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From: Jonathan K. <jon...@gm...> - 2007-08-16 05:13:58
|
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 |
|
From: Check M. <meo...@gm...> - 2007-08-16 04:25:44
|
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 |
|
From: morpheus77 <tun...@bn...> - 2007-08-03 13:12:03
|
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#a11980175 Sent from the QuickFIX - User mailing list archive at Nabble.com. |
|
From: James P M. I. <jmi...@bl...> - 2007-07-30 16:11:05
|
<!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"> This is a basic assembly loading error. This means that the QuickFix assembly can not be found by the .NET runtime loader.<br> <br> There are 2 ways to resolve this simply.<br> 1) Make sure the QuickFIX DLL's are in the same folder as your executable. If your using Visual Studio 2005, you can view the properties for the quickfix_net and quickfix_net_messages references and set "Copy Local" to true.<br> <br> 2) Register the QuickFIX dll's in the Global Assembly Cache (GAC). You should do some research on the GAC before you try this method. Its pretty simple, but you should still understand it before you use it.<br> <br> <a class="moz-txt-link-abbreviated" href="mailto:son...@ao...">son...@ao...</a> wrote: <blockquote cite="mid:8C9...@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> For every quickfix app that I make in .net I get this same error message. Right now im making an acceptor.<br> <br> <br> error message:<br> <br> Could not load file or assembly 'quickfix_net, Version=1.0.2767.18477, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified.<br> <div class="AOLPromoFooter"> <hr style="margin-top: 10px;">AOL now offers free email to everyone. Find out more about what's free from AOL at <a moz-do-not-send="true" href="http://www.aol.com?ncid=AOLAOF00020000000437" target="_blank"><b>AOL.com</b></a>.<br> </div> <pre wrap=""> <hr size="4" width="90%"> ------------------------------------------------------------------------- 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 >> <a class="moz-txt-link-freetext" href="http://get.splunk.com/">http://get.splunk.com/</a></pre> <pre wrap=""> <hr size="4" width="90%"> _______________________________________________ Quickfix-users mailing list <a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a> <a class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a> </pre> </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> </body> </html> |
|
From: <son...@ao...> - 2007-07-30 16:02:42
|
For every quickfix app that I make in .net I get this same error message. Right now im making an acceptor. error message: Could not load file or assembly 'quickfix_net, Version=1.0.2767.18477, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified. ________________________________________________________________________ AOL now offers free email to everyone. Find out more about what's free from AOL at AOL.com. |
|
From: Gil W. <gil...@gm...> - 2007-07-30 07:25:10
|
Hi all, I'm using QuickFix and working with a server that doesn't support the "reset sequence numbers on logon" feature. when I get a mismatch in the sequence numbers (and I usually get that after a timeout or an error during the logout process), I simply can't recover - I can't tell the server to reset during my logon, and I can't get QuickFix to send a ResetSequence request (because by the time I can do that, it has already started sending a ResendRequest and it's all downhill from there). So, what's the best way of resetting the sequence number without specifying so in the logon request, and where do I do it? Thanks, Gil |
|
From: Hanan H. <han...@gm...> - 2007-07-24 16:59:51
|
Hi A more specific question: Is it the right configuration ? Initiator 1 ( my first trading application ) -> acceptor ( my broker FIX engine ) Initiator 2 ( my second trading application ) -> acceptor ( my broker FIX engine ) . . . Initiator N ( my Nth trading application ) -> acceptor ( my broker FIX engine ) This means every trading application interacts directly with the broker FIX engine. Regards, Hanan _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of James P Michels III Sent: Saturday, July 21, 2007 8:23 PM To: Qui...@li... Subject: Re: [Quickfix-users] Moving from Non FIX to FIX based solution QuickFix is a library for doing FIX Protocol message management. This includes a large variety of order management functions and some market data functions. FIX is quickly becoming ubiquitous for order management, but for market data, its not as commonly used in my experience. The TA operation you referred to are not within the scope of FIX and you will need to use other software to support that functionality. Check out the documentation for the FIX version you are interested in at http://www.fixprotocol.org/ jj...@sf... wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hey Hanan, How do you manage to calculate things such as bar count, fibonacci, and many other TA ? Is there already a prebuilt set of TA library that I can use? Or would I have to create all of the TA (technical analysis) functions myself? Fibonacci wouldn't be too hard, but how can I count bars, access high/low/close/open. Cheers. On Sat, 21 Jul 2007 12:42:55 -0400 rod...@gm... wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html On 7/21/07, Hanan Harush <mailto:han...@gm...> <han...@gm...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi All, First about myself: My name is Hanan Harush, i have 8 years experience in project management/ software development. I have implemented an automated trading system for NYSE/NASDAQ. Both the quotes and the order sending and order status where implemented using an ActiveX API through an existing Desktop trading application. My current systems main components: Quotes Source - reads quotes and update the DB server. DB server - holds the quotes as well as other additional configuration. Automated system 1 - Reads quotes from the DB server, calculate , sends trading orders Automated system 2 - Reads quotes from the DB server, calculate , sends trading orders Automated system 3 - Reads quotes from the DB server, calculate , sends trading orders (*) requires desktop application installation/license. Now that the automated system is stable i would like to move to FIX based solution for both Quotes ( Level II ) and Order Sending/Status. I have read the docs/examples and also downloaded and compiled quickfix. And to the questions: What are the alternatives for FIX based configuration for the orders sending/Status ( i am a bit confused regarding the initiator/acceptor roles) ? It depends on the broker/service you use for level II I believe many will have their own native API you can use which will be a lot easier to implement into your system. Some may also offer FIX the good thing with FIX is that its basically universal most systems will support some version and variation of fix. Fix will require a lot more effort but its universal and depending on how extenable your system is it should be able to easily connect to other FIX engines with little effort. What is the configuration for FIX based solution to Level II Quotes ? It all depends who you plan to get your level II quotes from you might want to checkout eSignal or ActiveFeed. Any help will be appreciated. Best Regards, Hanan Harush ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users -- Rodrick R. Brown http://www.rodrickbrown.com ------------------------------------------------------------------------- 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 John Jeong-Woo Kim Simon Fraser University BBA - Finance, Marketing, MIS (604)-538-7881 ------------------------------------------------------------------------- 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 |
|
From: James P M. I. <jmi...@bl...> - 2007-07-22 14:31:42
|
<!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">
Think of them as sessions. Its one session per logical connect. IE 1
session per socket.<br>
<br>
The QuickFix engine can manage multiple sessions.<br>
<br>
Part of the configuration of a session is agreeing on the acceptor's
host and port. All messages for that session will go over that socket
connection that QuickFix will create and manage for you.<br>
<br>
You can send trades for multiple account, assets, destination, etc over
a single session, but the other side must be able to handle those
orders. Brokers DMA system can usually accept a wide variety of order
types, asset types, and destinations, while a direct exchange
connection will only be used for orders for that exchange.<br>
<br>
Generally orders are managed in the session that they are created, but
there are cases where message traffic is mirrored to other sessions to
allow for management of simple drop copy processing.<br>
<br>
Hanan Harush wrote:
<blockquote
cite="mid:c78...@ma..."
type="cite">tnx for the response. My comments are inside.<br>
<br>
<br>
<div><span class="gmail_quote">On 7/22/07, <b
class="gmail_sendername">James P Michels III</b> <<a
moz-do-not-send="true" href="mailto:jmi...@bl...">jmi...@bl...
</a>> wrote:</span>
<blockquote class="gmail_quote"
style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
<div style="direction: ltr;"><span class="e"
id="q_113ee3b73342f53e_0">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>
</span></div>
<br>
<div bgcolor="#ffffff" text="#000000">Which part of the
configuration settings are you confused about besides
the initiator/acceptor part?<br>
<br>
The initiator is the client and the acceptor is the server. Its really
that simple. Usually the exchange/broker system is the acceptor and the
client app is the initiator.</div>
</blockquote>
<div><br>
The broker is the acceptor which is ok with me.<br>
regarding the applications that sends the orders ( currently
implemented in seperate PC):<br>
Do i need to have an initiator per automated trading system ? which
leads me to 3 initiators are speaking FIX with the broker acceptor .
<br>
<br>
<span style="font-weight: bold;">Or </span><br>
A single initiator that works with the broker ( acceptor ).<br>
In that case what is the suggested solution for sending orders throw
different trading systems ? <br>
<br>
<br>
</div>
<br>
<blockquote class="gmail_quote"
style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
<div bgcolor="#ffffff" text="#000000">Hanan Harush wrote:
<blockquote type="cite">
<div><span><font color="#0000ff" face="Arial" size="2">I just
want to clarify a few things: </font></span></div>
<div><span><font color="#0000ff" face="Arial" size="2">1. I am <strong>not</strong>
using TA (
technical Analysis ) for this project. ( i come from the Arbitrage
field)</font></span></div>
<div><span><font color="#0000ff" face="Arial" size="2">2. I have
read the FIX documentation, also
choose quickfix mainly because of the open source. all i need a help
with choosing the right configuration for my setup.</font></span></div>
<div><span><font color="#0000ff" face="Arial" size="2">My broker
supports FIX.4.2 and i also have a
demo account.</font></span></div>
<div><span></span> </div>
<div><span><font color="#0000ff" face="Arial" size="2">Regards,</font></span></div>
<div><span><font color="#0000ff" face="Arial" size="2">Hanan</font></span></div>
<div><span></span> </div>
<div><span></span> </div>
<div><span></span> </div>
<div><span> </span></div>
<br>
<div dir="ltr" align="left" lang="he">
<hr><font face="Tahoma" size="2"><b>From:</b>
<a moz-do-not-send="true"
href="mailto:qui...@li..."
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">qui...@li...</a>
[<a moz-do-not-send="true"
href="mailto:qui...@li..."
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">mailto:qui...@li...</a>]
<b>On Behalf Of </b>James
P Michels III<br>
<b>Sent:</b> Saturday, July 21, 2007 8:23 PM<br>
<b>To:</b> <a moz-do-not-send="true"
href="mailto:Qui...@li..." target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)">Qui...@li...</a><br>
<b>Subject:</b> Re: [Quickfix-users] Moving from Non FIX to FIX
based
solution<br>
</font><br>
</div>
QuickFix is a library for doing FIX Protocol message management. This
includes a large variety of order management functions and some market
data functions. FIX is quickly becoming ubiquitous for order
management, but for market data, its not as commonly used in my
experience.<br>
<br>
The TA operation you referred to are not within the scope of FIX and
you will need to use other software to support that functionality.<br>
<br>
Check out the documentation for the FIX version you are interested in
at <a moz-do-not-send="true" href="http://www.fixprotocol.org/"
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">http://www.fixprotocol.org/</a><br>
<br>
<br>
<br>
<a moz-do-not-send="true" href="mailto:jj...@sf..."
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">jj...@sf...</a>
wrote:
<blockquote
cite="http://mid...@rm..."
type="cite">
<pre>QuickFIX Documentation: <a moz-do-not-send="true"
href="http://www.quickfixengine.org/quickfix/doc/html/index.html"
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/quickfix/doc/html/index.html
</a>
QuickFIX Support: <a moz-do-not-send="true"
href="http://www.quickfixengine.org/services.html" target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/services.html</a>
Hey Hanan,
How do you manage to calculate things such as bar count, fibonacci, and many
other TA ? Is there already a prebuilt set of TA library that I can use? Or
would I have to create all of the TA (technical analysis) functions myself?
Fibonacci wouldn't be too hard, but how can I count bars, access
high/low/close/open.
Cheers.
On Sat, 21 Jul 2007 12:42:55 -0400 <a moz-do-not-send="true"
href="mailto:rod...@gm..." target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)">rod...@gm...</a> wrote:
</pre>
<blockquote type="cite">
<pre>QuickFIX Documentation:
<a moz-do-not-send="true"
href="http://www.quickfixengine.org/quickfix/doc/html/index.html"
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/quickfix/doc/html/index.html
</a>
QuickFIX Support: <a moz-do-not-send="true"
href="http://www.quickfixengine.org/services.html" target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/services.html</a>
On 7/21/07, Hanan Harush <a moz-do-not-send="true"
href="mailto:han...@gm..." target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)"><han...@gm...></a> wrote:
</pre>
<blockquote type="cite">
<pre>QuickFIX Documentation:
<a moz-do-not-send="true"
href="http://www.quickfixengine.org/quickfix/doc/html/index.html"
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/quickfix/doc/html/index.html
</a>
QuickFIX Support:
<a moz-do-not-send="true"
href="http://www.quickfixengine.org/services.html" target="_blank"
onclick="return top.js.OpenExtLink(window,event,this)">http://www.quickfixengine.org/services.html</a>
Hi All,
First about myself:
My name is Hanan Harush, i have 8 years experience in project
</pre>
</blockquote>
</blockquote>
<pre>management/
</pre>
<blockquote type="cite">
<blockquote type="cite">
<pre>software development.
I have implemented an automated trading system for NYSE/NASDAQ.
Both the quotes and the order sending and order status where implemented
using an ActiveX API through an existing Desktop trading application.
My current systems main components:
Quotes Source - reads quotes and update the DB server.
DB server - holds the quotes as well as other additional configuration.
Automated system 1 - Reads quotes from the DB server, calculate , sends
trading orders
Automated system 2 - Reads quotes from the DB server, calculate , sends
trading orders
Automated system 3 - Reads quotes from the DB server, calculate , sends
trading orders (*) requires desktop application installation/license.
Now that the automated system is stable i would like to move to FIX
</pre>
</blockquote>
</blockquote>
<pre>based
</pre>
<blockquote type="cite">
<blockquote type="cite">
<pre>solution for both Quotes ( Level II ) and Order Sending/Status.
I have read the docs/examples and also downloaded and compiled quickfix.
And to the questions:
What are the alternatives for FIX based configuration for the orders
sending/Status ( i am a bit confused regarding the
</pre>
</blockquote>
<pre>initiator/acceptor roles)
</pre>
<blockquote type="cite">
<pre> ?
</pre>
</blockquote>
<pre>It depends on the broker/service you use for level II I believe many
will have their own native API you can use which will be a lot easier
to implement into your system. Some may also offer FIX the good thing
with FIX is that its basically universal most systems will support
some version and variation of fix. Fix will require a lot more effort
but its universal and depending on how extenable your system is it
should be able to easily connect to other FIX engines with little
effort.
</pre>
<blockquote type="cite">
<pre>What is the configuration for FIX based solution to Level II Quotes ?
</pre>
</blockquote>
<pre>It all depends who you plan to get your level II quotes from you might
want to checkout eSignal or ActiveFeed.
</pre>
<blockquote type="cite">
<pre>Any help will be appreciated.
Best Regards,
Hanan Harush
</pre>
</blockquote>
</blockquote>
<pre>-------------------------------------------------------------------------
</pre>
<blockquote type="cite">
<blockquote type="cite">
<pre>This SF.net email is sponsored by: Microsoft
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<pre>--
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<pre>John Jeong-Woo Kim
Simon Fraser University
BBA - Finance, Marketing, MIS
(604)-538-7881
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<br>
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<br>
<pre cols="72">--
James P Michels III
Bluefin Trading LLC
<a moz-do-not-send="true" href="mailto:jmi...@bl..."
target="_blank" onclick="return top.js.OpenExtLink(window,event,this)">jmi...@bl...</a>
914-227-9511 (office)
267-573-1121 (alternate)
215-431-7644 (cell)
</pre>
</div>
<br>
-------------------------------------------------------------------------<br>
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<br>
</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>
</body>
</html>
|
|
From: James P M. I. <jmi...@bl...> - 2007-07-22 14:00:57
|
<!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"> Which part of the configuration settings are you confused about besides the initiator/acceptor part?<br> <br> The initiator is the client and the acceptor is the server. Its really that simple. Usually the exchange/broker system is the acceptor and the client app is the initiator.<br> <br> Hanan Harush wrote: <blockquote cite="mid:46a...@mx..." type="cite"> <title></title> <meta http-equiv="Content-Type" content="text/html; "> <meta content="MSHTML 6.00.2900.3132" name="GENERATOR"> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">I just want to clarify a few things: </font></span></div> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">1. I am <strong>not</strong> using TA ( technical Analysis ) for this project. ( i come from the Arbitrage field)</font></span></div> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">2. I have read the FIX documentation, also choose quickfix mainly because of the open source. all i need a help with choosing the right configuration for my setup.</font></span></div> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">My broker supports FIX.4.2 and i also have a demo account.</font></span></div> <div><span class="031411818-21072007"></span> </div> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">Regards,</font></span></div> <div><span class="031411818-21072007"><font color="#0000ff" face="Arial" size="2">Hanan</font></span></div> <div><span class="031411818-21072007"></span> </div> <div><span class="031411818-21072007"></span> </div> <div><span class="031411818-21072007"></span> </div> <div><span class="031411818-21072007"> </span></div> <br> <div class="OutlookMessageHeader" dir="ltr" align="left" lang="he"> <hr tabindex="-1"><font face="Tahoma" size="2"><b>From:</b> <a class="moz-txt-link-abbreviated" href="mailto:qui...@li...">qui...@li...</a> [<a class="moz-txt-link-freetext" href="mailto:qui...@li...">mailto:qui...@li...</a>] <b>On Behalf Of </b>James P Michels III<br> <b>Sent:</b> Saturday, July 21, 2007 8:23 PM<br> <b>To:</b> <a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a><br> <b>Subject:</b> Re: [Quickfix-users] Moving from Non FIX to FIX based solution<br> </font><br> </div> QuickFix is a library for doing FIX Protocol message management. This includes a large variety of order management functions and some market data functions. FIX is quickly becoming ubiquitous for order management, but for market data, its not as commonly used in my experience.<br> <br> The TA operation you referred to are not within the scope of FIX and you will need to use other software to support that functionality.<br> <br> Check out the documentation for the FIX version you are interested in at <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://www.fixprotocol.org/">http://www.fixprotocol.org/</a><br> <br> <br> <br> <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:jj...@sf...">jj...@sf...</a> wrote: <blockquote cite="mid...@rm..." type="cite"> <pre wrap="">QuickFIX Documentation: <a moz-do-not-send="true" 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 moz-do-not-send="true" class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a> Hey Hanan, How do you manage to calculate things such as bar count, fibonacci, and many other TA ? Is there already a prebuilt set of TA library that I can use? Or would I have to create all of the TA (technical analysis) functions myself? Fibonacci wouldn't be too hard, but how can I count bars, access high/low/close/open. Cheers. On Sat, 21 Jul 2007 12:42:55 -0400 <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:rod...@gm...">rod...@gm...</a> wrote: </pre> <blockquote type="cite"> <pre wrap="">QuickFIX Documentation: <a moz-do-not-send="true" 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 moz-do-not-send="true" class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a> On 7/21/07, Hanan Harush <a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:han...@gm..."><han...@gm...></a> wrote: </pre> <blockquote type="cite"> <pre wrap="">QuickFIX Documentation: <a moz-do-not-send="true" 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 moz-do-not-send="true" class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a> Hi All, First about myself: My name is Hanan Harush, i have 8 years experience in project </pre> </blockquote> </blockquote> <pre wrap=""><!---->management/ </pre> <blockquote type="cite"> <blockquote type="cite"> <pre wrap="">software development. I have implemented an automated trading system for NYSE/NASDAQ. Both the quotes and the order sending and order status where implemented using an ActiveX API through an existing Desktop trading application. My current systems main components: Quotes Source - reads quotes and update the DB server. DB server - holds the quotes as well as other additional configuration. Automated system 1 - Reads quotes from the DB server, calculate , sends trading orders Automated system 2 - Reads quotes from the DB server, calculate , sends trading orders Automated system 3 - Reads quotes from the DB server, calculate , sends trading orders (*) requires desktop application installation/license. Now that the automated system is stable i would like to move to FIX </pre> </blockquote> </blockquote> <pre wrap=""><!---->based </pre> <blockquote type="cite"> <blockquote type="cite"> <pre wrap="">solution for both Quotes ( Level II ) and Order Sending/Status. I have read the docs/examples and also downloaded and compiled quickfix. And to the questions: What are the alternatives for FIX based configuration for the orders sending/Status ( i am a bit confused regarding the </pre> </blockquote> <pre wrap="">initiator/acceptor roles) </pre> <blockquote type="cite"> <pre wrap=""> ? </pre> </blockquote> <pre wrap="">It depends on the broker/service you use for level II I believe many will have their own native API you can use which will be a lot easier to implement into your system. Some may also offer FIX the good thing with FIX is that its basically universal most systems will support some version and variation of fix. Fix will require a lot more effort but its universal and depending on how extenable your system is it should be able to easily connect to other FIX engines with little effort. </pre> <blockquote type="cite"> <pre wrap="">What is the configuration for FIX based solution to Level II Quotes ? </pre> </blockquote> <pre wrap="">It all depends who you plan to get your level II quotes from you might want to checkout eSignal or ActiveFeed. </pre> <blockquote type="cite"> <pre wrap="">Any help will be appreciated. Best Regards, Hanan Harush </pre> </blockquote> </blockquote> <pre wrap=""><!---->------------------------------------------------------------------------- </pre> <blockquote type="cite"> <blockquote type="cite"> <pre wrap="">This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/">http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/</a> _______________________________________________ Quickfix-users mailing list <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a> <a moz-do-not-send="true" class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a> </pre> </blockquote> <pre wrap="">-- Rodrick R. Brown <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://www.rodrickbrown.com">http://www.rodrickbrown.com</a> ------------------------------------------------------------------------- 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 >> <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://get.splunk.com/">http://get.splunk.com/</a> _______________________________________________ Quickfix-users mailing list <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a> <a moz-do-not-send="true" class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a> </pre> </blockquote> <pre wrap=""><!----> John Jeong-Woo Kim Simon Fraser University BBA - Finance, Marketing, MIS (604)-538-7881 ------------------------------------------------------------------------- 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 >> <a moz-do-not-send="true" class="moz-txt-link-freetext" href="http://get.splunk.com/">http://get.splunk.com/</a> _______________________________________________ Quickfix-users mailing list <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a> <a moz-do-not-send="true" class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a> </pre> </blockquote> <br> </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> </body> </html> |
|
From: James P M. I. <jmi...@bl...> - 2007-07-21 17:23:40
|
QuickFix is a library for doing FIX Protocol message management. This includes a large variety of order management functions and some market data functions. FIX is quickly becoming ubiquitous for order management, but for market data, its not as commonly used in my experience. The TA operation you referred to are not within the scope of FIX and you will need to use other software to support that functionality. Check out the documentation for the FIX version you are interested in at http://www.fixprotocol.org/ jj...@sf... wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hey Hanan, > > How do you manage to calculate things such as bar count, fibonacci, and many > other TA ? Is there already a prebuilt set of TA library that I can use? Or > would I have to create all of the TA (technical analysis) functions myself? > Fibonacci wouldn't be too hard, but how can I count bars, access > high/low/close/open. > > Cheers. > > On Sat, 21 Jul 2007 12:42:55 -0400 rod...@gm... wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> On 7/21/07, Hanan Harush <han...@gm...> wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: >>> http://www.quickfixengine.org/services.html >>> >>> >>> Hi All, >>> >>> First about myself: >>> My name is Hanan Harush, i have 8 years experience in project >>> > management/ > >>> software development. >>> >>> I have implemented an automated trading system for NYSE/NASDAQ. >>> Both the quotes and the order sending and order status where implemented >>> using an ActiveX API through an existing Desktop trading application. >>> >>> My current systems main components: >>> >>> Quotes Source - reads quotes and update the DB server. >>> DB server - holds the quotes as well as other additional configuration. >>> Automated system 1 - Reads quotes from the DB server, calculate , sends >>> trading orders >>> Automated system 2 - Reads quotes from the DB server, calculate , sends >>> trading orders >>> Automated system 3 - Reads quotes from the DB server, calculate , sends >>> trading orders (*) requires desktop application installation/license. >>> >>> Now that the automated system is stable i would like to move to FIX >>> > based > >>> solution for both Quotes ( Level II ) and Order Sending/Status. >>> >>> I have read the docs/examples and also downloaded and compiled quickfix. >>> >>> And to the questions: >>> >>> What are the alternatives for FIX based configuration for the orders >>> sending/Status ( i am a bit confused regarding the >>> >> initiator/acceptor roles) >> >>> ? >>> >> It depends on the broker/service you use for level II I believe many >> will have their own native API you can use which will be a lot easier >> to implement into your system. Some may also offer FIX the good thing >> with FIX is that its basically universal most systems will support >> some version and variation of fix. Fix will require a lot more effort >> but its universal and depending on how extenable your system is it >> should be able to easily connect to other FIX engines with little >> effort. >> >> >>> What is the configuration for FIX based solution to Level II Quotes ? >>> >> It all depends who you plan to get your level II quotes from you might >> want to checkout eSignal or ActiveFeed. >> >> >>> Any help will be appreciated. >>> >>> Best Regards, >>> Hanan Harush >>> >>> >>> > ------------------------------------------------------------------------- > >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2005. >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>> >>> >>> >> -- >> Rodrick R. Brown >> http://www.rodrickbrown.com >> >> ------------------------------------------------------------------------- >> 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 >> >> > > > John Jeong-Woo Kim > Simon Fraser University > BBA - Finance, Marketing, MIS > (604)-538-7881 > > ------------------------------------------------------------------------- > 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 > |
|
From: <jj...@sf...> - 2007-07-21 17:01:07
|
Hey Hanan, How do you manage to calculate things such as bar count, fibonacci, and many other TA ? Is there already a prebuilt set of TA library that I can use? Or would I have to create all of the TA (technical analysis) functions myself? Fibonacci wouldn't be too hard, but how can I count bars, access high/low/close/open. Cheers. On Sat, 21 Jul 2007 12:42:55 -0400 rod...@gm... wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > On 7/21/07, Hanan Harush <han...@gm...> wrote: > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: > > http://www.quickfixengine.org/services.html > > > > > > Hi All, > > > > First about myself: > > My name is Hanan Harush, i have 8 years experience in project management/ > > software development. > > > > I have implemented an automated trading system for NYSE/NASDAQ. > > Both the quotes and the order sending and order status where implemented > > using an ActiveX API through an existing Desktop trading application. > > > > My current systems main components: > > > > Quotes Source - reads quotes and update the DB server. > > DB server - holds the quotes as well as other additional configuration. > > Automated system 1 - Reads quotes from the DB server, calculate , sends > > trading orders > > Automated system 2 - Reads quotes from the DB server, calculate , sends > > trading orders > > Automated system 3 - Reads quotes from the DB server, calculate , sends > > trading orders (*) requires desktop application installation/license. > > > > Now that the automated system is stable i would like to move to FIX based > > solution for both Quotes ( Level II ) and Order Sending/Status. > > > > I have read the docs/examples and also downloaded and compiled quickfix. > > > > And to the questions: > > > > What are the alternatives for FIX based configuration for the orders > > sending/Status ( i am a bit confused regarding the > initiator/acceptor roles) > > ? > It depends on the broker/service you use for level II I believe many > will have their own native API you can use which will be a lot easier > to implement into your system. Some may also offer FIX the good thing > with FIX is that its basically universal most systems will support > some version and variation of fix. Fix will require a lot more effort > but its universal and depending on how extenable your system is it > should be able to easily connect to other FIX engines with little > effort. > > > What is the configuration for FIX based solution to Level II Quotes ? > It all depends who you plan to get your level II quotes from you might > want to checkout eSignal or ActiveFeed. > > > Any help will be appreciated. > > > > Best Regards, > > Hanan Harush > > > > ------------------------------------------------------------------------- > > This SF.net email is sponsored by: Microsoft > > Defy all challenges. Microsoft(R) Visual Studio 2005. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > _______________________________________________ > > Quickfix-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > > > > > -- > Rodrick R. Brown > http://www.rodrickbrown.com > > ------------------------------------------------------------------------- > 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 > John Jeong-Woo Kim Simon Fraser University BBA - Finance, Marketing, MIS (604)-538-7881 |
|
From: Rodrick B. <rod...@gm...> - 2007-07-21 16:42:58
|
On 7/21/07, Hanan Harush <han...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > Hi All, > > First about myself: > My name is Hanan Harush, i have 8 years experience in project management/ > software development. > > I have implemented an automated trading system for NYSE/NASDAQ. > Both the quotes and the order sending and order status where implemented > using an ActiveX API through an existing Desktop trading application. > > My current systems main components: > > Quotes Source - reads quotes and update the DB server. > DB server - holds the quotes as well as other additional configuration. > Automated system 1 - Reads quotes from the DB server, calculate , sends > trading orders > Automated system 2 - Reads quotes from the DB server, calculate , sends > trading orders > Automated system 3 - Reads quotes from the DB server, calculate , sends > trading orders (*) requires desktop application installation/license. > > Now that the automated system is stable i would like to move to FIX based > solution for both Quotes ( Level II ) and Order Sending/Status. > > I have read the docs/examples and also downloaded and compiled quickfix. > > And to the questions: > > What are the alternatives for FIX based configuration for the orders > sending/Status ( i am a bit confused regarding the initiator/acceptor roles) > ? It depends on the broker/service you use for level II I believe many will have their own native API you can use which will be a lot easier to implement into your system. Some may also offer FIX the good thing with FIX is that its basically universal most systems will support some version and variation of fix. Fix will require a lot more effort but its universal and depending on how extenable your system is it should be able to easily connect to other FIX engines with little effort. > What is the configuration for FIX based solution to Level II Quotes ? It all depends who you plan to get your level II quotes from you might want to checkout eSignal or ActiveFeed. > Any help will be appreciated. > > Best Regards, > Hanan Harush > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Rodrick R. Brown http://www.rodrickbrown.com |
|
From: Hanan H. <han...@gm...> - 2007-07-21 14:52:06
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Hi All, First about myself: My name is Hanan Harush, i have 8 years experience in project management/ software development. I have implemented an automated trading system for NYSE/NASDAQ. Both the quotes and the order sending and order status where implemented using an ActiveX API through an existing Desktop trading application. My current systems main components: - Quotes Source - reads quotes and update the DB server. - DB server - holds the quotes as well as other additional configuration. - Automated system 1 - Reads quotes from the DB server, calculate , sends trading orders - Automated system 2 - Reads quotes from the DB server, calculate , sends trading orders - Automated system 3 - Reads quotes from the DB server, calculate , sends trading orders (*) requires desktop application installation/license. Now that the automated system is stable i would like to move to FIX based solution for both Quotes ( Level II ) and Order Sending/Status. I have read the docs/examples and also downloaded and compiled quickfix. And to the questions: 1. What are the alternatives for FIX based configuration for the orders sending/Status ( i am a bit confused regarding the initiator/acceptor roles) ? 2. What is the configuration for FIX based solution to Level II Quotes ? Any help will be appreciated. Best Regards, Hanan Harush |
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From: <son...@ao...> - 2007-07-20 14:37:44
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Everything is set with the initiator all that is left for me to do is create the acceptor. I was wondering if all i had to do was create an acceptor then configure it to be on the same port as the initiator or to make it so that the initiator know which port that the Acceptor is on. How would using the examples help me out in creating my acceptor like can i just use that code and just change the port that it uses to whatever one i want I'm kind of confused. ________________________________________________________________________ AOL now offers free email to everyone. Find out more about what's free from AOL at AOL.com. |
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From: Oren M. <or...@qu...> - 2007-07-20 13:27:21
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I know there are some others who use it and I've used it for myself for some things. It's a great way to incorporate scripting into your trading system. The most safe methods will not be supported because Ruby is not a compiled language, so there is no way for it to warn you about setting incorrect fields. These will be reported at runtime. --oren On Jul 19, 2007, at 4:07 PM, jj...@sf... wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I'm a third year finance student, I discovered FIX protocol from MB > Trading > while looking to fool around with their API to translate my automated > trading system. > > I've read the entire document, and apparently Ruby/Python doesn't > support > the "Most Safe...DO THIS!" methods. Will these safe methods be > supported in > the future? > > Also, I'm running windows, will I face any problem using the Ruby > FIX API ? > Are there any others who are going the Ruby route? > > Cheers, > > John. > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: <sc...@sh...> - 2007-07-20 01:58:52
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John,
I am not a Ruby expert but you can extend Python fairly easily and create
your own C++ function wrapper in Python that works as described in the
docs. I suspect there is similar functionality in Ruby.
As for the Windows question, it might be a good time to give Linux a shot.
You may be pleasantly surprised.
Scott
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I'm a third year finance student, I discovered FIX protocol from MB
> Trading
> while looking to fool around with their API to translate my automated
> trading system.
>
> I've read the entire document, and apparently Ruby/Python doesn't support
> the "Most Safe...DO THIS!" methods. Will these safe methods be supported
> in
> the future?
>
> Also, I'm running windows, will I face any problem using the Ruby FIX API
> ?
> Are there any others who are going the Ruby route?
>
> Cheers,
>
> John.
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
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From: Alex M. <ale...@gm...> - 2007-07-19 22:39:49
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John, what Ruby Fix API are you talking about? Quickfix Ruby API? What documentation are you talking about that you read? Thanks. Cheers, alex On 7/19/07, jj...@sf... <jj...@sf...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I'm a third year finance student, I discovered FIX protocol from MB Trading > while looking to fool around with their API to translate my automated > trading system. > > I've read the entire document, and apparently Ruby/Python doesn't support > the "Most Safe...DO THIS!" methods. Will these safe methods be supported in > the future? > > Also, I'm running windows, will I face any problem using the Ruby FIX API ? > Are there any others who are going the Ruby route? > > Cheers, > > John. > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: <jj...@sf...> - 2007-07-19 21:07:10
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Hi, I'm a third year finance student, I discovered FIX protocol from MB Trading while looking to fool around with their API to translate my automated trading system. I've read the entire document, and apparently Ruby/Python doesn't support the "Most Safe...DO THIS!" methods. Will these safe methods be supported in the future? Also, I'm running windows, will I face any problem using the Ruby FIX API ? Are there any others who are going the Ruby route? Cheers, John. |
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From: Kindle C. <son...@gm...> - 2007-07-12 18:15:07
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Is this true if so how do you stop it from constantly disconnecting and reconnecting . |
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From: Rodrick B. <rod...@gm...> - 2007-07-11 02:31:53
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Just be glad someone is willing to give you a whole lot and ask for nothing in return. On 7/10/07, Kindle Comps <son...@gm...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Won't it be better if the examples had comments in them. I mean thats the > basics of coding. > > ------------------------------------------------------------------------- > 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 > > -- Rodrick R. Brown http://www.rodrickbrown.com |
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From: Kindle C. <son...@gm...> - 2007-07-10 19:21:00
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Won't it be better if the examples had comments in them. I mean thats the basics of coding. |
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From: Kindle C. <son...@gm...> - 2007-07-09 16:07:28
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can someone help me with this plz |
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From: Naveed <na...@nc...> - 2007-07-03 13:59:53
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Hello Oren, I am using QuickFix version 1.12.4 untill and unless I close the application the Body file is remain in use, instead of stopping the initiator using initiator.stop(); Oren, You remember what you have done to correct this problem? -- Alex Araujo Banif Banco de Investimento -----Mensagem original----- De: Oren Miller [mailto:or...@qu...] Enviada em: Tuesday, September 05, 2006 10:07 AM Para: Alex Cc: qui...@li...; qui...@li... Assunto: Re: [Quickfix-users] .NET Can not open body file ... unreleased resources This was fixed a long time ago. What version of QuickFIX are you using? --oren > Oren, months ago Francis Gingras send you a project demonstrating a > release resource problem in QuickFix. Have you seen what's causing > this? ------------------------------------------------------------------------- Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users -- View this message in context: http://www.nabble.com/Re%3A-.NET-Can-not-open-body-file-...-unreleased-resources-tf2218794.html#a11412711 Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: Kindle C. <son...@gm...> - 2007-07-02 18:30:01
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What i need is more information on how this engine works cause i'm soo confused at this point. Plz help me out. I'm able to run the samples but i have no idea what they are doing. |
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From: William B. <wb...@UD...> - 2007-07-02 18:20:32
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Hi All,
I am developing a VS6 MFC Dialog-Based FIX application and I cannot get past a memory leak issue. I have created a simple app to reproduce my problem. The main Dialog creates the quickfix objects, including a UIThread which implements the quickfix app, on the heap as follows:
BOOL CQFTraderDlg::OnInitDialog()
{
CDialog::OnInitDialog();
m_pAppThread = (CTheAppThread*)AfxBeginThread(RUNTIME_CLASS(CTheAppThread), THREAD_PRIORITY_NORMAL, 0, CREATE_SUSPENDED);
//perform thread initialization here...
m_pAppThread->ResumeThread();
settingsPtr = new FIX::SessionSettings("settings.txt");
storeFactoryPtr = new FIX::FileStoreFactory( *settingsPtr );
logFactoryPtr = new FIX::FileLogFactory( *settingsPtr );
screenLogFactoryPtr = new FIX::ScreenLogFactory( true, true, true );
initiatorPtr = new FIX::ThreadedSocketInitiator( *m_pAppThread, *storeFactoryPtr, *settingsPtr, *logFactoryPtr );
return TRUE;
}
Then I click the "cancel" button, on the dlg, which executes:
void CQFTraderDlg::OnCancel()
{
initiatorPtr->stop(true);
while( !initiatorPtr->isStopped() );
delete initiatorPtr;
//delete screenLogFactoryPtr;
//delete logFactoryPtr;
//delete storeFactoryPtr;
//delete settingsPtr;
m_pAppThread->PostThreadMessage(WM_QUIT,0,0);
CDialog::OnCancel();
}
Uncommenting the deletes above does not make a difference. If the memory dump would be helpful, I can post it. Clearly I am not cleaning up something correctly.
TIA,
-Billy
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