quickfix-users — QuickFIX user support

Re: [Quickfix-users] Session::sendToTarget (Message&, const SessionID&)

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

Yeah, all of those will be set by the session when you send the  
message.  BodyLength and CheckSum are technically set by the message  
itself when it gets serialized to a string, but effectively they are  
all taken care of for you.

It is safe to call sendToTarget from any thread.

--oren

On Aug 30, 2006, at 4:00 PM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> what fields are filled in by quickfix when the SessionID form of
> 'sendToTarget' is used?  all the required fields in the header
> (BeginString, BodyLength, SenderCompID, TargetCompID, MsgSeqNum,
> and SendingTime) except MsgType?  and the CheckSum in the trailer?
>
> /mark
>
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
> Geronimo
> http://sel.as-us.falkag.net/sel? 
> cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Session::sendToTarget (Message&, const SessionID&)

[Mark T. K. <mke...@di...>]

also, is it safe to call sendToTarget from *any* thread in a process?
/mark

Mark T. Kennedy wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> what fields are filled in by quickfix when the SessionID form of
> 'sendToTarget' is used?  all the required fields in the header
> (BeginString, BodyLength, SenderCompID, TargetCompID, MsgSeqNum,
> and SendingTime) except MsgType?  and the CheckSum in the trailer?
> 
> /mark
> 
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642

[Quickfix-users] Session::sendToTarget (Message&, const SessionID&)

[Mark T. K. <mke...@di...>]

what fields are filled in by quickfix when the SessionID form of
'sendToTarget' is used?  all the required fields in the header
(BeginString, BodyLength, SenderCompID, TargetCompID, MsgSeqNum,
and SendingTime) except MsgType?  and the CheckSum in the trailer?

/mark

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Mark T. K. <mke...@di...>]

sorry - been out for two days.  there was a spelling error in the
conf file (spelled "acceptor" with three c's).  and with my old
bad eyes and no log message about the missing session, i went on
a wild goose hunt.  thanks for the tip(s).

/mark

i've attached the conf file pair.

Alexey Zubko wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Mark,
> 
> If acceptor receives a message of unknown session it disconnects such 
> client.
> Could you provide both configuration files and messages logs you have?
> 
> Regards,
> 		Alexey Zubko
> 
> 
>> ------------------------------------------------------------------------
>>
>> Subject:
>> Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor 
>> fails (all on linux)
>> From:
>> "Mark T. Kennedy" <mke...@di...>
>> Date:
>> Fri, 25 Aug 2006 09:40:00 -0400
>> To:
>> qui...@li...
>>
>> To:
>> qui...@li...
>>
>>
>> CompID's were "initiator" and "acceptor".  it seems strange there is a
>> code path that could receive a complete message and not do anything with
>> it without a log message.
>>
>> /mark
>>
>> Alexey Zubko wrote:
>>   
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

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

I updated the code base to log the error and message in the global  
log file when something like this occurs.

--oren

On Aug 25, 2006, at 8:40 AM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> CompID's were "initiator" and "acceptor".  it seems strange there is a
> code path that could receive a complete message and not do anything  
> with
> it without a log message.
>
> /mark
>
> Alexey Zubko wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Mark,
>>
>> It may happened if your initiator sends invalid (for you acceptor)
>> TargetCompID.
>> I think QF should report such things in the event log.
>>
>> Regards,
>> 		Alexey Zubko
>>
>>
>>
>> qui...@li... wrote:
>>> Subject:
>>> [Quickfix-users] same app: SocketInitiator works, SocketAcceptor  
>>> fails
>>> (all on linux)
>>> From:
>>> "Mark T. Kennedy" <mke...@di...>
>>> Date:
>>> Thu, 24 Aug 2006 14:36:31 -0400
>>> To:
>>> qui...@li...
>>>
>>> To:
>>> qui...@li...
>>>
>>>
>>> i have an app that works as an initiator but fails as an acceptor.
>>> when run as an acceptor, it receives the logon request from the
>>> initiator and then immediately tears down the socket.  nothing
>>> is written to the acceptor's event log about this.  the initiator
>>> sees:
>>>
>>> 20060824-17:17:38 : Connection succeeded
>>> 20060824-17:17:39 : Initiated logon request
>>> 20060824-17:17:39 : Socket Error: Connection reset by peer.
>>> 20060824-17:17:39 : Disconnecting
>>>
>>> i have strace'd the acceptor and have verified that the complete
>>> logon message was received without error.
>>>
>>> there doesn't seem to be a way to turn on any kind of verbose
>>> logging.
>>>
>>> thoughts/comments/suggestions?
>>>
>>> /mark kennedy
>>>
>>>
>>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> Using Tomcat but need to do more? Need to support web services,  
>> security?
>> Get stuff done quickly with pre-integrated technology to make your  
>> job easier
>> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
>> Geronimo
>> http://sel.as-us.falkag.net/sel? 
>> cmd=lnk&kid=120709&bid=263057&dat=121642
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>
> This communication and any attachments may contain confidential/ 
> proprietary information and is intended for information purposes  
> only. It is not an invitation or offer to purchase interests from  
> Diamondback.  Any representation to the contrary is unintentional.   
> This communication is intended only for the person(s) to whom it is  
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> each e-mail message leaving Diamondback Capital Management.
>
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
> Geronimo
> http://sel.as-us.falkag.net/sel? 
> cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Alexey Z. <ale...@gm...>]

Mark,

If acceptor receives a message of unknown session it disconnects such 
client.
Could you provide both configuration files and messages logs you have?

Regards,
		Alexey Zubko


> ------------------------------------------------------------------------
>
> Subject:
> Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor 
> fails (all on linux)
> From:
> "Mark T. Kennedy" <mke...@di...>
> Date:
> Fri, 25 Aug 2006 09:40:00 -0400
> To:
> qui...@li...
>
> To:
> qui...@li...
>
>
> CompID's were "initiator" and "acceptor".  it seems strange there is a
> code path that could receive a complete message and not do anything with
> it without a log message.
>
> /mark
>
> Alexey Zubko wrote:
>   
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Mark,
>>
>> It may happened if your initiator sends invalid (for you acceptor) 
>> TargetCompID.
>> I think QF should report such things in the event log.
>>
>> Regards,
>> 		Alexey Zubko
>>
>>
>>
>> qui...@li... wrote:
>>     
>>> Subject:
>>> [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails 
>>> (all on linux)
>>> From:
>>> "Mark T. Kennedy" <mke...@di...>
>>> Date:
>>> Thu, 24 Aug 2006 14:36:31 -0400
>>> To:
>>> qui...@li...
>>>
>>> To:
>>> qui...@li...
>>>
>>>
>>> i have an app that works as an initiator but fails as an acceptor.
>>> when run as an acceptor, it receives the logon request from the
>>> initiator and then immediately tears down the socket.  nothing
>>> is written to the acceptor's event log about this.  the initiator
>>> sees:
>>>
>>> 20060824-17:17:38 : Connection succeeded
>>> 20060824-17:17:39 : Initiated logon request
>>> 20060824-17:17:39 : Socket Error: Connection reset by peer.
>>> 20060824-17:17:39 : Disconnecting
>>>
>>> i have strace'd the acceptor and have verified that the complete
>>> logon message was received without error.
>>>
>>> there doesn't seem to be a way to turn on any kind of verbose
>>> logging.
>>>
>>> thoughts/comments/suggestions?
>>>
>>> /mark kennedy
>>>
>>>   
>>>       

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Mark T. K. <mke...@di...>]

quickfix v1.11.11, linux RHEL3.  /mark

Oren Miller wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Version?  OS?
> 
> --oren
> 
> On Aug 24, 2006, at 1:36 PM, Mark T. Kennedy wrote:
> 
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> i have an app that works as an initiator but fails as an acceptor.
>> when run as an acceptor, it receives the logon request from the
>> initiator and then immediately tears down the socket.  nothing
>> is written to the acceptor's event log about this.  the initiator
>> sees:
>>
>> 20060824-17:17:38 : Connection succeeded
>> 20060824-17:17:39 : Initiated logon request
>> 20060824-17:17:39 : Socket Error: Connection reset by peer.
>> 20060824-17:17:39 : Disconnecting
>>
>> i have strace'd the acceptor and have verified that the complete
>> logon message was received without error.
>>
>> there doesn't seem to be a way to turn on any kind of verbose
>> logging.
>>
>> thoughts/comments/suggestions?
>>
>> /mark kennedy
>>
>>
>> ---------------------------------------------------------------------- 
>> ---
>> Using Tomcat but need to do more? Need to support web services,  
>> security?
>> Get stuff done quickly with pre-integrated technology to make your  
>> job easier
>> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
>> Geronimo
>> http://sel.as-us.falkag.net/sel? 
>> cmd=lnk&kid=120709&bid=263057&dat=121642
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
> 
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Mark T. K. <mke...@di...>]

CompID's were "initiator" and "acceptor".  it seems strange there is a
code path that could receive a complete message and not do anything with
it without a log message.

/mark

Alexey Zubko wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Mark,
> 
> It may happened if your initiator sends invalid (for you acceptor) 
> TargetCompID.
> I think QF should report such things in the event log.
> 
> Regards,
> 		Alexey Zubko
> 
> 
> 
> qui...@li... wrote:
>> Subject:
>> [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails 
>> (all on linux)
>> From:
>> "Mark T. Kennedy" <mke...@di...>
>> Date:
>> Thu, 24 Aug 2006 14:36:31 -0400
>> To:
>> qui...@li...
>>
>> To:
>> qui...@li...
>>
>>
>> i have an app that works as an initiator but fails as an acceptor.
>> when run as an acceptor, it receives the logon request from the
>> initiator and then immediately tears down the socket.  nothing
>> is written to the acceptor's event log about this.  the initiator
>> sees:
>>
>> 20060824-17:17:38 : Connection succeeded
>> 20060824-17:17:39 : Initiated logon request
>> 20060824-17:17:39 : Socket Error: Connection reset by peer.
>> 20060824-17:17:39 : Disconnecting
>>
>> i have strace'd the acceptor and have verified that the complete
>> logon message was received without error.
>>
>> there doesn't seem to be a way to turn on any kind of verbose
>> logging.
>>
>> thoughts/comments/suggestions?
>>
>> /mark kennedy
>>
>>   
>>
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 

This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback Capital Management.

[Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Alexey Z. <ale...@gm...>]

Mark,

It may happened if your initiator sends invalid (for you acceptor) 
TargetCompID.
I think QF should report such things in the event log.

Regards,
		Alexey Zubko



qui...@li... wrote:
>
> Subject:
> [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails 
> (all on linux)
> From:
> "Mark T. Kennedy" <mke...@di...>
> Date:
> Thu, 24 Aug 2006 14:36:31 -0400
> To:
> qui...@li...
>
> To:
> qui...@li...
>
>
> i have an app that works as an initiator but fails as an acceptor.
> when run as an acceptor, it receives the logon request from the
> initiator and then immediately tears down the socket.  nothing
> is written to the acceptor's event log about this.  the initiator
> sees:
>
> 20060824-17:17:38 : Connection succeeded
> 20060824-17:17:39 : Initiated logon request
> 20060824-17:17:39 : Socket Error: Connection reset by peer.
> 20060824-17:17:39 : Disconnecting
>
> i have strace'd the acceptor and have verified that the complete
> logon message was received without error.
>
> there doesn't seem to be a way to turn on any kind of verbose
> logging.
>
> thoughts/comments/suggestions?
>
> /mark kennedy
>
>   
>

Re: [Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

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

Version?  OS?

--oren

On Aug 24, 2006, at 1:36 PM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> i have an app that works as an initiator but fails as an acceptor.
> when run as an acceptor, it receives the logon request from the
> initiator and then immediately tears down the socket.  nothing
> is written to the acceptor's event log about this.  the initiator
> sees:
>
> 20060824-17:17:38 : Connection succeeded
> 20060824-17:17:39 : Initiated logon request
> 20060824-17:17:39 : Socket Error: Connection reset by peer.
> 20060824-17:17:39 : Disconnecting
>
> i have strace'd the acceptor and have verified that the complete
> logon message was received without error.
>
> there doesn't seem to be a way to turn on any kind of verbose
> logging.
>
> thoughts/comments/suggestions?
>
> /mark kennedy
>
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
> Geronimo
> http://sel.as-us.falkag.net/sel? 
> cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] same app: SocketInitiator works, SocketAcceptor fails (all on linux)

[Mark T. K. <mke...@di...>]

i have an app that works as an initiator but fails as an acceptor.
when run as an acceptor, it receives the logon request from the
initiator and then immediately tears down the socket.  nothing
is written to the acceptor's event log about this.  the initiator
sees:

20060824-17:17:38 : Connection succeeded
20060824-17:17:39 : Initiated logon request
20060824-17:17:39 : Socket Error: Connection reset by peer.
20060824-17:17:39 : Disconnecting

i have strace'd the acceptor and have verified that the complete
logon message was received without error.

there doesn't seem to be a way to turn on any kind of verbose
logging.

thoughts/comments/suggestions?

/mark kennedy

[Quickfix-users] 1.12.2 RPM + Python

[Myers, R. \(London\) <Reg...@ml...>]

Hi,

Has anyone been genius-enough to build a QuickFix 1.12.2 RPM with Python
support yet??

Reg
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Re: [Quickfix-users] SocketInitiator and SynchronizedApplication vs Application

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

First of all, messages on a single Session always come serially, no  
matter which threading model is used.  It is required by the  
specification that messages be processed in sequential order.  So  
while you are processing a message, under no circumstances will you  
receive another message from he same session until you return from  
the callback.  This is true with any model no matter how you  
configure the engine.  So if you are really just running one session,  
there is no need to synchronize anything.

As for the SocketInitiator, all the IO is handled in a single  
thread.  So with this model you will not receive any messages from  
any session managed by that initiator while in the callback.  So  
again, no need to synchronize.  (If you have multiple  
SocketInitiators, than you can continue to receive messages from  
their sessions as they are running on a different thread).  This is  
why while running multiple sessions, messages should either be  
handled quickly, or delegated to another thread or process so  
QuickFIX can continue to receive messages.  (If you are running just  
one session and must process the message sequentially, you can take  
your time in the callbacks).

Since we moved to non-blocking sockets, there probably isn't a great  
case for using the ThreadedSocketInitiator with a  
SynchronizedApplication anymore.  If you are going to do that I would  
just recommend using the SocketInitiator.  You should really only use  
the ThreadedSocketInitiator if a significant portion of your  
processing can be done without shared resources.  Otherwise, you are  
just adding the overhead of mutexes and thread swapping without any  
of the benefits of increased responsiveness or parallelism.

--oren

On Aug 18, 2006, at 8:27 AM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> if i'm using a SocketInitiator (connecting to a single party) with a
> SynchronizedApplication instance, then it is clear that if a callback
> blocks, it will block all other callbacks.
>
> but if i'm using a SocketInitiator with a plain old Application
> instance, what is the model?  if a callback blocks, will it block
> any other callback?  e.g. is a single thread used to receive
> messages and deliver the 'from' callbacks?
>
> /mark
>
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
> Geronimo
> http://sel.as-us.falkag.net/sel? 
> cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] SocketInitiator and SynchronizedApplication vs Application

[Mark T. K. <mke...@di...>]

if i'm using a SocketInitiator (connecting to a single party) with a
SynchronizedApplication instance, then it is clear that if a callback
blocks, it will block all other callbacks.

but if i'm using a SocketInitiator with a plain old Application
instance, what is the model?  if a callback blocks, will it block
any other callback?  e.g. is a single thread used to receive
messages and deliver the 'from' callbacks?

/mark

Re: [Quickfix-users] multithreaded app using message Queue and quickFIX (convert existing app to FIX)

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

You probably just need to deal with the Message class.  This class  
will allow you to create FIX messages, serialize them into strings,  
and reconstruct them from strings.  Sounds like this is all you would  
need to conduct your test.

--oren

On Aug 16, 2006, at 5:13 PM, mike chern wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> HI there
>
> I have a existing multithreaded application using message queues.
> It is a high thoughput application processing a large amount of  
> data (quotes
> and trades).
> currently we are using propiatery message format.
>
> What we want to do is using a thread and another Q, this thread  
> will convert
> whenever messages currently in the existing Q to FIX message and  
> store the
> FIX message in the new Q. The purpose of this is to evaluate the  
> efficiency
> of FIX message, and slowly convert other componets into FIX capable  
> modules.
>
> This doesn't fit in the Application interface currently in FIX  
> example.
>
> Can anyone give me a direction where in the quick fix library  
> should I look
> into first.
>
> Thanks in advance.
>
> Mike
>
>
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
> Geronimo
> http://sel.as-us.falkag.net/sel? 
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[Quickfix-users] multithreaded app using message Queue and quickFIX (convert existing app to FIX)

[mike c. <mik...@ho...>]

HI there

I have a existing multithreaded application using message queues.
It is a high thoughput application processing a large amount of data (quotes 
and trades).
currently we are using propiatery message format.

What we want to do is using a thread and another Q, this thread will convert 
whenever messages currently in the existing Q to FIX message and store the 
FIX message in the new Q. The purpose of this is to evaluate the efficiency 
of FIX message, and slowly convert other componets into FIX capable modules.

This doesn't fit in the Application interface currently in FIX example.

Can anyone give me a direction where in the quick fix library should I look 
into first.

Thanks in advance.

Mike

[Quickfix-users] QuickFIX 1.12.2 is now available

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

QuickFIX 1.12.2 is now available at http://www.quickfixengine.org

You can get the release notes for all versions here: http:// 
www.quickfixengine.org/NEWS

This is primarily a fix for a bug in non-blocking sockets under  
windows where failed connection attempts were not always being  
recognized, causing the engine to stop retrying to connect.  There  
are also some fixes for the python api and some other minor things.

There are some additional changes too.  There are performance  
enhancements and they are very significant, particularly under unix.   
This amounts to about 25-40% overall engine performance (round trip)  
over 1.12.0.

We also have new functionality in this release.  There is a new  
configuration setting for the DEFAULT section called HttpAcceptPort.   
When set, QuickFIX will accept HTTP requests on this port and provide  
a live control panel for all managed sessions.  It's that simple.  No  
servlet container or apache or anything required.  The http server is  
embedded right into QuickFIX.  Just set the port and point your  
browser to it.

For instance, if you set the port to 8080, start the engine and open  
up your browser to http://localhost:8080 and that's it.  Here you can  
get reports on the state of all the sessions and it even gives you  
the ability to modify many session settings while the engine is running.

Note this functionality is only present if you start up at least one  
of your acceptors or initiators with the start() method (as opposed  
to block() or poll()).  It is also currently unavailable when using  
ruby and python bindings as the start method is simulated.

Re: [Quickfix-users] a naive question, but...

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

Mark,

They are not allocated on the heap at all, but on the stack.  The  
stack therefore cleans up the message when it goes out of scope  
(which is after the callback method). The callback should absolutely  
not try to delete the message.

--oren

On Aug 15, 2006, at 10:59 AM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> ... who owns the heap storage for the FIX::Message objects passed over
> the Application interface?  the quickfix runtime?  or the user's
> callback code?  i.e. if the callback code never deletes them, will  
> they
> exist until the containing heavy-weight process goes away?  or if the
> callback deletes the message, will anything break in the quickfix  
> runtime?
>
> /mark
>
>
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> addressed.  If you are not the intended recipient you are hereby  
> notified that you have received this document in error and that any  
> review, dissemination, distribution, or copying of this message or  
> any attachments is not permitted.  If you have received this in  
> error, please notify the sender immediately by e-mail and delete  
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[Quickfix-users] a naive question, but...

[Mark T. K. <mke...@di...>]

... who owns the heap storage for the FIX::Message objects passed over
the Application interface?  the quickfix runtime?  or the user's
callback code?  i.e. if the callback code never deletes them, will they
exist until the containing heavy-weight process goes away?  or if the
callback deletes the message, will anything break in the quickfix runtime?

/mark


This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback Capital Management.

[Quickfix-users] [ANN] QuickFIX/J 1.0.2 Released

[Steve B. <st...@te...>]

This is primarily a maintenance release with several
bug fixes and a few a few minor improvements. Thanks to
Brad Harvey, Nick Fortescue, Eddie Robertsson, Matyas Barakonyi,
Scott Harrington, Christian Braeuner and Lin Lejiang for
their 1.0.1 problem reports and assistance.

File can be downloaded from SourceForge at:

https://sourceforge.net/project/showfiles.php?group_id=163099

Release Notes - QuickFIX/J - Version 1.0.2

** Bug
    * [QFJ-30] - Weekly session does not work 
    * [QFJ-32] - SessionSchedule race condition causes disconnect at
midnight UTC
    * [QFJ-34] - Thread leak in socket connector
    * [QFJ-36] - Missing enums for SecurityTradingStatus (Tag #326)
    * [QFJ-39] - ClassCastException in MessageCracker
    * [QFJ-40] - MarketDepth enum status inconsistent
    * [QFJ-51] - QuickFIX/J Initiator failover multi-address has a wrong
rolling sequence

** Improvement
    * [QFJ-37] - Make executor in examples handle Forex limit orders too
    * [QFJ-41] - AllocLinkType has different descriptions for enum in
FIX42.xml and FIX44.xml

--
Steve Bate

Re: [Quickfix-users] QuickFix Binary distribution for VS7 seems broken

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

The package has been rebuilt, it should work ok now.

--oren

On Aug 11, 2006, at 11:23 AM, Fanshteyn, Timur wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> The binary distribution for QuickFix compiled on windows VS7 seems  
> to be broken. WinZip is complaining of invalid archive.
> VS8 is OK though. I've downloaded archive from multiple SourceForge  
> repositories with the same result.
>
> Timur Fanshteyn
>
> ---------------------------------------------------------------------- 
> ---
> Using Tomcat but need to do more? Need to support web services,  
> security?
> Get stuff done quickly with pre-integrated technology to make your  
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> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
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[Quickfix-users] QuickFix Binary distribution for VS7 seems broken

[Fanshteyn, T. <tfa...@bo...>]

The binary distribution for QuickFix compiled on windows VS7 seems to be
broken. WinZip is complaining of invalid archive.
VS8 is OK though. I've downloaded archive from multiple SourceForge
repositories with the same result.
 
Timur Fanshteyn
 

Re: [Quickfix-users] QuickFIX supporting for MS Windows....

[Shepheard, T. \(London\) <Tob...@ml...>]

I don't think you should have any problems with different Windows
versions, except possibly for the Visual C++ implementation. The only
run-time requirement listed is MSXML3
<http://msdn.microsoft.com/XML/XMLDownloads/default.aspx>  or libxml2.
See http://www.quickfixengine.org/quickfix/doc/html/dependencies.html
<http://www.quickfixengine.org/quickfix/doc/html/dependencies.html>  for
further details including optional dependencies. The safest for platform
independence is the pure-java implementation (Quickfix/J), which will
happily run on any platform which supports Java.
=20
I'm not aware of anywhere with explicit details of testing on the
platforms you mention, but you could try running the unit tests that
come with QuickFix, on each of the platforms you are interested in.
=20
=20
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Eranga Samararathna
Sent: 11 August 2006 04:58
To: qui...@li...
Subject: [Quickfix-users] QuickFIX supporting for MS Windows....



	Hi,

	=20

	Is any one test quickfix engine compatibility with different MS
Windows versions?=20

	=20

	Eg :      MS Windows 98, MS Windows 2000 with sp 1

	            MS Windows 2000 with sp2...etc

	=20

	Is there any place I can find detailed of those?

	=20

	Thanks

	=20

	Eranga
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If you are not an intended recipient of this e-mail, please notify the =
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[Quickfix-users] QuickFIX supporting for MS Windows....

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

Hi,

 

Is any one test quickfix engine compatibility with different MS Windows
versions? 

 

Eg :      MS Windows 98, MS Windows 2000 with sp 1

            MS Windows 2000 with sp2.etc

 

Is there any place I can find detailed of those?

 

Thanks

 

Eranga

 

 

 

Re: [Quickfix-users] QuickFix Log Question

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

Here I give sample configuration for logging and storing.

[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
FileStorePath=store
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=localhost
SocketConnectPort=4444
ReconnectInterval=1
FileLogPath=log

[SESSION]
BeginString=FIX.4.2
SenderCompID=AX1
TargetCompID=BKK
DataDictionary=../spec/FIX42.xml

Your tag 40 (Order Type) value is out of range. It should be a char type
single value. I didn't see any error in your logs.
FIX.4.0:EXECUTOR->CLIENT1, incoming--- display all the incoming messages for
that sessions. 


Eranga

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Mike
Perik
Sent: Thursday, August 10, 2006 3:23 AM
To: qui...@li...
Subject: [Quickfix-users] QuickFix Log Question

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

I downloaded and compiled QuickFix 1.12.1.
I then copied and stripped down the executor.cfg to
just two sessions (FIX.4.0 CLIENT1 & CLIENT2 sessions)
and moved the session port specification to the
Session level of the config file. I use ports 6001 and
9001.  I then made two copies of the tradeclient.cfg
and only put one session in each file.  I started the
executor and two clients using the respective config
file and they all seemed to work connect.  I entered a
trade and it got rejected.  

Here is the log messages:
<20060809-21:43:51, FIX.4.0:EXECUTOR->CLIENT1,
incoming>
 
(8=FIX.4.09=9835=D34=249=CLIENT152=20060809-21:43:5156=EXECUTOR11=12-321=138
=100040=154=155=MSFT59=010=144)
<20060809-21:43:51, FIX.4.0:EXECUTOR->CLIENT1, event>
  (Message 2 Rejected: Value is incorrect (out of
range) for this tag:40)
<20060809-21:43:51, FIX.4.0:EXECUTOR->CLIENT1,
outgoing>
 
(8=FIX.4.09=11435=334=249=EXECUTOR52=20060809-21:43:5156=CLIENT145=258=Value
is incorrect (out of range) for this tag (40)10=093)


I then went to look at the "store" file and use the
Quickfix Log viewer, I attempted to open up the file
that ends with .body  but there only seems to be one
message in the file.

I used vi to look at the file and it seems as though
there are now newlines in the log.  Is that the way
it's supposed to be?   What file would I use to look
at all the messages of a session?  Do I not have the
session or logging configured properly?

Thanks,
Mike

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