quickfix-users — QuickFIX user support

[Quickfix-users] How do you know to use FIX::FileLogFactory?

[EclipseCap <tob...@ec...>]

I have a question for the collective mind.  How did you know to use
FIX::FileLogFactory?  I am new to FIX and QuickFIX and only have the
examples as a development guide.  The examples for QuickFIX namely
tradingclient use the
FIX::ScreenLogFactory.

How is a new programmer to QFix going to know to look for other logging
options?

I ask the question to help those who would come after me with the same
troubles I have had.  Perhaps there is a development guide someplace I have
not found.  Anyway I find the quickfixengine.org website lacking when it
comes to helping the new user become an intermediate user.
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Re: [Quickfix-users] New user still struggling!

[George M. C. <geo...@qu...>]

Chuck,
     If you are the connecting party, you use an initiator, if you are 
waiting to be connected to, use an acceptor. You do not need both at the 
same time.

I seem to remember that when I was wondering why certain events were not 
happening, the logs showed some errors. Have you looked there?

Also, perhaps your config file and a snippet of the code you are using 
to create your initiator would help the list help you?

thx
George

cstrader232 wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>  
>
>
> ------------------------------------------------------------------------
>
> Hello again:
>
>  
>
> I think I may not understand the general logic of quickfix (I know 
> next to nothing about TCP). 
>
>  
>
> I am trying to connect to a price feed from my broker.  They have 
> provided me a host (209.120.151.162) and port (2000) to use.  I give 
> that information in the acceptor config file, and start the acceptor.  
> TCPview seems to indicate that the acceptor is listening on the port 
> 2000: 
>
>  
>
> Acceptor.vshost.exe:5620           TCP      D3ZH8G81:2000            
> D3ZG8I81:0      LISTENING      
>
> Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3225            
> D3ZG8I81:0      LISTENING      
>
> Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3225            
> localhost:3226   ESTABLISHED 
>
> Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3226            
> localhost:3225   ESTABLISHED 
>
>  
>
> However, only the oncreate event fires after the acceptor starts.  My 
> logon, fromadmin, and fromapp events never fire. 
>
>  
>
> Is this correct behavior? 
>
>  
>
> Should I be listening on their port 2000, or should I be listening on 
> one of my own ports?   
>
>  
>
> If the logon event doesn't fire, how is the host address and 
> userid/password that I have in the config file ever used in this process?
>
>  
>
> Do I need an acceptor at all?  Or will the initiator also listen after 
> it sends the logon message?
>
>  
>
> Is there another host that I could use which is known to send a return 
> message when its reached that would allow me to check whether my 
> acceptor is working at all?
>
>  
>
> Thanks for your patience!
>
>  
>
> chuck
>
>------------------------------------------------------------------------
>
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>  
>

[Quickfix-users] New user still struggling!

[cstrader232 <cst...@cs...>]

Hello again:



I think I may not understand the general logic of quickfix (I know next =
to nothing about TCP). =20

=20

I am trying to connect to a price feed from my broker.  They have =
provided me a host (209.120.151.162) and port (2000) to use.  I give =
that information in the acceptor config file, and start the acceptor.  =
TCPview seems to indicate that the acceptor is listening on the port =
2000: =20

=20

Acceptor.vshost.exe:5620           TCP      D3ZH8G81:2000            =
D3ZG8I81:0      LISTENING      =20

Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3225            =
D3ZG8I81:0      LISTENING      =20

Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3225            =
localhost:3226   ESTABLISHED =20

Acceptor.vshost.exe:5620           TCP      D3ZH8G81:3226            =
localhost:3225   ESTABLISHED =20

=20

However, only the oncreate event fires after the acceptor starts.  My =
logon, fromadmin, and fromapp events never fire. =20



Is this correct behavior? =20



Should I be listening on their port 2000, or should I be listening on =
one of my own ports?  =20



If the logon event doesn't fire, how is the host address and =
userid/password that I have in the config file ever used in this =
process?



Do I need an acceptor at all?  Or will the initiator also listen after =
it sends the logon message?

=20

Is there another host that I could use which is known to send a return =
message when its reached that would allow me to check whether my =
acceptor is working at all?

=20

Thanks for your patience!

=20

chuck

[Quickfix-users] RES: Custom logon

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

I suggest that you change your logon message in toAdmin() function.

Djalma Rosa dos Santos Filho
Bolsa de Mercadorias e Futuros - BM&F
DST-Dn-BTS
+55 11 3119-2585
drs...@bm...
www.bmf.com.br
-----Mensagem original-----
De: qui...@li...
[mailto:qui...@li...] Em nome de
cstrader232
Enviada em: quarta-feira, 11 de outubro de 2006 11:17
Para: qui...@li...
Assunto: [Quickfix-users] Custom logon

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

[Quickfix-users] Custom logon

[cstrader232 <cst...@cs...>]

Hello.

I need to send the rawdata and other fields in my logon message.  My log =
is showing that that is not happening, although I have specified the =
value of the fields in the configuration file.  Can someone tell me how =
to do that? =20

thanks again!

Re: [Quickfix-users] Making some progress... thank you.. and another query

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

The file log factory needs to take in a directory, not a file.  In  
that directory it will create logfiles for the engine and your  
sessions.  As an acceptor, you will be waiting for an initiator to  
connect and send a logon to you.

--oren

On Oct 10, 2006, at 6:06 PM, cstrader232 wrote:

> Thanks for helping me get started.  I've made some progress.
>
> I now have my acceptor running (see my code below).  However, it  
> doesn't seem that any of the events (toapp, fromapp, fromAdmin etc)  
> are firing, nor is any log being written (screen or file).
>
> I'm assuming I next need to try to create a logon message?  But I  
> can't quite figure out how to do that.
>
> Thanks for your patience....
>
> chuck
>
> Dim sessionSettings As New SessionSettings("C: 
> \fixsessioninitiator.txt") ' CmdArgs(0))
>
> Dim application As New Application
>
> Dim storeFactory As New FileStoreFactory(sessionSettings)
>
> Dim logFactory As New ScreenLogFactory(sessionSettings)
>
> Dim FileFactory As New FileLogFactory("c:\fixlog.txt")
>
> Dim messageFactory As New DefaultMessageFactory
>
> Dim acceptor As New SocketInitiator _
>
> (application, storeFactory, sessionSettings, logFactory,  
> messageFactory)
>
> acceptor.start()

[Quickfix-users] Making some progress... thank you.. and another query

[cstrader232 <cst...@cs...>]

Thanks for helping me get started.  I've made some progress. =20

I now have my acceptor running (see my code below).  However, it doesn't =
seem that any of the events (toapp, fromapp, fromAdmin etc) are firing, =
nor is any log being written (screen or file).

I'm assuming I next need to try to create a logon message?  But I can't =
quite figure out how to do that. =20

Thanks for your patience....

chuck


Dim sessionSettings As New SessionSettings("C:\fixsessioninitiator.txt") =
' CmdArgs(0))

Dim application As New Application

Dim storeFactory As New FileStoreFactory(sessionSettings)

Dim logFactory As New ScreenLogFactory(sessionSettings)

Dim FileFactory As New FileLogFactory("c:\fixlog.txt")

Dim messageFactory As New DefaultMessageFactory

Dim acceptor As New SocketInitiator _

(application, storeFactory, sessionSettings, logFactory, messageFactory)

acceptor.start()

[Quickfix-users] RES: vb.net 2005 error

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

Charles,

fix44.xml is not a SessionSettings file, this is a dictionary file.
At quickfix\bin\cfg you should find examples regarding quickfix settings =
files.
They are not XML files, they look like:

[DEFAULT]
ConnectionType=3Dinitiator
HeartBtInt=3D30
ReconnectInterval=3D1
FileStorePath=3Dstore
FileLogPath=3Dlog
StartTime=3D00:00:00
EndTime=3D00:00:00
UseDataDictionary=3DN
SocketConnectHost=3Dlocalhost

[SESSION]
BeginString=3DFIX.4.2
SenderCompID=3DCLIENT1
TargetCompID=3DORDERMATCH
SocketConnectPort=3D5002

[SESSION]
BeginString=3DFIX.4.2
SenderCompID=3DCLIENT1
TargetCompID=3DORDERMATCH
SocketConnectPort=3D5002

Regards,

Djalma Rosa dos Santos Filho
Bolsa de Mercadorias e Futuros - BM&F
DST-Dn-BTS
+55 11 3119-2585
drs...@bm...
www.bmf.com.br
-----Mensagem original-----
De: qui...@li... =
[mailto:qui...@li...] Em nome de Charles =
Stangor
Enviada em: ter=E7a-feira, 10 de outubro de 2006 09:58
Para: qui...@li...
Assunto: [Quickfix-users] vb.net 2005 error

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

[Quickfix-users] vb.net 2005 error

[Charles S. <cst...@ch...>]

Hello:

I am a new user of quickfix.  I am getting a Microsoft "sorry for the =
inconvenience" screen on this line of my vb.net 2005 code, whenever =
there are any lines in the input .xml file.  I copied this file from the =
"examples" folder.

Dim sessionSettings As New SessionSettings("C:\fix44.xml")  =20
Any thoughts would be appreciated.

Thanks

[Quickfix-users] Tradeclient pushing gibberish

[EclipseCap <tob...@ec...>]

I have been trying to execute the tradeclient against executor.  I am not
sure if it is running correctly because whenever I run the trade client I
get gibberish across the screen.  Note how I get the start of the menu 1)
Enter Order <  Then all of the suddent messages start flying across the
screen.

Should I post a config file that went along with the trade client.  This was
all compiled with VS 2005.

Thanks!


<20061009-20:28:14, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Created session)

1) Enter Order<
20061009-20:28:152) Cancel Order,
FIX.4.0:CLIENT1->EXECUTOR3) Replace Order,
event>4) Market data test

  (5) QuitConnecting to localhost on port 5001
)Action:
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, outgoing>
 
(8=FIX.4.0?9=67?35=A?34=46?49=CLIENT1?52=20061009-20:28:15?56=EXECUTOR?98=0?10
8=30?10=205?)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Initiated logon request)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, incoming>
 
(8=FIX.4.0?9=67?35=A?34=55?49=EXECUTOR?52=20061009-20:28:15?56=CLIENT1?98=0?10
8=30?10=205?)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Received logon response)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (MsgSeqNum too high, expecting 53 but received 55)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, outgoing>
 
(8=FIX.4.0?9=70?35=2?34=47?49=CLIENT1?52=20061009-20:28:15?56=EXECUTOR?7=53?16
=999999?10=120?)
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[Quickfix-users] quickfix_net.dll and c++

[EclipseCap <tob...@ec...>]

Greetings,

Can the VS8 quickfix dll be used in visual studio 2005 with a non managed
c++ app?  Or should I use the VS7 version instead?

I am new to the world of FIX and I don't know enough to know that I don't
know anything about it.  Are they any good documentation sites out there
about FIX?  This is in addition to  http://www.quickfixengine.org
http://www.quickfixengine.org 
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Re: [Quickfix-users] StartTime question

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

It's hard to tell what is going on here. What StartTime and EndTime  
are you using, and what time is it connecting when it shouldn't be.   
Also, are you aware that StartTime and EndTime are UTC?

--oren

> When the application is launched and Connect() is called, QF will  
> always try
> to connect even if StartTime is in the future.  This is different  
> than when
> EndTime is reached: then QF simply disconnects until StartTime.
>
> Is this how it's supposed to work?  If so why?  I'd like to able to  
> restart
> the service without having to rely on external scripts to launch it  
> at the
> StartTime.

[Quickfix-users] StartTime question

[Francis G. <fr...@at...>]

When the application is launched and Connect() is called, QF will always try
to connect even if StartTime is in the future.  This is different than when
EndTime is reached: then QF simply disconnects until StartTime.

Is this how it's supposed to work?  If so why?  I'd like to able to restart
the service without having to rely on external scripts to launch it at the
StartTime.

Thanks,

Francis Gingras

Re: [Quickfix-users] Memory Leak

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

I looked into this further and the results are truly bizarre.

I was able to duplicate the first 'leak' that you demonstrated (which =20=

as you point out isn't really a leak at all).  The thing is there =20
isn't really anything that is hoarding memory either.

The testing I was doing was with gcc 4.0.1.  I ran a simple test that =20=

sent message from one session to another with an empty fromApp.  I =20
was using a SocketInitiator/SocketAcceptor pair.  As expected, the =20
memory footprint remained constant.  I then added your example of =20
creating a new message with the copy constructor.  In this case, the =20
memory footprint was definitely increasing, like you predicted it =20
would.  Here is where it begins to get weird.

I switched to using a ThreadedSocketInitiator/ThreadedSocketAcceptor =20
pair, and poof, the memory footprint remained constant even with the =20
copy constructor calls.

So we have a situation where the exact same code increases the =20
footprint in one case, but not in the other.  And since there is no =20
increase in footprint with an empty fromApp with both acceptor types, =20=

there isn't a reason they should behave differently.

So, on a hunch I compiled QuickFIX with icc and reran the tests.  =20
Well, you can guess what  happened here, no increase of the memory =20
footprint under any scenario.  Yikes! Looks like a compiler bug!

I don't know the details of your environment, but are you using a =20
SocketInitiator or Acceptor, and if so, can you try switching to the =20
Threaded versions and see how this affects the footprint?

--oren
> Well.  After spending some more time with Purify and valgrind, I am =20=

> starting to think that there is not an actual leak, but more of a =20
> =93hoarding=94 of memory !!!
>
> There is no question that the program grows and grows (as per the =20
> previous posting)  but now I am not convinced that it is because of =20=

> a leak.
>
> Oren, what do you reckon is the normal memory foot print of a =20
> simple quickfix app which just return from fromApp without doing =20
> anything?  Why when I just instantiate a message from a string, =20
> over and over again, the footprint is stable.  When I start using =20
> the copy constructor the foot print grows even though the program =20
> is not really doing anything?  What is it about repeating groups =20
> that could induce this observations?
>
> Both valgrind and purify don=92t detect any significant leak (when =20
> compared to the footprint) when one calls initiator.stop() and then =20=

> exit()=85
>
> I am puzzled and frustrated J
>
> Regards
>
> David

Re: [Quickfix-users] Memory Leak

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

David,

Can you provide some more information about your environment?  Are =20
you running under unix or windows.  If you are running under unix I =20
have a theory about what you might be experiencing.

--oren

On Sep 29, 2006, at 6:44 AM, Monheit, David wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Well.  After spending some more time with Purify and valgrind, I am =20=

> starting to think that there is not an actual leak, but more of a =20
> =93hoarding=94 of memory !!!
>
>
>
> There is no question that the program grows and grows (as per the =20
> previous posting)  but now I am not convinced that it is because of =20=

> a leak.
>
>
>
> Oren, what do you reckon is the normal memory foot print of a =20
> simple quickfix app which just return from fromApp without doing =20
> anything?  Why when I just instantiate a message from a string, =20
> over and over again, the footprint is stable.  When I start using =20
> the copy constructor the foot print grows even though the program =20
> is not really doing anything?  What is it about repeating groups =20
> that could induce this observations?
>
>
>
> Both valgrind and purify don=92t detect any significant leak (when =20
> compared to the footprint) when one calls initiator.stop() and then =20=

> exit()=85
>
>
>
> I am puzzled and frustrated J
>
>
>
> Regards
>
> David
>
>
>
>
>
> -------------------------------------------------------
>
> David Monheit
>
> Citadel Investment Group (Europe) Ltd
>
> Tel   +44 (0) 20 7645 9715
>
> Mob +44 (0) 7968 988 218
>
>
>
>
> ----------------------------------------------------------------------=20=

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> ------
>
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> copying the contents. Citadel makes no assurances that this e-mail =20
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>
> Citadel Investment Group (Europe) Ltd is authorized and regulated =20
> by the Financial Services Authority (FSA Firm Ref No 190260).
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[Quickfix-users] Memory Leak

[Monheit, D. <Dav...@ci...>]

Well.  After spending some more time with Purify and valgrind, I am
starting to think that there is not an actual leak, but more of a
"hoarding" of memory !!!

 

There is no question that the program grows and grows (as per the
previous posting)  but now I am not convinced that it is because of a
leak.

 

Oren, what do you reckon is the normal memory foot print of a simple
quickfix app which just return from fromApp without doing anything?  Why
when I just instantiate a message from a string, over and over again,
the footprint is stable.  When I start using the copy constructor the
foot print grows even though the program is not really doing anything?
What is it about repeating groups that could induce this observations?

 

Both valgrind and purify don't detect any significant leak (when
compared to the footprint) when one calls initiator.stop() and then
exit().

 

I am puzzled and frustrated :-)

 

Regards

David

 

 

-------------------------------------------------------

David Monheit

Citadel Investment Group (Europe) Ltd

Tel   +44 (0) 20 7645 9715

Mob +44 (0) 7968 988 218

 


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Financial Services Authority (FSA Firm Ref No 190260). 
Registered in England and Wales. Registration No. 3666898. 
Registered Office: 10th Floor, 2 George Yard, Lombard Street, London
EC3V 9DH. 

[Quickfix-users] Memory leak?

[Monheit, D. <Dav...@ci...>]

Hi

 

I am experiencing SEVERE memory leakage.  Our app handles 12,000,000 fix
messages from 8:00 till 4:30PM.  It cores at around 3:00 - 3:30 with a
memory footprint of > 2.5 gb !!!!

 

Here are some simple ways to duplicate this (I tested this on version
1.12.2, 1.12.3 and 1.12.4 (this morning)).

 

NO LEAK: Instantiating a FIX::Message from a string.

 

while (getline(infile, line, '\n'))

{

linecount++;

FIX::Message fixmsg(line, false); 

Parse(&fixmsg); 

            }

 

LEAK 1: Instantiating a FIX::Message from another FIX::Message.  This
leaks even if no data dictionaries are being used.

 

void Application::fromApp( const FIX::Message& message, const
FIX::SessionID& sessionID )

throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
FIX::IncorrectTagValue, FIX::UnsupportedMessageType )

{

            FIX::Message *p = new FIX::Message( message );

delete p;

}

 

NO LEAK - Amazing - same as above but instantiate the message from a
string again.  Double parsing but no leak

 

void Application::fromApp( const FIX::Message& message, const
FIX::SessionID& sessionID )

throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
FIX::IncorrectTagValue, FIX::UnsupportedMessageType )

{

            FIX::Message *p = new FIX::Message( message.toString() );

delete p;

}

 

No LEAK - when using data dictionary to instantiate a fix message

 

            DataDictionary dd is a member of the Application class.

 

            Application::Application()

{

FIX::DataDictionary dd2;

            dd2.addField( 134 );

            dd2.addField( 9167 );

            dd2.addField( 132 );

            dd2.addField( 135 );

            dd2.addField( 9168 );

            dd2.addField( 133 );

            dd2.checkFieldsHaveValues(false);

            dd2.checkFieldsOutOfOrder(false);

            dd2.checkUserDefinedFields(false);

 

            dd.addGroup( "U0004", 9917, 134, dd2);

            dd.checkFieldsHaveValues(false);

            dd.checkFieldsOutOfOrder(false);

            dd.checkUserDefinedFields(false);

}

 

void Application::fromApp( const FIX::Message& message, const
FIX::SessionID& sessionID )

throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
FIX::IncorrectTagValue, FIX::UnsupportedMessageType )

{

FIX::Message *p = new FIX::Message( message.toString(), dd );

delete p;

            }

 

LEAK LEAK LEAK - This is really amazing in how much it leaks

 

void Application::fromApp( const FIX::Message& message, const
FIX::SessionID& sessionID )

throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
FIX::IncorrectTagValue, FIX::UnsupportedMessageType )

{

FIX::Message *p = new FIX::Message( message.toString(), dd );

 

            if(p->getHeader().getField(35) == "U0004")

            {

                        FIX::Group g( 9917, 134,
FIX::message_order(134,9167,132,135,9168,133,0) );  // IF NOT STATIC,
THIS LEAKS

                        int numLimits = atoi(p->getField(9917).c_str());
for ( int i=0; i < 5; i++ )

                        {

                                    p->getGroup( i+1, g  );  // THIS
CAUSES THE LEAK

                        }

}           

delete p;

            }

 

Some additional observations:

 

*	The creation of FIX::Group g on the stack causes a leak.  If I
change that to a static it does not leak anymore.
*	The call to getGroup leaks galore :-)

 

Am I using the library incorrectly?  Any ideas or clues will be much
appreciated.

 

Regards

David

 

-------------------------------------------------------

David Monheit

Citadel Investment Group (Europe) Ltd

Tel   +44 (0) 20 7645 9715

Mob +44 (0) 7968 988 218

 


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[Quickfix-users] ODBC logs, maxmessagesize, TEXT datatype in SQL Server, and DELETE triggers

[George M. C. <geo...@qu...>]

Hi,
   I am using the ODBC mesage log, and my underlying database is SQL 
Server 2000. I realized during my testing that the messages logged in 
the messages table of my buy-side logs were getting deleted upon each 
reset. I was planning on writing a DELETE trigger to copy those rows 
over to a parallel table that I can use to archive those messages 
permanently, but SQL Server does not support the use of  columns of TEXT 
datatype in triggers.

Is it absolutely necessary to use TEXT in this column instead of a 
slightly smaller variable-length character datatype like varchar? I know 
that this may be a limitation specific to SQL Server.

Do you recommend the use of field 383, sent during the logon, to limit 
the size of all messages to some value like 8k? What is the reasonable 
limit that one might expect for real-world FIX messages?

thx
George Coles

[Quickfix-users] unixODBC support

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

Hi folks,

Is there support in quickfix for ODBC on unix (i.e. linux) via unixODBC?

thanks,
rob

[Quickfix-users] Quickfix serialization with JNI.

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

Hi,

 

Quickfix JNI layer was not serializable. So that what is the correct way to
copy fix message values to DTO (data transfer object)?

I want to send fix message values through network but in fix independent
way. My approach is to extract fix values from message and fill a java bean
using those values.

Is that causing what is the most correct way to address serialization issue?

 

Thanks

 

BR,

 

Eranga

 

Re: [Quickfix-users] Fwd: exception thrown in python with twisted logging

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

This is apparently the default behavior of Swig when it receives a  
python exception from a callback.  It doesn't know what to do so it  
simply throws an DirectorMethodException and quits.  It is telling  
you that something went wrong, but does not provide any sort of  
reasonable feedback to help you figure out what it is.  The callback  
methods which handle exceptions already deal with this, however we  
did not think to handle the case where a callback method might throw  
an exception even when we were not expecting one.  I've checked in a  
fix for this.  Now when this happens, the actual python message will  
be printed out for you just as it would in a normal python  
application.  Running your example code in onCreate, I now get this:

Traceback (most recent call last):
   File "../examples/executor/python/executor.py", line 11, in onCreate
     print "SessionID = " + sessionID
TypeError: cannot concatenate 'str' and 'SessionID' objects

I'm guessing your other director exceptions are caused by similar  
python exceptions being thrown from the callbacks.  If you get the  
latest from svn, you will be able to see the real exceptions that are  
causing the application to break.

Also, is there a method in python that needs to be implemented on the  
SessionID object to make what you are doing legal?  Something that  
will automatically convert an object to a string during  
concatenation?  If so, we can implement it for all our serializable  
objects. Doing just print sessionID seems legal, so the print method  
seems to be converting to a string automatically.

--oren

On Sep 25, 2006, at 3:08 PM, Robert Parrott wrote:

> I'm using the python binding from quickfix 1.12.4, and seeing a
> possible bug in the python interface to the Application class. The
> platform is CentOS 4.4 (equiv to RHEL 4, update 4).
>
> class MyApplication(quickfix.Application):
>
>     def onCreate(self, sessionID):  print "Session ID = " + sessionID
>
> throws an exception when called: "terminate called after throwing an
> instance of 'Swig::DirectorMethodException' ".  However, calling
> sessionID.toString() here instead works.

[Quickfix-users] Fwd: exception thrown in python with twisted logging

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

Hi folks,

I'm using the python binding from quickfix 1.12.4, and seeing a
possible bug in the python interface to the Application class. The
platform is CentOS 4.4 (equiv to RHEL 4, update 4).

(1)

Basically in C++, defining the method

FIX::MyApplication::onCreate(const FIX::SessionID& sessionID )
{
    cout << sessionID.toString() << endl;
}

works, and prints the session ID as a string when the session is
instantiated, but under python, the code:

class MyApplication(quickfix.Application):

    def onCreate(self, sessionID):  print "Session ID = " + sessionID

throws an exception when called: "terminate called after throwing an
instance of 'Swig::DirectorMethodException' ".  However, calling
sessionID.toString() here instead works.

(2)
In addition, in a very simple application, I'm getting more of these
Swig::DirectorMethodException'  errors, and can't seem to determine
the origin.

Below I've included a simple, sample program and the gdb backtrace
from when the program puked. The error occurs in the Initiator.block()
method.

Any ideas on the cause of these errors?

thanks,
rob

-------------------------------------------------------------------

import quickfix
import time, sys
from twisted.python import log


class QuickFIXQuoteClient(quickfix.Application):

    def onCreate(self, sessionID):
        log.msg("QuickFIXQuoteClient: created. SessionID = "
+sessionID.toString())

    def onLogon(self, sessionID): return
    def onLogout(self, sessionID): return
    def toAdmin(self, message, sessionID):
        log.msg("QuickFIXQuoteClient:toAdmin." )
        log.msg("    session ID = " +  sessionID.toString() )
        log.msg("    message = \n"+message.toXML())

    def toApp(self, message, sessionID):  return
    def fromAdmin(self, message, sessionID): return
    def fromApp(self, message, sessionID): return


fileName = "config.conf"

settings     = quickfix.SessionSettings(fileName)
application  = QuickFIXQuoteClient()
storeFactory = quickfix.FileStoreFactory(settings)
logFactory   = quickfix.FileLogFactory(settings)
initiator = quickfix.SocketInitiator(application,
storeFactory,settings, logFactory)

initiator.start()
while 1 == 1 :
    time.sleep(1)
    print "waiting..."
initiator.stop()

------------------------------------------------------

The following is a session from gdb and python2.3
------------------------------------------------------------------
user@host src> gdb python2.3
GNU gdb Red Hat Linux (6.3.0.0-1.132.EL4rh)
Copyright 2004 Free Software Foundation, Inc.
GDB is free software, covered by the GNU General Public License, and you are
welcome to change it and/or distribute copies of it under certain conditions.
Type "show copying" to see the conditions.
There is absolutely no warranty for GDB.  Type "show warranty" for details.
This GDB was configured as "i386-redhat-linux-gnu"...(no debugging
symbols found)
Using host libthread_db library "/lib/tls/libthread_db.so.1".

(gdb) set args -u  FIXQuoteClientStub.py
(gdb) r
Starting program: /usr/bin/python2.3 -u  FIXQuoteClientStub.py
(no debugging symbols found)
(no debugging symbols found)
[Thread debugging using libthread_db enabled]
[New Thread -1208301888 (LWP 19118)]
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
2006/09/25 15:30 -0400 [-] Log opened.
2006/09/25 15:30 -0400 [-] QuickFIXQuoteClient: created. SessionID =
FIX.4.4:BLAH_TEST->BLAH
[New Thread -1215657040 (LWP 19124)]
2006/09/25 15:33 -0400 [-] QuickFIXQuoteClient:toAdmin.
2006/09/25 15:33 -0400 [-]     session ID = FIX.4.4:BLAH_TEST->BLAH
2006/09/25 15:33 -0400 [-]     message =
        <message>
          <header>
            <field number="8"><![CDATA[FIX.4.4]]></field>
            <field number="35"><![CDATA[A]]></field>
            <field number="34"><![CDATA[22]]></field>
            <field number="49"><![CDATA[BLAH]]></field>
            <field number="52"><![CDATA[20060925-19:33:52.882]]></field>
            <field number="56"><![CDATA[BLAH]]></field>
          </header>
          <body>
            <field number="98"><![CDATA[0]]></field>
            <field number="108"><![CDATA[20]]></field>
          </body>
          <trailer>
          </trailer>
        </message>
terminate called after throwing an instance of 'Swig::DirectorMethodException'

Program received signal SIGABRT, Aborted.
[Switching to Thread -1215657040 (LWP 19124)]
0x007e67a2 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2
(gdb) bt
#0  0x007e67a2 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2
#1  0x008267a5 in raise () from /lib/tls/libc.so.6
#2  0x00828209 in abort () from /lib/tls/libc.so.6
#3  0x00b4a14b in __gnu_cxx::__verbose_terminate_handler () from
/usr/lib/libstdc++.so.6
#4  0x00b47e61 in __cxa_call_unexpected () from /usr/lib/libstdc++.so.6
#5  0x00b47e96 in std::terminate () from /usr/lib/libstdc++.so.6
#6  0x00b47eab in std::terminate () from /usr/lib/libstdc++.so.6
#7  0x00b47da3 in __cxa_call_unexpected () from /usr/lib/libstdc++.so.6
#8  0x004e603d in FIX::Initiator::block (this=Variable "this" is not available.
) at Initiator.cpp:217
#9  0x002616bf in _wrap_Initiator_block (args=0xb796f8cc) at
QuickfixPython.cpp:150095
#10 0x0099a961 in PyCFunction_Call () from /usr/lib/libpython2.3.so.1.0
#11 0x00977637 in PyObject_Call () from /usr/lib/libpython2.3.so.1.0
#12 0x009cca88 in _PyEval_SliceIndex () from /usr/lib/libpython2.3.so.1.0
#13 0x009cf196 in PyEval_EvalCodeEx () from /usr/lib/libpython2.3.so.1.0
#14 0x009cde89 in _PyEval_SliceIndex () from /usr/lib/libpython2.3.so.1.0
#15 0x009cf196 in PyEval_EvalCodeEx () from /usr/lib/libpython2.3.so.1.0
#16 0x0098ae6e in PyFunction_SetClosure () from /usr/lib/libpython2.3.so.1.0
#17 0x00977637 in PyObject_Call () from /usr/lib/libpython2.3.so.1.0
#18 0x009c92a0 in PyEval_CallObjectWithKeywords () from
/usr/lib/libpython2.3.so.1.0
#19 0x009f1172 in _PyObject_GC_Del () from /usr/lib/libpython2.3.so.1.0
#20 0x00a67371 in start_thread () from /lib/tls/libpthread.so.0
#21 0x008c6ffe in clone () from /lib/tls/libc.so.6
(gdb)

Re: [Quickfix-users] Sql Server ODBC issues

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

> You might consider using the fully qualified table names in case
someone=20
> like me runs into this ODBC connection issue in the future. I think it=20
> is good practice to use fully qualified names for db objects in
general=20
> isnt it?

We don't fully qualify because some people may not want to use a
database called quickfix.  If someone puts the tables in the default
context, then that may very well be their intention.  The main issue is
that we are crashing instead of providing a proper ConfigException.
This was due to a ConfigError pointer being thrown instead of a
reference.  This has been fixed and QuickFIX will now report a
connection problem in this case (due to being unable to populate the
cache).

> There are a couple of other issues too:
>=20
> -From time to time the trace log shows that inserts into messages_log=20
> are failing because a NULL is being inserted in the SESSION_QUALIFIER=20
> column, which is defined as NOT NULL in the sql create script.

This column should be nullable.  We will fix it.

> - The columns MESSAGES_LOG.TEXT and MESSAGES.MESSAGE are, at least in
my=20
> database, being truncated - only the section of the text "8=3DFIX.4.4"=20
> exists. I see that the sql string is being built with a lot of=20
> backslashes - is that some kind of MYSQL escape char that MSSQL is not=20
> enjoying?

I believe this is a result of MSSQL tools interpreting the SOH character
as some sort of end of string.  The correct values are actually in
there.

-oren

Re: [Quickfix-users] Sql Server ODBC issues

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

Is there a reason you are not providing a DATABASE=3Dquickfix into the
connection string?

--oren

> Hi, this is an update on my earlier issue.
>    I am using the ODBC log and store factories built from the=20
> quickfix_vs8.sln in version 1.12.4 of quickfix. I am using SQL Server,=20
> and my ODBC DataSource Administrator say that those drivers are
version=20
> 2000.85.1117.00.
>=20
> I am using these connection strings:
>=20
> OdbcLogUser=3Dxx
> OdbcLogPassword=3Dyy
> OdbcStoreUser=3Dxx
> OdbcStorePassword=3Dyy
> OdbcLogConnectionString=3D"DATABASE=3Dquickfix;DRIVER=3D{SQL=20
> Server};SERVER=3DDATASERVER;"
> OdbcStoreConnectionString=3D"DATABASE=3Dquickfix;DRIVER=3D{SQL=20
> Server};SERVER=3DDATASERVER;"

[Quickfix-users] Sql Server ODBC issues

[George M. C. <geo...@qu...>]

Hi, this is an update on my earlier issue.
   I am using the ODBC log and store factories built from the 
quickfix_vs8.sln in version 1.12.4 of quickfix. I am using SQL Server, 
and my ODBC DataSource Administrator say that those drivers are version 
2000.85.1117.00.

I am using these connection strings:

OdbcLogUser=xx
OdbcLogPassword=yy
OdbcStoreUser=xx
OdbcStorePassword=yy
OdbcLogConnectionString="DATABASE=quickfix;DRIVER={SQL 
Server};SERVER=DATASERVER;"
OdbcStoreConnectionString="DATABASE=quickfix;DRIVER={SQL 
Server};SERVER=DATASERVER;"

I turned on ODBC trace logging. It shows the following information codes 
when I try to connect:

DIAG [01S00] [Microsoft][ODBC Driver Manager] Invalid connection string 
attribute (0)

DIAG [01000] [Microsoft][ODBC SQL Server Driver][SQL Server]Changed 
database context to 'dbMARKET'. (5701)

DIAG [01S00] [Microsoft][ODBC Driver Manager] Invalid connection string 
attribute (0)

DIAG [01000] [Microsoft][ODBC SQL Server Driver][SQL Server]Changed 
database context to 'dbMARKET'. (5701)

When subsequent SQL statements are executed against this connection, it 
blows up with the interop error I posted before, because, I believe, the 
table names are not fully qualified. I could not figure out why the 
database context is getting changed to dbMarket, and not quickfix, so I 
chose to address the problem by prefixing every table name in 
OdbcStore.cpp and OdbcLog.cpp with "quickfix.." This fixed that problem, 
and I can now set up an acceptor session, at least.

You might consider using the fully qualified table names in case someone 
like me runs into this ODBC connection issue in the future. I think it 
is good practice to use fully qualified names for db objects in general 
isnt it?

There are a couple of other issues too:

-From time to time the trace log shows that inserts into messages_log 
are failing because a NULL is being inserted in the SESSION_QUALIFIER 
column, which is defined as NOT NULL in the sql create script.

- The columns MESSAGES_LOG.TEXT and MESSAGES.MESSAGE are, at least in my 
database, being truncated - only the section of the text "8=FIX.4.4" 
exists. I see that the sql string is being built with a lot of 
backslashes - is that some kind of MYSQL escape char that MSSQL is not 
enjoying?

thx
George