quickfix-users — QuickFIX user support

[Quickfix-users] Problem running Nunit tests (that test QuickFix .NET API) running in VS 2005

[Tony I. - Q. <ai...@bl...>]

Hi=20I=20get=20the=20following=20exception=20running=20the=20latest=20avai=
lable=20build=20of
quickfix=20for=20dotnet=202=20(downloaded=20pre-built=20from=20your=20web=20=
site=20-=20version
1.0.2447.42056):

=20

It=20occurs=20when=20running=20a=20NUnit=20test=20inside=20VS=202005.=20

=20

Can=20someone=20please=20advise=20as=20to=20the=20solution=20for=20this=20=
pls?

=20

System.ArgumentException=20was=20unhandled

=20=20Message=3D"Cannot=20pass=20a=20GCHandle=20across=20AppDomains.\r\nPa=
rameter=20name:
handle"

=20=20Source=3D"mscorlib"

=20=20ParamName=3D"handle"

=20=20StackTrace:

=20=20=20=20=20=20=20at=20System.Runtime.InteropServices.GCHandle.Internal=
CheckDomain(IntPtr
handle)

=20=20=20=20=20=20=20at=20System.Runtime.InteropServices.GCHandle.FromIntP=
tr(IntPtr=20value)

=20=20=20=20=20=20=20at=20System.Runtime.InteropServices.GCHandle.op_Expli=
cit(IntPtr=20value)

=20=20=20=20=20=20=20at=20Log.onEvent(Log*=20,
basic_string<char\,std::char_traits<char>\,std::allocator<char>=20>*=20str=
ing)

=20

Tony=20Ives

Quantitative=20Analyst=20=20=20=20=20=20

Bluecrest=20Capital=20Management=20Ltd

Phone:=20+44(0)20=207201=205814

Fax:=20=20=20=20=20+44(0)20=207259=205616

=20


The=20information=20transmitted=20is=20intended=20only=20for=20the=20perso=
n=20or=20entity=20to=20which=20it=20is=20addressed=20and=20may=20contain=20=
confidential=20and/or=20privileged=20material.=20Any=20review,=20retransmi=
ssion,=20dissemination=20or=20other=20use=20of,=20or=20taking=20of=20any=20=
action=20in=20reliance=20upon,=20this=20information=20by=20persons=20or=20=
entities=20other=20than=20the=20intended=20recipient=20is=20prohibited.=20=
If=20you=20received=20this=20in=20error,=20please=20contact=20the=20sender=
=20and=20delete=20the=20material=20from=20any=20computer.

This=20communication=20is=20for=20informational=20purposes=20only.=20It=20=
is=20not=20intended=20as=20an=20offer=20or=20solicitation=20for=20the=20pu=
rchase=20or=20sale=20of=20any=20financial=20instrument=20or=20as=20an=20of=
ficial=20confirmation=20of=20any=20transaction.=20All=20market=20prices,=20=
data=20and=20other=20information=20are=20not=20warranted=20as=20to=20compl=
eteness=20or=20accuracy=20and=20are=20subject=20to=20change=20without=20no=
tice.=20Any=20comments=20or=20statements=20made=20herein=20do=20not=20nece=
ssarily=20reflect=20those=20of=20BlueCrest=20Capital=20Management=20Limite=
d,=20its=20subsidiaries=20and=20affiliates.

BlueCrest=20Capital=20Management=20Limited=20is=20authorised=20and=20regul=
ated=20by=20the=20Financial=20Services=20Authority.=20
Registered=20Office:=202nd=20Floor,=2040=20Grosvenor=20Place,=20London,=20=
SW1X=207AW,=20United=20Kingdom.

Tel:=20+44=20(0)=2020=207664=201950=20
Fax:=20+44=20(0)=2020=207259=205612

Re: [Quickfix-users] [Quickfix-developers] Quickfix for FIX 5.0.....

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

FIX 5.0 is in development.  FAST is in early planning stages and may  
or may not be a part of QuickFIX proper.  I don't currently have an  
estimate for when it is available.  We are trying to get out the last  
pre 5.0 QF release first.

--oren

On May 23, 2007, at 4:05 AM, Antonio Caroselli wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Dear Oren,
>
> In October 2006 (see below) you stated that  FIX 5.0 and FAST  
> support were
> both significant projects and that you would need to prioritize to  
> figure
> out  which you wanted to tackle first.
>
> Since I have not read anything about these new featues in this news  
> group,
> could you please give us an update ? Are both FIX 5.0 and FAST  
> support going
> to be in QuickFIX 2.0 ?
>
> If so, when do you think that a beta version of QuickFIX 2.0 will  
> become
> available ?
>
> Thank you in advance
>
> Antonio
>
>
>
> ----- Original Message -----
> From: "Oren Miller" <or...@qu...>
> To: "Alvin Wang" <AW...@FF...>
> Cc: <qui...@li...>;
> <qui...@li...>;
> <qui...@li...>;
> <qui...@li...>
> Sent: Saturday, October 28, 2006 10:28 PM
> Subject: Re: [Quickfix-developers] Quickfix for FIX 5.0.....
>
>
>> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Do you know if they plan on freely distributing the repository or is
>> it still only going to be available to members only.  That's has been
>> a key problem with directly supporting the repository in the past, we
>> simply are not allowed to redistribute it as is.  If not we will
>> likely end up generating the QF data dictionary from the repository.
>> We have code that can do this assuming their format hasn't changed
>> significantly.
>>
>> We do have plans to support FAST.  FIX 5.0 and FAST support are both
>> significant projects and we will need to prioritize to figure out
>> which we want to tackle first.
>>
>> Any other information you have would be very useful.  Did they go
>> over any scenarios regarding the transport independence?  I was
>> wondering how it will effect resend requests.
>>
>> --oren
>>
>> On Oct 26, 2006, at 3:12 PM, Alvin Wang wrote:
>>
>>> We went to FPL's Technology Focus Day 2006 today:
>>> http://www.fixprotocol.org/documents/2893/ 
>>> FPL_Technology_Focus_Day.pdf
>>>
>>> Besides transport independence framework and running different FIX
>>> versions
>>> on the same session, FIX 5 will use XML to organize repository (some
>>> similar to quickfix's xml dictionaries). Just wonder if QuickFIX and
>>> QuickFIX/J can leverage that directly. Another big thing is FAST
>>> protocol.
>>> Do QuickFIX and QuickFIX/J plan to support FAST?
>>>
>>> Thanks.
>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> 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-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
> ---------------------------------------------------------------------- 
> ---
> 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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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] [Quickfix-developers] Quickfix for FIX 5.0.....

[Antonio C. <ant...@ga...>]

Dear Oren,

In October 2006 (see below) you stated that  FIX 5.0 and FAST support were
both significant projects and that you would need to prioritize to figure
out  which you wanted to tackle first.

Since I have not read anything about these new featues in this news group,
could you please give us an update ? Are both FIX 5.0 and FAST support going
to be in QuickFIX 2.0 ?

If so, when do you think that a beta version of QuickFIX 2.0 will become
available ?

Thank you in advance

Antonio



----- Original Message -----
From: "Oren Miller" <or...@qu...>
To: "Alvin Wang" <AW...@FF...>
Cc: <qui...@li...>;
<qui...@li...>;
<qui...@li...>;
<qui...@li...>
Sent: Saturday, October 28, 2006 10:28 PM
Subject: Re: [Quickfix-developers] Quickfix for FIX 5.0.....


> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Do you know if they plan on freely distributing the repository or is
> it still only going to be available to members only.  That's has been
> a key problem with directly supporting the repository in the past, we
> simply are not allowed to redistribute it as is.  If not we will
> likely end up generating the QF data dictionary from the repository.
> We have code that can do this assuming their format hasn't changed
> significantly.
>
> We do have plans to support FAST.  FIX 5.0 and FAST support are both
> significant projects and we will need to prioritize to figure out
> which we want to tackle first.
>
> Any other information you have would be very useful.  Did they go
> over any scenarios regarding the transport independence?  I was
> wondering how it will effect resend requests.
>
> --oren
>
> On Oct 26, 2006, at 3:12 PM, Alvin Wang wrote:
>
> > We went to FPL's Technology Focus Day 2006 today:
> > http://www.fixprotocol.org/documents/2893/FPL_Technology_Focus_Day.pdf
> >
> > Besides transport independence framework and running different FIX
> > versions
> > on the same session, FIX 5 will use XML to organize repository (some
> > similar to quickfix's xml dictionaries). Just wonder if QuickFIX and
> > QuickFIX/J can leverage that directly. Another big thing is FAST
> > protocol.
> > Do QuickFIX and QuickFIX/J plan to support FAST?
> >
> > Thanks.
>
>
> -------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-users] MBUnit and QuickFIX

[Henry C. <hco...@ca...>]

Btw, I'm using the latest release: 1.12.4.

On 5/22/07, Henry Conceicao <hco...@ca...> wrote:
> Hi folks,
>
> I'v faced an issue with MBUnit and QuickFix. The problem seems to be
> same described in the Bug 215[1].
>
> There is a workaround or a fix to it?
>
>
> 1 - http://www.quickfixengine.org/bugtracker/bug.php?op=3Dshow&bugid=3D21=
5
> --
> Cheers,
> Henry Concei=E7=E3o
> hco...@ca...
> http://www.castlestronghold.com/
>


--=20
Cheers,
Henry Concei=E7=E3o
hco...@ca...
http://www.castlestronghold.com/

[Quickfix-users] MBUnit and QuickFIX

[Henry C. <hco...@ca...>]

Hi folks,

I'v faced an issue with MBUnit and QuickFix. The problem seems to be
same described in the Bug 215[1].

There is a workaround or a fix to it?


1 - http://www.quickfixengine.org/bugtracker/bug.php?op=3Dshow&bugid=3D215
--=20
Cheers,
Henry Concei=E7=E3o
hco...@ca...
http://www.castlestronghold.com/

[Quickfix-users] Handle leak

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

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

[Quickfix-users] Handle leak

[Tom F. <to...@fr...>]

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

[Quickfix-users] run quickfix app with start-stop-daemon cause high CPU usage

[Bao J. <tz...@ya...>]

hen I use start-stop-daemon to start one of my quickfix application, I 
found that the CPU usage go as high as 88%, but when I run the program 
without start-stop-daemon, it only use %2 of CPU.

I tested with different start-stop-daemon options, seems if I do with 
the option --background, the CPU usage is high, and without the 
--background option, the CPU usage is high.

How ever, in either way, with or without start-stop-daemon, with or 
without the --background option, the program itself function well.

This happens on both Ubuntu 6.06 server 
<http://www.linuxquestions.org/questions/showthread.php?t=553727#> and 
Ubuntu 7.04 desktop.

It there any who tried to run quickfix application as linux deamon? What 
is the possible cause of the high CPU usage problem?


__________________________________________________
¸Ï¿ì×¢²áÑÅ»¢³¬´óÈÝÁ¿Ãâ·ÑÓÊÏä?
http://cn.mail.yahoo.com

Re: [Quickfix-users] Help!!! Quickfix is not working with STLport

[Sean K. <sea...@pi...>]

You should check the configure file for the "with-stlport" directive and
make sure that the path it is included matches the location of your
stlport headers.  I had to modify where quickfix was looking...

> -----Original Message-----
> From: qui...@li...
[mailto:quickfix-users-
> bo...@li...] On Behalf Of ry_khan2003
> Sent: Monday, April 16, 2007 5:41 AM
> To: qui...@li...
> Subject: [Quickfix-users] Help!!! Quickfix is not working with STLport
>=20
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
>=20
> hi
> i am getting problems with quickfix & stlport. i m using gcc 3.4.6 &
> CentOS 4 OS.
> I use hash_map for my quickfix application. I am getting errors given
> below. If there is configuration problem, then plz state how to
resolve.
> because i configure quickfix with stlport library, by wrting command.
> ./configure --with-stlport=3D/usr/include
>=20
> but when i configure with this, it donot compile quickfix, here is
> ./configure --with-stlport=3D/usr/include/stlport
>=20
> plz help me, i m continiously involve in this issue whole month.
> thanks in advance.
> Object files are successfully created but not linking.
> here is errors.
>=20
> rizwanyasinkhan@localhost ordermatch]$ make
> g++ -c ordermatch.cpp Application.h\
> -g -O2 -Wall -ansi -Wwrite-strings \
> -I /usr/local/include/quickfix\
> -I /usr/include/mysql\
> -I /usr/include/libxml2\
> -I /usr/include/stlport
> g++ -c Application.cpp Application.h OrderMatcher.h Order.h\
> -g -O2 -Wall -ansi -Wwrite-strings \
> -I /usr/local/include/quickfix\
> -I /usr/include/mysql \
> -I /usr/local/include/mysql++\
> -I /usr/include/libxml2\
> -I /usr/include/stlport
> g++ -c Market.cpp Market.h Order.h\
> -g -O2 -Wall -ansi -Wwrite-strings -D_REENTRANT \
> -I /usr/local/include/quickfix \
> -I /usr/include/mysql\
> -I /usr/include/libxml2\
> -I /usr/include/stlport
> g++ -o ordermatch  ordermatch.o Application.o Market.o\
> -g -O2 -Wall -ansi  -Wwrite-stringsmake -lstlport -lquickfix \
> -L/usr/lib/mysql -lpthread -L/usr/lib -lxml2 -lz -lm  -lmysqlclient
> -liberty
> ordermatch.o(.text+0x87): In function `main':
>
/home/rizwanyasinkhan/Desktop/testcode/quickfix/ordermatch/ordermatch.cp
> p:46: undefined reference to
> `FIX::SessionSettings::SessionSettings(stlp_std::basic_string<char,
> stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
> Application.o(.text+0x2890): In function
> `Application::rejectOrder(FIX::SenderCompID const&, FIX::TargetCompID
> const&, FIX::ClOrdID const&, FIX::Symbol const&, FIX::Side const&,
> stlp_std::basic_string<char, stlp_std::char_traits<char>,
> stlp_std::allocator<char> > const&)':
> /usr/include/stlport/stl/_alloc.h:365: undefined reference to
> `FIX::Session::sendToTarget(FIX::Message&, FIX::SenderCompID const&,
> FIX::TargetCompID const&, stlp_std::basic_string<char,
> stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
> Application.o(.text+0x34c0): In function
`Application::updateOrder(Order
> const&, char)':
> /usr/include/stlport/stl/_alloc.h:365: undefined reference to
> `FIX::Session::sendToTarget(FIX::Message&, FIX::SenderCompID const&,
> FIX::TargetCompID const&, stlp_std::basic_string<char,
> stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
> collect2: ld returned 1 exit status
> make: *** [ordermatch] Error 1
>=20
>=20
>=20
> --
> View this message in context: http://www.nabble.com/Help%21%21%21-
> Quickfix-is-not-working-with-STLport-tf3583386.html#a10013014
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>=20
>=20
>
------------------------------------------------------------------------
-
> 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 mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users


Disclaimer: Any references to Pipeline performance contained herein are =
based on historic performance levels which Pipeline expects to maintain =
or exceed but nevertheless does not guarantee. Congested networks, price =
volatility, or other extraordinary events may impede future trading =
activities and degrade performance statistics.

Re: [Quickfix-users] newbie question

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

Excellent! Thanks, now I can execute the ordermatch example, with a bit
of tweaking. 

Im still at loss as to how the entire system works. I suppose the
ordermatch script will generate the "messages" which can be consumed by
other programs, right ?

- Sandeep
 
On Fri, 2007-05-04 at 15:39 -0500, Oren Miller wrote:
> That's the configuration file.  If you run the batch script in the  
> bin directory it will pass in the correct one for you.
> 
> --oren

Re: [Quickfix-users] newbie question

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

That's the configuration file.  If you run the batch script in the  
bin directory it will pass in the correct one for you.

--oren

On May 4, 2007, at 3:33 PM, Sandeep Chayapathi wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> H i all,
>
>  I have installed QuicFIX  1.12.4 on linux  with java, python, ruby &
> mysql support. Im new to QuickFIX and FIX. I tried to run the  
> ordermatch
> example, and got this error:
>
> ---
> usage: /tmp/quickfix/examples/ordermatch/.libs/lt-ordermatch FILE.
> ---
>
>  what is FILE. ? Thanks.
>
> - Sandeep
>
>
> ---------------------------------------------------------------------- 
> ---
> 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] newbie question

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

H i all,

 I have installed QuicFIX  1.12.4 on linux  with java, python, ruby &
mysql support. Im new to QuickFIX and FIX. I tried to run the ordermatch
example, and got this error:

---
usage: /tmp/quickfix/examples/ordermatch/.libs/lt-ordermatch FILE.
---

 what is FILE. ? Thanks.

- Sandeep

[Quickfix-users] Market data request - simulation

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

Hello,

MsgType = V is market data request. Building small OMS I'd like to 
simulate this function. However I can't really imagine how to do this. I 
mean I've got executor on one side (works like stock exchange engine) 
and client on the other site. Client sends orders which are being 
processed by executor. How in term of market data request send back such 
data to client?

Example (image we're talking about one record of data - I mean 1 ISIN)
1) client sends request for market data - MsgType =V, NoMDEntryTypes=10 
(means all type of market data entry)
2) executor sends all market data regarding ISIN which in fact sends 10 
messages regarding all 10 type of market data entry

Am I right? or maybe this works completely different?

Best regards,
Marcin

-- 
ARISE M.Giedz, T.Z.ebrun' sp.j.
http: www.arise.pl
mail: gi...@ar...
tel: +48 502 537 157

[Quickfix-users] Help!!! Quickfix is not working with STLport

[ry_khan2003 <ry_...@ho...>]

hi
i am getting problems with quickfix & stlport. i m using gcc 3.4.6 &
CentOS 4 OS.
I use hash_map for my quickfix application. I am getting errors given
below. If there is configuration problem, then plz state how to resolve.
because i configure quickfix with stlport library, by wrting command.
./configure --with-stlport=/usr/include

but when i configure with this, it donot compile quickfix, here is
./configure --with-stlport=/usr/include/stlport

plz help me, i m continiously involve in this issue whole month.
thanks in advance.
Object files are successfully created but not linking.
here is errors.

rizwanyasinkhan@localhost ordermatch]$ make
g++ -c ordermatch.cpp Application.h\
-g -O2 -Wall -ansi -Wwrite-strings \
-I /usr/local/include/quickfix\
-I /usr/include/mysql\
-I /usr/include/libxml2\
-I /usr/include/stlport
g++ -c Application.cpp Application.h OrderMatcher.h Order.h\
-g -O2 -Wall -ansi -Wwrite-strings \
-I /usr/local/include/quickfix\
-I /usr/include/mysql \
-I /usr/local/include/mysql++\
-I /usr/include/libxml2\
-I /usr/include/stlport
g++ -c Market.cpp Market.h Order.h\
-g -O2 -Wall -ansi -Wwrite-strings -D_REENTRANT \
-I /usr/local/include/quickfix \
-I /usr/include/mysql\
-I /usr/include/libxml2\
-I /usr/include/stlport
g++ -o ordermatch  ordermatch.o Application.o Market.o\
-g -O2 -Wall -ansi  -Wwrite-stringsmake -lstlport -lquickfix \
-L/usr/lib/mysql -lpthread -L/usr/lib -lxml2 -lz -lm  -lmysqlclient
-liberty
ordermatch.o(.text+0x87): In function `main':
/home/rizwanyasinkhan/Desktop/testcode/quickfix/ordermatch/ordermatch.cp
p:46: undefined reference to
`FIX::SessionSettings::SessionSettings(stlp_std::basic_string<char,
stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
Application.o(.text+0x2890): In function
`Application::rejectOrder(FIX::SenderCompID const&, FIX::TargetCompID
const&, FIX::ClOrdID const&, FIX::Symbol const&, FIX::Side const&,
stlp_std::basic_string<char, stlp_std::char_traits<char>,
stlp_std::allocator<char> > const&)':
/usr/include/stlport/stl/_alloc.h:365: undefined reference to
`FIX::Session::sendToTarget(FIX::Message&, FIX::SenderCompID const&,
FIX::TargetCompID const&, stlp_std::basic_string<char,
stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
Application.o(.text+0x34c0): In function `Application::updateOrder(Order
const&, char)':
/usr/include/stlport/stl/_alloc.h:365: undefined reference to
`FIX::Session::sendToTarget(FIX::Message&, FIX::SenderCompID const&,
FIX::TargetCompID const&, stlp_std::basic_string<char,
stlp_std::char_traits<char>, stlp_std::allocator<char> > const&)'
collect2: ld returned 1 exit status
make: *** [ordermatch] Error 1



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[Quickfix-users] Compilation Problem

[Rodrick B. <rod...@gm...>]

I'm building on Solaris 10 w/gcc

Here are my configure options
./configure --prefix=/opt/quickfix
--with-python=/usr/sfw/include/python2.3
--with-mysql=/usr/sfw/include/mysql --with-java

I'm using the following version of Java.
java version "1.5.0_07"
Java(TM) 2 Runtime Environment, Standard Edition (build 1.5.0_07-b03)
Java HotSpot(TM) Server VM (build 1.5.0_07-b03, mixed mode)

Looks like I'm using an incompatible JVM? what version is needed for
the latest version of quickfix?

 g++ -DHAVE_CONFIG_H -I. -I. -I../.. -I../../include -g -O2 -Wall
-ansi -Wpointer-arith -Wwrite-strings
-I/usr/sfw/include/mysql/include/mysql
-I/usr/sfw/include/mysql/mysql/include -I/usr/include/libxml2
-I/include -I/include/solaris -I/usr/sfw/include/python2.3 -MT JVM.lo
-MD -MP -MF .deps/JVM.Tpo -c JVM.cpp  -fPIC -DPIC -o .libs/JVM.o
In file included from JVM.cpp:28:
JVM.h:22:17: jni.h: No such file or directory
In file included from JVM.cpp:28:
JVM.h:51: error: `JNIEnv' has not been declared
JVM.h:51: error: ISO C++ forbids declaration of `parameter' with no type
JVM.h:52: error: `JavaVM' has not been declared
JVM.h:52: error: ISO C++ forbids declaration of `parameter' with no type
JVM.h:52: error: `static void JVM::set(int*)' and `static void
JVM::set(int*)' cannot be overloaded
JVM.h:53: error: ISO C++ forbids declaration of `JavaVM' with no type
JVM.h:53: error: expected `;' before '*' token
JVM.h:55: error: expected `)' before '*' token
JVM.h:58: error: `JavaVM' has not been declared
JVM.h:59: error: ISO C++ forbids declaration of `JavaVM' with no type
JVM.h:59: error: expected `;' before '&' token
JVM.h:61: error: expected `;' before "private"
JVM.h:62: error: ISO C++ forbids declaration of `JavaVM' with no type
JVM.h:62: error: expected `;' before '*' token
JVM.h:63: error: ISO C++ forbids declaration of `JavaVM' with no type
JVM.h:63: error: expected `;' before '*' token
JVM.h: In constructor `JVM::JVM()':
JVM.h:56: error: class `JVM' does not have any field named `m_pJvm'
JVM.h: At global scope:
JVM.h:69: error: ISO C++ forbids declaration of `JNIEnv' with no type
JVM.h:69: error: expected `;' before '*' token
JVM.h:70: error: expected `)' before '*' token
JVM.h:74: error: `JNIEnv' has not been declared
JVM.h:75: error: ISO C++ forbids declaration of `JNIEnv' with no type
JVM.h:75: error: expected `;' before '&' token
JVM.h:76: error: expected `;' before "JVM"
JVM.h:79: error: ISO C++ forbids declaration of `JNIEnv' with no type
JVM.h:79: error: expected `;' before '*' token
JVM.h:93: error: expected `)' before "cls"
JVM.h:110: error: `jmethodID' does not name a type
JVM.h:111: error: `jfieldID' does not name a type
JVM.h:112: error: `jfieldID' does not name a type
JVM.h:113: error: `jobject' does not name a type
JVM.h:114: error: `jobject' does not name a type
JVM.h:115: error: `jobject' has not been declared
JVM.h:115: error: ISO C++ forbids declaration of `obj' with no type
JVM.h:116: error: `jclass' has not been declared
JVM.h:119: error: `jclass' does not name a type
JVM.h: In constructor `JVMClass::JVMClass(const char*)':
JVM.h:89: error: `m_cls' undeclared (first use this function)
JVM.h:89: error: (Each undeclared identifier is reported only once for
each function it appears in.)


-- 
Rodrick R. Brown

[Quickfix-users] FAST Implementation

[noam p. <no...@fi...>]

Hello,

 

Does QuickFix have an implementation of the FAST protocol (FIX Adapted for
Streaming)?

If not, does anyone know of such an implementation which I can use?

 

Thanks and regards,

Noam.

 

[Quickfix-users] MsgSeqNum

[Dmitry V. <vi...@ya...>]

Hello!
Sory for my bad English.

I try use Quickfix to interact with InteractiveBroker FIX server. But, for use FIX engine with IB Trader Workstation together, I need field MsgSeqNum in special format - "Number.0", for example 1.0, 2.0,
... 10000.0 etc.
Can I do it without modification of the sources of quickfix ?



-- 
--
Vinokurov Dmitry

Re: [Quickfix-users] FIX 4.2 Commission error....

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

Hi Eranga,

It seems to me that quickfix is not being able to convert  the field value
to double (AMT, PRICE and FLOAT are all double).

Can you show the content of the message being rejected?

Are you sure that the field has a digit like 12=2625.34 or 12=2000.00 ?

Djalma


On 3/23/07, Eranga Samararathna <pe...@ri...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> What I did Change the FIX42.xml file.
>
> E.g. : <field number="12" name="Commission" type="AMT"/>
>
> I changed this type Property to PRICE , FLOAT
>
> -----Original Message-----
> From: John Haldi [mailto:JH...@al...]
> Sent: Friday, March 23, 2007 5:48 PM
> To: Eranga Samararathna
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
> When you say you change the specification, are you saying that you
> change the XML data dictionary to expect a different type?
>
> -----Original Message-----
> From: Eranga Samararathna [mailto:pe...@ri...]
> Sent: Friday, March 23, 2007 12:21 AM
> To: John Haldi; qui...@li...;
> qui...@li...
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
> I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange
> ack the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At
> that time my FIX engine reject that execution report saying "Incorrect
> data format for value". This happens only when I set tag 12 value for
> Double. It works perfect with int values.
>
> I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
> I am using Quickfix through a JNI.
> But still problem there. Pl help me to solve this issue.
>
>
> Eranga
>
> -----Original Message-----
> From: John Haldi [mailto:JH...@al...]
> Sent: Thursday, March 22, 2007 8:19 PM
> To: Eranga Samararathna
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
>
> Is the error you are referring to coming from the IDE at design time or
> is it a FIX error at run time from your acceptor application?
>
> Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
> set it there is no default value?  I've never used this field so I'm not
> sure.  But when I try to "get" the value, I know that the default class
> returns a double var type.
>
>    John
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Eranga Samararathna
> Sent: Thursday, March 22, 2007 10:17 AM
> To: qui...@li...;
> qui...@li...
> Subject: [Quickfix-users] FIX 4.2 Commission error....
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] FIX 4.2 Commission error....

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

What I did Change the FIX42.xml file. 

E.g. : <field number="12" name="Commission" type="AMT"/>

I changed this type Property to PRICE , FLOAT 

-----Original Message-----
From: John Haldi [mailto:JH...@al...] 
Sent: Friday, March 23, 2007 5:48 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....

When you say you change the specification, are you saying that you
change the XML data dictionary to expect a different type? 

-----Original Message-----
From: Eranga Samararathna [mailto:pe...@ri...] 
Sent: Friday, March 23, 2007 12:21 AM
To: John Haldi; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....

I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange
ack the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At
that time my FIX engine reject that execution report saying "Incorrect
data format for value". This happens only when I set tag 12 value for
Double. It works perfect with int values.

I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
I am using Quickfix through a JNI.
But still problem there. Pl help me to solve this issue.


Eranga

-----Original Message-----
From: John Haldi [mailto:JH...@al...]
Sent: Thursday, March 22, 2007 8:19 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....


Is the error you are referring to coming from the IDE at design time or
is it a FIX error at run time from your acceptor application?

Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
set it there is no default value?  I've never used this field so I'm not
sure.  But when I try to "get" the value, I know that the default class
returns a double var type.

   John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Eranga Samararathna
Sent: Thursday, March 22, 2007 10:17 AM
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] FIX 4.2 Commission error....

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

Re: [Quickfix-users] FIX 4.2 Commission error....

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

I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange ack
the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At that time
my FIX engine reject that execution report saying "Incorrect data format for
value". This happens only when I set tag 12 value for Double. It works
perfect with int values.

I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
I am using Quickfix through a JNI.
But still problem there. Pl help me to solve this issue.


Eranga

-----Original Message-----
From: John Haldi [mailto:JH...@al...] 
Sent: Thursday, March 22, 2007 8:19 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....


Is the error you are referring to coming from the IDE at design time or
is it a FIX error at run time from your acceptor application?

Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
set it there is no default value?  I've never used this field so I'm not
sure.  But when I try to "get" the value, I know that the default class
returns a double var type.

   John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Eranga Samararathna
Sent: Thursday, March 22, 2007 10:17 AM
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] FIX 4.2 Commission error....

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

[Quickfix-users] FIX 4.2 Commission error....

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

Hi,

 

When I set double values for Commission ( Tag 12 ) I am getting "Incorrect
data format for value" error. I change the Specification type from "AMT" to
"PRICE". Again to "FLOAT"

But still problem there. Pl help me to solve this issue.

 

BR,

 

Eranga

[Quickfix-users] Compilation under Solaris 10

[<ra...@sc...>]

Hi list,

it is the first time that I am trying to use quickfix. I am sorry to 
have ask you a question in this early stage, but I am already running 
into troubles while compiling quickfix. I have tried to call configure 
without any DB support with the same result.


Our environment is:

Solaris 10
autoconf 2.60
automake 1.10
m4 1.4.7
libtool 1.5
gcc 3.4.3
libxml2 2.6.19

In the compile log I found the following entries:

configure:4524:28: ac_nonexistent.h: No such file or directory

configure:20005: checking for ftime in -lcompat
configure:20036: gcc -o conftest -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-stri
ngs      -I/usr/local/include/libxml2      conftest.c -lcompat  -lrt   -L/usr/lo
cal/lib -R/usr/local/lib -lxml2 -lz -lpthread -lm -lsocket -lnsl   >&5
ld: fatal: library -lcompat: not found
ld: fatal: File processing errors. No output written to conftest
collect2: ld returned 1 exit status



Does anyone has an idea what is going wrong? Am I missing some 
libraries. How should my configure looks like?


Thanks for your help,
Ralf

Re: [Quickfix-users] Original message

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

The original string is currently not stored with the message.  What =20
sort of signature?

--oren

On Mar 14, 2007, at 12:47 PM, ppg...@bl... wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I=92ve just started using QuickFix, so this is probably a stupid
> question. How can I get the body of an incoming message with the
> fields in the same order as they where sent? I need the original
> order because I have to verify a signature. I'm using QuickFIX
> 1.12.4.
>
> Thanks
> Pepe

[Quickfix-users] Original message

[<ppg...@bl...>]

Hi

I=E2=80=99ve just started using QuickFix, so this is probably a stupid=20
question. How can I get the body of an incoming message with the=20
fields in the same order as they where sent? I need the original=20
order because I have to verify a signature. I'm using QuickFIX=20
1.12.4.

Thanks
Pepe

Re: [Quickfix-users] New To QF for C# - General questions

[<urb...@sb...>]

Thank you to each,

to Paige, Djalma and Oren for your considerate replies and assistance.  This 
should be enough information to let me get settled in and at least get to 
where I'll have better specific questions and at least past the initial 
builds.

In the end, I'm striving to create an entire closed loop of simulated 
exchange, data streaming, order execution, matching and clearing, so this 
should give a pretty thorough exercise of the library.  I'm starting out at 
rev 4.2 but eventually hope to end up with 5.x binary xml in the end.  I 
assume the library functions that did not get wrapped to C#, I can wrap 
myself as I come to any I might need and I'll watch the devel list as I come 
out of 4.2.

Until then, my thanks again for your time and suggestions.

Mike Wilson