quickfix-users — QuickFIX user support

[Quickfix-users] Instrument blocks in TradingSessionStatus

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

Hi,

I use QF 1.11 with .NET 2 and I'm connecting to an 4.4 acceptor that sends
Instrument block groups in a TradingSessionStatus message (I don't know why
they didn't  use the SecurityDefinition message but I have to deal with it).
My xml dictionary contains the correct structure for the message.
 
I can't figure out how to get to data in the Instrument Block repeating
groups.
 
What is wrong with this code?
 
int groups = message.getInt(new NoRelatedSym().getField());
for (uint i = 1; i < groups; i++) //there are 15+ groups
{
	FieldMap fieldMap;
	message.getGroup(i, fieldMap); //this isn't working
	string symbol = fieldMap.getString(new Symbol().getField());
}

Thanks,

Francis

[Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources

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

Tom,
 
Just so you know, I sent a project to Oren that demonstrates the problem.
 
Francis

Re: [Quickfix-users] Re: .NET Can not open bpdy file ... unreleased resources

[Tom F. <tom...@ki...>]

Hm, I got an email from another user who mentioned that he has the same problem and that he can reproduce it at will. I'll try to code up a quick sample tomorrow that replicates this behavior. I'm running 2 sessions but also 2 ThreadedSocketInitiator instances.

Regards,

Tom

----- Original Message ----
From: Oren Miller <or...@qu...>
To: Tom Frey <tom...@ki...>; qui...@li...
Sent: Saturday, April 29, 2006 10:18:27 PM
Subject: Re: [Quickfix-users] Re: .NET Can not open bpdy file ... unreleased resources

      I'm currently not able to duplicate this.  Do  you have any more details about what you are doing?  Are you running  multiple sessions?  I tried your example code on a ThreadedSocketInitiator  with one session and did not get the exception.  Any more details about  what you are doing would be very helpful.  If it is possible to send us a  working project that demonstrates the problem, all the better.
  
 --oren
    ----- Original Message ----- 
   From:    Tom Frey    
   To: qui...@li...    
   Sent: Thursday, April 27, 2006 7:53    AM
   Subject: [Quickfix-users] Re: .NET Can    not open bpdy file ... unreleased resources
   

Hm, so how others currently handling this:
I have a socket    initiator that tries to connect to a server but the server is down or maybe    has some error. QuickFix will keep connecting as I can't stop the    ThreadedSocketInitiator or my app will crash with some weird exceptions when I    try. So I have no choice but bringing down my whole server that hosts the fix    enviroment to stop the connection attempts? Also, when I just want to modify    the config file, I need to bring the server down again? Imho this is a very    high priority bug. 

Tom

Re: [Quickfix-users] Re: .NET Can not open bpdy file ... unreleased resources

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

I'm currently not able to duplicate this.  Do you have any more details =
about what you are doing?  Are you running multiple sessions?  I tried =
your example code on a ThreadedSocketInitiator with one session and did =
not get the exception.  Any more details about what you are doing would =
be very helpful.  If it is possible to send us a working project that =
demonstrates the problem, all the better.

--oren
  ----- Original Message -----=20
  From: Tom Frey=20
  To: qui...@li...=20
  Sent: Thursday, April 27, 2006 7:53 AM
  Subject: [Quickfix-users] Re: .NET Can not open bpdy file ... =
unreleased resources


  Hm, so how others currently handling this:
  I have a socket initiator that tries to connect to a server but the =
server is down or maybe has some error. QuickFix will keep connecting as =
I can't stop the ThreadedSocketInitiator or my app will crash with some =
weird exceptions when I try. So I have no choice but bringing down my =
whole server that hosts the fix enviroment to stop the connection =
attempts? Also, when I just want to modify the config file, I need to =
bring the server down again? Imho this is a very high priority bug.=20

  Tom

RE: [Quickfix-users] Re: .NET Can not open bpdy file ... unreleasedresources

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

I think that the behavior of logout() is a bit counterintuitive partly
because IMHO the method is misnamed. A better name would have been
suspend() which would make it clear that auto-connect attempts will be
turned off. And the complementary function would be resume() which would
re-enable the auto connect attempts.
=20
- Ajay

	-----Original Message-----
	From: Dale Wilson [mailto:wil...@oc...]=20
	Sent: Thursday, April 27, 2006 10:50 AM
	To: Tom Frey
	Cc: qui...@li...
	Subject: Re: [Quickfix-users] Re: .NET Can not open bpdy file
... unreleasedresources
=09
=09
	Hi Tom:
=09
	In onLogout call session->logout();  It seems a bit
counterintuitive, but that stops the automatic retries -- you're telling
QuickFIX, "I really MEAN to be logged out -- it's not just an accident."
=09
	When the application is ready to try again, calling
session->logon() starts things up again.
=09
	Dale
=09
	Tom Frey wrote:=20

		Hm, so how others currently handling this:
		I have a socket initiator that tries to connect to a
server but the server is down or maybe has some error. QuickFix will
keep connecting as I can't stop the ThreadedSocketInitiator or my app
will crash with some weird exceptions when I try. So I have no choice
but bringing down my whole server that hosts the fix enviroment to stop
the connection attempts? Also, when I just want to modify the config
file, I need to bring the server down again? Imho this is a very high
priority bug.=20
	=09
		Tom
	=09


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Re: [Quickfix-users] Re: .NET Can not open bpdy file ... unreleased resources

[Dale W. <wil...@oc...>]

Hi Tom:

In onLogout call session->logout();  It seems a bit counterintuitive, 
but that stops the automatic retries -- you're telling QuickFIX, "I 
really MEAN to be logged out -- it's not just an accident."

When the application is ready to try again, calling session->logon() 
starts things up again.

Dale

Tom Frey wrote:
> Hm, so how others currently handling this:
> I have a socket initiator that tries to connect to a server but the 
> server is down or maybe has some error. QuickFix will keep connecting 
> as I can't stop the ThreadedSocketInitiator or my app will crash with 
> some weird exceptions when I try. So I have no choice but bringing 
> down my whole server that hosts the fix enviroment to stop the 
> connection attempts? Also, when I just want to modify the config file, 
> I need to bring the server down again? Imho this is a very high 
> priority bug.
>
> Tom

[Quickfix-users] Re: .NET Can not open bpdy file ... unreleased resources

[Tom F. <tom...@ki...>]

Hm, so how others currently handling this:
I have a socket initiator that tries to connect to a server but the server
is down or maybe has some error. QuickFix will keep connecting as I can't
stop the ThreadedSocketInitiator or my app will crash with some weird
exceptions when I try. So I have no choice but bringing down my whole serve=
r
that hosts the fix enviroment to stop the connection attempts? Also, when I
just want to modify the config file, I need to bring the server down again?
Imho this is a very high priority bug.

Tom

Re: [Quickfix-users] Tag specified out of required order

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

You also need to make sure that all header fields precede any body 
fields, and all body field precede and trailer fields.  The reject 
message is complaining about tag 50 (371=50).  This is the header field 
SenderSubID, which is appearing in the body of the message.  You are 
probably doing a setField( SenderSubID ), instead of a 
getHeader().setField( SenderSubID ).

--oren

Tom Frey wrote:

> Hi,
>
> I'm wondering why QuickFix rejects the following drop with "Tag 
> specified out of required order":
>
> 8=FIX.4.2
9=224
35=8
34=17
49=FIMAT_PREF
56=MCOMPASS_DROP
52=20060426-20:27:32
115=ara
6=27.09
14=1
17=2
20=0
31=27.09
32=1
37=939349
38=1
39=2
150=2
40=2
1=1MA
54=1
55=MSFT
30=ara
60=20060426-20:27:32
198=12
483=20060426-20:27:32
50=p2126
10=128
 
>
> 8=FIX.4.2
9=132
35=3
34=9
49=MCOMPASS_DROP
52=20060426-20:27:32.703
56=FIMAT_PREF
128=ara
45=17
58=Tag 
> specified out of required order
371=50
372=8
10=038

>
> As far as I know only the first 3 and last tag have to have a specific 
> order?
>
> Thanks,
>
> Tom

RE: [Quickfix-users] .NET Can not open bpdy file ... unreleased resources

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

I am getting the same error on .NET 2.0 and QF 1.11.  I didn't have time to
investigate yet but can reproduce at will.  Actually I don't know how to
avoid it..

Francis

-----Original Message-----
From: Tom Frey
Sent: Wednesday, April 26, 2006 13:44
To: qui...@li...
Subject: [Quickfix-users] .NET Can not open bpdy file ... unreleased
resources

Hi,

I can not restart the ThreadedSocketInitiator as it throws "Can not open
body file exception" due to some unreleased resources.
Here is what I tried:

initiator = new ThreadedSocketInitiator
(application, fileStoreFactory, sessionSettings, fileLogFactory,
messageFactory); initiator.Start(); initiator.Stop(); initiator = null;

GC.Collect();
GC.WaitForPendingFinalizers();

initiator = new ThreadedSocketInitiator(application, fileStoreFactory,
sessionSettings, fileLogFactory, messageFactory); ---->> Here I get "Could
not open body file exception"

Anybody has an idea?

Thanks,

Tom

[Quickfix-users] Tag specified out of required order

[Tom F. <tom...@ki...>]

Hi,

I'm wondering why QuickFix rejects the following drop with "Tag specified
out of required order":

8=3D
FIX.4.2=019=3D224=0135=3D8=0134=3D17=0149=3DFIMAT_PREF=0156=3DMCOMPASS_DROP=
=0152=3D20060426-20:27:32=01115=3Dara=016=3D27.09=0114=3D1=0117=3D2=0120=3D=
0=0131=3D27.09=0132=3D1=0137=3D939349=0138=3D1=0139=3D2=01150=3D2=0140=3D2=
=011=3D1MA=0154=3D1=0155=3DMSFT=0130=3Dara=0160=3D20060426-20:27:32=01198=
=3D12=01483=3D20060426-20:27:32=0150=3Dp2126=0110=3D128=01
8=3D
FIX.4.2=019=3D132=0135=3D3=0134=3D9=0149=3DMCOMPASS_DROP=0152=3D20060426-20=
:27:32.703=0156=3DFIMAT_PREF=01128=3Dara=0145=3D17=0158=3DTagspecified
out of required order=01371=3D50=01372=3D8=0110=3D038=01

As far as I know only the first 3 and last tag have to have a specific
order?

Thanks,

Tom

[Quickfix-users] .NET Can not open bpdy file ... unreleased resources

[Tom F. <tom...@ki...>]

Hi,

I can not restart the ThreadedSocketInitiator as it throws "Can not open
body file exception" due to some unreleased resources.
Here is what I tried:

initiator =3D new ThreadedSocketInitiator(application, fileStoreFactory,
sessionSettings, fileLogFactory, messageFactory);
initiator.Start();
initiator.Stop();
initiator =3D null;

GC.Collect();
GC.WaitForPendingFinalizers();

initiator =3D new ThreadedSocketInitiator(application, fileStoreFactory,
sessionSettings, fileLogFactory, messageFactory); ---->> Here I get "Could
not open body file exception"

Anybody has an idea?

Thanks,

Tom

[Quickfix-users] Required tag missing

[Andrew M. <an...@nm...>]

In FIX41.XML I changed all the tags in OrderCancelRequest to 
required=no.  Then I ran generate and rebuilt everything including JARs. 
Still when I send a cancel without the usual tags I get "Required tag 
missing".  Is there someplace else I need to change this?  My intent is to 
use Arca's Bulk Cancel message which takes minimal tags.  Part of my 
FIX41.XML is below..

Thanks,
Andrew


   <message name="OrderCancelRequest" msgtype="F" msgcat="app">
     <field name="OrigClOrdID" required="N"/>
     <field name="OrderID" required="N"/>
     <field name="ClOrdID" required="N"/>
     <field name="ListID" required="N"/>
     <field name="ClientID" required="N"/>
     <field name="ExecBroker" required="N"/>
     <field name="Symbol" required="N"/>
     <field name="SymbolSfx" required="N"/>
     <field name="SecurityID" required="N"/>
     <field name="IDSource" required="N"/>
     <field name="SecurityType" required="N"/>
     <field name="MaturityMonthYear" required="N"/>
     <field name="MaturityDay" required="N"/>
     <field name="PutOrCall" required="N"/>
     <field name="StrikePrice" required="N"/>
     <field name="OptAttribute" required="N"/>
     <field name="SecurityExchange" required="N"/>
     <field name="Issuer" required="N"/>
     <field name="SecurityDesc" required="N"/>
     <field name="Side" required="N"/>
     <field name="OrderQty" required="N"/>
     <field name="CashOrderQty" required="N"/>
     <field name="Text" required="N"/>
     <field name="Account" required="N"/>
     <field name="OnBehalfOfCompID" required="N"/>
     <field name="SenderSubID" required="N"/>
     <field name="TimeInForce" required="N"/>
     <field name="ExDestination" required="N"/>
     <field name="CancelPriority" equired="N"/>
   </message>

Re: [Quickfix-users] user defined types seems to break typesafe cracking in C++

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

Richard,

I re-read your original post and seems like I misread it.  I thought you 
were having trouble when you were including the LegSymbol, now I see you 
are actually having trouble when you do not include it.

Despite what the fiximate says in the spec, in this case LegSymbol is 
absolutely necessary.  It is a general rule in the FIX specification 
that for every repeating group, the first field of that group is always 
required.  Why?  Because that field is the delimiter which determines 
when a new group starts (FIX does not have a special delimiter field).  
For this reason, if you do not include the LegSymbol, QuickFIX is not 
given enough information to parse the message, and therefore the 
checksum is incorrect.

A better error message should be given when a message fails validation 
for this reason, however it is the case that the message is incorrect 
without those fields.

--oren

Murphy, Richard wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>It'll take me a bit of time to reformat the ouput but here's the code
>which creates both a quote request either with or with out the LegSymbol
>- depending on the arg.
>
>Cheers
>R
>
>int requestId = 1000000;
>
>FIX44::QuoteRequest TestFIX::makeQuoterequest( bool legSymbol )
>{
>    char psId[20]="";
>    sprintf( psId,"%i", ++requestId);
>
>    FIX::QuoteReqID quoteRequestID( psId  );
>    FIX44::QuoteRequest msg ( quoteRequestID );
>
>    msg.set(FIX::NoRelatedSym(1));
>
>    FIX44::QuoteRequest::NoRelatedSym noRelatedSym;
>    noRelatedSym.set (FIX::Symbol (".STOXX50E"));
>    noRelatedSym.set (FIX::OrderQty (1));
>    noRelatedSym.set (FIX::SecurityType("MLEG"));
>    noRelatedSym.set (FIX::QuoteType(0));
>    noRelatedSym.set (FIX::Account ("CANTOR"));
>
>    FIX::NoUnderlyings underlying(1);
>    noRelatedSym.set( underlying );
>    FIX44::QuoteRequest::NoRelatedSym::NoUnderlyings ugroup;
>    ugroup.set( FIX::UnderlyingSymbol(".STOXX50E"));
>    ugroup.set( FIX::UnderlyingPx( 3800 ));
>    noRelatedSym.addGroup( ugroup );
>
>
>    std::string optionSymbol( "STXE38000E6.EX");
>    FIX44::QuoteRequest::NoRelatedSym::NoLegs fixLeg;
>    if ( legSymbol )
>        fixLeg.set (FIX::LegSymbol ( optionSymbol  ));
>    fixLeg.set (FIX::LegSide ('1'));    // 1=buy
>    fixLeg.set (FIX::LegMaturityMonthYear( "2006-05") );
>    fixLeg.set (FIX::LegStrikePrice( 3800 ));
>    fixLeg.set (FIX::LegRatioQty( 1 ));
>    fixLeg.set (FIX::LegCFICode("OCE"));
>    fixLeg.set (FIX::LegContractMultiplier(10));
>    noRelatedSym.addGroup( fixLeg );
>
>    FIX44::QuoteRequest::NoRelatedSym::NoLegs fixLeg2;
>    if ( legSymbol )
>        fixLeg2.set (FIX::LegSymbol( "STXE38000Q6.EX"));
>    fixLeg2.set (FIX::LegSide ('2'));    // 1=buy
>    fixLeg2.set (FIX::LegMaturityMonthYear( "2006-05") );
>    fixLeg2.set (FIX::LegStrikePrice( 3800 ));
>    FIX::LegRatioQty ratio(1);
>    fixLeg2.set (FIX::LegRatioQty( ratio ));
>    fixLeg2.set (FIX::LegCFICode("OPE"));
>    fixLeg2.set( FIX::LegContractMultiplier(10));
>
>    noRelatedSym.addGroup( fixLeg2 );
>
>    msg.addGroup( noRelatedSym );
>    return msg;
>
>}
>
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: 13 April 2006 17:25
>To: Murphy, Richard
>Cc: qui...@li...
>Subject: Re: [Quickfix-users] user defined types seems to break typesafe
>cracking in C++
>
>These messages don't have any SOH or any other ASCII character
>representing an SOH.  This makes it difficult to work with.  Could you
>repost with the messages with some sort of delimiter between the fields?
>
>Also if you can post the code which generated the messages, that would
>be helpful as well.
>
>--oren
>
>Murphy, Richard wrote:
>
>  
>
>>Oren,
>>
>>I've attached a file. The first line is the fix msg with the legsymbol
>>the second is the msg without the legsymbol  (id=600).
>>
>>Fyi my current workaround is to comment out the checksym check in
>>Message.cpp and rebuild quickfix. 
>>
>>Thanks,
>>Richard. 
>>
>>
>>-----Original Message-----
>>From: Oren Miller [mailto:or...@qu...] 
>>Sent: 13 April 2006 15:32
>>To: Murphy, Richard
>>Cc: qui...@li...
>>Subject: Re: [Quickfix-users] user defined types seems to break
>>    
>>
>typesafe
>  
>
>>cracking in C++
>>
>>Richard,
>>
>>Can you post your actual messages (with and without the LegSymbol)?
>>
>>--oren
>>
>>Murphy, Richard wrote:
>>
>> 
>>
>>    
>>
>>>Oren,
>>>
>>>I've found that the checksum is failing if I do not include LegSymbol 
>>>in a QuoteRequest.
>>>
>>>Line 564 of Message.cpp (v 1.10.2)
>>>
>>>"Expected CheckSum=128, Recieved CheckSum=129"
>>>
>>>However this text doesn't seem to get logged in any of output text 
>>>files - had todebug it.
>>>
>>>I've not figured out why the checksum fails.
>>>
>>>R
>>>
>>>* From: * Murphy, Richard
>>>*Sent:* 12 April 2006 19:02
>>>*To:* Oren Miller; qui...@li...
>>>*Subject:* RE: [Quickfix-users] user defined types seems to break 
>>>typesafe cracking in C++
>>>
>>>I've tried debugging quickfix source
>>>
>>>I've run into a similar symptom which is that if I send an quote 
>>>request whose InstrumentLeg has not LegSymbol then it seems to 
>>>persistently break quickfix.
>>>
>>>Ie unless I delete seqnum file the communication is broken. I notice 
>>>that FIX::Session::verify never gets called but the msg is logged to 
>>>FIX.4.4.XXXXX.incoming.
>>>
>>>If I add the LegSymbol field then everything works (it's not a 
>>>required field in 4.4) - aha that's it it is a required symbol in 
>>>FIX4.4.xml but not according to
>>>
>>>http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html
>>>
>>>I tried setting LegSymbol to not requied in the fix44.xml but that 
>>>didn't have any effect.
>>>
>>>Any ideas what is going on ?
>>>
>>>Thanks
>>>
>>>R
>>>
>>>* From: * Oren Miller [mailto:or...@qu...]
>>>*Sent:* 03 April 2006 15:58
>>>*To:* Murphy, Richard; qui...@li...
>>>*Subject:* Re: [Quickfix-users] user defined types seems to break 
>>>typesafe cracking in C++
>>>
>>>Have you tried tracing through the message cracker? There shouldn't be
>>>   
>>>
>>>      
>>>
>> 
>>
>>    
>>
>>>any reason why adding a field would cause the behavior to change.
>>>
>>>--oren
>>>
>>>   ----- Original Message -----
>>>
>>>   * From: * Murphy, Richard <mailto:Ric...@ci...>
>>>
>>>   * To: * qui...@li...
>>>   <mailto:qui...@li...>
>>>
>>>   * Sent: * Friday, March 31, 2006 5:59 AM
>>>
>>>   * Subject: * [Quickfix-users] user defined types seems to break
>>>   typesafe cracking in C++
>>>
>>>   Hi,
>>>
>>>   I'm looking at QuickFix user defined types.
>>>
>>>   I find that if I add a user defined field to a structure such as a
>>>   FIX44::Quote I find that typesafe message cracking fails.
>>>
>>>   What I mean by that is that the the onMessage function that takes
>>>   FIX44::Quote as an argument does not get called.
>>>
>>>   If I remove the user defined type then the function does get
>>>   
>>>
>>>      
>>>
>>called.
>> 
>>
>>    
>>
>>>   Can you confirm this behaviour ? Is there a workaround ?
>>>
>>>   I used the procedure documented on the QuickFix doc url.
>>>
>>>   Thanks
>>>
>>>   Richard.
>>>
>>>   QuickFix Version 1.10.2
>>>
>>>   Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)
>>>
>>>
>>>
>>>
>>>
>>>
>>>   
>>>
>>>      
>>>
>>-----------------------------------------------------------------------
>>    
>>
>-
>  
>
>>---------------------
>> 
>>
>>    
>>
>>>   The information contained in this transmission and any attached
>>>   documents is privileged, confidential and intended only for the
>>>   use of the individual or entity named above. If the reader of this
>>>   message is not the intended recipient, you are hereby directed not
>>>   to read the contents of this transmission, and are hereby notified
>>>   that any disclosure, copying, distribution, dissemination or use
>>>   of the contents of this transmission, including any attachments,
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>>>   London EC3V 9DH
>>>
>>>   
>>>
>>>      
>>>
>>
>>-----------------------------------------------------------------------
>>    
>>
>----------------------
>  
>
>>The information contained in this transmission and any attached
>>    
>>
>documents is privileged, confidential and intended only for the use of
>the individual or entity named above.  If the reader of this message is
>not the intended recipient, you are hereby directed not to read the
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>(0) 20 7645 9700 and destroy any copy of this transmission.
>  
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>>Citadel Investment Group (Europe) Ltd is authorised and regulated by
>>    
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>the Financial Services Authority (FSA Firm Ref No 190260).
>  
>
>>Registered in England.  Registration No. 3666898.
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>>    
>>
>EC3V 9DH
>  
>
>> 
>>
>>-----------------------------------------------------------------------
>>    
>>
>-
>  
>
>>8=FIX.4.49=29135=R34=3149=TESTFIX52=20060413-14:51:23.84656=ASRFQServer
>>    
>>
>131=1000001146=155=.STOXX50E167=MLEG537=038=11=CANTOR555=2600=STXE38000E
>6.EX608=OCE610=2006-05612=3800614=10623=1624=1600=STXE38000Q6.EX608=OPE6
>10=2006-05612=3800614=10623=1624=2711=1311=.STOXX50E810=380010=105
>  
>
>>8=FIX.4.49=25335=R34=4349=TESTFIX52=20060413-14:54:33.65756=ASRFQServer
>>    
>>
>131=1000003146=155=.STOXX50E167=MLEG537=038=11=CANTOR555=2608=OCE610=200
>6-05612=3800614=10623=1624=1608=OPE610=2006-05612=3800614=10623=1624=271
>1=1311=.STOXX50E810=380010=178
>  
>
>
>
>
>
>
>---------------------------------------------------------------------------------------------
>
>The information contained in this transmission and any attached documents is privileged, confidential and intended only for the use of the individual or entity named above.  If the reader of this message is not the intended recipient, you are hereby directed not to read the contents of this transmission, and are hereby notified that any disclosure, copying, distribution, dissemination or use of the contents of this transmission, including any attachments, or the taking of any action in reliance thereon, is strictly prohibited.  If you have received this communication in error, please notify the sender and/or Citadel Investment Group (Europe) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy any copy of this transmission.
>
>Citadel Investment Group (Europe) Ltd is authorised and regulated by the Financial Services Authority (FSA Firm Ref No 190260).
>Registered in England.  Registration No. 3666898.
>Registered Office:  10th Floor, 2 George Yard, Lombard Street, London EC3V 9DH
>
>
>-------------------------------------------------------
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>  
>

RE: [Quickfix-users] user defined types seems to break typesafe cracking in C++

[Murphy, R. <Ric...@ci...>]

It'll take me a bit of time to reformat the ouput but here's the code
which creates both a quote request either with or with out the LegSymbol
- depending on the arg.

Cheers
R

int requestId =3D 1000000;

FIX44::QuoteRequest TestFIX::makeQuoterequest( bool legSymbol )
{
    char psId[20]=3D"";
    sprintf( psId,"%i", ++requestId);

    FIX::QuoteReqID quoteRequestID( psId  );
    FIX44::QuoteRequest msg ( quoteRequestID );

    msg.set(FIX::NoRelatedSym(1));

    FIX44::QuoteRequest::NoRelatedSym noRelatedSym;
    noRelatedSym.set (FIX::Symbol (".STOXX50E"));
    noRelatedSym.set (FIX::OrderQty (1));
    noRelatedSym.set (FIX::SecurityType("MLEG"));
    noRelatedSym.set (FIX::QuoteType(0));
    noRelatedSym.set (FIX::Account ("CANTOR"));

    FIX::NoUnderlyings underlying(1);
    noRelatedSym.set( underlying );
    FIX44::QuoteRequest::NoRelatedSym::NoUnderlyings ugroup;
    ugroup.set( FIX::UnderlyingSymbol(".STOXX50E"));
    ugroup.set( FIX::UnderlyingPx( 3800 ));
    noRelatedSym.addGroup( ugroup );


    std::string optionSymbol( "STXE38000E6.EX");
    FIX44::QuoteRequest::NoRelatedSym::NoLegs fixLeg;
    if ( legSymbol )
        fixLeg.set (FIX::LegSymbol ( optionSymbol  ));
    fixLeg.set (FIX::LegSide ('1'));    // 1=3Dbuy
    fixLeg.set (FIX::LegMaturityMonthYear( "2006-05") );
    fixLeg.set (FIX::LegStrikePrice( 3800 ));
    fixLeg.set (FIX::LegRatioQty( 1 ));
    fixLeg.set (FIX::LegCFICode("OCE"));
    fixLeg.set (FIX::LegContractMultiplier(10));
    noRelatedSym.addGroup( fixLeg );

    FIX44::QuoteRequest::NoRelatedSym::NoLegs fixLeg2;
    if ( legSymbol )
        fixLeg2.set (FIX::LegSymbol( "STXE38000Q6.EX"));
    fixLeg2.set (FIX::LegSide ('2'));    // 1=3Dbuy
    fixLeg2.set (FIX::LegMaturityMonthYear( "2006-05") );
    fixLeg2.set (FIX::LegStrikePrice( 3800 ));
    FIX::LegRatioQty ratio(1);
    fixLeg2.set (FIX::LegRatioQty( ratio ));
    fixLeg2.set (FIX::LegCFICode("OPE"));
    fixLeg2.set( FIX::LegContractMultiplier(10));

    noRelatedSym.addGroup( fixLeg2 );

    msg.addGroup( noRelatedSym );
    return msg;

}



-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: 13 April 2006 17:25
To: Murphy, Richard
Cc: qui...@li...
Subject: Re: [Quickfix-users] user defined types seems to break typesafe
cracking in C++

These messages don't have any SOH or any other ASCII character
representing an SOH.  This makes it difficult to work with.  Could you
repost with the messages with some sort of delimiter between the fields?

Also if you can post the code which generated the messages, that would
be helpful as well.

--oren

Murphy, Richard wrote:

>Oren,
>
>I've attached a file. The first line is the fix msg with the legsymbol
>the second is the msg without the legsymbol  (id=3D600).
>
>Fyi my current workaround is to comment out the checksym check in
>Message.cpp and rebuild quickfix.=20
>
>Thanks,
>Richard.=20
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...]=20
>Sent: 13 April 2006 15:32
>To: Murphy, Richard
>Cc: qui...@li...
>Subject: Re: [Quickfix-users] user defined types seems to break
typesafe
>cracking in C++
>
>Richard,
>
>Can you post your actual messages (with and without the LegSymbol)?
>
>--oren
>
>Murphy, Richard wrote:
>
> =20
>
>>Oren,
>>
>>I've found that the checksum is failing if I do not include LegSymbol=20
>>in a QuoteRequest.
>>
>>Line 564 of Message.cpp (v 1.10.2)
>>
>>"Expected CheckSum=3D128, Recieved CheckSum=3D129"
>>
>>However this text doesn't seem to get logged in any of output text=20
>>files - had todebug it.
>>
>>I've not figured out why the checksum fails.
>>
>>R
>>
>>* From: * Murphy, Richard
>>*Sent:* 12 April 2006 19:02
>>*To:* Oren Miller; qui...@li...
>>*Subject:* RE: [Quickfix-users] user defined types seems to break=20
>>typesafe cracking in C++
>>
>>I've tried debugging quickfix source
>>
>>I've run into a similar symptom which is that if I send an quote=20
>>request whose InstrumentLeg has not LegSymbol then it seems to=20
>>persistently break quickfix.
>>
>>Ie unless I delete seqnum file the communication is broken. I notice=20
>>that FIX::Session::verify never gets called but the msg is logged to=20
>>FIX.4.4.XXXXX.incoming.
>>
>>If I add the LegSymbol field then everything works (it's not a=20
>>required field in 4.4) - aha that's it it is a required symbol in=20
>>FIX4.4.xml but not according to
>>
>>http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html
>>
>>I tried setting LegSymbol to not requied in the fix44.xml but that=20
>>didn't have any effect.
>>
>>Any ideas what is going on ?
>>
>>Thanks
>>
>>R
>>
>>* From: * Oren Miller [mailto:or...@qu...]
>>*Sent:* 03 April 2006 15:58
>>*To:* Murphy, Richard; qui...@li...
>>*Subject:* Re: [Quickfix-users] user defined types seems to break=20
>>typesafe cracking in C++
>>
>>Have you tried tracing through the message cracker? There shouldn't be
>>   =20
>>
>
> =20
>
>>any reason why adding a field would cause the behavior to change.
>>
>>--oren
>>
>>    ----- Original Message -----
>>
>>    * From: * Murphy, Richard <mailto:Ric...@ci...>
>>
>>    * To: * qui...@li...
>>    <mailto:qui...@li...>
>>
>>    * Sent: * Friday, March 31, 2006 5:59 AM
>>
>>    * Subject: * [Quickfix-users] user defined types seems to break
>>    typesafe cracking in C++
>>
>>    Hi,
>>
>>    I'm looking at QuickFix user defined types.
>>
>>    I find that if I add a user defined field to a structure such as a
>>    FIX44::Quote I find that typesafe message cracking fails.
>>
>>    What I mean by that is that the the onMessage function that takes
>>    FIX44::Quote as an argument does not get called.
>>
>>    If I remove the user defined type then the function does get
>>   =20
>>
>called.
> =20
>
>>    Can you confirm this behaviour ? Is there a workaround ?
>>
>>    I used the procedure documented on the QuickFix doc url.
>>
>>    Thanks
>>
>>    Richard.
>>
>>    QuickFix Version 1.10.2
>>
>>    Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)
>>
>>
>>
>>
>>
>>
>>   =20
>>
>-----------------------------------------------------------------------
-
>---------------------
> =20
>
>>    The information contained in this transmission and any attached
>>    documents is privileged, confidential and intended only for the
>>    use of the individual or entity named above. If the reader of this
>>    message is not the intended recipient, you are hereby directed not
>>    to read the contents of this transmission, and are hereby notified
>>    that any disclosure, copying, distribution, dissemination or use
>>    of the contents of this transmission, including any attachments,
>>    or the taking of any action in reliance thereon, is strictly
>>    prohibited. If you have received this communication in error,
>>    please notify the sender and/or Citadel Investment Group ( Europe
>>    ) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy
>>    any copy of this transmission.
>>
>>    Citadel Investment Group ( Europe ) Ltd is authorised and
>>    regulated by the Financial Services Authority (FSA Firm Ref No
>>    190260).
>>    Registered in England . Registration No. 3666898.
>>    Registered Office: 10th Floor, 2 George Yard, Lombard Street ,
>>    London EC3V 9DH
>>
>>   =20
>>
>
>
>
>
>-----------------------------------------------------------------------
----------------------
>
>The information contained in this transmission and any attached
documents is privileged, confidential and intended only for the use of
the individual or entity named above.  If the reader of this message is
not the intended recipient, you are hereby directed not to read the
contents of this transmission, and are hereby notified that any
disclosure, copying, distribution, dissemination or use of the contents
of this transmission, including any attachments, or the taking of any
action in reliance thereon, is strictly prohibited.  If you have
received this communication in error, please notify the sender and/or
Citadel Investment Group (Europe) Ltd immediately by telephone at +44
(0) 20 7645 9700 and destroy any copy of this transmission.
>
>Citadel Investment Group (Europe) Ltd is authorised and regulated by
the Financial Services Authority (FSA Firm Ref No 190260).
>Registered in England.  Registration No. 3666898.
>Registered Office:  10th Floor, 2 George Yard, Lombard Street, London
EC3V 9DH
> =20
>
>-----------------------------------------------------------------------
-
>
>8=3DFIX.4.49=3D29135=3DR34=3D3149=3DTESTFIX52=3D20060413-14:51:23.84656=3D=
ASRFQServer
131=3D1000001146=3D155=3D.STOXX50E167=3DMLEG537=3D038=3D11=3DCANTOR555=3D=
2600=3DSTXE38000E
6.EX608=3DOCE610=3D2006-05612=3D3800614=3D10623=3D1624=3D1600=3DSTXE38000=
Q6.EX608=3DOPE6
10=3D2006-05612=3D3800614=3D10623=3D1624=3D2711=3D1311=3D.STOXX50E810=3D3=
80010=3D105
>8=3DFIX.4.49=3D25335=3DR34=3D4349=3DTESTFIX52=3D20060413-14:54:33.65756=3D=
ASRFQServer
131=3D1000003146=3D155=3D.STOXX50E167=3DMLEG537=3D038=3D11=3DCANTOR555=3D=
2608=3DOCE610=3D200
6-05612=3D3800614=3D10623=3D1624=3D1608=3DOPE610=3D2006-05612=3D3800614=3D=
10623=3D1624=3D271
1=3D1311=3D.STOXX50E810=3D380010=3D178
>





-------------------------------------------------------------------------=
--------------------

The information contained in this transmission and any attached =
documents is privileged, confidential and intended only for the use of =
the individual or entity named above.  If the reader of this message is =
not the intended recipient, you are hereby directed not to read the =
contents of this transmission, and are hereby notified that any =
disclosure, copying, distribution, dissemination or use of the contents =
of this transmission, including any attachments, or the taking of any =
action in reliance thereon, is strictly prohibited.  If you have =
received this communication in error, please notify the sender and/or =
Citadel Investment Group (Europe) Ltd immediately by telephone at +44 =
(0) 20 7645 9700 and destroy any copy of this transmission.

Citadel Investment Group (Europe) Ltd is authorised and regulated by the =
Financial Services Authority (FSA Firm Ref No 190260).
Registered in England.  Registration No. 3666898.
Registered Office:  10th Floor, 2 George Yard, Lombard Street, London =
EC3V 9DH

Re: [Quickfix-users] user defined types seems to break typesafe cracking in C++

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

These messages don't have any SOH or any other ASCII character
representing an SOH.  This makes it difficult to work with.  Could you
repost with the messages with some sort of delimiter between the fields?

Also if you can post the code which generated the messages, that would
be helpful as well.

--oren

Murphy, Richard wrote:

>Oren,
>
>I've attached a file. The first line is the fix msg with the legsymbol
>the second is the msg without the legsymbol  (id=600).
>
>Fyi my current workaround is to comment out the checksym check in
>Message.cpp and rebuild quickfix. 
>
>Thanks,
>Richard. 
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: 13 April 2006 15:32
>To: Murphy, Richard
>Cc: qui...@li...
>Subject: Re: [Quickfix-users] user defined types seems to break typesafe
>cracking in C++
>
>Richard,
>
>Can you post your actual messages (with and without the LegSymbol)?
>
>--oren
>
>Murphy, Richard wrote:
>
>  
>
>>Oren,
>>
>>I've found that the checksum is failing if I do not include LegSymbol 
>>in a QuoteRequest.
>>
>>Line 564 of Message.cpp (v 1.10.2)
>>
>>"Expected CheckSum=128, Recieved CheckSum=129"
>>
>>However this text doesn't seem to get logged in any of output text 
>>files - had todebug it.
>>
>>I've not figured out why the checksum fails.
>>
>>R
>>
>>* From: * Murphy, Richard
>>*Sent:* 12 April 2006 19:02
>>*To:* Oren Miller; qui...@li...
>>*Subject:* RE: [Quickfix-users] user defined types seems to break 
>>typesafe cracking in C++
>>
>>I've tried debugging quickfix source
>>
>>I've run into a similar symptom which is that if I send an quote 
>>request whose InstrumentLeg has not LegSymbol then it seems to 
>>persistently break quickfix.
>>
>>Ie unless I delete seqnum file the communication is broken. I notice 
>>that FIX::Session::verify never gets called but the msg is logged to 
>>FIX.4.4.XXXXX.incoming.
>>
>>If I add the LegSymbol field then everything works (it's not a 
>>required field in 4.4) - aha that's it it is a required symbol in 
>>FIX4.4.xml but not according to
>>
>>http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html
>>
>>I tried setting LegSymbol to not requied in the fix44.xml but that 
>>didn't have any effect.
>>
>>Any ideas what is going on ?
>>
>>Thanks
>>
>>R
>>
>>* From: * Oren Miller [mailto:or...@qu...]
>>*Sent:* 03 April 2006 15:58
>>*To:* Murphy, Richard; qui...@li...
>>*Subject:* Re: [Quickfix-users] user defined types seems to break 
>>typesafe cracking in C++
>>
>>Have you tried tracing through the message cracker? There shouldn't be
>>    
>>
>
>  
>
>>any reason why adding a field would cause the behavior to change.
>>
>>--oren
>>
>>    ----- Original Message -----
>>
>>    * From: * Murphy, Richard <mailto:Ric...@ci...>
>>
>>    * To: * qui...@li...
>>    <mailto:qui...@li...>
>>
>>    * Sent: * Friday, March 31, 2006 5:59 AM
>>
>>    * Subject: * [Quickfix-users] user defined types seems to break
>>    typesafe cracking in C++
>>
>>    Hi,
>>
>>    I'm looking at QuickFix user defined types.
>>
>>    I find that if I add a user defined field to a structure such as a
>>    FIX44::Quote I find that typesafe message cracking fails.
>>
>>    What I mean by that is that the the onMessage function that takes
>>    FIX44::Quote as an argument does not get called.
>>
>>    If I remove the user defined type then the function does get
>>    
>>
>called.
>  
>
>>    Can you confirm this behaviour ? Is there a workaround ?
>>
>>    I used the procedure documented on the QuickFix doc url.
>>
>>    Thanks
>>
>>    Richard.
>>
>>    QuickFix Version 1.10.2
>>
>>    Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)
>>
>>
>>
>>
>>
>>
>>    
>>
>------------------------------------------------------------------------
>---------------------
>  
>
>>    The information contained in this transmission and any attached
>>    documents is privileged, confidential and intended only for the
>>    use of the individual or entity named above. If the reader of this
>>    message is not the intended recipient, you are hereby directed not
>>    to read the contents of this transmission, and are hereby notified
>>    that any disclosure, copying, distribution, dissemination or use
>>    of the contents of this transmission, including any attachments,
>>    or the taking of any action in reliance thereon, is strictly
>>    prohibited. If you have received this communication in error,
>>    please notify the sender and/or Citadel Investment Group ( Europe
>>    ) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy
>>    any copy of this transmission.
>>
>>    Citadel Investment Group ( Europe ) Ltd is authorised and
>>    regulated by the Financial Services Authority (FSA Firm Ref No
>>    190260).
>>    Registered in England . Registration No. 3666898.
>>    Registered Office: 10th Floor, 2 George Yard, Lombard Street ,
>>    London EC3V 9DH
>>
>>    
>>
>
>
>
>
>---------------------------------------------------------------------------------------------
>
>The information contained in this transmission and any attached documents is privileged, confidential and intended only for the use of the individual or entity named above.  If the reader of this message is not the intended recipient, you are hereby directed not to read the contents of this transmission, and are hereby notified that any disclosure, copying, distribution, dissemination or use of the contents of this transmission, including any attachments, or the taking of any action in reliance thereon, is strictly prohibited.  If you have received this communication in error, please notify the sender and/or Citadel Investment Group (Europe) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy any copy of this transmission.
>
>Citadel Investment Group (Europe) Ltd is authorised and regulated by the Financial Services Authority (FSA Firm Ref No 190260).
>Registered in England.  Registration No. 3666898.
>Registered Office:  10th Floor, 2 George Yard, Lombard Street, London EC3V 9DH
>  
>
>------------------------------------------------------------------------
>
>8=FIX.4.49=29135=R34=3149=TESTFIX52=20060413-14:51:23.84656=ASRFQServer131=1000001146=155=.STOXX50E167=MLEG537=038=11=CANTOR555=2600=STXE38000E6.EX608=OCE610=2006-05612=3800614=10623=1624=1600=STXE38000Q6.EX608=OPE610=2006-05612=3800614=10623=1624=2711=1311=.STOXX50E810=380010=105
>8=FIX.4.49=25335=R34=4349=TESTFIX52=20060413-14:54:33.65756=ASRFQServer131=1000003146=155=.STOXX50E167=MLEG537=038=11=CANTOR555=2608=OCE610=2006-05612=3800614=10623=1624=1608=OPE610=2006-05612=3800614=10623=1624=2711=1311=.STOXX50E810=380010=178
>

RE: [Quickfix-users] user defined types seems to break typesafe cracking in C++

[Murphy, R. <Ric...@ci...>]

Oren,

I've attached a file. The first line is the fix msg with the legsymbol
the second is the msg without the legsymbol  (id=3D600).

Fyi my current workaround is to comment out the checksym check in
Message.cpp and rebuild quickfix.=20

Thanks,
Richard.=20


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: 13 April 2006 15:32
To: Murphy, Richard
Cc: qui...@li...
Subject: Re: [Quickfix-users] user defined types seems to break typesafe
cracking in C++

Richard,

Can you post your actual messages (with and without the LegSymbol)?

--oren

Murphy, Richard wrote:

> Oren,
>
> I've found that the checksum is failing if I do not include LegSymbol=20
> in a QuoteRequest.
>
> Line 564 of Message.cpp (v 1.10.2)
>
> "Expected CheckSum=3D128, Recieved CheckSum=3D129"
>
> However this text doesn't seem to get logged in any of output text=20
> files - had todebug it.
>
> I've not figured out why the checksum fails.
>
> R
>
> * From: * Murphy, Richard
> *Sent:* 12 April 2006 19:02
> *To:* Oren Miller; qui...@li...
> *Subject:* RE: [Quickfix-users] user defined types seems to break=20
> typesafe cracking in C++
>
> I've tried debugging quickfix source
>
> I've run into a similar symptom which is that if I send an quote=20
> request whose InstrumentLeg has not LegSymbol then it seems to=20
> persistently break quickfix.
>
> Ie unless I delete seqnum file the communication is broken. I notice=20
> that FIX::Session::verify never gets called but the msg is logged to=20
> FIX.4.4.XXXXX.incoming.
>
> If I add the LegSymbol field then everything works (it's not a=20
> required field in 4.4) - aha that's it it is a required symbol in=20
> FIX4.4.xml but not according to
>
> http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html
>
> I tried setting LegSymbol to not requied in the fix44.xml but that=20
> didn't have any effect.
>
> Any ideas what is going on ?
>
> Thanks
>
> R
>
> * From: * Oren Miller [mailto:or...@qu...]
> *Sent:* 03 April 2006 15:58
> *To:* Murphy, Richard; qui...@li...
> *Subject:* Re: [Quickfix-users] user defined types seems to break=20
> typesafe cracking in C++
>
> Have you tried tracing through the message cracker? There shouldn't be

> any reason why adding a field would cause the behavior to change.
>
> --oren
>
>     ----- Original Message -----
>
>     * From: * Murphy, Richard <mailto:Ric...@ci...>
>
>     * To: * qui...@li...
>     <mailto:qui...@li...>
>
>     * Sent: * Friday, March 31, 2006 5:59 AM
>
>     * Subject: * [Quickfix-users] user defined types seems to break
>     typesafe cracking in C++
>
>     Hi,
>
>     I'm looking at QuickFix user defined types.
>
>     I find that if I add a user defined field to a structure such as a
>     FIX44::Quote I find that typesafe message cracking fails.
>
>     What I mean by that is that the the onMessage function that takes
>     FIX44::Quote as an argument does not get called.
>
>     If I remove the user defined type then the function does get
called.
>
>     Can you confirm this behaviour ? Is there a workaround ?
>
>     I used the procedure documented on the QuickFix doc url.
>
>     Thanks
>
>     Richard.
>
>     QuickFix Version 1.10.2
>
>     Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)
>
>
>
>
>
>
------------------------------------------------------------------------
---------------------
>
>     The information contained in this transmission and any attached
>     documents is privileged, confidential and intended only for the
>     use of the individual or entity named above. If the reader of this
>     message is not the intended recipient, you are hereby directed not
>     to read the contents of this transmission, and are hereby notified
>     that any disclosure, copying, distribution, dissemination or use
>     of the contents of this transmission, including any attachments,
>     or the taking of any action in reliance thereon, is strictly
>     prohibited. If you have received this communication in error,
>     please notify the sender and/or Citadel Investment Group ( Europe
>     ) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy
>     any copy of this transmission.
>
>     Citadel Investment Group ( Europe ) Ltd is authorised and
>     regulated by the Financial Services Authority (FSA Firm Ref No
>     190260).
>     Registered in England . Registration No. 3666898.
>     Registered Office: 10th Floor, 2 George Yard, Lombard Street ,
>     London EC3V 9DH
>




-------------------------------------------------------------------------=
--------------------

The information contained in this transmission and any attached =
documents is privileged, confidential and intended only for the use of =
the individual or entity named above.  If the reader of this message is =
not the intended recipient, you are hereby directed not to read the =
contents of this transmission, and are hereby notified that any =
disclosure, copying, distribution, dissemination or use of the contents =
of this transmission, including any attachments, or the taking of any =
action in reliance thereon, is strictly prohibited.  If you have =
received this communication in error, please notify the sender and/or =
Citadel Investment Group (Europe) Ltd immediately by telephone at +44 =
(0) 20 7645 9700 and destroy any copy of this transmission.

Citadel Investment Group (Europe) Ltd is authorised and regulated by the =
Financial Services Authority (FSA Firm Ref No 190260).
Registered in England.  Registration No. 3666898.
Registered Office:  10th Floor, 2 George Yard, Lombard Street, London =
EC3V 9DH

Re: [Quickfix-users] user defined types seems to break typesafe cracking in C++

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

Richard,

Can you post your actual messages (with and without the LegSymbol)?

--oren

Murphy, Richard wrote:

> Oren,
>
> I’ve found that the checksum is failing if I do not include LegSymbol 
> in a QuoteRequest.
>
> Line 564 of Message.cpp (v 1.10.2)
>
> “Expected CheckSum=128, Recieved CheckSum=129”
>
> However this text doesn’t seem to get logged in any of output text 
> files – had todebug it.
>
> I’ve not figured out why the checksum fails.
>
> R
>
> * From: * Murphy, Richard
> *Sent:* 12 April 2006 19:02
> *To:* Oren Miller; qui...@li...
> *Subject:* RE: [Quickfix-users] user defined types seems to break 
> typesafe cracking in C++
>
> I’ve tried debugging quickfix source
>
> I’ve run into a similar symptom which is that if I send an quote 
> request whose InstrumentLeg has not LegSymbol then it seems to 
> persistently break quickfix.
>
> Ie unless I delete seqnum file the communication is broken. I notice 
> that FIX::Session::verify never gets called but the msg is logged to 
> FIX.4.4.XXXXX.incoming.
>
> If I add the LegSymbol field then everything works (it’s not a 
> required field in 4.4) – aha that’s it it is a required symbol in 
> FIX4.4.xml but not according to
>
> http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html
>
> I tried setting LegSymbol to not requied in the fix44.xml but that 
> didn’t have any effect.
>
> Any ideas what is going on ?
>
> Thanks
>
> R
>
> * From: * Oren Miller [mailto:or...@qu...]
> *Sent:* 03 April 2006 15:58
> *To:* Murphy, Richard; qui...@li...
> *Subject:* Re: [Quickfix-users] user defined types seems to break 
> typesafe cracking in C++
>
> Have you tried tracing through the message cracker? There shouldn't be 
> any reason why adding a field would cause the behavior to change.
>
> --oren
>
>     ----- Original Message -----
>
>     * From: * Murphy, Richard <mailto:Ric...@ci...>
>
>     * To: * qui...@li...
>     <mailto:qui...@li...>
>
>     * Sent: * Friday, March 31, 2006 5:59 AM
>
>     * Subject: * [Quickfix-users] user defined types seems to break
>     typesafe cracking in C++
>
>     Hi,
>
>     I’m looking at QuickFix user defined types.
>
>     I find that if I add a user defined field to a structure such as a
>     FIX44::Quote I find that typesafe message cracking fails.
>
>     What I mean by that is that the the onMessage function that takes
>     FIX44::Quote as an argument does not get called.
>
>     If I remove the user defined type then the function does get called.
>
>     Can you confirm this behaviour ? Is there a workaround ?
>
>     I used the procedure documented on the QuickFix doc url.
>
>     Thanks
>
>     Richard.
>
>     QuickFix Version 1.10.2
>
>     Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)
>
>
>
>
>
>     ---------------------------------------------------------------------------------------------
>
>     The information contained in this transmission and any attached
>     documents is privileged, confidential and intended only for the
>     use of the individual or entity named above. If the reader of this
>     message is not the intended recipient, you are hereby directed not
>     to read the contents of this transmission, and are hereby notified
>     that any disclosure, copying, distribution, dissemination or use
>     of the contents of this transmission, including any attachments,
>     or the taking of any action in reliance thereon, is strictly
>     prohibited. If you have received this communication in error,
>     please notify the sender and/or Citadel Investment Group ( Europe
>     ) Ltd immediately by telephone at +44 (0) 20 7645 9700 and destroy
>     any copy of this transmission.
>
>     Citadel Investment Group ( Europe ) Ltd is authorised and
>     regulated by the Financial Services Authority (FSA Firm Ref No
>     190260).
>     Registered in England . Registration No. 3666898.
>     Registered Office: 10th Floor, 2 George Yard, Lombard Street ,
>     London EC3V 9DH
>

RE: [Quickfix-users] user defined types seems to break typesafe cracking in C++

[Murphy, R. <Ric...@ci...>]

Oren,

=20

I've found that the checksum is failing if I do not include LegSymbol in
a QuoteRequest.

Line 564 of Message.cpp (v 1.10.2)

"Expected CheckSum=3D128, Recieved CheckSum=3D129"

However this text doesn't seem to get logged in any of output text files
- had todebug it.

=20

I've not figured out why the checksum fails.

=20

=20

R

=20

=20

________________________________

From: Murphy, Richard=20
Sent: 12 April 2006 19:02
To: Oren Miller; qui...@li...
Subject: RE: [Quickfix-users] user defined types seems to break typesafe
cracking in C++

=20

I've tried debugging quickfix source

I've run into a similar symptom which is that if I send an quote request
whose InstrumentLeg has not LegSymbol then it seems to persistently
break quickfix.

Ie unless I delete seqnum file the communication is broken. I notice
that FIX::Session::verify never gets called but the msg is logged to
FIX.4.4.XXXXX.incoming.

=20

If I add the LegSymbol field then everything works (it's not a required
field in 4.4) - aha that's it it is a required symbol in FIX4.4.xml but
not according to=20

http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html

=20

I tried setting LegSymbol to not requied in the fix44.xml but that
didn't have any effect.

=20

Any ideas what is going on ?=20

=20

Thanks

R

=20

=20

=20

________________________________

From: Oren Miller [mailto:or...@qu...]=20
Sent: 03 April 2006 15:58
To: Murphy, Richard; qui...@li...
Subject: Re: [Quickfix-users] user defined types seems to break typesafe
cracking in C++

=20

Have you tried tracing through the message cracker?  There shouldn't be
any reason why adding a field would cause the behavior to change.

=20

--oren

	----- Original Message -----=20

	From: Murphy, Richard <mailto:Ric...@ci...> =20

	To: qui...@li...=20

	Sent: Friday, March 31, 2006 5:59 AM

	Subject: [Quickfix-users] user defined types seems to break
typesafe cracking in C++

	=20

	Hi,

	=20

	I'm looking at QuickFix user defined types.

	I find that if I add a user defined field to a structure such as
a FIX44::Quote I find that typesafe message cracking fails.

	What I mean by that is that the the onMessage function that
takes FIX44::Quote as an argument does not get called.

	If I remove the user defined type then the function does get
called.

	=20

	Can you confirm this behaviour ? Is there a workaround ?=20

	I used the procedure documented on the QuickFix doc url.

	=20

	Thanks

	Richard.=20

	=20

	QuickFix Version 1.10.2

	Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)

	=20

	=20

=09
=09
=09
=09
=09
------------------------------------------------------------------------
---------------------
=09
	The information contained in this transmission and any attached
documents is privileged, confidential and intended only for the use of
the individual or entity named above. If the reader of this message is
not the intended recipient, you are hereby directed not to read the
contents of this transmission, and are hereby notified that any
disclosure, copying, distribution, dissemination or use of the contents
of this transmission, including any attachments, or the taking of any
action in reliance thereon, is strictly prohibited. If you have received
this communication in error, please notify the sender and/or Citadel
Investment Group (Europe) Ltd immediately by telephone at +44 (0) 20
7645 9700 and destroy any copy of this transmission.
=09
	Citadel Investment Group (Europe) Ltd is authorised and
regulated by the Financial Services Authority (FSA Firm Ref No 190260).
	Registered in England. Registration No. 3666898.
	Registered Office: 10th Floor, 2 George Yard, Lombard Street,
London EC3V 9DH

RE: [Quickfix-users] user defined types seems to break typesafe cracking in C++

[Murphy, R. <Ric...@ci...>]

I've tried debugging quickfix source

I've run into a similar symptom which is that if I send an quote request
whose InstrumentLeg has not LegSymbol then it seems to persistently
break quickfix.

Ie unless I delete seqnum file the communication is broken. I notice
that FIX::Session::verify never gets called but the msg is logged to
FIX.4.4.XXXXX.incoming.

 

If I add the LegSymbol field then everything works (it's not a required
field in 4.4) - aha that's it it is a required symbol in FIX4.4.xml but
not according to 

http://www.fixprotocol.org/specifications/fix4.4fiximate/index.html

 

I tried setting LegSymbol to not requied in the fix44.xml but that
didn't have any effect.

 

Any ideas what is going on ? 

 

Thanks

R

 

 

 

________________________________

From: Oren Miller [mailto:or...@qu...] 
Sent: 03 April 2006 15:58
To: Murphy, Richard; qui...@li...
Subject: Re: [Quickfix-users] user defined types seems to break typesafe
cracking in C++

 

Have you tried tracing through the message cracker?  There shouldn't be
any reason why adding a field would cause the behavior to change.

 

--oren

	----- Original Message ----- 

	From: Murphy, Richard <mailto:Ric...@ci...>  

	To: qui...@li... 

	Sent: Friday, March 31, 2006 5:59 AM

	Subject: [Quickfix-users] user defined types seems to break
typesafe cracking in C++

	 

	Hi,

	 

	I'm looking at QuickFix user defined types.

	I find that if I add a user defined field to a structure such as
a FIX44::Quote I find that typesafe message cracking fails.

	What I mean by that is that the the onMessage function that
takes FIX44::Quote as an argument does not get called.

	If I remove the user defined type then the function does get
called.

	 

	Can you confirm this behaviour ? Is there a workaround ? 

	I used the procedure documented on the QuickFix doc url.

	 

	Thanks

	Richard. 

	 

	QuickFix Version 1.10.2

	Compiler : g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-42)

	 

	 

	
	
	
	
	
------------------------------------------------------------------------
---------------------
	
	The information contained in this transmission and any attached
documents is privileged, confidential and intended only for the use of
the individual or entity named above. If the reader of this message is
not the intended recipient, you are hereby directed not to read the
contents of this transmission, and are hereby notified that any
disclosure, copying, distribution, dissemination or use of the contents
of this transmission, including any attachments, or the taking of any
action in reliance thereon, is strictly prohibited. If you have received
this communication in error, please notify the sender and/or Citadel
Investment Group (Europe) Ltd immediately by telephone at +44 (0) 20
7645 9700 and destroy any copy of this transmission.
	
	Citadel Investment Group (Europe) Ltd is authorised and
regulated by the Financial Services Authority (FSA Firm Ref No 190260).
	Registered in England. Registration No. 3666898.
	Registered Office: 10th Floor, 2 George Yard, Lombard Street,
London EC3V 9DH





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

The information contained in this transmission and any attached
documents is privileged, confidential and intended only for the use of
the individual or entity named above. If the reader of this message is
not the intended recipient, you are hereby directed not to read the
contents of this transmission, and are hereby notified that any
disclosure, copying, distribution, dissemination or use of the contents
of this transmission, including any attachments, or the taking of any
action in reliance thereon, is strictly prohibited. If you have received
this communication in error, please notify the sender and/or Citadel
Investment Group (Europe) Ltd immediately by telephone at +44 (0) 20
7645 9700 and destroy any copy of this transmission.

Citadel Investment Group (Europe) Ltd is authorised and regulated by the
Financial Services Authority (FSA Firm Ref No 190260).
Registered in England. Registration No. 3666898.
Registered Office: 10th Floor, 2 George Yard, Lombard Street, London
EC3V 9DH

Re: [Quickfix-users] Some questions about restarting a quickfix server

[Staffan U. <sta...@mu...>]

"Steve Bate" <sb...@sm...> writes:

> The questions above makes me wonder if you are confusing the
> message store with the session log.

Yes, I definitely was.  I'm now using MySQL for both the Message Store
and for the Log.  Thanks.

Staffan

[Quickfix-users] Newbie Help

[Shawn D. <sd...@pa...>]

Hello,

	I'd like to use the quickfix engine, but I'm not a developer and
I'm a little confused how to use it effectively.  I have a very simple
initial project,=20
	get the quickfix engine up and running so that we can receive
test trade confirmations from our broker using drop copies.  I have our
brokers
	source IP and port and I can open up a internet ip and port for
our quick fix engine. =20
	=20
	I'm not sure what do do next to get quickfix running.  Much of
the documentation speaks of compiling the code, but isn't the engine
already built?  I just need to receive FIX messages and put them into a
flat file or a database.
	=20
	Can someone help me list out what initial steps I need to take
to accomplish this?  The documentation is very developer specific.
	=20
	Thank you,
	Shawn Doyle
	=20

[Quickfix-users] Newbie Help

[Shawn D. <sd...@pa...>]

Hello,
=20
I'd like to use the quickfix engine, but I'm not a developer and I'm a
little confused how to use it effectively.  I have a very simple initial
project,=20
get the quickfix engine up and running so that we can receive test trade
confirmations from our broker using drop copies.  I have our brokers
source IP and port and I can open up a internet ip and port for our
quick fix engine. =20
=20
I'm not sure what do do next to get quickfix running.  Much of the
documentation speaks of compiling the code, but isn't the engine already
built?  I just need to receive FIX messages and put them into a flat
file or a database.
=20
Can someone help me list out what initial steps I need to take to
accomplish this?  The documentation is very developer specific.
=20
Thank you,
Shawn Doyle
=20

RE: [Quickfix-users] Some questions about restarting a quickfix server

[Steve B. <sb...@sm...>]

> Staffan Ulfberg wrote:
> Is there any other source for documentation except the main=20
> web site and the souce code?  I find that many minor points=20
> (for example, is an outgoing FIX message guaranteed to be=20
> written to the message store before it is sent to the client?=20
>  When are incoming messages written to the message store?)=20
> are hard to find answers to...

Those are the primary sources for information about QuickFIX.
The questions above makes me wonder if you are confusing the
message store with the session log. The message store is used
to support the protocol-level error recovery. The
protocol only requires sent messages to be potentially resent=20
so no incoming messages are placed in the message store.=20
However, the session log can be used to store incoming and=20
outgoing messages and session-related event descriptions. I'm=20
assuming that's what you want to use for the purposes you=20
describe.
=20
> ...=20
> Anyway, then I have to parse the FIX message log...  Not very=20
> hard to do by hand since there are only a couple of messages=20
> of interest, but it would of course be nice to be able to use=20
> all of the type safe functions in the QuickFIX api...

Are you just asking if there is an QuickFIX API method for
parsing FIX messages? If so, yes there is. Depending on what
language you are using it will be called something like=20
"fromString" on the Message class.

Steve

Re: [Quickfix-users] Some questions about restarting a quickfix server

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

Staffan Ulfberg wrote:
> Is there any other source for documentation except the main web site
> and the souce code?  I find that many minor points (for example,
> is an outgoing FIX message guaranteed to be written to the message
> store before it is sent to the client?

If the sendToTarget() method returns, the message has been written to the=
 store at least.
QuickFIX takes care to send out the message when appropriate, ie when a F=
IX connection has=20
been established or a ResendRequest is being processed.

If you use a database-backed store, the database will guarantee that the =
message is stored=20
savely. File-based storage may be not so safe.

> When are incoming messages written to the message store?) are hard to f=
ind answers
> to...

There is no need to write them to the store. You just receive them via fr=
omApp().

>>>When the server is restarted, maybe after a crash, one way to find out
>>>if there are any orders whose status is not known by the client is to
>>>read the message log.  Is there any way to do that while using the
>>>quickfix engine's message parsing functions?
>> [...]
>=20
> I was thinking along these lines, however: I'm writing a FIX gateway
> for a proprietary exchange API.  Since the proprietary API allows
> me to chose the order id, I could let that order id be a
> string composed of the FIX client's compid and the FIX client order
> id.  Then, at application start, I could read the FIX log to find all
> orders that are still active as far as the FIX client knows.  Since
> the client order ids are enough to identify the orders at the
> exchange, I could just query their state and send out execution
> reports with their current status, if different from what has already
> been sent.  (Or, just send out all information including trades for
> these orders, with the PossResend flag set.)
>=20
> Anyway, then I have to parse the FIX message log...  Not very hard to
> do by hand since there are only a couple of messages of interest, but
> it would of course be nice to be able to use all of the type safe
> functions in the QuickFIX api...

If I remember right, there has been some discussions about using the mess=
age log or store=20
for session recovery in this list. Please have a look at earlier posts.

Cheers, J=F6rg

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

Re: [Quickfix-users] Some questions about restarting a quickfix server

[Staffan U. <sta...@mu...>]

Hello again, 

Thanks Joerg for the info!

Is there any other source for documentation except the main web site
and the souce code?  I find that many minor points (for example,
is an outgoing FIX message guaranteed to be written to the message
store before it is sent to the client?  When are incoming messages
written to the message store?) are hard to find answers to...

> > When the server is restarted, maybe after a crash, one way to find out
> > if there are any orders whose status is not known by the client is to
> > read the message log.  Is there any way to do that while using the
> > quickfix engine's message parsing functions?
> 
> If the QF sendToTarget() method returns, the QF engine will make sure
> that the message arrives at the client end after a crash or
> disconnection. So you just have to record which of your order status
> related message you have already sent to QF and start at this point.
> 
> If you are unsure whether you have already sent some application level
> messages to the other side, you may flag messages with the PossResend
> flag which indicates that the same business information (e.g. a Fill)
> may have sent before to the other side in another message (different
> MsgSeqNo). Please do not confuse this with PossDup (it relates to the
> _same_ MsgSeqNo and is handled by the FIX engine).

Yes, I realize I could have my own database to record whatever
information has been sent to the counterparties I'm communicating
with.

I was thinking along these lines, however: I'm writing a FIX gateway
for a proprietary exchange API.  Since the proprietary API allows
me to chose the order id, I could let that order id be a
string composed of the FIX client's compid and the FIX client order
id.  Then, at application start, I could read the FIX log to find all
orders that are still active as far as the FIX client knows.  Since
the client order ids are enough to identify the orders at the
exchange, I could just query their state and send out execution
reports with their current status, if different from what has already
been sent.  (Or, just send out all information including trades for
these orders, with the PossResend flag set.)

Anyway, then I have to parse the FIX message log...  Not very hard to
do by hand since there are only a couple of messages of interest, but
it would of course be nice to be able to use all of the type safe
functions in the QuickFIX api...

Staffan