nice to be able to use on Linux with Mono.

Jim

Re: [Quickfix-users] Handle leak

[James P M. I. <jmi...@bl...>]

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
  <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type">
  <title></title>
</head>
<body bgcolor="#ffffff" text="#000000">
We have the same problem. We've been just doing a workaround till we
could find some time to figure out which piece of the app was causing
it.<br>
<br>
Tom Frey wrote:
<blockquote cite="mid:865...@we..."
 type="cite">
  <pre wrap="">QuickFIX Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a>
QuickFIX Support: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>

  </pre>
  <br>
  <hr size="4" width="90%"><br>
  <style type="text/css"><!-- DIV {margin:0px;} --></style>
  <div
 style="font-family: verdana,helvetica,sans-serif; font-size: 10pt;">
  <div
 style="font-family: verdana,helvetica,sans-serif; font-size: 10pt;">Hi,<br>
  <br>
I'm still experiencing this issue with code from the latest SVN trunk
and the ThreadedSocketInitiator. Whenever I leave the FIX engine
running over the weekend and it tries to connect, on Monday it takes up
&gt;10k handles and no outgoing internet connections can be made
anymore from the server until it's rebooted.<br>
Is nobody else experiencing this?<br>
  <br>
Thanks,<br>
  <br>
Tom<br>
  <br>
  <div
 style="font-family: times new roman,new york,times,serif; font-size: 12pt;">-----
Original Message ----<br>
From: Tom Frey <a class="moz-txt-link-rfc2396E" href="mailto:tom...@ki...">&lt;tom...@ki...&gt;</a><br>
To: <a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a><br>
Cc: Djalma Rosa dos Santos Filho <a class="moz-txt-link-rfc2396E" href="mailto:drs...@gm...">&lt;drs...@gm...&gt;</a><br>
Sent: Monday, May 28, 2007 10:32:32 AM<br>
Subject: Re: [Quickfix-users] Handle leak<br>
  <br>
  <div
 style="font-family: verdana,helvetica,sans-serif; font-size: 10pt;">
  <div
 style="font-family: verdana,helvetica,sans-serif; font-size: 10pt;">Hi
Djalma,<br>
  <br>
thanks for your reply. I've pulled the latest sources out of the SVN
trunk but am unfortunately still experiencing the same issue ... <br>
Any ideas?<br>
  <br>
Thanks,<br>
  <br>
Tom<br>
  <br>
  <div
 style="font-family: times new roman,new york,times,serif; font-size: 12pt;">-----
Original Message ----<br>
From: Djalma Rosa dos Santos Filho <a class="moz-txt-link-rfc2396E" href="mailto:drs...@gm...">&lt;drs...@gm...&gt;</a><br>
To: Tom Frey <a class="moz-txt-link-rfc2396E" href="mailto:tom...@ki...">&lt;tom...@ki...&gt;</a><br>
Sent: Wednesday, May 23, 2007 10:01:32 AM<br>
Subject: Re: [Quickfix-users] Handle leak<br>
  <br>
Hi Tom,<br>
  <br>
See if the thread bellow helps you.<br>
  <br>
  <a moz-do-not-send="true" rel="nofollow" target="_blank"
 href="http://www.nabble.com/file-descriptor-memory-leak-in-ThreadedSocketInitiator-tf2939761.html#a8219182">http://www.nabble.com/file-descriptor-memory-leak-in-ThreadedSocketInitiator-tf2939761.html#a8219182
  </a><br>
  <br>
  <br>
Djalma<br>
  <br>
  <div><span class="gmail_quote">On 5/22/07, <b
 class="gmail_sendername">Tom Frey</b> &lt;<a moz-do-not-send="true"
 rel="nofollow" target="_blank" href="mailto:tom...@ki...">
tom...@ki...</a>&gt; wrote:</span>
  <blockquote class="gmail_quote"
 style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">QuickFIX
Documentation: <a moz-do-not-send="true" rel="nofollow" target="_blank"
 href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html
    </a><br>
QuickFIX Support: <a moz-do-not-send="true" rel="nofollow"
 target="_blank" href="http://www.quickfixengine.org/services.html">
http://www.quickfixengine.org/services.html</a><br>
    <br>
Hi,<br>
    <br>
I'm experiencing a handle leak and NP pool increase with<br>
QuickFIX if it attempts to connect to a counter party that is currently<br>
offline. When I set the ReconnectInterval to 1 in the config, my handle
    <br>
count increases by one every seconds and the non paged pool is rapidly<br>
is increasing. This goes on until the machine is running out of buffer<br>
space and can't establish any more TCP connections. I'm using the
    <br>
latest version of QuickFIX with C#. Is anybody else experiencing this?<br>
    <br>
Thanks,<br>
    <br>
Tom<br>
    <br>
    <br>
    <br>
    <br>
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[Quickfix-users] Quickfix build on CentOS...

[Eranga S. <pe...@ri...>]

Hi,

 

Yesterday I was try to build quickfix on CentOS with java support. My build
got success. But in run time I got the following error.

 

Exception in thread "main" java.lang.UnsatisfiedLinkError:
/home/rcapl/software/

test_JNI/lib/libquickfix_jni.so:
/home/rcapl/software/qf-1.9.2/quickfix/src/C++/

.libs/libquickfix.so.4: undefined symbol: _ZNKSt11logic_error4whatEv

        at java.lang.ClassLoader$NativeLibrary.load(Native Method)

        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1751)

        at java.lang.ClassLoader.loadLibrary(ClassLoader.java:1676)

        at java.lang.Runtime.loadLibrary0(Runtime.java:822)

        at java.lang.System.loadLibrary(System.java:992)

        at JNITest.<clinit>(JNITest.java:8)

[rcapl@quicksilver-dev bin]$

 

Then tried with different qucickfix versions but still got same error. {
libquickfix.so.3: undefined symbol: _ZNKSt11logic_error4whatEv ,
libquickfix.so.5: undefined symbol: _ZNKSt11logic_error4whatEv  etc.. } 

 

Quickfix versions I tried : 1.12.4,                1.11.1,   1.9.2,
1.9.4

 

CentOS information : -

 

Kernel 2.4.21-50_EL

Gcc  3.2.3-59

Libstdc++ 3.2.3-59

Libgcc 3.2.3-59

Binutils 2.14.90.0.4-42

Java 1.5

 

Regards,

 

Eranga

 

 

Re: [Quickfix-users] Handle leak

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

Thanks Tom,

I'll look into duplicating this.

--oren

On Aug 20, 2007, at 11:56 AM, Tom Frey wrote:

> Oren,
>
> the counter parties close their ports, so all TCP connection  
> attempts fail.
>
> Thanks,
>
> Tom
>
> ----- Original Message ----
> From: Oren Miller <or...@qu...>
> To: Tom Frey <tom...@ki...>
> Cc: Qui...@li...
> Sent: Monday, August 20, 2007 12:47:16 PM
> Subject: Re: [Quickfix-users] Handle leak
>
> Do you know if your connections are being rejected, or are they  
> accepted and then disconnected?
>
> --oren
>
> On Aug 18, 2007, at 9:11 AM, Tom Frey wrote:
>
>> QuickFIX Documentation:http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi,
>>
>> I'm still experiencing this issue with code from the latest SVN  
>> trunk and the ThreadedSocketInitiator. Whenever I leave the FIX  
>> engine running over the weekend and it tries to connect, on Monday  
>> it takes up >10k handles and no outgoing internet connections can  
>> be made anymore from the server until it's rebooted.
>> Is nobody else experiencing this?
>>
>> Thanks,
>>
>> Tom
>>
>> ----- Original Message ----
>> From: Tom Frey <tom...@ki...>
>> To: Qui...@li...
>> Cc: Djalma Rosa dos Santos Filho <drs...@gm...>
>> Sent: Monday, May 28, 2007 10:32:32 AM
>> Subject: Re: [Quickfix-users] Handle leak
>>
>> Hi Djalma,
>>
>> thanks for your reply. I've pulled the latest sources out of the  
>> SVN trunk but am unfortunately still experiencing the same issue ...
>> Any ideas?
>>
>> Thanks,
>>
>> Tom
>>
>> ----- Original Message ----
>> From: Djalma Rosa dos Santos Filho <drs...@gm...>
>> To: Tom Frey <tom...@ki...>
>> Sent: Wednesday, May 23, 2007 10:01:32 AM
>> Subject: Re: [Quickfix-users] Handle leak
>>
>> Hi Tom,
>>
>> See if the thread bellow helps you.
>>
>> http://www.nabble.com/file-descriptor-memory-leak-in- 
>> ThreadedSocketInitiator-tf2939761.html#a8219182
>>
>>
>> Djalma
>>
>> On 5/22/07, Tom Frey < tom...@ki...> wrote:
>> QuickFIX Documentation:http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi,
>>
>> I'm experiencing a handle leak and NP pool increase with
>> QuickFIX if it attempts to connect to a counter party that is  
>> currently
>> offline. When I set the ReconnectInterval to 1 in the config, my  
>> handle
>> count increases by one every seconds and the non paged pool is  
>> rapidly
>> is increasing. This goes on until the machine is running out of  
>> buffer
>> space and can't establish any more TCP connections. I'm using the
>> latest version of QuickFIX with C#. Is anybody else experiencing  
>> this?
>>
>> Thanks,
>>
>> Tom
>>
>>
>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> This SF.net email is sponsored by DB2 Express
>> Download DB2 Express C - the FREE version of DB2 express and take
>> control of your XML. No limits. Just data. Click to get it now.
>> http://sourceforge.net/powerbar/db2/
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> This SF.net email is sponsored by: Splunk Inc.
>> Still grepping through log files to find problems?  Stop.
>> Now Search log events and configuration files using AJAX and a  
>> browser.
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>> _______________________________________________
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>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>

Re: [Quickfix-users] Handle leak

[Tom F. <tom...@ki...>]

Oren,=0A=0Athe counter parties close their ports, so all TCP connection att=
empts fail.=0A=0AThanks,=0A=0ATom=0A=0A----- Original Message ----=0AFrom: =
Oren Miller <or...@qu...>=0ATo: Tom Frey <tom...@ki...>=
=0ACc: Qui...@li...=0ASent: Monday, August 20, 2007=
 12:47:16 PM=0ASubject: Re: [Quickfix-users] Handle leak=0A=0ADo you know i=
f your connections are being rejected, or are they accepted and then discon=
nected?=0A=0A--oren=0A=0AOn Aug 18, 2007, at 9:11 AM, Tom Frey wrote:=0A=0A=
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ind=
ex.html=0AQuickFIX Support: http://www.quickfixengine.org/services.html=0A=
=0A=0A Hi,=0A=0AI'm still experiencing this issue with code from the latest=
 SVN trunk and the ThreadedSocketInitiator. Whenever I leave the FIX engine=
 running over the weekend and it tries to connect, on Monday it takes up >1=
0k handles and no outgoing internet connections can be made anymore from th=
e server until it's rebooted.=0AIs nobody else experiencing this?=0A=0AThan=
ks,=0A=0ATom=0A=0A----- Original Message ----=0AFrom: Tom Frey <tom.frey@ki=
ngvest.de>=0ATo: Qui...@li...=0ACc: Djalma Rosa dos=
 Santos Filho <drs...@gm...>=0ASent: Monday, May 28, 2007 10:32:=
32 AM=0ASubject: Re: [Quickfix-users] Handle leak=0A=0AHi Djalma,=0A=0Athan=
ks for your reply. I've pulled the latest sources out of the SVN trunk but =
am unfortunately still experiencing the same issue ... =0AAny ideas?=0A=0AT=
hanks,=0A=0ATom=0A=0A----- Original Message ----=0AFrom: Djalma Rosa dos Sa=
ntos Filho <drs...@gm...>=0ATo: Tom Frey <tom...@ki...>=
=0ASent: Wednesday, May 23, 2007 10:01:32 AM=0ASubject: Re: [Quickfix-users=
] Handle leak=0A=0AHi Tom,=0A=0ASee if the thread bellow helps you.=0A=0A h=
ttp://www.nabble.com/file-descriptor-memory-leak-in-ThreadedSocketInitiator=
-tf2939761.html#a8219182 =0A=0A=0ADjalma=0A=0AOn 5/22/07, Tom Frey < tom.fr=
ey...@ki...> wrote: QuickFIX Documentation: http://www.quickfixengine.or=
g/quickfix/doc/html/index.html =0AQuickFIX Support:  http://www.quickfixeng=
ine.org/services.html=0A=0AHi,=0A=0AI'm experiencing a handle leak and NP p=
ool increase with=0AQuickFIX if it attempts to connect to a counter party t=
hat is currently=0Aoffline. When I set the ReconnectInterval to 1 in the co=
nfig, my handle =0Acount increases by one every seconds and the non paged p=
ool is rapidly=0Ais increasing. This goes on until the machine is running o=
ut of buffer=0Aspace and can't establish any more TCP connections. I'm usin=
g the =0Alatest version of QuickFIX with C#. Is anybody else experiencing t=
his?=0A=0AThanks,=0A=0ATom=0A=0A=0A=0A=0A----------------------------------=
---------------------------------------=0AThis SF.net email is sponsored by=
 DB2 Express =0ADownload DB2 Express C - the FREE version of DB2 express an=
d take=0Acontrol of your XML. No limits. Just data. Click to get it now.=0A=
 http://sourceforge.net/powerbar/db2/ =0A__________________________________=
_____________=0AQuickfix-users mailing list=0AQ...@li...urcefo=
rge.net =0A https://lists.sourceforge.net/lists/listinfo/quickfix-users=0A=
=0A=0A =0A=0A=0A=0A=0A=0A=0A=0A--------------------------------------------=
-----------------------------=0AThis SF.net email is sponsored by: Splunk I=
nc.=0AStill grepping through log files to find problems?  Stop.=0ANow Searc=
h log events and configuration files using AJAX and a browser.=0ADownload y=
our FREE copy of Splunk now >>  http://get.splunk.com/_____________________=
__________________________=0AQuickfix-users mailing list=0AQuickfix-users@l=
ists.sourceforge.net=0Ahttps://lists.sourceforge.net/lists/listinfo/quickfi=
x-users=0A =0A=0A=0A=0A=0A=0A

Re: [Quickfix-users] Handle leak

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

Do you know if your connections are being rejected, or are they  
accepted and then disconnected?

--oren

On Aug 18, 2007, at 9:11 AM, Tom Frey wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I'm still experiencing this issue with code from the latest SVN  
> trunk and the ThreadedSocketInitiator. Whenever I leave the FIX  
> engine running over the weekend and it tries to connect, on Monday  
> it takes up >10k handles and no outgoing internet connections can  
> be made anymore from the server until it's rebooted.
> Is nobody else experiencing this?
>
> Thanks,
>
> Tom
>
> ----- Original Message ----
> From: Tom Frey <tom...@ki...>
> To: Qui...@li...
> Cc: Djalma Rosa dos Santos Filho <drs...@gm...>
> Sent: Monday, May 28, 2007 10:32:32 AM
> Subject: Re: [Quickfix-users] Handle leak
>
> Hi Djalma,
>
> thanks for your reply. I've pulled the latest sources out of the  
> SVN trunk but am unfortunately still experiencing the same issue ...
> Any ideas?
>
> Thanks,
>
> Tom
>
> ----- Original Message ----
> From: Djalma Rosa dos Santos Filho <drs...@gm...>
> To: Tom Frey <tom...@ki...>
> Sent: Wednesday, May 23, 2007 10:01:32 AM
> Subject: Re: [Quickfix-users] Handle leak
>
> Hi Tom,
>
> See if the thread bellow helps you.
>
> http://www.nabble.com/file-descriptor-memory-leak-in- 
> ThreadedSocketInitiator-tf2939761.html#a8219182
>
>
> Djalma
>
> On 5/22/07, Tom Frey < tom...@ki...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I'm experiencing a handle leak and NP pool increase with
> QuickFIX if it attempts to connect to a counter party that is  
> currently
> offline. When I set the ReconnectInterval to 1 in the config, my  
> handle
> count increases by one every seconds and the non paged pool is rapidly
> is increasing. This goes on until the machine is running out of buffer
> space and can't establish any more TCP connections. I'm using the
> latest version of QuickFIX with C#. Is anybody else experiencing this?
>
> Thanks,
>
> Tom
>
>
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a  
> browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/ 
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Handling the fail over

[morpheus77 <tun...@bn...>]

I think somebody might know how to do it, could you please help
Thanks in advance

morpheus77 wrote:
> 
> Hello,
> I'm trying to find a way to be aware when FIX change its Host/Port in case
> of fail-over. I mean I'd want to be informed somehow when I change from
> SocketConnectHost to SocketConnectHost1.
> Does any one can help me please ?
> Thanks in advance
> 
> 
> 

-- 
View this message in context: http://www.nabble.com/Handling-the-fail-over-tf4211473.html#a12231479
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] Logon Authentication at Acceptor?

[Check M. <meo...@gm...>]

Thanks Djalma.

On 8/16/07, Djalma Rosa dos Santos Filho <drs...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> Intercept the logon message (35=A) in your Application::fromAdmin, if
> your custom authentication fails throw RejectLogon, QF will
> automatically respond with a logout (35=5) containing the reason.
>
> if (msgType == "A")
>                 {
>                         const _tstring strConnType =
>
> CRouterConfigManager::getInstance().get(session).getString(FIX::CONNECTION_TYPE);
>                         if (strConnType == "acceptor")
>                         {
>                                 _tstring strRejectReason;
>                                 if (!Authorize(message, strRejectReason))
>                                 {
>                                         throw FIX::RejectLogon(
> strRejectReason );
>                                 }
>
> Djalma
>
> On 8/16/07, Check Me <meo...@gm...> wrote:
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> >
> >
> > Hi All.
> >
> > Is there any way we can do a custom logon authentication in Acceptor,
> using
> > QuickFIX? I want to be able to authenticate intercept logon messages
> from
> > clients and do a custom authentication and respond with either a logon
> > confirmation or logout with reason, based on the result of my custom
> > authentication.
> >
> > I will appreaciate any help in this regard.
> >
> > Thanks,
> > Hemant
> >
> >
> -------------------------------------------------------------------------
> > This SF.net email is sponsored by: Splunk Inc.
> > Still grepping through log files to find problems?  Stop.
> > Now Search log events and configuration files using AJAX and a browser.
> > Download your FREE copy of Splunk now >>  http://get.splunk.com/
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Basic question -- ECN simulation

[Djalma R. d. S. F. <drs...@gm...>]

Hi Jonathan,

I've heard about an OMS that uses QuickFIX/J.
I have no idea if it is good, but maybe you can try it and tell us.

http://trac.marketcetera.org/

Regards,
Djalma

On 8/18/07, Nick Bilak <be...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Jonathan,
>
> QuickFIX is an engine for exchanging FIX messages.
> You have to write OMS on your own.
> I am not aware of any OMS with GPL, so you have a good chance to be the
> first who makes and releases it to the public :)
>
>
> On 8/18/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> >
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> >
> > Okay, I have done a little bit more research and I think I know what I am
> trying to do...
> >
> > I couldn't find my answers in the FAQ so maybe someone else knows how I
> can get started with this.
> >
> > I would like to set up something using QuickFIX as a backend, looking like
> the following:
> >
> >
> >                Initiator A
> >                       |
> >                       |
> >                       |
> >
> > Initiator B----- ECN ------- Initiator C
> >
> >
> > In this picture, the ECN would be a system that runs and listens as an
> acceptor, right?  Or is an ECN completely decentralized and merely a series
> of tubes (just like the internet) with everyone talking FIX.
> >
> > Ideally, I'd like for Initiators to be able to join and leave the ECN and
> trade with the exchange, instead of completely over the counter.
> >
> > The idea is to create a generalized system where I can trade one symbol
> "MOMO" (which is my dog's name) using some kind of basic trading tool.
> >
> > It's a simple equity security.  Does FIX have the capacity to allow me to
> track things like the order book for MOMO, last trade, volume, etc -- Does
> the acceptor automatically calculate that and store it in MySQL, or do I
> have to write that capacity myself.  Moreover, will MySQL running on the
> acceptor be used only for session data or does it have a component that will
> actually track orders and matched trades?
> >
> > I guess what I am asking is, has someone out there already written an
> order management system -- do I even need to write one to have it function
> as an ECN?  Oh yes, and I have a shoestring budget so GPL is preferable.
> Also, I want to be able to modify the code and can't really do that with
> commercial products...
> >
> > Jonathan
> >
> > --
> > --
> > Jonathan Kalbfeld
> > ThoughtWave Technologies LLC
> > www.thoughtwave.com
> > +1 323 620 6682
> >
> -------------------------------------------------------------------------
> > This SF.net email is sponsored by: Splunk Inc.
> > Still grepping through log files to find problems?  Stop.
> > Now Search log events and configuration files using AJAX and a browser.
> > Download your FREE copy of Splunk now >>  http://get.splunk.com/
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> >
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>
>
>
> --
> Regards,
>     Nick.
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] Handle leak

[Tom F. <tom...@ki...>]

Hi,=0A=0AI'm still experiencing this issue with code from the latest SVN tr=
unk and the ThreadedSocketInitiator. Whenever I leave the FIX engine runnin=
g over the weekend and it tries to connect, on Monday it takes up >10k hand=
les and no outgoing internet connections can be made anymore from the serve=
r until it's rebooted.=0AIs nobody else experiencing this?=0A=0AThanks,=0A=
=0ATom=0A=0A----- Original Message ----=0AFrom: Tom Frey <tom.frey@kingvest=
.de>=0ATo: Qui...@li...=0ACc: Djalma Rosa dos Santo=
s Filho <drs...@gm...>=0ASent: Monday, May 28, 2007 10:32:32 AM=
=0ASubject: Re: [Quickfix-users] Handle leak=0A=0AHi Djalma,=0A=0Athanks fo=
r your reply. I've pulled the latest sources out of the SVN trunk but am un=
fortunately still experiencing the same issue ... =0AAny ideas?=0A=0AThanks=
,=0A=0ATom=0A=0A----- Original Message ----=0AFrom: Djalma Rosa dos Santos =
Filho <drs...@gm...>=0ATo: Tom Frey <tom...@ki...>=0ASen=
t: Wednesday, May 23, 2007 10:01:32 AM=0ASubject: Re: [Quickfix-users] Hand=
le leak=0A=0AHi Tom,=0A=0ASee if the thread bellow helps you.=0A=0A=0Ahttp:=
//www.nabble.com/file-descriptor-memory-leak-in-ThreadedSocketInitiator-tf2=
939761.html#a8219182=0A=0A=0A=0ADjalma=0A=0AOn 5/22/07, Tom Frey <=0Atom.fr=
ey...@ki...> wrote:=0AQuickFIX Documentation: http://www.quickfixengine.=
org/quickfix/doc/html/index.html=0A=0AQuickFIX Support: =0Ahttp://www.quick=
fixengine.org/services.html=0A=0AHi,=0A=0AI'm experiencing a handle leak an=
d NP pool increase with=0AQuickFIX if it attempts to connect to a counter p=
arty that is currently=0Aoffline. When I set the ReconnectInterval to 1 in =
the config, my handle=0A=0Acount increases by one every seconds and the non=
 paged pool is rapidly=0Ais increasing. This goes on until the machine is r=
unning out of buffer=0Aspace and can't establish any more TCP connections. =
I'm using the=0A=0Alatest version of QuickFIX with C#. Is anybody else expe=
riencing this?=0A=0AThanks,=0A=0ATom=0A=0A=0A=0A=0A------------------------=
-------------------------------------------------=0AThis SF.net email is sp=
onsored by DB2 Express=0A=0ADownload DB2 Express C - the FREE version of DB=
2 express and take=0Acontrol of your XML. No limits. Just data. Click to ge=
t it now.=0A=0Ahttp://sourceforge.net/powerbar/db2/=0A=0A__________________=
_____________________________=0AQuickfix-users mailing list=0AQuickfix-user=
s...@li...=0A=0A=0Ahttps://lists.sourceforge.net/lists/listinf=
o/quickfix-users=0A=0A=0A=0A=0A=0A=0A=0A=0A=0A=0A

Re: [Quickfix-users] Basic question -- ECN simulation

[Nick B. <be...@gm...>]

Jonathan,

QuickFIX is an engine for exchanging FIX messages.
You have to write OMS on your own.
I am not aware of any OMS with GPL, so you have a good chance to be the
first who makes and releases it to the public :)


On 8/18/07, Jonathan Kalbfeld <jon...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Okay, I have done a little bit more research and I think I know what I am
> trying to do...
>
> I couldn't find my answers in the FAQ so maybe someone else knows how I
> can get started with this.
>
> I would like to set up something using QuickFIX as a backend, looking like
> the following:
>
>
>                Initiator A
>                       |
>                       |
>                       |
>
> Initiator B----- ECN ------- Initiator C
>
>
> In this picture, the ECN would be a system that runs and listens as an
> acceptor, right?  Or is an ECN completely decentralized and merely a series
> of tubes (just like the internet) with everyone talking FIX.
>
> Ideally, I'd like for Initiators to be able to join and leave the ECN and
> trade with the exchange, instead of completely over the counter.
>
> The idea is to create a generalized system where I can trade one symbol
> "MOMO" (which is my dog's name) using some kind of basic trading tool.
>
> It's a simple equity security.  Does FIX have the capacity to allow me to
> track things like the order book for MOMO, last trade, volume, etc -- Does
> the acceptor automatically calculate that and store it in MySQL, or do I
> have to write that capacity myself.  Moreover, will MySQL running on the
> acceptor be used only for session data or does it have a component that will
> actually track orders and matched trades?
>
> I guess what I am asking is, has someone out there already written an
> order management system -- do I even need to write one to have it function
> as an ECN?  Oh yes, and I have a shoestring budget so GPL is preferable.
> Also, I want to be able to modify the code and can't really do that with
> commercial products...
>
> Jonathan
>
> --
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 323 620 6682
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Regards,
    Nick.

[Quickfix-users] Basic question -- ECN simulation

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

Okay, I have done a little bit more research and I think I know what I am
trying to do...

I couldn't find my answers in the FAQ so maybe someone else knows how I can
get started with this.

I would like to set up something using QuickFIX as a backend, looking like
the following:


               Initiator A
                      |
                      |
                      |

Initiator B----- ECN ------- Initiator C


In this picture, the ECN would be a system that runs and listens as an
acceptor, right?  Or is an ECN completely decentralized and merely a series
of tubes (just like the internet) with everyone talking FIX.

Ideally, I'd like for Initiators to be able to join and leave the ECN and
trade with the exchange, instead of completely over the counter.

The idea is to create a generalized system where I can trade one symbol
"MOMO" (which is my dog's name) using some kind of basic trading tool.

It's a simple equity security.  Does FIX have the capacity to allow me to
track things like the order book for MOMO, last trade, volume, etc -- Does
the acceptor automatically calculate that and store it in MySQL, or do I
have to write that capacity myself.  Moreover, will MySQL running on the
acceptor be used only for session data or does it have a component that will
actually track orders and matched trades?

I guess what I am asking is, has someone out there already written an order
management system -- do I even need to write one to have it function as an
ECN?  Oh yes, and I have a shoestring budget so GPL is preferable.  Also, I
want to be able to modify the code and can't really do that with commercial
products...

Jonathan

-- 
--
Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 323 620 6682

[Quickfix-users] Solaris packages of QuickFIX 1.12.4

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

Hi All,

I made a Solaris package of QuickFIX 1.12.4 as part of the application I am
building.

It's built with the following:

CC=/usr/sfw/bin/gcc
CXX=/usr/sfw/bin/g++

./configure --prefix=/opt/thoughtwave/quickfix \
                --with-mysql=/usr/sfw \
                --with-xml-prefix=/usr \
                --with-java

Most everything I build is under /opt/thoughtwave but you should be able to
locate it anywhere.

Also I added a SOURCES directory which is the obj code pre-built and ready
to be installed on another system.

This is the one labeled "Developer Kit"

You can get it from http://www.thoughtwave.com/quickfix.html

Hopefully, this saves someone some time in the future.  This way I won't
feel so guilty asking silly questions. :)

Thanks,

jonathan

-- 
--
Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 323 620 6682

Re: [Quickfix-users] QuickFIX books?

[Alex M. <ale...@gm...>]

I'm not sure about that one.

On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> Okay, and the other question is -- Is there a mechanism for tracking
> holdings?  Or does QuickFIX simply handle order settlement and it is up to
> me to write a mechanism for tracking who has what?
>
> Jonathan
>
>
> On 8/16/07, Alex McFerron <ale...@gm...> wrote:
> > Jonathan,
> >
> > I don't think there are any books or anything to help you out.
> >
> > I believe that the first step is to download the quick fix engine and
> > get it working to construct and receive fix messages.
> >
> > You'll want to read the fix specs located here to learn examples of
> > fix messages:
> > http://www.fixprotocol.org/specifications/
> >
> > Unless someone has ideas of free simulation systems to interact with
> > then I would suggest just writing your own system to send and receive
> > fix messages from a fake "exchange".  You'll want to set up
> > sending/reveiving orders, security definitions, execution reports,
> > etc...
> >
> > Basically, fix is very simple in some ways.  It is just sending and
> > receiving strings of data.
> >
> > I guess if you are building your own ECN then you'll be making your
> > own simulated exchange.  Right?  so you can use that to match orders
> > and create a simulation market?  correct?
> >
> > Does that make sense?
> >
> > cheers,
> > alex
> >
> > Does anyone else have any recommendations of actual free simulation
> > systems that he could interact with using the Quick Fix engine while
> > he is building his ECN?
> >
> >
> >
> > On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> > > QuickFIX Documentation:
> > >
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support:
> > > http://www.quickfixengine.org/services.html
> > >
> > >
> > > Hey Where's a good place for me to get started learning how to program
> in
> > > FIX ?  I want to build my own ECN as an exercise and wanted to find out
> if
> > > it's the appropriate tool?
> > >
> > > Jonathan
> > >
> > > --
> > > --
> > > Jonathan Kalbfeld
> > > ThoughtWave Technologies LLC
> > > www.thoughtwave.com
> > > +1 323 620 6682
> > >
> -------------------------------------------------------------------------
> > > This SF.net email is sponsored by: Splunk Inc.
> > > Still grepping through log files to find problems?  Stop.
> > > Now Search log events and configuration files using AJAX and a browser.
> > > Download your FREE copy of Splunk now >>   http://get.splunk.com/
> > > _______________________________________________
> > > Quickfix-users mailing list
> > > Qui...@li...
> > >
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > >
> > >
> >
>
>
>
> --
>
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 323 620 6682

Re: [Quickfix-users] QuickFIX books?

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

Okay, and the other question is -- Is there a mechanism for tracking
holdings?  Or does QuickFIX simply handle order settlement and it is up to
me to write a mechanism for tracking who has what?

Jonathan

On 8/16/07, Alex McFerron <ale...@gm...> wrote:
>
> Jonathan,
>
> I don't think there are any books or anything to help you out.
>
> I believe that the first step is to download the quick fix engine and
> get it working to construct and receive fix messages.
>
> You'll want to read the fix specs located here to learn examples of
> fix messages:
> http://www.fixprotocol.org/specifications/
>
> Unless someone has ideas of free simulation systems to interact with
> then I would suggest just writing your own system to send and receive
> fix messages from a fake "exchange".  You'll want to set up
> sending/reveiving orders, security definitions, execution reports,
> etc...
>
> Basically, fix is very simple in some ways.  It is just sending and
> receiving strings of data.
>
> I guess if you are building your own ECN then you'll be making your
> own simulated exchange.  Right?  so you can use that to match orders
> and create a simulation market?  correct?
>
> Does that make sense?
>
> cheers,
> alex
>
> Does anyone else have any recommendations of actual free simulation
> systems that he could interact with using the Quick Fix engine while
> he is building his ECN?
>
>
>
> On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> >
> >
> > Hey Where's a good place for me to get started learning how to program
> in
> > FIX ?  I want to build my own ECN as an exercise and wanted to find out
> if
> > it's the appropriate tool?
> >
> > Jonathan
> >
> > --
> > --
> > Jonathan Kalbfeld
> > ThoughtWave Technologies LLC
> > www.thoughtwave.com
> > +1 323 620 6682
> >
> -------------------------------------------------------------------------
> > This SF.net email is sponsored by: Splunk Inc.
> > Still grepping through log files to find problems?  Stop.
> > Now Search log events and configuration files using AJAX and a browser.
> > Download your FREE copy of Splunk now >>  http://get.splunk.com/
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>



-- 
--
Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 323 620 6682

Re: [Quickfix-users] QuickFIX books?

[Alex M. <ale...@gm...>]

Jonathan,

I don't think there are any books or anything to help you out.

I believe that the first step is to download the quick fix engine and
get it working to construct and receive fix messages.

You'll want to read the fix specs located here to learn examples of
fix messages:
http://www.fixprotocol.org/specifications/

Unless someone has ideas of free simulation systems to interact with
then I would suggest just writing your own system to send and receive
fix messages from a fake "exchange".  You'll want to set up
sending/reveiving orders, security definitions, execution reports,
etc...

Basically, fix is very simple in some ways.  It is just sending and
receiving strings of data.

I guess if you are building your own ECN then you'll be making your
own simulated exchange.  Right?  so you can use that to match orders
and create a simulation market?  correct?

Does that make sense?

cheers,
alex

Does anyone else have any recommendations of actual free simulation
systems that he could interact with using the Quick Fix engine while
he is building his ECN?



On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Hey Where's a good place for me to get started learning how to program in
> FIX ?  I want to build my own ECN as an exercise and wanted to find out if
> it's the appropriate tool?
>
> Jonathan
>
> --
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 323 620 6682
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] Logon Authentication at Acceptor?

[Djalma R. d. S. F. <drs...@gm...>]

Hi,

Intercept the logon message (35=A) in your Application::fromAdmin, if
your custom authentication fails throw RejectLogon, QF will
automatically respond with a logout (35=5) containing the reason.

if (msgType == "A")
		{	
			const _tstring strConnType =
CRouterConfigManager::getInstance().get(session).getString(FIX::CONNECTION_TYPE);
			if (strConnType == "acceptor")
			{
				_tstring strRejectReason;
				if (!Authorize(message, strRejectReason))
				{
					throw FIX::RejectLogon( strRejectReason );
				}

Djalma

On 8/16/07, Check Me <meo...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Hi All.
>
> Is there any way we can do a custom logon authentication in Acceptor, using
> QuickFIX? I want to be able to authenticate intercept logon messages from
> clients and do a custom authentication and respond with either a logon
> confirmation or logout with reason, based on the result of my custom
> authentication.
>
> I will appreaciate any help in this regard.
>
> Thanks,
> Hemant
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >>  http://get.splunk.com/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>