quickfix-users — QuickFIX user support

Re: [Quickfix-users] XmlSerializer causes "Logout" in acceptor app

[Farah, A. <Ami...@it...>]

Good point. However, doesn't look like it.

Tried the following (below) and it happily prints out a long xml string
in the log file. Then the logout happens immediately afterward.

=20

public override void onMessage(QuickFix42.NewOrderSingle fixOrder,
SessionID session)

{

     try

     {

         Object myobject =3D new Object();

         log.Info("create xmlserializer");

         XmlSerializer x =3D new XmlSerializer(typeof(Object));

         XmlSerializer x =3D new XmlSerializer(typeof(Object));

         StringWriter sw =3D new StringWriter();

         log.Info("xmlserializer: " + sw.ToString());

     }

     catch(Exception e)

     {

         log.Info("caught exception from seializer" + e.Message);

     }

}

=20

________________________________

From: Oren Miller [mailto:or...@qu...]=20
Sent: Tuesday, January 23, 2007 3:50 PM
To: Farah, Amir
Cc: qui...@li...
Subject: Re: [Quickfix-users] XmlSerializer causes "Logout" in acceptor
app

=20

Are you sure that the serializer isn't throwing an exception?

=20

--oren

=20

	Constructing an XmlSerializer object inside an onMessage()
callback causes QuickFIX to generate a "logout".

	=20

	Here is C# example code:

	=20

	class OrderSession : MessageCracker, Application

	{

	        public void onCreate(SessionID sessID) {} ........
onLogon(), toAdmin(), etc, etc.

	       =20

	        public override void onMessage(QuickFix42.NewOrderSingle
fixOrder, SessionID session)

	        {

	            Object myobject =3D new Object();

	            XmlSerializer x =3D new XmlSerializer(typeof(Object));
// causes logout

	        }

	}

	=20

	Anyone else experienced this problem?

	=20

	Thanks,

	=20

	Amir

	=20

	=20

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or sale of any financial instrument or as an official confirmation of any
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recommendation regarding, or opinion concerning, any security. It may
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Re: [Quickfix-users] XmlSerializer causes "Logout" in acceptor app

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

Are you sure that the serializer isn't throwing an exception?

--oren

> Constructing an XmlSerializer object inside an onMessage() callback =20=

> causes QuickFIX to generate a =93logout=94.
>
>
>
> Here is C# example code:
>
>
>
> class OrderSession : MessageCracker, Application
>
> {
>
>         public void onCreate(SessionID sessID) {} =85=85.. onLogon(), =20=

> toAdmin(), etc, etc.
>
>
>
>         public override void onMessage(QuickFix42.NewOrderSingle =20
> fixOrder, SessionID session)
>
>         {
>
>             Object myobject =3D new Object();
>
>             XmlSerializer x =3D new XmlSerializer(typeof(Object)); // =20=

> causes logout
>
>         }
>
> }
>
>
>
> Anyone else experienced this problem?
>
>
>
> Thanks,
>
>
>
> Amir
>
>
>
>
>
> -+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-=20
> +-+-+-+-
> This message is for the named person's use only. This communication =20=

> is for
> informational purposes only and has been obtained from sources =20
> believed to
> be reliable, but it is not necessarily complete and its accuracy =20
> cannot be
> guaranteed. It is not intended as an offer or solicitation for the =20
> purchase
> or sale of any financial instrument or as an official confirmation =20
> of any
> transaction. Moreover, this material should not be construed to =20
> contain any
> recommendation regarding, or opinion concerning, any security. It may
> contain confidential, proprietary or legally privileged =20
> information. No
> confidentiality or privilege is waived or lost by any =20
> mistransmission. If
> you receive this message in error, please immediately delete it and =20=

> all
> copies of it from your system, destroy any hard copies of it and =20
> notify the
> sender. You must not, directly or indirectly, use, disclose, =20
> 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 =20
> 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 =20=

> 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 =20
> archive
> all electronic communications through its network.
>
> ITG Inc. Member NASD, SIPC
> -+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-=20
> +-+-+-+-
> ----------------------------------------------------------------------=20=

> ---
> Take Surveys. Earn Cash. Influence the Future of IT
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> share your
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Re: [Quickfix-users] Duplicate EncryptMethod field in Logon Message

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

Because field 98 is not a header field.  It is a body field of the  
Logon message.  If you had set the field on the body of the message,  
you would not see a duplicate.

--oren

> My followup question is: Why does quickfix allow a duplication of such
> a field? From the API, I assumed that "setting" a field means setting
> a field to a certain value, not adding another copy of the field if
> already present. It seems that this method would be better named
> "addField", not "setField".
>
> Are there times when there needs to be two copies of the same field in
> a message header? If not, would you consider modifying the code so
> that "set" methods behave in this way, as opposed to behaving like an
> "add" method?

Re: [Quickfix-users] Duplicate EncryptMethod field in Logon Message

[Robert P. <rob...@gm...>]

After reviewing the code again, I am setting this tag again in the
fromAdmin callback. My apologies there.

The line is

    message.getHeader().setField(98, "0")

My followup question is: Why does quickfix allow a duplication of such
a field? From the API, I assumed that "setting" a field means setting
a field to a certain value, not adding another copy of the field if
already present. It seems that this method would be better named
"addField", not "setField".

Are there times when there needs to be two copies of the same field in
a message header? If not, would you consider modifying the code so
that "set" methods behave in this way, as opposed to behaving like an
"add" method?

thanks,
rob


On 1/22/07, Oren Miller <or...@qu...> wrote:
> Wait a second.  In your original message you say that the message
> comes through fromApp (I assume you mean fromAdmin?). If that is the
> case then the message is coming from the counterparty.  Can you confirm?
>
> --oren
>
> > Nope,
> >
> > Nowhere in my python code do I even refer to this Field, let alone try
> > to add it. Whatever is happening is due to the quickfix engine code
> > itself.
> >
> > rob
> >
> > On 1/21/07, Oren Miller <or...@qu...> wrote:
> >> Are you perhaps accidentally adding n EncryptMethod field to the
> >> header?
> >>
> >> --oren
> >>
> >> On Jan 19, 2007, at 2:56 PM, Robert Parrott wrote:
> >>
> >>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> >>> html/index.html
> >>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>
> >>> Hi Folks,
> >>>
> >>> I'm finding that the outgoing Logon message from my code, using
> >>> quickfix 1.12.4 (actually later from SVN) is setting the
> >>> EncryptMethod
> >>> field 98 twice.
> >>>
> >>> This is causing a counterparty to reject to logon attempt.
> >>>
> >>> Has anyone seen this before?
> >>>
> >>> I'm using quickfix with the python bindings, and am finding that in
> >>> the quickfix callback fromApp, the message itself doesn't show this
> >>> duplicate field, but the mesage logged by quickfix, and thae message
> >>> actually sent over the wire, has this extra field.
> >>>
> >>> Looking at the source, I see that in the Logon message class (i.e.
> >>> fix42/Logon.h)  this field is set when the Logon class is
> >>> instantiated. Then in Session.cpp, I see that this field is set
> >>> again.
> >>> I guess I'd assume that it wouldn't end up with duplicate fields,
> >>> but
> >>> that's what I'm seeing.
> >>>
> >>> Any thoughts?
> >>>
> >>> rob
> >>
> >>
> >
> > ----------------------------------------------------------------------
> > ---
> > 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] Quickfix 1.12.4 building errors..........

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

On 1/23/07, 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 tried to build Quickfix 1.12.4 on Fedora. Configuration, make and install
> commands worked fine.
>
> But after building when I try to run a program get the following error.
>
>
>
> [root@lisa lib]# ldd libquickfix_jni.so
>
>         linux-gate.so.1 =>  (0x00994000)
>
>         libquickfix.so.10 =>
> /home/eranga/quickfix/src/C++/.libs/libquickfix.so.
>
> 10 (0x0024d000)
>
>         libpthread.so.0 => /lib/libpthread.so.0 (0x0063d000)
>
>         libxml2.so.2 => /usr/lib/libxml2.so.2 (0x00111000)
>
>         libz.so.1 => /usr/lib/libz.so.1 (0x0059a000)
>
>         libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0x00454000)
>
>         libm.so.6 => /lib/libm.so.6 (0x00337000)
>
>         libc.so.6 => /lib/libc.so.6 (0x00a6e000)
>
>         libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x0023e000)
>
>         /lib/ld-linux.so.2 (0x00995000)
>
>         libdl.so.2 => /lib/libdl.so.2 (0x0035c000)
>
>
>
> [root@lisa lib]# java JNITest
>
> Exception in thread "main" java.lang.UnsatisfiedLinkError: no
> libquickfix_jni in
>
>  java.library.path
>
>         at
> java.lang.ClassLoader.loadLibrary(ClassLoader.java:1682)
>
>         at java.lang.Runtime.loadLibrary0(Runtime.java:822)
>
>         at java.lang.System.loadLibrary(System.java:992)
>
>         at JNITest.main(JNITest.java:4)
>
>
>
> [root@lisa lib]#
>
>
>
> BR,
>
>
>
> Eranga
>
>
>
>
>
>
>
>
>
>
> -------------------------------------------------------------------------
> 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
>
>
>

You can set this property with JVM Parameter while starting the application:
java -Djava.library.path=/path/to/libquickfix_jni.so or possibly you
can use System.loadLibrary()

-- 
Rodrick R. Brown

[Quickfix-users] Quickfix 1.12.4 building errors..........

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

Hi,

 

I tried to build Quickfix 1.12.4 on Fedora. Configuration, make and install
commands worked fine.

But after building when I try to run a program get the following error.

 

[root@lisa lib]# ldd libquickfix_jni.so

        linux-gate.so.1 =>  (0x00994000)

        libquickfix.so.10 =>
/home/eranga/quickfix/src/C++/.libs/libquickfix.so.

10 (0x0024d000)

        libpthread.so.0 => /lib/libpthread.so.0 (0x0063d000)

        libxml2.so.2 => /usr/lib/libxml2.so.2 (0x00111000)

        libz.so.1 => /usr/lib/libz.so.1 (0x0059a000)

        libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0x00454000)

        libm.so.6 => /lib/libm.so.6 (0x00337000)

        libc.so.6 => /lib/libc.so.6 (0x00a6e000)

        libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x0023e000)

        /lib/ld-linux.so.2 (0x00995000)

        libdl.so.2 => /lib/libdl.so.2 (0x0035c000)

 

[root@lisa lib]# java JNITest

Exception in thread "main" java.lang.UnsatisfiedLinkError: no
libquickfix_jni in

 java.library.path

        at java.lang.ClassLoader.loadLibrary(ClassLoader.java:1682)

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

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

        at JNITest.main(JNITest.java:4)

 

[root@lisa lib]#

 

BR,

 

Eranga

 

 

 

 

 

[Quickfix-users] XmlSerializer causes "Logout" in acceptor app

[Farah, A. <Ami...@it...>]

Constructing an XmlSerializer object inside an onMessage() callback
causes QuickFIX to generate a "logout".

=20

Here is C# example code:

=20

class OrderSession : MessageCracker, Application

{

        public void onCreate(SessionID sessID) {} ........ onLogon(),
toAdmin(), etc, etc.

       =20

        public override void onMessage(QuickFix42.NewOrderSingle
fixOrder, SessionID session)

        {

            Object myobject =3D new Object();

            XmlSerializer x =3D new XmlSerializer(typeof(Object)); //
causes logout

        }

}

=20

Anyone else experienced this problem?

=20

Thanks,

=20

Amir

=20

=20

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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
-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-

Re: [Quickfix-users] Duplicate EncryptMethod field in Logon Message

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

Wait a second.  In your original message you say that the message  
comes through fromApp (I assume you mean fromAdmin?). If that is the  
case then the message is coming from the counterparty.  Can you confirm?

--oren

> Nope,
>
> Nowhere in my python code do I even refer to this Field, let alone try
> to add it. Whatever is happening is due to the quickfix engine code
> itself.
>
> rob
>
> On 1/21/07, Oren Miller <or...@qu...> wrote:
>> Are you perhaps accidentally adding n EncryptMethod field to the  
>> header?
>>
>> --oren
>>
>> On Jan 19, 2007, at 2:56 PM, Robert Parrott wrote:
>>
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
>>> html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi Folks,
>>>
>>> I'm finding that the outgoing Logon message from my code, using
>>> quickfix 1.12.4 (actually later from SVN) is setting the  
>>> EncryptMethod
>>> field 98 twice.
>>>
>>> This is causing a counterparty to reject to logon attempt.
>>>
>>> Has anyone seen this before?
>>>
>>> I'm using quickfix with the python bindings, and am finding that in
>>> the quickfix callback fromApp, the message itself doesn't show this
>>> duplicate field, but the mesage logged by quickfix, and thae message
>>> actually sent over the wire, has this extra field.
>>>
>>> Looking at the source, I see that in the Logon message class (i.e.
>>> fix42/Logon.h)  this field is set when the Logon class is
>>> instantiated. Then in Session.cpp, I see that this field is set  
>>> again.
>>> I guess I'd assume that it wouldn't end up with duplicate fields,  
>>> but
>>> that's what I'm seeing.
>>>
>>> Any thoughts?
>>>
>>> rob
>>
>>
>
> ---------------------------------------------------------------------- 
> ---
> 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
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> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Duplicate EncryptMethod field in Logon Message

[Robert P. <rob...@gm...>]

Nope,

Nowhere in my python code do I even refer to this Field, let alone try
to add it. Whatever is happening is due to the quickfix engine code
itself.

rob

On 1/21/07, Oren Miller <or...@qu...> wrote:
> Are you perhaps accidentally adding n EncryptMethod field to the header?
>
> --oren
>
> On Jan 19, 2007, at 2:56 PM, Robert Parrott wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi Folks,
> >
> > I'm finding that the outgoing Logon message from my code, using
> > quickfix 1.12.4 (actually later from SVN) is setting the EncryptMethod
> > field 98 twice.
> >
> > This is causing a counterparty to reject to logon attempt.
> >
> > Has anyone seen this before?
> >
> > I'm using quickfix with the python bindings, and am finding that in
> > the quickfix callback fromApp, the message itself doesn't show this
> > duplicate field, but the mesage logged by quickfix, and thae message
> > actually sent over the wire, has this extra field.
> >
> > Looking at the source, I see that in the Logon message class (i.e.
> > fix42/Logon.h)  this field is set when the Logon class is
> > instantiated. Then in Session.cpp, I see that this field is set again.
> > I guess I'd assume that it wouldn't end up with duplicate fields, but
> > that's what I'm seeing.
> >
> > Any thoughts?
> >
> > rob
>
>

Re: [Quickfix-users] Duplicate EncryptMethod field in Logon Message

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

Are you perhaps accidentally adding n EncryptMethod field to the header?

--oren

On Jan 19, 2007, at 2:56 PM, Robert Parrott wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Folks,
>
> I'm finding that the outgoing Logon message from my code, using
> quickfix 1.12.4 (actually later from SVN) is setting the EncryptMethod
> field 98 twice.
>
> This is causing a counterparty to reject to logon attempt.
>
> Has anyone seen this before?
>
> I'm using quickfix with the python bindings, and am finding that in
> the quickfix callback fromApp, the message itself doesn't show this
> duplicate field, but the mesage logged by quickfix, and thae message
> actually sent over the wire, has this extra field.
>
> Looking at the source, I see that in the Logon message class (i.e.
> fix42/Logon.h)  this field is set when the Logon class is
> instantiated. Then in Session.cpp, I see that this field is set again.
> I guess I'd assume that it wouldn't end up with duplicate fields, but
> that's what I'm seeing.
>
> Any thoughts?
>
> rob

[Quickfix-users] Duplicate EncryptMethod field in Logon Message

[Robert P. <rob...@gm...>]

Hi Folks,

I'm finding that the outgoing Logon message from my code, using
quickfix 1.12.4 (actually later from SVN) is setting the EncryptMethod
field 98 twice.

This is causing a counterparty to reject to logon attempt.

Has anyone seen this before?

I'm using quickfix with the python bindings, and am finding that in
the quickfix callback fromApp, the message itself doesn't show this
duplicate field, but the mesage logged by quickfix, and thae message
actually sent over the wire, has this extra field.

Looking at the source, I see that in the Logon message class (i.e.
fix42/Logon.h)  this field is set when the Logon class is
instantiated. Then in Session.cpp, I see that this field is set again.
I guess I'd assume that it wouldn't end up with duplicate fields, but
that's what I'm seeing.

Any thoughts?

rob

[Quickfix-users] unexpected logout on c# "acceptor" app

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

my simple c# "acceptor" application delivers an
unexpected logout to the initator (i am using banzai
as a test initiator)

the quickfix "onLogon" and "onMessage" callbacks have
to call separate library functions to process the
logon/order in an authentication/execution server.
without this additional processing everything goes
fine. however, after the library call is made, the
quickfix session finds itself in the "onLogout"
callback. bummer.

IMPORTANT: this only happens when i run the "Release"
executable. the "Debug" executable runs fine and i can
process logons as well as orders and deliver
accepts/fills from the execution server.

hopefully i'm just missing something obvious.

Thanks.



 
____________________________________________________________________________________
Now that's room service!  Choose from over 150,000 hotels
in 45,000 destinations on Yahoo! Travel to find your fit.
http://farechase.yahoo.com/promo-generic-14795097

Re: [Quickfix-users] ./bootstrap failing with "warning: macro `AM_PATH_XML2' not found in library"

[Vikram V. <rer...@ya...>]

Got the problem solved. Thanks !!!



Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> You need to have libxml2-dev installed.
> 
> --oren
> 
> On Jan 10, 2007, at 4:26 AM, Vikram Venkatesan wrote:
> 
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi,
>>     While trying to build quickfix, i got the following error  
>> (while running
>> ./bootstrap)
>>
>> aclocal...
>> aclocal:configure.in:185: warning: macro `AM_PATH_XML2' not found  
>> in library
>> autoheader...
>> libtoolize...
>> ./bootstrap: line 10: no: command not found
>> automake...
>> configure.in: installing `config/install-sh'
>> configure.in: installing `config/missing'
>> examples/executor/C++/Makefile.am: installing `config/depcomp'
>> autoconf...
>> configure.in:213: error: possibly undefined macro: AM_PATH_XML2
>>       If this token and others are legitimate, please use  
>> m4_pattern_allow.
>>       See the Autoconf documentation.
>> Now run configure with any arguments necessary
>>
>> Because of this,  ./configure is also failing.
>> Can anyone help me out in debugging this problem?
>>
>> Thanks,
>> Vikram
>> -- 
>> View this message in context: http://www.nabble.com/.-bootstrap- 
>> failing-with-%22warning%3A-macro-%60AM_PATH_XML2%27-not-found-in- 
>> library%22-tf2951697.html#a8255187
>> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>>
>>
>> ---------------------------------------------------------------------- 
>> ---
>> 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
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 

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Re: [Quickfix-users] quickfixj CVS is turned off, how to get source code?

[Joerg T. <Joe...@ma...>]

QF has migrated to SVN (subversion) for a while. Please check subversion.

Cheers, J=F6rg

On 11/01/07 17:17, ttrek wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html=
/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
>=20
> Hi,=20
> Newbie question here, I did search but can not find answer. =20
> QFJ source code under src folder is incomplete.  The rest of the source=
 is
> under CVS?  I have not used CVS before, but it will need a host and pat=
h.=20
> sourceforge says "This Project Has Turned Off CVS"=20
> Is there a way I can get the complete source code?  Thanks

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-users] quickfixj CVS is turned off, how to get source code?

[ttrek <tec...@tr...>]

Hi, 
Newbie question here, I did search but can not find answer.  
QFJ source code under src folder is incomplete.  The rest of the source is
under CVS?  I have not used CVS before, but it will need a host and path. 
sourceforge says "This Project Has Turned Off CVS" 
Is there a way I can get the complete source code?  Thanks
-- 
View this message in context: http://www.nabble.com/quickfixj-CVS-is-turned-off%2C-how-to-get-source-code--tf2959073.html#a8278068
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Getting UnsatisfiedLinkError

[Vikram V. <rer...@ya...>]

Hi,
   While trying to launch one of the test examples of quickfix from unix,i
am getting the following exception.

Exception in thread "main" java.lang.UnsatisfiedLinkError: create
        at quickfix.SessionSettings.create(Native Method)
        at quickfix.SessionSettings.<init>(Unknown Source)
        at Executor.main(Executor.java:40)

Quickfix documentation says, it might be due to BUILDING WITHOUT DATABASE
SUPPORT. But, do i necessarily need to have database support in order to use
quickfix, or is it due to any other problem?

Could anyone guide me in resolving this problem?

Thanks,
Vikram
-- 
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Re: [Quickfix-users] ./bootstrap failing with "warning: macro `AM_PATH_XML2' not found in library"

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

You need to have libxml2-dev installed.

--oren

On Jan 10, 2007, at 4:26 AM, Vikram Venkatesan wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>     While trying to build quickfix, i got the following error  
> (while running
> ./bootstrap)
>
> aclocal...
> aclocal:configure.in:185: warning: macro `AM_PATH_XML2' not found  
> in library
> autoheader...
> libtoolize...
> ./bootstrap: line 10: no: command not found
> automake...
> configure.in: installing `config/install-sh'
> configure.in: installing `config/missing'
> examples/executor/C++/Makefile.am: installing `config/depcomp'
> autoconf...
> configure.in:213: error: possibly undefined macro: AM_PATH_XML2
>       If this token and others are legitimate, please use  
> m4_pattern_allow.
>       See the Autoconf documentation.
> Now run configure with any arguments necessary
>
> Because of this,  ./configure is also failing.
> Can anyone help me out in debugging this problem?
>
> Thanks,
> Vikram
> -- 
> View this message in context: http://www.nabble.com/.-bootstrap- 
> failing-with-%22warning%3A-macro-%60AM_PATH_XML2%27-not-found-in- 
> library%22-tf2951697.html#a8255187
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
> ---------------------------------------------------------------------- 
> ---
> 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] ./bootstrap failing with "warning: macro `AM_PATH_XML2' not found in library"

[Vikram V. <rer...@ya...>]

Hi,
    While trying to build quickfix, i got the following error (while running
./bootstrap)

aclocal...
aclocal:configure.in:185: warning: macro `AM_PATH_XML2' not found in library
autoheader...
libtoolize...
./bootstrap: line 10: no: command not found
automake...
configure.in: installing `config/install-sh'
configure.in: installing `config/missing'
examples/executor/C++/Makefile.am: installing `config/depcomp'
autoconf...
configure.in:213: error: possibly undefined macro: AM_PATH_XML2
      If this token and others are legitimate, please use m4_pattern_allow.
      See the Autoconf documentation.
Now run configure with any arguments necessary

Because of this,  ./configure is also failing.
Can anyone help me out in debugging this problem?

Thanks,
Vikram
-- 
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Re: [Quickfix-users] Building an OMS for fun

[Matthias W. <mw...@ar...>]

You may look at http://www.marketcetera.com. 
I am not related to this project, but it looks quite interesting and uses also Quickfix. From my understanding the setup seems to be similar to MySQL.

/Matthias

Re: [Quickfix-users] Building an OMS for fun

[David <nou...@gm...>]

Rodrick Brown <rodrick.brown@...> writes:

> 
> QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hello everyone I'm fairly new to this list I'm a first year Computer
> Science student with basic programming knowledge in Java.
> 
> I'm very interested in financial trading technologies like Order
> management, trade routing and order execution.
> 
> I have gathered a slew of information about FIX from the
> FIXprotocol.org website. I want to possibly learn more and was
> wondering how feasible it would be develop my own OMS based on
> quickfix as a learning experience to better enhance my knowledge with
> FIX and Java network programming.
> 
> I really dont know how to start or even being with this tremendous
> task I plan to possibly this as the basis of my senior project. "Yeah
> starting early" :)
> 
> I would like to develop something that would be some what functional
> yes this would be only for learning but at the same time I would want
> it to be as realistic as possible, I'm doing this project to help
> prepare me for real world scenarios of designing and trouble-shooting
> problems associated with FIX  from connectivity to order flow and
> execution issues. I hope to become a FIX engineer/architect at some
> point in the future.
> 
> Any information related on how I could go about making this idea a
> reality would be extremely helpful.
> 
> Thank you.
> 

Hi RB,

It sounds interesting. I can surely join the team as i'm also in the process of 
learning Java and Fix engine. The plus from my end is that i have some 
knowledge of OMS at least in the fixed income business (FX, Bonds, Futures & 
options, etc.)

Let me know your email and we can discuss about it.

David

Re: [Quickfix-users] Timestamp in log entries

[Greg C. <gc...@po...>]

Nearly a year later I've made this change, although it is a global
configuration and not session-specific.  The configuration matches the
FileIncludeTimeStampForMessages and FileIncludeMilliseconds Steve Bate
put into QuickFix/J after my initial inquiry.

There are modifications to FileLog.h, FileLog.cpp, and
SessionSettings.h.  What is the preferred method to post these for
review?  I paste them below in case that is sufficient.  If someone
with commit priveledge chooses to include these changes, please audit
and feel free to revise as this is my first source edit.  FWIW, I
think local timestamps in logs are very useful.

Thanks,
Greg

FileLog.h

-------------------
class FileLog : public Log
{
public:
  FileLog( const std::string& path );
  FileLog( const std::string& path, const SessionID& sessionID, bool
includeTimestamp, bool includeMilliseconds );
  virtual ~FileLog();

  void clear();

  void onIncoming( const std::string& value )
  {
=09  if (m_includeTimestamp)
=09  {
=09=09  UtcTimeStamp now;
=09=09  m_messages << UtcTimeStampConvertor::convert( now,
m_includeMilliseconds ) << " ";
=09  }

=09  m_messages << value << std::endl << std::flush;
  }
  void onOutgoing( const std::string& value )
  {
=09  if (m_includeTimestamp)
=09  {
=09=09  UtcTimeStamp now;
=09=09  m_messages << UtcTimeStampConvertor::convert( now,
m_includeMilliseconds ) << " ";
=09  }

=09  m_messages << value << std::endl << std::flush;
  }
  void onEvent( const std::string& value )
  {
    UtcTimeStamp now;
    m_event << UtcTimeStampConvertor::convert( now, m_includeMilliseconds )
    << " : " << value << std::endl << std::flush;
  }

private:
  void init( std::string path, const std::string& prefix, bool
includeTimestamp, bool includeMilliseconds );

  std::ofstream m_messages;
  std::ofstream m_event;
  std::string m_messagesFileName;
  std::string m_eventFileName;
  bool m_includeTimestamp;
  bool m_includeMilliseconds;
};
}
-------------------


FileLog.cpp
-----------------

Log* FileLogFactory::create( const SessionID& s )
{ QF_STACK_PUSH(FileLogFactory::create)

  if ( m_path.size() ) return new FileLog( m_path, s, false, false );
  std::string path;
  bool includeTimestamp =3D false;
  bool includeMilliseconds =3D false;
  Dictionary settings =3D m_settings.get( s );
  path =3D settings.getString( FILE_LOG_PATH );
  if (settings.has( FILE_INCLUDE_TIMESTAMP ))
  {includeTimestamp =3D settings.getBool( FILE_INCLUDE_TIMESTAMP );}
  if (settings.has( FILE_INCLUDE_MILLISECONDS ))
  {includeMilliseconds =3D settings.getBool( FILE_INCLUDE_MILLISECONDS );}
  return new FileLog( path, s, includeTimestamp, includeMilliseconds );

  QF_STACK_POP
}

void FileLogFactory::destroy( Log* pLog )
{ QF_STACK_PUSH(FileLogFactory::destroy)

  if( pLog =3D=3D m_globalLog )
  {
    m_globalLogCount--;
    if( m_globalLogCount =3D=3D 0 )
    {
=09  delete pLog;
=09  m_globalLogCount =3D 0;
    }=09
  }
  else
  {
  =09delete pLog;
  }

  QF_STACK_POP
}

FileLog::FileLog( const std::string& path )
{
  init( path, "GLOBAL", false, false );
}

FileLog::FileLog( const std::string& path, const SessionID& s , bool
includeTimestamp, bool includeMilliseconds)
{
  const std::string& begin =3D
    s.getBeginString().getString();
  const std::string& sender =3D
    s.getSenderCompID().getString();
  const std::string& target =3D
    s.getTargetCompID().getString();
  const std::string& qualifier =3D
    s.getSessionQualifier();

  std::string prefix =3D begin + "-" + sender + "-" + target;
  if( qualifier.size() )
    prefix +=3D "-" + qualifier;

  init( path, prefix, includeTimestamp, includeMilliseconds );
}

void FileLog::init( std::string path, const std::string& prefix, bool
includeTimestamp, bool includeMilliseconds)
{ QF_STACK_PUSH(FileLog::init)
=09
  file_mkdir( path.c_str() );

  if ( path.empty() ) path =3D ".";

  std::string fullPrefix
    =3D file_appendpath(path, prefix + ".");

  m_messagesFileName =3D fullPrefix + "messages.log";
  m_eventFileName =3D fullPrefix + "event.log";

  m_messages.open( m_messagesFileName.c_str(), std::ios::out | std::ios::ap=
p );
  if ( !m_messages.is_open() ) throw ConfigError( "Could not open
messages file: " + m_messagesFileName );
  m_event.open( m_eventFileName.c_str(), std::ios::out | std::ios::app );
  if ( !m_event.is_open() ) throw ConfigError( "Could not open event
file: " + m_eventFileName );

  m_includeTimestamp =3D includeTimestamp;
  m_includeMilliseconds =3D includeMilliseconds;

  QF_STACK_POP
}
----------------


SessionSettings.h
----------------
const char ODBC_STORE_CONNECTION_STRING[] =3D "OdbcStoreConnectionString";
const char FILE_LOG_PATH[] =3D "FileLogPath";
const char FILE_INCLUDE_MILLISECONDS[] =3D "FileIncludeMilliseconds";
const char FILE_INCLUDE_TIMESTAMP[] =3D "FileIncludeTimestampForMessages";
const char SCREEN_LOG_SHOW_INCOMING[] =3D "ScreenLogShowIncoming";
const char SCREEN_LOG_SHOW_OUTGOING[] =3D "ScreenLogShowOutgoing";
--------------



On 3/22/06, Joerg Thoennes <Joe...@ma...> wrote:
> Hi Greg,
>
> > Unfourtunately, I am using QF in a C# application.  I see the options
> > you added FileIncludeTimeStampForMessages and FileIncludeMilliseconds.
> >  I'll add an equivalent of your changes to my code unless someone
> > cares to make the same modifications to the primary version.
>
> If you post patches to the native QF version, which are similiar to QF/J =
(ie configurable
> in the same way), somebody with commit access will probably have a look a=
t them.
>
> Thanks, J=F6rg
>
> --
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>

[Quickfix-users] fromApp() and onMessage() newbie query

[Naveen R. <wri...@re...>]

 =A0=0AHi All. =0A=0AI am new to quickfix. I am using the FIX44-specified q=
uickfix(1.12.4) executor and tradeclient samples for knowing how messages g=
ets communicated from one end to another. =0AThe tradeclient sample uses a =
'NewOrderSingle' request that gets filled at the executor end and returned =
back. I have some queries regarding this behaviour. =0A=0A=0A        - Firs=
tly, when I replaced NewOrderSingle with my one of my own customized messag=
e, the executor's fromApp() never gets called. I want to trace the message =
from within fromapp(). =0A=0A        - Secondly, as soon as the executor re=
ceives a message (like NewOrderSingle), it immediately responds to the clie=
nt with a filling message. From where this response gets generated and more=
over sent back to the client. I have even commented the sendToTarget() in m=
y executor's onMessage(). To my WONDER even if I dont use onMessage() at al=
l still the request received is echoed on the client screen. What is the me=
chanism here I am unable to understand. =0A=0APlease help I can provide mor=
e details on how I am doing. =0A=0A=0AThanks and Regards, =0ANavin =0A=0A

Re: [Quickfix-users] HAVE_MSSQL refered to in the documentation but no reference found in the source.

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

You should use ODBC.

--oren

On Dec 15, 2006, at 10:50 PM, Bryan Boyer wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> The documentation refers to a HAVE_MSSQL config setting, yet I see  
> no reference to this in the 1.12.4 code base. It is not even in  
> config_windows.h as indicated by the documentation. Is MS SQL  
> supported in release 1.12.4 ?
>
>
>
> Bryan Boyer
>
> ---------------------------------------------------------------------- 
> ---
> 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] HAVE_MSSQL refered to in the documentation but no reference found in the source.

[Bryan B. <bb...@ai...>]

The documentation refers to a HAVE_MSSQL config setting, yet I see no
reference to this in the 1.12.4 code base. It is not even in
config_windows.h as indicated by the documentation. Is MS SQL supported in
release 1.12.4 ?

 

Bryan Boyer 

Re: [Quickfix-users] New User Questions

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

Thanks for replying.  I need to set up a test project for my boss to see
how the QuickFix can replace our current (VB6) FIX Handler.  He wants a
service written in .Net C#.  I have all the example code.  Could someone
let me know where I can put the configuration IPs I received from
OpenFix test to implement my application?  I just want to test sending
and receiving items. =20

Also, is there a test interface I can use. =20

I've read the documentation and it seems pretty good but didn't have the
answers to these questions. =20

Thanks, Paige

-----Original Message-----
From: Rodrick Brown [mailto:rod...@gm...]=20
Sent: Wednesday, December 13, 2006 12:31 PM
To: McAndrew, Paige
Cc: qui...@li...
Subject: Re: [Quickfix-users] New User Questions

On 12/13/06, McAndrew, Paige <pa...@no...> wrote:
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm new to FIX and QuickFix.  We have a current application using MSMQ
> to receive messages and send them to a client in FIX Protocol format.
> They want to add CancelReplace and my project is to see if QuickFix
> would be a good way to rewrite the application.  Currently the
> application needs to be started manually every morning.  They would
like
> to use a service in its place.  My questions:
>
> 1.      Is QuickFix a service or would I need to write an application
to
> initiate it?
> 2.      How do I send the connection strings?
> 3.      If I need to receive messages and send them do I need both an
> initiator and acceptor applications?
>
> Thanks for all your help.
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> qui...@li...
> Sent: Wednesday, December 13, 2006 10:49 AM
> To: McAndrew, Paige
> Subject: Welcome to the "Quickfix-users" mailing list
>
> Welcome to the Qui...@li... mailing list!
>
> To post to this list, send your email to:
>
>   qui...@li...
>
> General information about the mailing list is at:
>
>   https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
> If you ever want to unsubscribe or change your options (eg, switch to
> or from digest mode, change your password, etc.), visit your
> subscription page at:
>
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>
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> .com
>
>
> You can also make such adjustments via email by sending a message to:
>
>   Qui...@li...
>
> with the word `help' in the subject or body (don't include the
> quotes), and you will get back a message with instructions.
>
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> the password, itself) or to unsubscribe.  It is:
>
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>
> Normally, Mailman will remind you of your lists.sourceforge.net
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> unsubscribe or change your account options.  There is also a button on
> your options page that will email your current password to you.
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>
------------------------------------------------------------------------
-
> 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=3Djoin.php&p=3Dsourceforge&CID=3D=
DEVDE
V
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Quickfix is just an engine/framework for constructing, and receiving
FIX messages you will need to build an application around the
QuickFixEngine API.

Best of luck.

--=20

Rodrick R. Brown