quickfix-users — QuickFIX user support

Re: [Quickfix-users] VERY Simple OMS - question

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

Wednesday 14 of March 2007 15:43:17 John Haldi napisa=C5=82(a):
> Marcin,
>
> On your side you need a single Acceptor application which is configured
> to allow connections from multiple initiators, one at each client.
> Presumably you will have a database on your side where you will store
> all the incoming orders from each client.  Your users will then have a
> tool you create to show them the orders in your database awaiting
> confirmation or rejection.  When they accept or reject an order, then
> you send the appropriate message back to the correct client using
> something that looks like "SendToTarget(Message,TargetCompID)".  This
> will send the message you created back to the client you specify.  The
> two-way communication you are talking about is all handled by one
> Acceptor app on your end.  And multiple clients can connect to the same
> acceptor app presuming you give each of them a unique CompID and
> confgure your acceptor app to accept multiple sessions from multiple
> clients.
>
> Make sense?

John.... ABSOLUTELY BRILLIANT!!!

Many thanks,
Marcin

>
>    John
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Marcin Giedz
> Sent: Wednesday, March 14, 2007 2:37 AM
> To: qui...@li...
> Subject: [Quickfix-users] VERY Simple OMS - question
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> Yesterday I found quickfix and was able to set it up and prepare small
> demo.
> Just send on order. Now I need to do something like this:
>
> A few clients send me some orders. I need to collect them and show to my
> users. When the simple order is finished (done or rejected) my users
> have to send the confirmation to the particular client about the status
> of this order.
>
> As far as I've read already to achive such connection I need two
> "channels" :
> one to receive orders and one to send confirmations, right? So in a word
> I
> need:
> 1) a server instance - acceptor which will be receiving orders on ONE
> port and store them
> 2) initiators - small applications through which my users will send
> confirmations; connected to different clients on different ports
>
> ...is my way of thinking OK? Or maybe I've missed something?
>
> Kind regards,
> Marcin
>
> ------------------------------------------------------------------------
> -
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Re: [Quickfix-users] New To QF for C# - General questions

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

Regarding this:

QuickFIX binary distribution does not come built with support for  
MySQL.  If you want MySQL support you will need to download the source.

--oren

> 2) I DL'd the .Net binaries and will probably be using MySql, are  
> the .Net
> libs compiled with MySql support?  When I did a file scan on them only
> quickfix.dll showed reference to MySql; the other's did not.

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

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

Hi Mike,

1  - If you download the QF source code, you will find a pretty good C#
sample application in quickfix\examples\executor\csharp directory.

2 - This is expected to find reference to MySql only in quickfix.dll ,
because this is the main dll. The other .NET dll
(quickfix_net_messages.dll), as far as I know, only contains the binaries
for the message classes (i.e. NewOrderSingle.cs).

3 - In C#, I guess you can do almost everything done for the C++ examples,
problem is that not all functions were exported by the wrappers.

Djalma


On 3/13/07, urb...@sb... <urb...@sb... > wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi list,
>
> Thank you to the many developers for the work in the QF libraries.
>
> I'm beginning to approach building some applications using QF and will be
> working in C# most of the time, possibly Windows and Linux.
>
> 1) Any beginners suggestions would be truly appreciated.
>
> 2) I DL'd the .Net binaries and will probably be using MySql, are the .Net
>
> libs compiled with MySql support?  When I did a file scan on them only
> quickfix.dll showed reference to MySql; the other's did not.
>
> 3) The website documentation speaks of some example apps in C++.  Does
> anyone have any .Net 2.0 examples they might care to share or know of any
> links to same.  I Googled around some but didn't seem to find any.
>
> Thank you again, in advance.
>
> Mike
>
>
>
> -------------------------------------------------------------------------
> 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
>

[Quickfix-users] VERY Simple OMS - question

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

Hello,

Yesterday I found quickfix and was able to set it up and prepare small 
demo.
Just send on order. Now I need to do something like this:

A few clients send me some orders. I need to collect them and show to my
users. When the simple order is finished (done or rejected) my users 
have to
send the confirmation to the particular client about the status of this
order.

As far as I've read already to achive such connection I need two 
"channels" :
one to receive orders and one to send confirmations, right? So in a word I
need:
1) a server instance - acceptor which will be receiving orders on ONE 
port and
store them
2) initiators - small applications through which my users will send
confirmations; connected to different clients on different ports

...is my way of thinking OK? Or maybe I've missed something?

Kind regards,
Marcin

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

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

Hi list,

Thank you to the many developers for the work in the QF libraries.

I'm beginning to approach building some applications using QF and will be 
working in C# most of the time, possibly Windows and Linux.

1) Any beginners suggestions would be truly appreciated.

2) I DL'd the .Net binaries and will probably be using MySql, are the .Net 
libs compiled with MySql support?  When I did a file scan on them only 
quickfix.dll showed reference to MySql; the other's did not.

3) The website documentation speaks of some example apps in C++.  Does 
anyone have any .Net 2.0 examples they might care to share or know of any 
links to same.  I Googled around some but didn't seem to find any.

Thank you again, in advance.

Mike

[Quickfix-users] reading Repeating Groups

[William B. <wb...@UD...>]

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Re: [Quickfix-users] message flow / message handlers

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

Heartbeat messages are a admin message, so they will be coming into  
the fromAdmin callback.  If you pass fromAdmin messages into your  
MessageCracker, you should see them printed out.

--oren

On Mar 3, 2007, at 6:48 PM, William Boyer wrote:

> Hello All,
>
> I must be misunderstanding something regarding the flow of messages  
> between my application and the acceptor and visa-versa.  I was  
> under the impression that if I implemented a callback function,  
> then the message cracker would be able to pass on incoming messages  
> to the appropriate handler.  A diagram of my understanding of  
> message flow might look something like this:
>
> acceptor -> quickfix_engine -> application::fromApp() ->  
> messageCracker -> appropriateMessageHandler().
>
> I have implemented the following message handler:
>
> void Application::onMessage(
>   const FIX42::Heartbeat&, const FIX::SessionID& ) {
>     std::cout << "\n onHeartbeat callback called\n";
> }

[Quickfix-users] message flow / message handlers

[William B. <wb...@UD...>]

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Re: [Quickfix-users] How to change the value of fields in Logon(A) message?

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

Sorry, Application::toAdmin is the place to change the session level
messages before they are sent.
But, for this situation, ResetOnLogon=Y in the cfg file works fine and is
easier.

On 3/2/07, Djalma Rosa dos Santos Filho <drs...@gm...> wrote:
>
> Hi,
>
> In the cfg file, put ResetOnLogon=Y, with newest version it works.
>
> Anyway, If you want to manually set a logon field or a field of any other
> session level message that QF generates automatically, use the
> Application::toApp() function, as far as I know this is the only place to do
> it.
>
> Djalma
>
> On 3/2/07, Bin Fang <bfa...@gm...> wrote:
> >
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> >
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >  hi everyone,
> >
> > I got a very quick, maybe very silly question to ask you.
> >
> > How can I change the value of fields in Logon(A) message in quickfix,
> > i.e. I want to set ResetSeqNumFlag<http://www.b2bits.com/fixopaedia/fixdic42/fd0e-141-3134.html>[141]
> > manually for logging in?
> >
> > I tried to put a sentence of ResetSeqNumFlag<http://www.b2bits.com/fixopaedia/fixdic42/fd0e-141-3134.html>=Y
> > in the cfg file, however it doesn't work. Moreover, I tried to put it in
> > Application::onLogon(...) function, but it turned out that is not the
> > correct place to put. For other messages, no matter if it is session level
> > or application level, I could always use Session::SendtoTarget(...) after
> > the connection estabished between the counterparties. However, I don't think
> > I can use this function to send the initial Logon(A) message. am I right?
> >
> > Can anyone let me know how to do that?
> >
> > thank you very much.
> >
> > Bin
> >
> >
> > -------------------------------------------------------------------------
> > Take Surveys. Earn Cash. Influence the Future of IT
> > Join SourceForge.net's Techsay panel and you'll get the chance to share
> > your
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Re: [Quickfix-users] How to change the value of fields in Logon(A) message?

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

Hi,

In the cfg file, put ResetOnLogon=Y, with newest version it works.

Anyway, If you want to manually set a logon field or a field of any other
session level message that QF generates automatically, use the
Application::toApp() function, as far as I know this is the only place to do
it.

Djalma

On 3/2/07, Bin Fang <bfa...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  hi everyone,
>
> I got a very quick, maybe very silly question to ask you.
>
> How can I change the value of fields in Logon(A) message in quickfix, i.e.
> I want to set ResetSeqNumFlag<http://www.b2bits.com/fixopaedia/fixdic42/fd0e-141-3134.html>[141]
> manually for logging in?
>
> I tried to put a sentence of ResetSeqNumFlag<http://www.b2bits.com/fixopaedia/fixdic42/fd0e-141-3134.html>=Y
> in the cfg file, however it doesn't work. Moreover, I tried to put it in
> Application::onLogon(...) function, but it turned out that is not the
> correct place to put. For other messages, no matter if it is session level
> or application level, I could always use Session::SendtoTarget(...) after
> the connection estabished between the counterparties. However, I don't think
> I can use this function to send the initial Logon(A) message. am I right?
>
> Can anyone let me know how to do that?
>
> thank you very much.
>
> Bin
>
> -------------------------------------------------------------------------
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] How to change the value of fields in Logon(A) message?

[Bin F. <bfa...@gm...>]

hi everyone,

I got a very quick, maybe very silly question to ask you. 

How can I change the value of fields in Logon(A) message in quickfix, i.e. I want to set ResetSeqNumFlag[141] manually for logging in?  

I tried to put a sentence of ResetSeqNumFlag=Y in the cfg file, however it doesn't work. Moreover, I tried to put it in Application::onLogon(...) function, but it turned out that is not the correct place to put. For other messages, no matter if it is session level or application level, I could always use Session::SendtoTarget(...) after the connection estabished between the counterparties. However, I don't think I can use this function to send the initial Logon(A) message. am I right?

Can anyone let me know how to do that? 

thank you very much.

Bin

Re: [Quickfix-users] Unsupported Message Type

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

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aW5mby9xdWlja2ZpeC11c2Vycwo+Cg==

[Quickfix-users] Unsupported Message Type

[William B. <wb...@UD...>]

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b3UgaGVscCwNCi13Yg0K

Re: [Quickfix-users] [Quickfix-developers] Newbie Shared Lib Missing Error

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

Hi,

 

Make sure libquickfix.so.10 in your LD_LIBRARY_PATH. You need to set
LD_LIBRARY_PATH 

 

BR,

 

Eranga

 

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
hanif khan
Sent: Thursday, March 01, 2007 5:18 PM
To: qui...@li...
Subject: [Quickfix-developers] Newbie Shared Lib Missing Error

 

Hi,

I have just made an entry into Quickfix development from example codes
provided with it. My first application is a simple one file client program
sending only order message to server. As Application.h and Application.cpp
's code has been placed inside this file, to avoid complex make builds, the
single command I issue is
g++ main1.cpp -o main1 -lquickfix -lxml2 -lpthread -lz -Iquickfix

the program gets compiled but when I try to run, I get an error msg for
missing shared lib as follow, even though libquickfix.so.10 is present at
/usr/local/lib and its a symbolic link to libquicfix.so.10.0.0

$ ./main1 client_config
./main1: error while loading shared libraries: libquickfix.so.10: cannot
open shared object file: No such file or directory

Please help me out, as what I am missing? Do I need any further flags for
lib or include files etc?

Thanks!



  

  _____  

Don't be flakey. Get Yahoo!
<http://us.rd.yahoo.com/evt=43909/*http:/mobile.yahoo.com/mail>  Mail for
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Re: [Quickfix-users] Receiving Messages

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

Do you have quickfix/fix42/TradingSessionStatus.h included in your file?

--oren

On Feb 21, 2007, at 8:57 PM, William Boyer wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> Does anyone know why this code:
>
> void CMyAppThread::onMessage( const FIX42::TradingSessionStatus&  
> message, const FIX::SessionID& sessionID){
> 	FIX::TradingSessionID tradingSessionID;
> //	message.get(tradingSessionID);
>
> 	FIX::TradSesStatus tradSesStatus;
> //	message.get(tradSesStatus);
>
> 	FIX::Text text;
> //	message.get(text);
> }
>
> Results in this compile error, whenever any of the comments are  
> removed?:
>
> Compiling...
> MyAppThread.cpp
> C:\ARBITRAGE\DIALOGBASED\Arbitrage\MyAppThread.cpp(192) : error  
> C2027: use of undefined type 'TradingSessionStatus'
>         c:\fixengine\quickfix\1.12.4\vs6\include\quickfix\fix42 
> \messagecracker.h(57) : see declaration of 'TradingSessionStatus'
> C:\MyApp\MyAppThread.cpp(192) : error C2228: left of '.get' must  
> have class/struct/union type
> Error executing cl.exe.
>
> But this is no problem:
> void CMyAppThread::onMessage( const FIX42::NewOrderSingle& message,  
> const FIX::SessionID& sessionID){
> 	FIX::ClOrdID clOrdID;
> 	message.get(clOrdID);
>
> 	FIX::ClearingAccount clearingAccount;
> 	message.get(clearingAccount);
> }
>
> TIA,
> -Billy

Re: [Quickfix-users] Receiving Messages

[Ajay K. <Aja...@tr...>]

It looks you are missing include <quickfix/fix42/TradingSessionStatus>
in your cpp file.

-----Original Message-----
From: William Boyer [mailto:wb...@UD...]=20
Sent: Wednesday, February 21, 2007 9:57 PM
To: qui...@li...
Subject: [Quickfix-users] Receiving Messages


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

Hello,

Does anyone know why this code:

void CMyAppThread::onMessage( const FIX42::TradingSessionStatus&
message, const FIX::SessionID& sessionID){
	FIX::TradingSessionID tradingSessionID;
//	message.get(tradingSessionID);

	FIX::TradSesStatus tradSesStatus;
//	message.get(tradSesStatus);

	FIX::Text text;
//	message.get(text);
}

Results in this compile error, whenever any of the comments are
removed?:

Compiling...
MyAppThread.cpp
C:\ARBITRAGE\DIALOGBASED\Arbitrage\MyAppThread.cpp(192) : error C2027:
use of undefined type 'TradingSessionStatus'
=20
c:\fixengine\quickfix\1.12.4\vs6\include\quickfix\fix42\messagecracker.h
(57) : see declaration of 'TradingSessionStatus'
C:\MyApp\MyAppThread.cpp(192) : error C2228: left of '.get' must have
class/struct/union type Error executing cl.exe.

But this is no problem:
void CMyAppThread::onMessage( const FIX42::NewOrderSingle& message,
const FIX::SessionID& sessionID){
	FIX::ClOrdID clOrdID;
	message.get(clOrdID);

	FIX::ClearingAccount clearingAccount;
	message.get(clearingAccount);
}

TIA,
-Billy

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[Quickfix-users] Receiving Messages

[William B. <wb...@UD...>]

Hello,

Does anyone know why this code:

void CMyAppThread::onMessage( const FIX42::TradingSessionStatus& message, const FIX::SessionID& sessionID){
	FIX::TradingSessionID tradingSessionID;
//	message.get(tradingSessionID);

	FIX::TradSesStatus tradSesStatus;
//	message.get(tradSesStatus);

	FIX::Text text;
//	message.get(text);
}

Results in this compile error, whenever any of the comments are removed?:

Compiling...
MyAppThread.cpp
C:\ARBITRAGE\DIALOGBASED\Arbitrage\MyAppThread.cpp(192) : error C2027: use of undefined type 'TradingSessionStatus'
        c:\fixengine\quickfix\1.12.4\vs6\include\quickfix\fix42\messagecracker.h(57) : see declaration of 'TradingSessionStatus'
C:\MyApp\MyAppThread.cpp(192) : error C2228: left of '.get' must have class/struct/union type
Error executing cl.exe.

But this is no problem:
void CMyAppThread::onMessage( const FIX42::NewOrderSingle& message, const FIX::SessionID& sessionID){
	FIX::ClOrdID clOrdID;
	message.get(clOrdID);

	FIX::ClearingAccount clearingAccount;
	message.get(clearingAccount);
}

TIA,
-Billy

Re: [Quickfix-users] [Quickfix-developers] To database or not to database

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

Hi,

I think that FileStore is good for the majority of the situations and with
better performance than databases. But, anyone who intends to use it, should
be aware that due to current implementation there is a limitation in the
number of sessions QuickFIX can open when using FileStore.

The maximum number of sessions I could create with QF using FileStore was 80
sessions (Windows 2003).

The reason for this is that QuickFIX opens 4 files in exclusive mode for
each session:

.body
.header
.seqnums
.session

Certainly, there is a way to increase this number, I guess that maybe
modifying an operating system variable to increase the number of available
File Handles.

By the way, does anyone knows how to do it in Windows?

Anyway, I think that more sessions can be created with MySQL or PostgreSQL,
although, I did not test it yet, but  I saw in the source code that there is
a connection pool implemented for both classes and I guess this should help
a lot.

Does anyone have experience with maximum number of sessions that can be
created using these databases?

Regards,
Djalma

On 2/16/07, 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,
>
> Here are some of test results I got through my test. Testing environment
> not
> up to standard. I just use my working machine.
> I used Quickfix through the JNI.
> Machine 3 GHz processor 1GB DDR RAM.
> Both Quickfix and MySQL server running on same machine.
>
> Rds,
>
> Eranga
>
>
>
>
> File storage
> Number of Active sessions       Number of messages      Total time / s
> Messages per Second
> 1                                               10,000          156.2
> 64.02
> 1                                               25,000          391.3
> 63.88
> 1                                               50,000          783.6
> 63.80
> 10                                              10,000          156.5
> 63.89
> 10                                              25,000          391.4
> 63.87
> 10                                              50,000          783.6
> 63.80
>
> MySQL storage
>
> Number of Active sessions       Number of messages              Total time
> /
> s       Messages per Second
> 1                                                       10,000  449.7
> 22.23
> 1                                                       25,000  1146.2
> 21.81
> 1                                                       50,000  2282.7
> 21.90
> 10                                                      10,000  440.0
> 22.72
> 10                                                      25,000  1074.1
> 23.27
> 10                                                      50,000  2161.5
> 23.13
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Ronald StOnge
> Sent: Friday, February 16, 2007 8:49 AM
> To: qui...@li...
> Subject: [Quickfix-developers] To database or not to database
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am working on a financial application and am
> planning to use QuickFIX.  I got the project and
> example working just find (nice job putting this
> together!).
>
> My application will only need to process about 100
> messages a second.  What are the pros/cons of using a
> database such as PostgreSQL vs. a flat file for the
> message store (reliablility is a priority for me vs.
> speed)?
>
> Thanks,
>
> Ron
>
>
>
>
>
> ____________________________________________________________________________
> ________
> No need to miss a message. Get email on-the-go
> with Yahoo! Mail for Mobile. Get started.
> http://mobile.yahoo.com/mail
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
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> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -------------------------------------------------------------------------
> 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
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>

Re: [Quickfix-users] [Quickfix-developers] To database or not to database

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

Hi,

Here are some of test results I got through my test. Testing environment not
up to standard. I just use my working machine.
I used Quickfix through the JNI.
Machine 3 GHz processor 1GB DDR RAM.
Both Quickfix and MySQL server running on same machine.

Rds,

Eranga




File storage
Number of Active sessions	Number of messages 	Total time / s
Messages per Second
1						10,000		156.2
64.02
1						25,000		391.3
63.88
1						50,000		783.6
63.80
10						10,000		156.5
63.89
10						25,000		391.4
63.87
10						50,000		783.6
63.80

MySQL storage

Number of Active sessions	Number of messages		Total time /
s 	Messages per Second
1							10,000	449.7
22.23
1							25,000	1146.2
21.81
1							50,000	2282.7
21.90
10							10,000	440.0
22.72
10							25,000	1074.1
23.27
10							50,000	2161.5
23.13

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ronald StOnge
Sent: Friday, February 16, 2007 8:49 AM
To: qui...@li...
Subject: [Quickfix-developers] To database or not to database

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

I am working on a financial application and am
planning to use QuickFIX.  I got the project and
example working just find (nice job putting this
together!).

My application will only need to process about 100
messages a second.  What are the pros/cons of using a
database such as PostgreSQL vs. a flat file for the
message store (reliablility is a priority for me vs.
speed)?

Thanks,

Ron



 
____________________________________________________________________________
________
No need to miss a message. Get email on-the-go 
with Yahoo! Mail for Mobile. Get started.
http://mobile.yahoo.com/mail 

-------------------------------------------------------------------------
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[Quickfix-users] Removing unsupported fields in toApp()

[Nick R. <nic...@gm...>]

Hi all,

I've recently been evaluating QF as a possible replacement for an in house
FIX engine.
We connect to quite a few Brokers globally and as you can imagine they all
run different FIX engine and each have their own interpretation of FIX.

Apologies if this is a really naive question

One broker we connect to supports Business Message Reject (35=J), however
they do not support all the fields, tag 380 (Business Reject Reason)
tag 380 is a mandatory filed, so you would expect them to support it, or at
the very least ignore, however this is not the case.

Is there a way I can not send a tag on a session message ?
I've tried to find a message.unset(filed) type method that I can use in the
toApp() callback, but haven't found anything.

I could throw a 'DoNotSend' here and then create my own
BusinessRejectMessage without the tag they can't handle... BUT what would
happen if the business reject was being send as part of a resend request (eg
possDup flag is set) ? From the doco it seems that the QF session will
sequence-reset because of the possdup flag being set and the fact that I
threw the DoNotSend.

Would that be the case ? If so, then catching in toApp(), throwing the
exception and creating my own BusinessReject message would not be possible,
IMHO.

One other thing i did do, which I thought may have helped, was to make sure
that the business reject message was defined in the DataDictionary for this
particular session, and that the tag 380 was NOT in the message, I didn;t
just make it optional, I actually removed it totally.

    <message name="Reject" msgtype="3" msgcat="admin">
      <field name="RefSeqNum" required="Y"/>
      <field name="RefTagID" required="N"/>
      <field name="RefMsgType" required="N"/>
      <field name="SessionRejectReason" required="N"/>
      <field name="Text" required="N"/>
    </message>


Which raises another question. If I create a DataDictionary for a particular
session, why does QF ignore some of it ?  I know that my newOrderSingle
definition in the DataDictionary works and is being used by QF,  as for this
particular session tags 48 and 22 are optional and I wasn't catching the
'Conditionally Required Field' when I tried to get the fields, so its
definitely reading the business messages, but not the Reject message,  which
is an admin message.


I hope that all makes sense,  I guess there are two questions here,
1. Can i delete a field from session message in toApp() callback before it
is sent ?
2, why does QF not use my reject message as defined in the data dictionary ?


Any help truly appreciated

regards
Nick

--
Nick Richardson

Re: [Quickfix-users] Debug logging.....

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

It is very easy to debug QF C++ code form C#.
Just go to your project Properties / Debug and check "Enable unmanaged code
debugging".

Anyway, I think that you should first check the QF logging output
(*.messages.log and *.event.log). If your app is generating a logout, there
is a chance that it is sending a logout message, so try to find a message
containing 35=3D5, most of the times there is a reason in the text field (t=
ag
58). Sometimes a logout is also generated because of the LogonTimeout.

On 1/25/07, Amir Farah <ami...@ya...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Is there a way to turn on lots of debug logging in
> QuickFIX? specifically, session level logging that
> might show me why my "acceptor" application generates
> an unsolicited logout.
>
> thanks
>
> --- Oren Miller <or...@qu...> wrote:
>
> > QuickFIX Documentation:
> >
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support:
> > http://www.quickfixengine.org/services.html
> >
> > > Are you sure that the serializer isn't throwing an
> > exception?
> >
> > --oren
> >
> > > Constructing an XmlSerializer object inside an
> > onMessage() callback
> > > causes QuickFIX to generate a "logout".
> > >
> > >
> > >
> > > Here is C# example code:
> > >
> > >
> > >
> > > class OrderSession : MessageCracker, Application
> > >
> > > {
> > >
> > >         public void onCreate(SessionID sessID) {}
> > =85=85.. onLogon(),
> > > toAdmin(), etc, etc.
> > >
> > >
> > >
> > >         public override void
> > onMessage(QuickFix42.NewOrderSingle
> > > fixOrder, SessionID session)
> > >
> > >         {
> > >
> > >             Object myobject =3D new Object();
> > >
> > >             XmlSerializer x =3D new
> > XmlSerializer(typeof(Object)); //
> > > causes logout
> > >
> > >         }
> > >
> > > }
> > >
> > >
> > >
> > > Anyone else experienced this problem?
> > >
> > >
> > >
> > > Thanks,
> > >
> > >
> > >
> > > Amir
> > >
> > >
> > >
> > >
> > >
> > >
> >
> -+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> >
> > > +-+-+-+-
> > > This message is for the named person's use only.
> > This communication
> > > is for
> > > informational purposes only and has been obtained
> > from sources
> > > believed to
> > > be reliable, but it is not necessarily complete
> > and its accuracy
> > > cannot be
> > > guaranteed. It is not intended as an offer or
> > solicitation for the
> > > purchase
> > > or sale of any financial instrument or as an
> > official confirmation
> > > of any
> > > transaction. Moreover, this material should not be
> > construed to
> > > contain any
> > > recommendation regarding, or opinion concerning,
> > any security. It may
> > > contain confidential, proprietary or legally
> > privileged
> > > information. No
> > > confidentiality or privilege is waived or lost by
> > any
> > > mistransmission. If
> > > you receive this message in error, please
> > immediately delete it and
> > > all
> > > copies of it from your system, destroy any hard
> > copies of it and
> > > notify the
> > > sender. You must not, directly or indirectly, use,
> > disclose,
> > > distribute,
> > > print, or copy any part of this message if you are
> > not the intended
> > > recipient.  Any views expressed in this message
> > are those of the
> > > individual
> > > sender, except where the message states otherwise
> > and the sender is
> > > authorized to state them to be the views of any
> > such entity.
> > >
> > > Securities products and services provided to
> > Canadian investors are
> > > offered
> > > by ITG Canada Corp. (member CIPF and IDA), an
> > affiliate of Investment
> > > Technology Group, Inc.
> > >
> > > ITG Inc. and/or its affiliates reserves the right
> > to monitor and
> > > archive
> > > all electronic communications through its network.
> > >
> > > ITG Inc. Member NASD, SIPC
> > >
> >
> -+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> >
> > > +-+-+-+-
> > >
> >
> ----------------------------------------------------------------------
> >
> > > ---
> > > Take Surveys. Earn Cash. Influence the Future of
> > IT
> > > Join SourceForge.net's Techsay panel and you'll
> > get the chance to
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> > >
> >
> page=3Djoin.php&p=3Dsourceforge&CID=3DDEVDEV_____________________________=
___
> >
> > > _______________
> > > Quickfix-users mailing list
> > > Qui...@li...
> > >
> >
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> > >
> -------------------------------------------------------------------------
> > 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
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DEVDEV>
> _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> >
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
>
>
>
>
> _________________________________________________________________________=
___________
>
> Don't get soaked.  Take a quick peak at the forecast
> with the Yahoo! Search weather shortcut.
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Re: [Quickfix-users] send message to multiple sessions

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

Acceptor has a method getSessions() which returns all the sessionIDs.

--oren

On Jan 25, 2007, at 11:17 AM, Thomas Dixon wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm the acceptor and may have multiple sessions.  is there a way to  
> get a list of all sessions to send a message?
>
> specifically, it's a trading session status message, and I want to  
> be able to tell everyone when a route is opened/closed.
>
> I've thought of maintaining my own list through onLogon() and  
> onLogout(), but quickfix has to have some kind of collection.
> ---------------------------------------------------------------------- 
> ---
> 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
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[Quickfix-users] send message to multiple sessions

[Thomas D. <td...@au...>]

I'm the acceptor and may have multiple sessions.  is there a way to get a
list of all sessions to send a message?

specifically, it's a trading session status message, and I want to be able
to tell everyone when a route is opened/closed.

I've thought of maintaining my own list through onLogon() and onLogout(),
but quickfix has to have some kind of collection.

[Quickfix-users] Debug logging.....

[Amir F. <ami...@ya...>]

Is there a way to turn on lots of debug logging in
QuickFIX? specifically, session level logging that
might show me why my "acceptor" application generates
an unsolicited logout.

thanks

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

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> > Are you sure that the serializer isn't throwing an
> exception?
> 
> --oren
> 
> > Constructing an XmlSerializer object inside an
> onMessage() callback  
> > causes QuickFIX to generate a “logout”.
> >
> >
> >
> > Here is C# example code:
> >
> >
> >
> > class OrderSession : MessageCracker, Application
> >
> > {
> >
> >         public void onCreate(SessionID sessID) {}
> …….. onLogon(),  
> > toAdmin(), etc, etc.
> >
> >
> >
> >         public override void
> onMessage(QuickFix42.NewOrderSingle  
> > fixOrder, SessionID session)
> >
> >         {
> >
> >             Object myobject = new Object();
> >
> >             XmlSerializer x = new
> XmlSerializer(typeof(Object)); //  
> > causes logout
> >
> >         }
> >
> > }
> >
> >
> >
> > Anyone else experienced this problem?
> >
> >
> >
> > Thanks,
> >
> >
> >
> > Amir
> >
> >
> >
> >
> >
> >
>
-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> 
> > +-+-+-+-
> > This message is for the named person's use only.
> This communication  
> > is for
> > informational purposes only and has been obtained
> from sources  
> > believed to
> > be reliable, but it is not necessarily complete
> and its accuracy  
> > cannot be
> > guaranteed. It is not intended as an offer or
> solicitation for the  
> > purchase
> > or sale of any financial instrument or as an
> official confirmation  
> > of any
> > transaction. Moreover, this material should not be
> construed to  
> > contain any
> > recommendation regarding, or opinion concerning,
> any security. It may
> > contain confidential, proprietary or legally
> privileged  
> > information. No
> > confidentiality or privilege is waived or lost by
> any  
> > mistransmission. If
> > you receive this message in error, please
> immediately delete it and  
> > all
> > copies of it from your system, destroy any hard
> copies of it and  
> > notify the
> > sender. You must not, directly or indirectly, use,
> disclose,  
> > distribute,
> > print, or copy any part of this message if you are
> not the intended
> > recipient.  Any views expressed in this message
> are those of the  
> > individual
> > sender, except where the message states otherwise
> and the sender is
> > authorized to state them to be the views of any
> such entity.
> >
> > Securities products and services provided to
> Canadian investors are  
> > offered
> > by ITG Canada Corp. (member CIPF and IDA), an
> affiliate of Investment
> > Technology Group, Inc.
> >
> > ITG Inc. and/or its affiliates reserves the right
> to monitor and  
> > archive
> > all electronic communications through its network.
> >
> > ITG Inc. Member NASD, SIPC
> >
>
-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> 
> > +-+-+-+-
> >
>
----------------------------------------------------------------------
> 
> > ---
> > 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
> 
> >
-------------------------------------------------------------------------
> 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
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_______________________________________________
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> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 



 
____________________________________________________________________________________
Don't get soaked.  Take a quick peak at the forecast
with the Yahoo! Search weather shortcut.
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Re: [Quickfix-users] XmlSerializer causes "Logout" in acceptor app

[Amir F. <ami...@ya...>]

and the logout ONLY happens on the Release version of
the executable. The Debug version keeps going just
fine. That's the worst part.

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

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> > Are you sure that the serializer isn't throwing an
> exception?
> 
> --oren
> 
> > Constructing an XmlSerializer object inside an
> onMessage() callback  
> > causes QuickFIX to generate a “logout”.
> >
> >
> >
> > Here is C# example code:
> >
> >
> >
> > class OrderSession : MessageCracker, Application
> >
> > {
> >
> >         public void onCreate(SessionID sessID) {}
> …….. onLogon(),  
> > toAdmin(), etc, etc.
> >
> >
> >
> >         public override void
> onMessage(QuickFix42.NewOrderSingle  
> > fixOrder, SessionID session)
> >
> >         {
> >
> >             Object myobject = new Object();
> >
> >             XmlSerializer x = new
> XmlSerializer(typeof(Object)); //  
> > causes logout
> >
> >         }
> >
> > }
> >
> >
> >
> > Anyone else experienced this problem?
> >
> >
> >
> > Thanks,
> >
> >
> >
> > Amir
> >
> >
> >
> >
> >
> >
>
-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> 
> > +-+-+-+-
> > This message is for the named person's use only.
> This communication  
> > is for
> > informational purposes only and has been obtained
> from sources  
> > believed to
> > be reliable, but it is not necessarily complete
> and its accuracy  
> > cannot be
> > guaranteed. It is not intended as an offer or
> solicitation for the  
> > purchase
> > or sale of any financial instrument or as an
> official confirmation  
> > of any
> > transaction. Moreover, this material should not be
> construed to  
> > contain any
> > recommendation regarding, or opinion concerning,
> any security. It may
> > contain confidential, proprietary or legally
> privileged  
> > information. No
> > confidentiality or privilege is waived or lost by
> any  
> > mistransmission. If
> > you receive this message in error, please
> immediately delete it and  
> > all
> > copies of it from your system, destroy any hard
> copies of it and  
> > notify the
> > sender. You must not, directly or indirectly, use,
> disclose,  
> > distribute,
> > print, or copy any part of this message if you are
> not the intended
> > recipient.  Any views expressed in this message
> are those of the  
> > individual
> > sender, except where the message states otherwise
> and the sender is
> > authorized to state them to be the views of any
> such entity.
> >
> > Securities products and services provided to
> Canadian investors are  
> > offered
> > by ITG Canada Corp. (member CIPF and IDA), an
> affiliate of Investment
> > Technology Group, Inc.
> >
> > ITG Inc. and/or its affiliates reserves the right
> to monitor and  
> > archive
> > all electronic communications through its network.
> >
> > ITG Inc. Member NASD, SIPC
> >
>
-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-
> 
> > +-+-+-+-
> >
>
----------------------------------------------------------------------
> 
> > ---
> > 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
> 
> >
-------------------------------------------------------------------------
> 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
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http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV>
_______________________________________________
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