quickfix-users — QuickFIX user support

[Quickfix-users] Message Cracking - Java

[Sandeep C. <sa...@ws...>]

Greetings,
 I have a test application, written in Java, which receives messages
from the "run_tradeclient" script, that comes with the QuickFIX. I have
overridden the following:

 1. public void onMessage( quickfix.fix40.NewOrderSingle message,
SessionID sessionID )
 2. public void onMessage( quickfix.fix41.NewOrderSingle message,
SessionID sessionID )
 3. public void onMessage( quickfix.fix42.NewOrderSingle message,
SessionID sessionID )
 4. public void onMessage( quickfix.fix43.NewOrderSingle message,
SessionID sessionID )
 5. public void onMessage( quickfix.fix44.NewOrderSingle message,
SessionID sessionID )

 Also my test application class extends quickfix.MessageCracker (all as
described in the documentation). In all the above overridden methods, I
do the following:

 System.out.println("onMessage: " + message.toString());

 However, I don't see the onMessage() methods being called at all. Also
I can see the calls going to the "toApp" and "fromAdmin" overridden
methods. What should I fix to receive messages via the "crack" and
"onMessage()" methods ?
should the "run_tradeclient" be modified ? Here is the config file Im using:

---
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=23:00:00
FileLogPath=./log

[SESSION]
BeginString=FIX.4.0
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX40.xml

[SESSION]
BeginString=FIX.4.0
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX40.xml

[SESSION]
BeginString=FIX.4.1
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX41.xml

[SESSION]
BeginString=FIX.4.1
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX41.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX42.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX42.xml

[SESSION]
BeginString=FIX.4.3
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX43.xml

[SESSION]
BeginString=FIX.4.3
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX43.xml

[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
DataDictionary=../spec/FIX44.xml

[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT2
FileStorePath=store
DataDictionary=../spec/FIX44.xml
----

Thanks.

- Sandeep

Re: [Quickfix-users] DLL defendancy issue..................

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

Hi Eranga,

Almost sure that Visual C++ runtime DLLs are missing, as I already posted.
Along with Visual Studio, there is a package you can use to install
them or you can download it from Microsoft web site, Visual Studio
2005 has a new version of the runtime for  the SP1, you should know if
you have installed it.

Download Dependecy Walker to help you find if any other DLL is missing.

Djalma

On 6/23/07, Eranga Samararathna <pe...@ri...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
>
>
>
>
> Hi,
>
>
>
> I want to run the quickfix 1.12.4 on windows . I took a fresh machine and
> installed java 1.5 and msxml3 there. Then I ran a  my program there to test
> JNI. ( Pl look the code below ) . Then I am got the following error.
>
>
>
> C:\fix_test\test_JNI\bin>java -Djava.library.path=../lib JNITest
>
> Exception in thread "main" java.lang.UnsatisfiedLinkError:
> C:\fix_test\test_JNI\
>
> lib\quickfix_jni.dll: This application has failed to start because the
> applicati
>
> on configuration is incorrect. Reinstalling the application may fix this
> problem
>
>
>
>         at java.lang.ClassLoader$NativeLibrary.load(Native
> Method)
>
>         at java.lang.ClassLoader.loadLibrary0(Unknown
> Source)
>
>         at java.lang.ClassLoader.loadLibrary(Unknown
> Source)
>
>         at java.lang.Runtime.loadLibrary0(Unknown Source)
>
>         at java.lang.System.loadLibrary(Unknown Source)
>
>         at JNITest.<clinit>(JNITest.java:8)
>
>
>
> My Djava.library.path was correct. All other classpaths were ok. I think
> quickifix depends on some other .dll on windows plat form. I can't figure
> out what are they. Because when I install the Visual Studio 2005 IDE. It
> start working. I am wonder what is this hidden dependency.
>
>
>
> I build the quickfix using VS2005 on Windows XP .
>
>
>
> public class JNITest{
>
>
>
>                 static{
>
>                                 System.loadLibrary("quickfix_jni");
>
>                 }
>
>
>
>
>
>
>
> public static void main(String args[]) throws Exception{
>
>
>
>                 System.out.println("Start the JNI Compatibility Test
> Program....");
>
>
>
>                 Message m = new Message();
>
>                 SessionSettings settings = new SessionSettings(new
> FileInputStream("../test.cfg"));
>
>                 MessageStoreFactory messageStoreFactory = new
> FileStoreFactory(settings);
>
>                 LogFactory logFactory = new FileLogFactory(settings);
>
>                 MessageFactory messageFactory = new DefaultMessageFactory();
>
>
>
>
>
>                 System.out.println("Successfully Loaded the JNI....");
>
>                 }
>
> }
>
>
>
> Regards,
>
>
>
> Eranga
> -------------------------------------------------------------------------
> 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.
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] DLL defendancy issue..................

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

Hi,

 

I want to run the quickfix 1.12.4 on windows . I took a fresh machine and
installed java 1.5 and msxml3 there. Then I ran a  my program there to test
JNI. ( Pl look the code below ) . Then I am got the following error.

 

C:\fix_test\test_JNI\bin>java -Djava.library.path=../lib JNITest

Exception in thread "main" java.lang.UnsatisfiedLinkError:
C:\fix_test\test_JNI\

lib\quickfix_jni.dll: This application has failed to start because the
applicati

on configuration is incorrect. Reinstalling the application may fix this
problem

 

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

        at java.lang.ClassLoader.loadLibrary0(Unknown Source)

        at java.lang.ClassLoader.loadLibrary(Unknown Source)

        at java.lang.Runtime.loadLibrary0(Unknown Source)

        at java.lang.System.loadLibrary(Unknown Source)

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

 

My Djava.library.path was correct. All other classpaths were ok. I think
quickifix depends on some other .dll on windows plat form. I can't figure
out what are they. Because when I install the Visual Studio 2005 IDE. It
start working. I am wonder what is this hidden dependency.

 

I build the quickfix using VS2005 on Windows XP .

 

public class JNITest{

 

                static{

                                System.loadLibrary("quickfix_jni");

                }

 

 

 

public static void main(String args[]) throws Exception{

 

                System.out.println("Start the JNI Compatibility Test
Program....");

 

                Message m = new Message();

                SessionSettings settings = new SessionSettings(new
FileInputStream("../test.cfg"));

                MessageStoreFactory messageStoreFactory = new
FileStoreFactory(settings);

                LogFactory logFactory = new FileLogFactory(settings);

                MessageFactory messageFactory = new DefaultMessageFactory();

 

 

                System.out.println("Successfully Loaded the JNI....");

                }

}

 

Regards,

 

Eranga

Re: [Quickfix-users] Hide the Messages from Console

[David G. <Dav...@ig...>]

Coincidentally I just worked through the same question.

Here's the answer I posted back a couple of days ago, hope it helps....

I found enough of the answer in this posting,=20

http://www.nabble.com/QF-J-message-and-event-logs-t3688701.html=20

In your code select the SLF4J logger,

=2E..
    LogFactory logFactory =3D new SLF4JLogFactory(settings);
    this.initiator =3D new SocketInitiator(this,
	    		                         messageStoreFactory,
	    		                         settings,
	    		                         logFactory,
	                                     messageFactory); ...

It seems you need to specify the logging category directives in the
config file, the defaults did not seem to work but that could be my
mistake.

=2E..
[session]
=2E..
"SLF4JLogIncomingMessageCategory=3Dquickfixj.msg.incoming"
"SLF4JLogOutgoingMessageCategory=3Dquickfixj.msg.outgoing"
=2E..

Your Log4J configuration will now be used.

=2E..
 <category name=3D"quickfixj.msg">
      <priority value=3D"info" />
      <appender-ref ref=3D"FIX_MSG_LOG" />
  </category>
=2E..

Hope this helps any others with the same question.

Dave
=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Naveed Ali
Sent: 22 June 2007 15:46
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] Hide the Messages from Console

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

Hello All FIXians,

Though I have not received the reply on my previous message but I am
confident of receiving the reply on this one...

I want to hide/remove the messages that appear on the Console of
Application when it is opened.

I don't want to show the messages to my client what are outgoing /
incoming message in the application.

Is there any way to do this...?

With regards
-Naveed





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_______________________________________________
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 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
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her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

Re: [Quickfix-users] [Quickfix-developers] Hide the Messages from Console

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

Don't use the ScreenLog.

--oren

On Jun 22, 2007, at 9:46 AM, Naveed Ali wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello All FIXians,
>
> Though I have not received the reply on my previous message but I am
> confident of receiving the reply on this one...
>
> I want to hide/remove the messages that appear on the Console of
> Application when it is opened.
>
> I don't want to show the messages to my client what are outgoing /
> incoming message in the application.
>
> Is there any way to do this...?
>
> With regards
> -Naveed
>
>
>
>
>
> ---------------------------------------------------------------------- 
> ---
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-users] (no subject)

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

Hi Eranga,

Maybe, what you need to do is the installation of Visual C++ runtime DLLs.
If you installed Visual Studio 2005 SP1 recently, make sure you have
installed the correct package when you deploy your application, a
binary compiled with SP1 depends on a slightly different  VC runtime
version, its abasence generates this silly error - application
configuration is incorrect.

Djalma

On 6/22/07, Eranga Samararathna <pe...@ri...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
>
>
>
>
> Hi,
>
>
>
> I want to run the quickfix 1.12.4 on windows . I took a fresh machine and
> installed java 1.5 and msxml3 there. Then I ran a  my program there to test
> JNI. ( Pl look the code below ) . Then I am got the following error.
>
>
>
> C:\fix_test\test_JNI\bin>java -Djava.library.path=../lib JNITest
>
> Exception in thread "main" java.lang.UnsatisfiedLinkError:
> C:\fix_test\test_JNI\
>
> lib\quickfix_jni.dll: This application has failed to start because the
> applicati
>
> on configuration is incorrect. Reinstalling the application may fix this
> problem
>
>
>
>         at java.lang.ClassLoader$NativeLibrary.load(Native
> Method)
>
>         at java.lang.ClassLoader.loadLibrary0(Unknown
> Source)
>
>         at java.lang.ClassLoader.loadLibrary(Unknown
> Source)
>
>         at java.lang.Runtime.loadLibrary0(Unknown Source)
>
>         at java.lang.System.loadLibrary(Unknown Source)
>
>         at JNITest.<clinit>(JNITest.java:8)
>
>
>
> My Djava.library.path was correct. All other classpaths were ok. I think
> quickifix depends on some other .dll on windows plat form. I can't figure
> out what are they. Because when I install the Visual Studio 2005 IDE. It
> start working. I am wonder what is this hidden dependency.
>
>
>
> I build the quickfix using VS2005 .
>
>
>
> public class JNITest{
>
>
>
>                 static{
>
>                                 System.loadLibrary("quickfix_jni");
>
>                 }
>
>
>
>
>
>
>
> public static void main(String args[]) throws Exception{
>
>
>
>                 System.out.println("Start the JNI Compatibility Test
> Program....");
>
>
>
>                 Message m = new Message();
>
>                 SessionSettings settings = new SessionSettings(new
> FileInputStream("../test.cfg"));
>
>                 MessageStoreFactory messageStoreFactory = new
> FileStoreFactory(settings);
>
>                 LogFactory logFactory = new FileLogFactory(settings);
>
>                 MessageFactory messageFactory = new DefaultMessageFactory();
>
>
>
>
>
>                 System.out.println("Successfully Loaded the JNI....");
>
>                 }
>
> }
>
>
>
> Regards,
>
>
>
> Eranga
> -------------------------------------------------------------------------
> 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
>
>

[Quickfix-users] Hide the Messages from Console

[Naveed A. <na...@nc...>]

Hello All FIXians,

Though I have not received the reply on my previous message but I am
confident of receiving the reply on this one...

I want to hide/remove the messages that appear on the Console of
Application when it is opened.

I don't want to show the messages to my client what are outgoing /
incoming message in the application.

Is there any way to do this...?

With regards
-Naveed

[Quickfix-users] (no subject)

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

Hi,

 

I want to run the quickfix 1.12.4 on windows . I took a fresh machine and
installed java 1.5 and msxml3 there. Then I ran a  my program there to test
JNI. ( Pl look the code below ) . Then I am got the following error.

 

C:\fix_test\test_JNI\bin>java -Djava.library.path=../lib JNITest

Exception in thread "main" java.lang.UnsatisfiedLinkError:
C:\fix_test\test_JNI\

lib\quickfix_jni.dll: This application has failed to start because the
applicati

on configuration is incorrect. Reinstalling the application may fix this
problem

 

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

        at java.lang.ClassLoader.loadLibrary0(Unknown Source)

        at java.lang.ClassLoader.loadLibrary(Unknown Source)

        at java.lang.Runtime.loadLibrary0(Unknown Source)

        at java.lang.System.loadLibrary(Unknown Source)

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

 

My Djava.library.path was correct. All other classpaths were ok. I think
quickifix depends on some other .dll on windows plat form. I can't figure
out what are they. Because when I install the Visual Studio 2005 IDE. It
start working. I am wonder what is this hidden dependency.

 

I build the quickfix using VS2005 .

 

public class JNITest{

 

                static{

                                System.loadLibrary("quickfix_jni");

                }

 

 

 

public static void main(String args[]) throws Exception{

 

                System.out.println("Start the JNI Compatibility Test
Program....");

 

                Message m = new Message();

                SessionSettings settings = new SessionSettings(new
FileInputStream("../test.cfg"));

                MessageStoreFactory messageStoreFactory = new
FileStoreFactory(settings);

                LogFactory logFactory = new FileLogFactory(settings);

                MessageFactory messageFactory = new DefaultMessageFactory();

 

 

                System.out.println("Successfully Loaded the JNI....");

                }

}

 

Regards,

 

Eranga

Re: [Quickfix-users] QuickFIXJ logging

[David G. <Dav...@ig...>]

I found enough of the answer in this posting,=20

http://www.nabble.com/QF-J-message-and-event-logs-t3688701.html=20

In your code select the SLF4J logger,

=2E..
    LogFactory logFactory =3D new SLF4JLogFactory(settings);
    this.initiator =3D new SocketInitiator(this,
	    		                         messageStoreFactory,
	    		                         settings,
	    		                         logFactory,
	                                     messageFactory);
=2E..

It seems you need to specify the logging category directives in the
config file, the defaults did not seem to work but that could be my
mistake.

=2E..
[session]
=2E..
"SLF4JLogIncomingMessageCategory=3Dquickfixj.msg.incoming"
"SLF4JLogOutgoingMessageCategory=3Dquickfixj.msg.outgoing"
=2E..

Your Log4J configuration will now be used.

=2E..
 <category name=3D"quickfixj.msg">
      <priority value=3D"info" />
      <appender-ref ref=3D"FIX_MSG_LOG" />
  </category>
=2E..

Hope this helps any others with the same question.

Dave


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of David
Gibbs
Sent: 20 June 2007 17:15
To: qui...@li...
Subject: [Quickfix-users] logging

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

The information contained in this email is strictly confidential and for =
the use of the addressee only, unless otherwise indicated. If you are not=
 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
late to the official business of this company shall be understood as neit=
her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

[Quickfix-users] logging

[David G. <Dav...@ig...>]

Here's my first dumb question for the mail list,
is there an example of logging configuration for QuickFixJ with Log4J ?
I'd like to stop the logging of messages to stderr/stdout,=20
regards
Dave
IG Index
The information contained in this email is strictly confidential and for =
the use of the addressee only, unless otherwise indicated. If you are not=
 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
late to the official business of this company shall be understood as neit=
her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

[Quickfix-users] HP-UX port

[Hendrik S. <hen...@ef...>]

Hello group,

I'm new to this list, reading the mails here since some weeks. I've used 
quickfix and it help me a lot. So first at all a big thank you to all 
people working on this lib!

While I was developing everything on a x86 linux, today I had to port it 
to HP-UX (64bit running on Intel Itanium). I had the following two 
issues compiling quickfix (with gcc/g++ 4.1.2), but I could solve both 
of them:

1. in the src/C++ Makefile are two "bash ./copy.sh" calls. Well, since 
the HP crew was unable to install us the bash up today, so I've changed 
it to "sh ./copy.sh" (the copy.sh starts with #!/bin/bash which should 
be changed too) an I had no future problem with this point.

2. I've got some compile errors, because some network functions have 
different prototypes on HP-UX, this was easily cleared by adding 
-D_XOPEN_SOURCE_EXTENDED.

BTW: CFLAGS and CXXFLAGS were finally set to "-D__64BIT__ -mlp64 
-D_XOPEN_SOURCE_EXTENDED" before running configure

BTW2: a libxml2 was installed by HP, but they compiled it for 32-bit :(
So I had to compile a new one and I used the last libxml2 which is 2.6.29.

Up to now everything about quickfix seems to run fine! :)

We still have some networking issues on HP-UX in some of our components 
(which were running for over 10 years by now on System V and Linux 
without any problems), they look like "hick-ups": There is always a 
short break in transmitting data, but CPUs are hardly used (all cores 
below 1%). Someone have a hint or know a webpage which could be helpful?

Thank you!

Hendrik

Re: [Quickfix-users] How reset the message sequence number

[kbo <kbo...@gm...>]

Thanks Nick! :)

One down, two to go... does anyone have an answer for #1 and #3?

Re: [Quickfix-users] How reset the message sequence number

[nri <Nic...@co...>]

> 2) how do I modify the initial message sequence number (I'm using C#, and 
> every time I try to modify that field inside toAdmin() I wind up just
> adding 
> another duplicate field with a different value...)?


I do it this way in C++

void Dispatcher::onCreate(const FIX::SessionID& sessionId)
{
   ACE_Guard<ACE_SYNCH_RECURSIVE_MUTEX> guard(gateway_->mutex_);
   std::cout << "\nTODO nri: FIX Session created. should notify orms" <<
endl;

   // This could change....
   gateway_->setSessionId(sessionId);

   // Set the send, recv once only on the initial connect
   static bool done = false;
   if (! done) {
     
FIX::Session::lookupSession(sessionId)->setNextSenderMsgSeqNum(gateway_->Send());
     
FIX::Session::lookupSession(sessionId)->setNextTargetMsgSeqNum(gateway_->Recv());
     done = true;
   }
}





-- 
View this message in context: http://www.nabble.com/How-reset-the-message-sequence-number-tf3911428.html#a11131095
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] How reset the message sequence number

[kbo <kbo...@gm...>]

Hi all,

I'm new to QuickFix, and must admit it's beautifully written (although some 
more samples and documentation won't hurt).

Anyway, I'm having problems with my counter party - timeouts lead to 
misalignment in the message sequence number, and I would like to reset the 
sequence. My counter party hasn't implemented the 'reset on logon' flag 
option, so all I can do is use an initially high message sequence number and 
send a SequenceReset message immediately after logon.

My questions are:

1) is that indeed the best thing to do?

2) how do I modify the initial message sequence number (I'm using C#, and 
every time I try to modify that field inside toAdmin() I wind up just adding 
another duplicate field with a different value...)?

3) can I configure QuickFix to send the SequenceReset reset (or alternatively -
 is there any QuickFix API that will do that for me) or must I do it manually 
(and if so, where? is onLogon() an appropriate location for such a call?)

Thanks!

kbo

[Quickfix-users] Multileg Orders: Samples?

[Glenn B. <gbe...@we...>]

Hey all,

I have implemented single orders -- and it is working well.

I'm looking at implementing support for multileg orders, and the lack of 
samples source or documentation makes the implementation path a bit 
unclear.  I've searched through all of the messages in the 
quickfix-users list, and multileg is mentioned once.

Does anyone have a code snippet or reference to a source where I can 
find usage of this part of QuickFIX?  I'm using C# (though an example in 
any language would serve my purpose).

Thanks!

Glenn B

Re: [Quickfix-users] Newbie Questions

[Glenn B. <gbe...@we...>]

All,

Thanks to some helpful replies (thanks Paige && Mike), I got it working.

I needed to override the following onMessage methods:

    public override void onMessage(QuickFix44.ExecutionReport report, 
SessionID sessionID)
    public override void onMessage(QuickFix44.BusinessMessageReject 
reject, SessionID sessionID)

Working perfectly now.

Thanks!

Glenn B

Glenn Berntson wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> All (especially Oren),
>
> First, thanks for QuickFIX.  I'm very impressed with the functionality, 
> support, and effort that's been put into this project.
>
> I'm adding support for submitting trade tickets for stocks and options 
> to an existing pricing analysis tool.  Inasmuch, my requirements are 
> pretty simple -- I don't need to support all the functionality of an 
> order management system.
>
> I've got QuickFIX built and working pretty well in a sample order entry 
> .NET application.  However, I've run into two issues:
>
> (1) I'm finding the lack of documented source code and/or detailed 
> documentation for .NET a significant impediment to more rapid 
> development.  Any plans to improve documentation?  I know that DoxyGen 
> (tool used to build current QuickFIX C++ documentation) has the ability 
> to process C# inlined documentation.
>
> (2) I need the ability to provide nominal validation that a submitted 
> trade ticket was received by the FIX server I'm connecting to.  Two sub 
> questions here:
>
> (2a) Using the sample Executor application, if I purposefully malform a 
> message, I get a message back (in fromApp method) with the msgType field 
> (35) set to a reject code (such as 3 or j).  HOWEVER, attempts to 
> extract the msgType field fail with a field not found exception -- 
> here's my code:
>
>     public void fromApp(Message message, SessionID sessionID) {
>       crack(message, sessionID);
>       QuickFix.MsgType messageType = new MsgType();
>       message.getField(messageType);
>       QuickFix44.Message
>       if( messageType.Equals( '3' )  || messageType.Equals( 'j' )) {
>         Text failedReason = new Text("<uninitialized>");
>         message.getField(failedReason);
>         Console.WriteLine("\nMessage send appears to have failed: " + 
> failedReason);
>         throw new Exception("\nMessage send appears to have failed: " + 
> failedReason);
>       }
>     }
>
> The field not found exception is thrown on the line 
> "message.getField(messageType)".
>
> (2b) The above notification sent back from FIX server, and sent to my 
> fromApp method occurs only if the message was rejected.  Is there a way 
> of getting a positive confirmation that a submitted order was received 
> successfully by the FIX server?
>
> Thanks!
>
> Glenn B
>
> -------------------------------------------------------------------------
> 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.
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>
>   

[Quickfix-users] Newbie Questions

[Glenn B. <gbe...@we...>]

All (especially Oren),

First, thanks for QuickFIX.  I'm very impressed with the functionality, 
support, and effort that's been put into this project.

I'm adding support for submitting trade tickets for stocks and options 
to an existing pricing analysis tool.  Inasmuch, my requirements are 
pretty simple -- I don't need to support all the functionality of an 
order management system.

I've got QuickFIX built and working pretty well in a sample order entry 
.NET application.  However, I've run into two issues:

(1) I'm finding the lack of documented source code and/or detailed 
documentation for .NET a significant impediment to more rapid 
development.  Any plans to improve documentation?  I know that DoxyGen 
(tool used to build current QuickFIX C++ documentation) has the ability 
to process C# inlined documentation.

(2) I need the ability to provide nominal validation that a submitted 
trade ticket was received by the FIX server I'm connecting to.  Two sub 
questions here:

(2a) Using the sample Executor application, if I purposefully malform a 
message, I get a message back (in fromApp method) with the msgType field 
(35) set to a reject code (such as 3 or j).  HOWEVER, attempts to 
extract the msgType field fail with a field not found exception -- 
here's my code:

    public void fromApp(Message message, SessionID sessionID) {
      crack(message, sessionID);
      QuickFix.MsgType messageType = new MsgType();
      message.getField(messageType);
      QuickFix44.Message
      if( messageType.Equals( '3' )  || messageType.Equals( 'j' )) {
        Text failedReason = new Text("<uninitialized>");
        message.getField(failedReason);
        Console.WriteLine("\nMessage send appears to have failed: " + 
failedReason);
        throw new Exception("\nMessage send appears to have failed: " + 
failedReason);
      }
    }

The field not found exception is thrown on the line 
"message.getField(messageType)".

(2b) The above notification sent back from FIX server, and sent to my 
fromApp method occurs only if the message was rejected.  Is there a way 
of getting a positive confirmation that a submitted order was received 
successfully by the FIX server?

Thanks!

Glenn B

[Quickfix-users] Repeating groups

[McAndrew, P. <pa...@no...>]

I need to send spread orders with QuickFix 4.2 and am not sure where to =
start.  Could someone supply some C# code examples and the configuration =
changes necessary to the 4.2 spec so I can send Multi-Leg orders using =
Quickfix in C#?
=20
Thanks, Paige

[Quickfix-users] newOrderSingle Spreads - repeating groups

[Paige <pa...@no...>]

Could someone send me a C# example of sending a repeating group
NewOrderSingle message?  It's pretty urgent.  

Thanks!
-- 
View this message in context: http://www.nabble.com/newOrderSingle-Spreads---repeating-groups-tf3840571.html#a10874366
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Add a session without restarting applicaion?

[Ben P. <bp...@ga...>]

I create an instance of a sessionsettings object and an instance of my
"application". I then create a socket initiator and pass my application
and settings to it.

=20

Once I'm running, I'd like to add an additional session without having
to call stop() on the socket initiator. Is there any way to do this?

=20

One way I was considering to do this was to have a class which managed a
list of SocketInitiator.=20

Each socket initiator which be initialized using a sessionsettings
instance which was configured in code.

Can multiple socketinitiators be created using a single instance of the
application?

=20

=20

Benjamin Peikes

Gargoyle Strategic Investments

Office: 201-227-2209

Cell: 917-687-8773

=20

Re: [Quickfix-users] Handle leak

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

Hi Tom,

Is the leak occuring with SocketInitiator or ThreadedSocketInitiator (or
both)?

Djalma

On 5/28/07, Tom Frey <tom...@ki...> wrote:
>
> 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
> >
>
>
>

Re: [Quickfix-users] Simple Initiator -> Acceptor

[Rich M. <ric...@gm...>]

Hi

Thanks for your reply. I hadn't seen any problems in the log files, but
there were quite a few logs built up so I deleted them and re ran everything
to get a clean copy - and it worked! The server side seems to have a dodgy
hard disk, I'm not sure if that could've caused it to not work yesterday,
still - I'm glad it works!

Thanks
Rich

On 5/28/07, 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 Rich,
>
> Perhaps, the log files can  give you some tips.
>
> Djalma
>
> On 5/27/07, Rich Midwinter <ric...@gm... > wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi all
> >
> > I'm trying to set up a simple Acceptor on one machine (FRANCE) and an
> > Initiator on another (WALES) to send a message between. I think I've
> > followed the code from the documentation appropriately but when the
> > Initiator sends the message nothing appears to happen on the Acceptor side
> > (I presume the Application.fromApp() method should be invoked?).
> >
> > I've attached my SessionSettings config files in the hope that the
> > problem lies there. I'd be grateful for any advice.
> >
> > Thanks
> > Rich
> >
> >
> > -------------------------------------------------------------------------
> > 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 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
>
>

Re: [Quickfix-users] Simple Initiator -> Acceptor

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

Hi Rich,

Perhaps, the log files can  give you some tips.

Djalma

On 5/27/07, Rich Midwinter <ric...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi all
>
> I'm trying to set up a simple Acceptor on one machine (FRANCE) and an
> Initiator on another (WALES) to send a message between. I think I've
> followed the code from the documentation appropriately but when the
> Initiator sends the message nothing appears to happen on the Acceptor side
> (I presume the Application.fromApp() method should be invoked?).
>
> I've attached my SessionSettings config files in the hope that the problem
> lies there. I'd be grateful for any advice.
>
> Thanks
> Rich
>
> -------------------------------------------------------------------------
> 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
>
>
>

Re: [Quickfix-users] Handle leak

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

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




-------------------------------------------------------------------------
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[Quickfix-users] glitch in the FIX specs?

[Mark T. K. <mke...@di...>]

this is what i seen in subversion (r1888):

spec/FIX40.xml:      <value enum="G" description="ORDER_CANCEL" />
spec/FIX41.xml:      <value enum="G" description="ORDER_CANCEL" />
spec/FIX42.xml:      <value enum="G" description="ORDER_CANCEL" />
spec/FIX43.xml:      <value enum="G" description="ORDER_CANCEL" />
spec/FIX44.xml:      <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST" />

doesn't look right?

/mark


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