quickfix-users — QuickFIX user support

Re: [Quickfix-users] Getting a SocketConnection handle

[Hei C. <str...@ya...>]

You can configure the socket buffer size starting from 1.13.x I believe.  So you don't have to query it (unless you want to do analysis in realtime without knowing the corresponding configuration).

Maybe you can monitor your network queue at the OS level instead?


________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, December 18, 2012 2:54 PM
Subject: Re: [Quickfix-users] Getting a SocketConnection handle
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Ah, right, carry on.  (Sorry I can't help with the actual question.)


On Tue, Dec 18, 2012 at 4:37 PM, Peter Handel <pet...@ya...> wrote:


>
>I want the socket file descriptor to do things like get the socket buffer size, get the number of unread bytes, etc. I want these for doing diagnostics in case the system gets overloaded. 
>
>
>
>
>________________________________
> From: Grant Birchmeier <gbi...@co...>
>
> 
>
>
>I'm not sure how.  More importantly, why do you need to get that pointer?  Offhand, I can't think of why you'd need it.
>
>
>
>Just asking in case you are inadvertently doing something unorthodox.  
>
>
>
>
>
>
>
>
>On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel <pet...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>>
>>Given a FIX:Session pointer, how can I get a pointer to the SocketConnection its using? The only thing I see is that a FIX::Session has a private pointer to a FIX::Responder, but no access to it. 
>>
>>
>>
>>------------------------------------------------------------------------------
>>LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>>Remotely access PCs and mobile devices and provide instant support
>>Improve your efficiency, and focus on delivering more value-add services
>>Discover what IT Professionals Know. Rescue delivers
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>>_______________________________________________
>>Quickfix-users mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
>-- 
>
>Grant Birchmeier
>
>Connamara Systems, LLC
>
>Made-To-Measure Trading Solutions.
>Exactly what you need. No more. No less.
>
>http://connamara.com
>
>
>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com


------------------------------------------------------------------------------
LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
Remotely access PCs and mobile devices and provide instant support
Improve your efficiency, and focus on delivering more value-add services
Discover what IT Professionals Know. Rescue delivers
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_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Getting a SocketConnection handle

[Grant B. <gbi...@co...>]

Ah, right, carry on.  (Sorry I can't help with the actual question.)

On Tue, Dec 18, 2012 at 4:37 PM, Peter Handel <pet...@ya...>wrote:

>
> I want the socket file descriptor to do things like get the socket buffer
> size, get the number of unread bytes, etc. I want these for doing
> diagnostics in case the system gets overloaded.
>
>   ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
>
>
> I'm not sure how.  More importantly, why do you need to get that pointer?
>  Offhand, I can't think of why you'd need it.
>
> Just asking in case you are inadvertently doing something unorthodox.
>
>
>
>
> On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel <pet...@ya...>wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> Given a FIX:Session pointer, how can I get a pointer to the
> SocketConnection its using? The only thing I see is that a FIX::Session has
> a private pointer to a FIX::Responder, but no access to it.
>
>
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.*
> *
> http://connamara.com
>
>
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-users] Getting a SocketConnection handle

[Peter H. <pet...@ya...>]

I want the socket file descriptor to do things like get the socket buffer size, get the number of unread bytes, etc. I want these for doing diagnostics in case the system gets overloaded. 



________________________________
 From: Grant Birchmeier <gbi...@co...>

 

I'm not sure how.  More importantly, why do you need to get that pointer?  Offhand, I can't think of why you'd need it.


Just asking in case you are inadvertently doing something unorthodox.  





On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel <pet...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
>
>Given a FIX:Session pointer, how can I get a pointer to the SocketConnection its using? The only thing I see is that a FIX::Session has a private pointer to a FIX::Responder, but no access to it. 
>
>
>
>------------------------------------------------------------------------------
>LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>Remotely access PCs and mobile devices and provide instant support
>Improve your efficiency, and focus on delivering more value-add services
>Discover what IT Professionals Know. Rescue delivers
>http://p.sf.net/sfu/logmein_12329d2d
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com

Re: [Quickfix-users] Getting a SocketConnection handle

[Grant B. <gbi...@co...>]

I'm not sure how.  More importantly, why do you need to get that pointer?
 Offhand, I can't think of why you'd need it.

Just asking in case you are inadvertently doing something unorthodox.




On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel <pet...@ya...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> Given a FIX:Session pointer, how can I get a pointer to the
> SocketConnection its using? The only thing I see is that a FIX::Session has
> a private pointer to a FIX::Responder, but no access to it.
>
>
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

[Quickfix-users] Getting a SocketConnection handle

[Peter H. <pet...@ya...>]

Given a FIX:Session pointer, how can I get a pointer to the SocketConnection its using? The only thing I see is that a FIX::Session has a private pointer to a FIX::Responder, but no access to it. 

Re: [Quickfix-users] Spontaneous Logout message

[Grant B. <gbi...@co...>]

Looks like that's an open bug.
http://sourceforge.net/tracker/index.php?func=detail&aid=3023908&group_id=37535&atid=1126912

On Wed, Dec 5, 2012 at 6:18 PM, Peter Handel <pet...@ya...>wrote:

>
>
> My solution was to generate a custom .cfg file each time the client/server
> is started up. I've been running round-the-clock simulations, so I only
> need a 12 hours window from the current time, to have the FIX session up.
>
> One final note, it appears that UseLocalTime=Y doesn't seem to work. It
> assumes UTC time no matter what its set to. Do people generally not use
> 'UseLocalTime=Y' and just do all time calculation in UTC ?
>
>
>    ------------------------------
> *From:* Peter Handel <pet...@ya...>
> *To:* Grant Birchmeier <gbi...@co...>
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Sent:* Tuesday, November 20, 2012 6:51 PM
>
> *Subject:* Re: [Quickfix-users] Spontaneous Logout message
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Ah... yes, I see that when I convert to UTC, 00:00:00 was precisely when
> both connections logged themselves off.
>
> I'm going to see if I can alter the FIX::SessionSettings inside the
> executable to automatically clear the next 12 hours for the current
> session.
>
> Thanks
>
>   ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *To:* Peter Handel <pet...@ya...>
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Sent:* Tuesday, November 20, 2012 5:54 PM
> *Subject:* Re: [Quickfix-users] Spontaneous Logout message
>
> Please note that 00:00:00 is UTC time by default, so it's not actually
> midnight.  You can use UseLocalTime=Y to make it treat those times as
> your local clock's time zone.
>
> If they are the same then that means the Acceptor will logout everyone at
> that time, but will instantly accept new connections/re-connections (though
> the seq numbers will be reset).
>
> I'd suggest just setting StartTime/EndTime to be some time in which you
> will never be running the server.  Like midnight.  Alternately, you can add
> StartDay/EndDay to turn the session into a weeklong session, so it will
> only reset the connections once per *week*.
>
> -Grant
>
>
> On Tue, Nov 20, 2012 at 7:43 PM, Peter Handel <pet...@ya...>wrote:
>
> Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime
> and EndTime set to 00:00:00. I got those values from the example .cfg files
> in the quickfix distribution.
> With these values, I thought that it would just ignore start/end times. Is
> this not the case? I want to avoid having to edit the .cfg files every time
> I want to run the server, is there a
> way I can set this explicitly through the FIX::SessionSettings directly?
>
>
>    ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *To:* Peter Handel <pet...@ya...>
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Sent:* Tuesday, November 20, 2012 5:27 PM
> *Subject:* Re: [Quickfix-users] Spontaneous Logout message
>
> Does it happen at the same time every day?  Do you know what the session
> end-time configuration is?  To me this sounds like normal behavior when the
> Acceptor hits the configured EndTime.
>
> As far as the simultaneous Logouts... well, that's what FIX does.  When
> one side sends a Logout, the other side responds with a Logout.  It should
> always be the Acceptor i.e. server-side first (unless you explicitly
> ordered the Trader to logout).
>
> Forgive me if my answer seem obvious or if you've already checked your
> config's EndTime.  This is just what I see given your description of the
> issue.  It kind of sounds like you might not be well-versed in FIX or QF.
>
> -Grant
>
>
> On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...>wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I've been testing an electronic trader with a FIX Server, using a FIX
> connection to send market data in real time.
>
> The Trader works for about 4 hours or so, until the FIX connection sends a
> spontaneous Logout Message. It seems that the Server and the trader
> application decide to send each other Logout messages at almost the same
> time. If one is initiating, its hard to determine which one is doing it.
> Heartbeat messages are being sent and received on both sides. Just at this
> one point in the trader, the Logouts get sent and chaos ensues. There are
> no erroneous messages that warrant this, the connection is on the same
> computer, so this behavior is baffling me.
>
> How can I suppress/control this Logout behavior? Any clues as to whats'
> causing it? I've been logging all the incoming and outgoing messages from
> the trader and the server, but I can't determine the cause.
>
>
> ------------------------------------------------------------------------------
> Monitor your physical, virtual and cloud infrastructure from a single
> web console. Get in-depth insight into apps, servers, databases, vmware,
> SAP, cloud infrastructure, etc. Download 30-day Free Trial.
> Pricing starts from $795 for 25 servers or applications!
> http://p.sf.net/sfu/zoho_dev2dev_nov
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.*
> *
> http://connamara.com
>
>
>
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.*
> *
> http://connamara.com
>
>
>
>
>
> ------------------------------------------------------------------------------
> Monitor your physical, virtual and cloud infrastructure from a single
> web console. Get in-depth insight into apps, servers, databases, vmware,
> SAP, cloud infrastructure, etc. Download 30-day Free Trial.
> Pricing starts from $795 for 25 servers or applications!
> http://p.sf.net/sfu/zoho_dev2dev_nov
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-users] Spontaneous Logout message

[Peter H. <pet...@ya...>]

My solution was to generate a custom .cfg file each time the client/server is started up. I've been running round-the-clock simulations, so I only need a 12 hours window from the current time, to have the FIX session up. 


One final note, it appears that UseLocalTime=Y doesn't seem to work. It assumes UTC time no matter what its set to. Do people generally not use 'UseLocalTime=Y' and just do all time calculation in UTC ?




________________________________
 From: Peter Handel <pet...@ya...>
To: Grant Birchmeier <gbi...@co...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, November 20, 2012 6:51 PM
Subject: Re: [Quickfix-users] Spontaneous Logout message
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html





Ah... yes, I see that when I convert to UTC, 00:00:00 was precisely when both connections logged themselves off. 


I'm going to see if I can alter the FIX::SessionSettings inside the executable to automatically clear the next 12 hours for the current session. 


Thanks


________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, November 20, 2012 5:54 PM
Subject: Re: [Quickfix-users] Spontaneous Logout message
 

Please note that 00:00:00 is UTC time by default, so it's not actually midnight.  You can use UseLocalTime=Y to make it treat those times as your local clock's time zone.


If they are the same then that means the Acceptor will logout everyone at that time, but will instantly accept new connections/re-connections (though the seq numbers will be reset).


I'd suggest just setting StartTime/EndTime to be some time in which you will never be running the server.  Like midnight.  Alternately, you can add StartDay/EndDay to turn the session into a weeklong session, so it will only reset the connections once per *week*.


-Grant



On Tue, Nov 20, 2012 at 7:43 PM, Peter Handel <pet...@ya...> wrote:

Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime and EndTime set to 00:00:00. I got those values from the example .cfg files in the quickfix distribution. 
>With these values, I thought that it would just ignore start/end times. Is this not the case? I want to avoid having to edit the .cfg files every time I want to run the server, is there a 
>way I can set this explicitly through the FIX::SessionSettings directly?
>
>
>
>
>
>
>________________________________
> From: Grant Birchmeier <gbi...@co...>
>To: Peter Handel <pet...@ya...> 
>Cc: "qui...@li..." <qui...@li...> 
>Sent: Tuesday, November 20, 2012 5:27 PM
>Subject: Re: [Quickfix-users] Spontaneous Logout message
> 
>
>
>Does it happen at the same time every day?  Do you know what the session end-time configuration is?  To me this sounds like normal behavior when the Acceptor hits the configured EndTime.
>
>
>
>As far as the simultaneous Logouts... well, that's what FIX does.  When one side sends a Logout, the other side responds with a Logout.  It should always be the Acceptor i.e. server-side first (unless you explicitly ordered the Trader to logout).
>
>
>Forgive me if my answer seem obvious or if you've already checked your config's EndTime.  This is just what I see given your description of the issue.  It kind of sounds like you might not be well-versed in FIX or QF.
>
>
>
>-Grant
>
>
>
>
>On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>>
>>I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. 
>>
>>
>>
>>The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. 
>>
>>
>>
>>How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cause. 
>>------------------------------------------------------------------------------
>>Monitor your physical, virtual and cloud infrastructure from a single
>>web console. Get in-depth insight into apps, servers, databases, vmware,
>>SAP, cloud infrastructure, etc. Download 30-day Free Trial.
>>Pricing starts from $795 for 25 servers or applications!
>>http://p.sf.net/sfu/zoho_dev2dev_nov
>>_______________________________________________
>>Quickfix-users mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
>-- 
>
>Grant Birchmeier
>
>Connamara Systems, LLC
>
>Made-To-Measure Trading Solutions.
>Exactly what you need. No more. No less.
>
>http://connamara.com
>
>
>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com




------------------------------------------------------------------------------
Monitor your physical, virtual and cloud infrastructure from a single
web console. Get in-depth insight into apps, servers, databases, vmware,
SAP, cloud infrastructure, etc. Download 30-day Free Trial.
Pricing starts from $795 for 25 servers or applications!
http://p.sf.net/sfu/zoho_dev2dev_nov
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Spontaneous Logout message

[Peter H. <pet...@ya...>]

Ah... yes, I see that when I convert to UTC, 00:00:00 was precisely when both connections logged themselves off. 


I'm going to see if I can alter the FIX::SessionSettings inside the executable to automatically clear the next 12 hours for the current session. 


Thanks



________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, November 20, 2012 5:54 PM
Subject: Re: [Quickfix-users] Spontaneous Logout message
 

Please note that 00:00:00 is UTC time by default, so it's not actually midnight.  You can use UseLocalTime=Y to make it treat those times as your local clock's time zone.


If they are the same then that means the Acceptor will logout everyone at that time, but will instantly accept new connections/re-connections (though the seq numbers will be reset).


I'd suggest just setting StartTime/EndTime to be some time in which you will never be running the server.  Like midnight.  Alternately, you can add StartDay/EndDay to turn the session into a weeklong session, so it will only reset the connections once per *week*.


-Grant



On Tue, Nov 20, 2012 at 7:43 PM, Peter Handel <pet...@ya...> wrote:

Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime and EndTime set to 00:00:00. I got those values from the example .cfg files in the quickfix distribution. 
>With these values, I thought that it would just ignore start/end times. Is this not the case? I want to avoid having to edit the .cfg files every time I want to run the server, is there a 
>way I can set this explicitly through the FIX::SessionSettings directly?
>
>
>
>
>
>
>________________________________
> From: Grant Birchmeier <gbi...@co...>
>To: Peter Handel <pet...@ya...> 
>Cc: "qui...@li..." <qui...@li...> 
>Sent: Tuesday, November 20, 2012 5:27 PM
>Subject: Re: [Quickfix-users] Spontaneous Logout message
> 
>
>
>Does it happen at the same time every day?  Do you know what the session end-time configuration is?  To me this sounds like normal behavior when the Acceptor hits the configured EndTime.
>
>
>
>As far as the simultaneous Logouts... well, that's what FIX does.  When one side sends a Logout, the other side responds with a Logout.  It should always be the Acceptor i.e. server-side first (unless you explicitly ordered the Trader to logout).
>
>
>Forgive me if my answer seem obvious or if you've already checked your config's EndTime.  This is just what I see given your description of the issue.  It kind of sounds like you might not be well-versed in FIX or QF.
>
>
>
>-Grant
>
>
>
>
>On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>>
>>I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. 
>>
>>
>>
>>The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. 
>>
>>
>>
>>How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cause. 
>>------------------------------------------------------------------------------
>>Monitor your physical, virtual and cloud infrastructure from a single
>>web console. Get in-depth insight into apps, servers, databases, vmware,
>>SAP, cloud infrastructure, etc. Download 30-day Free Trial.
>>Pricing starts from $795 for 25 servers or applications!
>>http://p.sf.net/sfu/zoho_dev2dev_nov
>>_______________________________________________
>>Quickfix-users mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
>-- 
>
>Grant Birchmeier
>
>Connamara Systems, LLC
>
>Made-To-Measure Trading Solutions.
>Exactly what you need. No more. No less.
>
>http://connamara.com
>
>
>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com

Re: [Quickfix-users] Spontaneous Logout message

[Grant B. <gbi...@co...>]

Please note that 00:00:00 is UTC time by default, so it's not actually
midnight.  You can use UseLocalTime=Y to make it treat those times as your
local clock's time zone.

If they are the same then that means the Acceptor will logout everyone at
that time, but will instantly accept new connections/re-connections (though
the seq numbers will be reset).

I'd suggest just setting StartTime/EndTime to be some time in which you
will never be running the server.  Like midnight.  Alternately, you can add
StartDay/EndDay to turn the session into a weeklong session, so it will
only reset the connections once per *week*.

-Grant


On Tue, Nov 20, 2012 at 7:43 PM, Peter Handel <pet...@ya...>wrote:

> Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime
> and EndTime set to 00:00:00. I got those values from the example .cfg files
> in the quickfix distribution.
> With these values, I thought that it would just ignore start/end times. Is
> this not the case? I want to avoid having to edit the .cfg files every time
> I want to run the server, is there a
> way I can set this explicitly through the FIX::SessionSettings directly?
>
>
>    ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *To:* Peter Handel <pet...@ya...>
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Sent:* Tuesday, November 20, 2012 5:27 PM
> *Subject:* Re: [Quickfix-users] Spontaneous Logout message
>
> Does it happen at the same time every day?  Do you know what the session
> end-time configuration is?  To me this sounds like normal behavior when the
> Acceptor hits the configured EndTime.
>
> As far as the simultaneous Logouts... well, that's what FIX does.  When
> one side sends a Logout, the other side responds with a Logout.  It should
> always be the Acceptor i.e. server-side first (unless you explicitly
> ordered the Trader to logout).
>
> Forgive me if my answer seem obvious or if you've already checked your
> config's EndTime.  This is just what I see given your description of the
> issue.  It kind of sounds like you might not be well-versed in FIX or QF.
>
> -Grant
>
>
> On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...>wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I've been testing an electronic trader with a FIX Server, using a FIX
> connection to send market data in real time.
>
> The Trader works for about 4 hours or so, until the FIX connection sends a
> spontaneous Logout Message. It seems that the Server and the trader
> application decide to send each other Logout messages at almost the same
> time. If one is initiating, its hard to determine which one is doing it.
> Heartbeat messages are being sent and received on both sides. Just at this
> one point in the trader, the Logouts get sent and chaos ensues. There are
> no erroneous messages that warrant this, the connection is on the same
> computer, so this behavior is baffling me.
>
> How can I suppress/control this Logout behavior? Any clues as to whats'
> causing it? I've been logging all the incoming and outgoing messages from
> the trader and the server, but I can't determine the cause.
>
>
> ------------------------------------------------------------------------------
> Monitor your physical, virtual and cloud infrastructure from a single
> web console. Get in-depth insight into apps, servers, databases, vmware,
> SAP, cloud infrastructure, etc. Download 30-day Free Trial.
> Pricing starts from $795 for 25 servers or applications!
> http://p.sf.net/sfu/zoho_dev2dev_nov
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.*
> *
> http://connamara.com
>
>
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-users] Spontaneous Logout message

[Peter H. <pet...@ya...>]

Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime and EndTime set to 00:00:00. I got those values from the example .cfg files in the quickfix distribution. 
With these values, I thought that it would just ignore start/end times. Is this not the case? I want to avoid having to edit the .cfg files every time I want to run the server, is there a 
way I can set this explicitly through the FIX::SessionSettings directly?




________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, November 20, 2012 5:27 PM
Subject: Re: [Quickfix-users] Spontaneous Logout message
 

Does it happen at the same time every day?  Do you know what the session end-time configuration is?  To me this sounds like normal behavior when the Acceptor hits the configured EndTime.


As far as the simultaneous Logouts... well, that's what FIX does.  When one side sends a Logout, the other side responds with a Logout.  It should always be the Acceptor i.e. server-side first (unless you explicitly ordered the Trader to logout).

Forgive me if my answer seem obvious or if you've already checked your config's EndTime.  This is just what I see given your description of the issue.  It kind of sounds like you might not be well-versed in FIX or QF.


-Grant



On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
>
>I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. 
>
>
>
>The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. 
>
>
>
>How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cause. 
>------------------------------------------------------------------------------
>Monitor your physical, virtual and cloud infrastructure from a single
>web console. Get in-depth insight into apps, servers, databases, vmware,
>SAP, cloud infrastructure, etc. Download 30-day Free Trial.
>Pricing starts from $795 for 25 servers or applications!
>http://p.sf.net/sfu/zoho_dev2dev_nov
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>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com

Re: [Quickfix-users] Spontaneous Logout message

[Grant B. <gbi...@co...>]

Does it happen at the same time every day?  Do you know what the session
end-time configuration is?  To me this sounds like normal behavior when the
Acceptor hits the configured EndTime.

As far as the simultaneous Logouts... well, that's what FIX does.  When one
side sends a Logout, the other side responds with a Logout.  It should
always be the Acceptor i.e. server-side first (unless you explicitly
ordered the Trader to logout).

Forgive me if my answer seem obvious or if you've already checked your
config's EndTime.  This is just what I see given your description of the
issue.  It kind of sounds like you might not be well-versed in FIX or QF.

-Grant


On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I've been testing an electronic trader with a FIX Server, using a FIX
> connection to send market data in real time.
>
> The Trader works for about 4 hours or so, until the FIX connection sends a
> spontaneous Logout Message. It seems that the Server and the trader
> application decide to send each other Logout messages at almost the same
> time. If one is initiating, its hard to determine which one is doing it.
> Heartbeat messages are being sent and received on both sides. Just at this
> one point in the trader, the Logouts get sent and chaos ensues. There are
> no erroneous messages that warrant this, the connection is on the same
> computer, so this behavior is baffling me.
>
> How can I suppress/control this Logout behavior? Any clues as to whats'
> causing it? I've been logging all the incoming and outgoing messages from
> the trader and the server, but I can't determine the cause.
>
>
> ------------------------------------------------------------------------------
> Monitor your physical, virtual and cloud infrastructure from a single
> web console. Get in-depth insight into apps, servers, databases, vmware,
> SAP, cloud infrastructure, etc. Download 30-day Free Trial.
> Pricing starts from $795 for 25 servers or applications!
> http://p.sf.net/sfu/zoho_dev2dev_nov
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

[Quickfix-users] Spontaneous Logout message

[Peter H. <pet...@ya...>]

I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. 


The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. 


How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cause. 

[Quickfix-users] Processing a QuickFix::Message on a background thread after completion of Application.FromApp

[sevzas <se...@gm...>]

I'm using QuickFix 1.13.3 with the .Net 4.0 wrapper.

Working with QuickFix 1.13.3 in a .Net environment, it's easy to forget that
the Message objects being passed to FromApp() or FromAdmin() might be freed
at some point in time, even if I'm still holding a reference to it.

That's what I'm trying to figure out - whether I can hold and use a
reference to a Message object that I received in FromApp or FromAdmin after
that method completes.  One reason to hold on to a Message object beyond the
FromApp or FromAdmin is to queue that Message object and have it processed
by another thread.

I see in Application.h that the Message object is created using the
MessageFactory.create function which seems to create a managed
QuickFix::Message object.  Then, setUnmanaged(FIX::Message& unmanaged)is
called so it appears to me as if the message passed to FromApp or FromAdmin
has an unmanaged component.

So I hope some out there can give me a definitive answer regarding the
lifetime of the Message object and *if* the lifetime does not extend beyond
FromApp or FromAdmin, what's a good way to get around this limitation
(besides switching to QuickFix/Net).


-- 
View this message in context: http://old.nabble.com/Processing-a-QuickFix%3A%3AMessage-on-a-background-thread-after-completion-of-Application.FromApp-tp34690218p34690218.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] Unsent messages

[Lucio F. <dog...@ya...>]

I didn't know about that... I'll give it a shot. Thanks!




________________________________
 From: Hei Chan <str...@ya...>
To: Lucio Flores <dog...@ya...>; quickfix <qui...@li...> 
Sent: Tuesday, November 13, 2012 5:59 PM
Subject: Re: [Quickfix-users] Unsent messages
 

Can't you turn off persistence?




________________________________
 From: Lucio Flores <dog...@ya...>
To: quickfix <qui...@li...> 
Sent: Tuesday, November 13, 2012 4:32 PM
Subject: [Quickfix-users] Unsent messages
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html





I'm running/debugging a few concurrent FIX systems. It took me a while to realize that the connections sometimes went down too quickly, and left some unsent messages in the 'store' directory. Upon restart, some old messages would get sent from the previous session and creates havoc. So to fix that, I just had to delete the entire 'store', and re-start and everything went fine. I sometimes forget to do this, so I'll get some erroneous behavior from time to time. Is there a more 'official' way to check for unsent messages? Or do I really need to erase the 'store' directory before each execution?
------------------------------------------------------------------------------
Monitor your physical, virtual and cloud infrastructure from a single
web console. Get in-depth insight into apps, servers, databases, vmware,
SAP, cloud infrastructure, etc. Download 30-day Free Trial.
Pricing starts from $795 for 25 servers or applications!
http://p.sf.net/sfu/zoho_dev2dev_nov
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Unsent messages

[Hei C. <str...@ya...>]

Can't you turn off persistence?




________________________________
 From: Lucio Flores <dog...@ya...>
To: quickfix <qui...@li...> 
Sent: Tuesday, November 13, 2012 4:32 PM
Subject: [Quickfix-users] Unsent messages
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html





I'm running/debugging a few concurrent FIX systems. It took me a while to realize that the connections sometimes went down too quickly, and left some unsent messages in the 'store' directory. Upon restart, some old messages would get sent from the previous session and creates havoc. So to fix that, I just had to delete the entire 'store', and re-start and everything went fine. I sometimes forget to do this, so I'll get some erroneous behavior from time to time. Is there a more 'official' way to check for unsent messages? Or do I really need to erase the 'store' directory before each execution?
------------------------------------------------------------------------------
Monitor your physical, virtual and cloud infrastructure from a single
web console. Get in-depth insight into apps, servers, databases, vmware,
SAP, cloud infrastructure, etc. Download 30-day Free Trial.
Pricing starts from $795 for 25 servers or applications!
http://p.sf.net/sfu/zoho_dev2dev_nov
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Unsent messages

[Lucio F. <dog...@ya...>]

I'm running/debugging a few concurrent FIX systems. It took me a while to realize that the connections sometimes went down too quickly, and left some unsent messages in the 'store' directory. Upon restart, some old messages would get sent from the previous session and creates havoc. So to fix that, I just had to delete the entire 'store', and re-start and everything went fine. I sometimes forget to do this, so I'll get some erroneous behavior from time to time. Is there a more 'official' way to check for unsent messages? Or do I really need to erase the 'store' directory before each execution?

Re: [Quickfix-users] FIX::MDEntryTime no milliseconds

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

quickfix\src\C++\Field.h



#define DEFINE_UTCTIMEONLY( NAME ) \

  DEFINE_FIELD_TIMECLASS ( NAME, UtcTimeOnly, UTCTIMEONLY)
//DEFINE_FIELD_CLASS(NAME, UtcTimeOnly, UTCTIMEONLY)

(the correct macro definition generates the constructor with
showMilliseconds parameter)

On Thu, Oct 25, 2012 at 3:56 PM, Lucio Flores <dog...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> I'm trying to generate an MDEntryTime with a value that contains
> milliseconds. The milliseconds are getting dropped once they get entered
> into the Message. Upon further inspection, I find this little gem inside
> Field.h
>
>  explicit UtcTimeOnlyField( int field, const UtcTimeOnly& data, bool
> showMilliseconds = false )
>
> The constructor for MDEntryTime doesn't allow for the coder to set
> showMilliseconds=true. How do people get around this?
>
>
>
>
> ------------------------------------------------------------------------------
> Everyone hates slow websites. So do we.
> Make your web apps faster with AppDynamics
> Download AppDynamics Lite for free today:
> http://p.sf.net/sfu/appdyn_sfd2d_oct
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] FIX::MDEntryTime no milliseconds

[Lucio F. <dog...@ya...>]

I'm trying to generate an MDEntryTime with a value that contains milliseconds. The milliseconds are getting dropped once they get entered into the Message. Upon further inspection, I find this little gem inside Field.h

 explicit UtcTimeOnlyField( int field, const UtcTimeOnly& data, bool showMilliseconds = false )

The constructor for MDEntryTime doesn't allow for the coder to set showMilliseconds=true. How do people get around this?

Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order

[Lucio F. <dog...@ya...>]

Ah... found the cause of the error....

On the server side, I was doing:

std::string msgType = message.getField(FIX::FIELD::MsgType);

instead of 

std::string msgType = message.getHeader().getField(FIX::FIELD::MsgType);

It was throwing an exception, which generated the error message......

Tricky.... It seems to be working now. 



________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Lucio Flores <dog...@ya...> 
Cc: Hei Chan <str...@ya...>; quickfix <qui...@li...> 
Sent: Tuesday, October 9, 2012 7:19 AM
Subject: Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
 

Is your server running the QuickFIX engine?


If not, all we can do is verify that the client is sending a protocol-correct message.  Can you paste the part of your client's log that contains the message and the reject response?  (Please replace the nul separators with "|" or some other character.)


-Grant


On Tue, Oct 9, 2012 at 12:19 AM, Lucio Flores <dog...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>I can retrieve it myself, the FIX::Application server is sending this error on its own. 
>
>
>
>
>________________________________
> From: Hei Chan <str...@ya...>
>To: Lucio Flores <dog...@ya...>; quickfix <qui...@li...> 
>Sent: Monday, October 8, 2012 10:17 PM
>Subject: Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
> 
>
>Could you show us how you retrieve tag 35? 
>
>
>
>
>
>
>________________________________
> From: Lucio Flores <dog...@ya...>
>To: quickfix <qui...@li...> 
>Sent: Monday, October 8, 2012 10:04 PM
>Subject: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
> 
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the 
Server, but its returning an error. 
>
>The Logon is successful on the client and server side. Then the client sends a market order:
>
>Header
 [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 
52=20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 
38=100 | 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer 
[10=035 | ]
>
>
>
>This is received from the 'fromApp' method of the server. The server then responds with:
> (Message 92 Rejected: Conditionally Required Field Missing:35)
>
>
>Field35 is clearly there, can't see why the server is responding with an error. 
>
>
>------------------------------------------------------------------------------
>Don't let slow site performance ruin your business. Deploy New Relic APM
>Deploy New Relic app performance management and know exactly
>what is happening inside your Ruby, Python, PHP, Java, and .NET app
>Try New Relic at no cost today and get our sweet Data Nerd shirt too!
>http://p.sf.net/sfu/newrelic-dev2dev
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
>
>------------------------------------------------------------------------------
>Don't let slow site performance ruin your business. Deploy New Relic APM
>Deploy New Relic app performance management and know exactly
>what is happening inside your Ruby, Python, PHP, Java, and .NET app
>Try New Relic at no cost today and get our sweet Data Nerd shirt too!
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>_______________________________________________
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>
>


-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com

Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order

[Grant B. <gbi...@co...>]

Is your server running the QuickFIX engine?

If not, all we can do is verify that the client is sending a
protocol-correct message.  Can you paste the part of your client's log that
contains the message and the reject response?  (Please replace the nul
separators with "|" or some other character.)

-Grant

On Tue, Oct 9, 2012 at 12:19 AM, Lucio Flores <dog...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I can retrieve it myself, the FIX::Application server is sending this
> error on its own.
>
>   ------------------------------
> *From:* Hei Chan <str...@ya...>
> *To:* Lucio Flores <dog...@ya...>; quickfix <
> qui...@li...>
> *Sent:* Monday, October 8, 2012 10:17 PM
> *Subject:* Re: [Quickfix-users] Required field Missing 35 on
> NewOrderSingle Market Order
>
> Could you show us how you retrieve tag 35?
>
>
>   ------------------------------
> *From:* Lucio Flores <dog...@ya...>
> *To:* quickfix <qui...@li...>
> *Sent:* Monday, October 8, 2012 10:04 PM
> *Subject:* [Quickfix-users] Required field Missing 35 on NewOrderSingle
> Market Order
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Don't know why the the FIX server is throwing this error. Using Fix.4.4,
> I've got a client generating a Market Order. Its being received by the
> Server, but its returning an error.
>
> The Logon is successful on the client and server side. Then the client
> sends a market order:
>
> Header [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 52=
> 20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 38=100 |
> 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer [10=035 | ]
>
> This is received from the 'fromApp' method of the server. The server then
> responds with:
>  (Message 92 Rejected: Conditionally Required Field Missing:35)
>
> Field35 is clearly there, can't see why the server is responding with an
> error.
>
>
>
> ------------------------------------------------------------------------------
> Don't let slow site performance ruin your business. Deploy New Relic APM
> Deploy New Relic app performance management and know exactly
> what is happening inside your Ruby, Python, PHP, Java, and .NET app
> Try New Relic at no cost today and get our sweet Data Nerd shirt too!
> http://p.sf.net/sfu/newrelic-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>
>
>
> ------------------------------------------------------------------------------
> Don't let slow site performance ruin your business. Deploy New Relic APM
> Deploy New Relic app performance management and know exactly
> what is happening inside your Ruby, Python, PHP, Java, and .NET app
> Try New Relic at no cost today and get our sweet Data Nerd shirt too!
> http://p.sf.net/sfu/newrelic-dev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order

[Lucio F. <dog...@ya...>]

I can retrieve it myself, the FIX::Application server is sending this error on its own. 



________________________________
 From: Hei Chan <str...@ya...>
To: Lucio Flores <dog...@ya...>; quickfix <qui...@li...> 
Sent: Monday, October 8, 2012 10:17 PM
Subject: Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
 

Could you show us how you retrieve tag 35? 




________________________________
 From: Lucio Flores <dog...@ya...>
To: quickfix <qui...@li...> 
Sent: Monday, October 8, 2012 10:04 PM
Subject: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the 
Server, but its returning an error. 

The Logon is successful on the client and server side. Then the client sends a market order:

Header
 [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 
52=20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 
38=100 | 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer 
[10=035 | ]


This is received from the 'fromApp' method of the server. The server then responds with:
 (Message 92 Rejected: Conditionally Required Field Missing:35)

Field35 is clearly there, can't see why the server is responding with an error. 


------------------------------------------------------------------------------
Don't let slow site performance ruin your business. Deploy New Relic APM
Deploy New Relic app performance management and know exactly
what is happening inside your Ruby, Python, PHP, Java, and .NET app
Try New Relic at no cost today and get our sweet Data Nerd shirt too!
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_______________________________________________
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Re: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order

[Hei C. <str...@ya...>]

Could you show us how you retrieve tag 35? 




________________________________
 From: Lucio Flores <dog...@ya...>
To: quickfix <qui...@li...> 
Sent: Monday, October 8, 2012 10:04 PM
Subject: [Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the 
Server, but its returning an error. 

The Logon is successful on the client and server side. Then the client sends a market order:

Header
 [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 
52=20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 
38=100 | 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer 
[10=035 | ]


This is received from the 'fromApp' method of the server. The server then responds with:
 (Message 92 Rejected: Conditionally Required Field Missing:35)

Field35 is clearly there, can't see why the server is responding with an error. 


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[Quickfix-users] Required field Missing 35 on NewOrderSingle Market Order

[Lucio F. <dog...@ya...>]

Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the 
Server, but its returning an error. 

The Logon is successful on the client and server side. Then the client sends a market order:

Header
 [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 
52=20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 
38=100 | 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer 
[10=035 | ]


This is received from the 'fromApp' method of the server. The server then responds with:
 (Message 92 Rejected: Conditionally Required Field Missing:35)

Field35 is clearly there, can't see why the server is responding with an error. 

Re: [Quickfix-users] python exceptions

[Martin D. <ma...@ma...>]

On Tue, Oct 02, 2012 at 12:18:41PM -0700, Lucio Flores wrote:
> I'm building Quickfix 1.13.3 on Linux Fedora. The python unittests
> are failing.

I've built quickfix python bindings on Fedora since Fedora 14[1], and
I've always had to remove / not build the unittests for similar
reasons.

I have no good solution, but as the python code doesn't seem to be
used much in the wild (which is a shame), I don't see a patch to fix
that coming out soon.  I'm sure one would be welcome if someone wanted
to make the effort.

Martin

1. For example, Fedora 16 RPMs are at
http://www.martindengler.com/proj/quickfix/build-20120210/

[Quickfix-users] python exceptions

[Lucio F. <dog...@ya...>]

I'm building Quickfix 1.13.3 on Linux Fedora. The python unittests are failing. From what I can see, the tests are attempting to parse erroneous strings, and the test is to determine whether the proper python exception is thrown or not. 


What's happening, is that a c++ exception is being thrown first, not being caught before the python interpreter can return, and the test fails with a c++ coredump. 


Anyone come across this? Are there prebuilt binaries for python FIX ?