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From: martin <cra...@gm...> - 2012-08-18 14:55:14
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Joachim Worringen <joachim.worringen@...> writes: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Am 18.02.2011 17:06, schrieb Joachim Worringen: > > Thus, how could we collect orders of magnitude for the latency? > > Maybe the transaction are all logged synchronously to disk (would be NFS > in this case). Need to check this... > > Joachim > > ------------------------------------------------------------------------------ > The ultimate all-in-one performance toolkit: Intel(R) Parallel Studio XE: > Pinpoint memory and threading errors before they happen. > Find and fix more than 250 security defects in the development cycle. > Locate bottlenecks in serial and parallel code that limit performance. > http://p.sf.net/sfu/intel-dev2devfeb > Hello, did you figure this out? We did profiling on our own app and found out that this function takes about 70- 80% of total time. Would be very interested to find what you have uncovered. We are looking to modify quickfix as first step. thanks martin (you can email me direct at crabapple (at) gmail) |
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From: Grant B. <gbi...@co...> - 2012-07-30 17:29:20
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This is the C++ list. You should join the QF/N list and send this question there. http://quickfixn.org/help -Grant On Mon, Jul 30, 2012 at 11:53 AM, Dean Reese < co...@bl...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I am using the QuickFix/N implementation and have run into a major > roadblock with RECEIVING the "AP" Position Report. > > My Messages Log is as follows: > > 20120730-16:23:27.024 : 8=FIX.4.4 @ 9=118 @ 35=A @ 34=1 @ 49=XXXXXXXX @ > 52=20120730-16:23:27.002 @ 56=XXXXXXXX @ 369=0 @ 98=0 @ 108=30 @ 141=Y @ > 554=password @ 10=073 @ > 20120730-16:23:27.143 : 8=FIX.4.4 @ 9=85 @ 35=A @ 34=1 @ 49=XXXXXXXX @ > 52=20120730-16:23:37.498 @ 56=XXXXXXXX @ 98=0 @ 108=30 @ 141=Y @ 10=136 @ > 20120730-16:23:56.877 : 8=FIX.4.4 @ 9=67 @ 35=0 @ 34=2 @ 49=XXXXXXXX @ > 52=20120730-16:24:07.235 @ 56=XXXXXXXX @ 10=037 @ > 20120730-16:24:02.882 : 8=FIX.4.4 @ 9=76 @ 35=1 @ 34=3 @ 49=XXXXXXXX @ > 52=20120730-16:24:13.240 @ 56=XXXXXXXX @ 112=TEST @ 10=050 @ > 20120730-16:24:02.885 : 8=FIX.4.4 @ 9=88 @ 35=0 @ 34=2 @ 49=XXXXXXXX @ > 52=20120730-16:24:02.884 @ 56=XXXXXXXX @ 369=3 @ 112=4:24:02 PM @ 10=063 @ > 20120730-16:24:17.288 : 8=FIX.4.4 @ 9=177 @ 35=AN @ 34=3 @ 49=XXXXXXXX @ > 52=20120730-16:24:17.287 @ 56=XXXXXXXX @ 369=3 @ 1=20050500001 @ > 55=EURUSD @ 60=20120730-16:24:17.272 @ 453=0 @ 581=1 @ > 710=634792032000000000 @ 715=20120801 @ 724=0 @ 10=149 @ > 20120730-16:24:17.400 : 8=FIX.4.4 @ 9=169 @ 35=AO @ 34=4 @ 49=XXXXXXXX @ > 52=20120730-16:24:27.758 @ 56=XXXXXXXX @ 1=20050500001 @ 55=EURUSD @ > 453=0 @ 581=1 @ 710=634792032000000000 @ 721=634792032000000000 @ 727=25 > @ 728=0 @ 729=0 @ 10=003 @ > 20120730-16:24:17.404 : 8=FIX.4.4 @ 9=230 @ 35=AP @ 34=5 @ 49=XXXXXXXX @ > 52=20120730-16:24:27.759 @ 56=XXXXXXXX @ 1=20050500001 @ 55=EURUSD @ > 453=0 @ 581=1 @ 702=1 @ 704=10000 @ 705=0 @ 710=634792032000000000 @ > 715=20120801 @ 721=P-DEA307J4PG09JPA @ 730=1.22647 @ 731=1 @ 734=1.22647 > @ 753=1 @ 708=10000 @ 10=244 @ > > > My Events Logs is as follows: > 20120730-16:23:26.821 : Created session > 20120730-16:23:26.832 : Connecting to 85.233.206.5 on port 22302 > 20120730-16:23:26.948 : Connection succeeded > 20120730-16:23:27.025 : Initiated logon request > 20120730-16:23:27.179 : Received logon > 20120730-16:24:17.410 : Session FIX.4.4:XXXXXXX->XXXXXXXXX > disconnecting: Object reference not set to an instance of an object. > > > Notice that I get the last event message happens after receiving the > "AP" message. And more importantly, this "AP" message is never seen by > the FromApp method, so I can't even further debug/diagnose the error, > and as such never seen by the Cracker to determine if my dictionary for > the "AP" is setup correctly. > > Help would be appreciated. > > -- > > Best Regards > Dean Reese > BlackWave Technologies > > www.blackwavetechnologies.com > > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Dean R. <co...@bl...> - 2012-07-30 17:06:57
|
I am using the QuickFix/N implementation and have run into a major roadblock with RECEIVING the "AP" Position Report. My Messages Log is as follows: 20120730-16:23:27.024 : 8=FIX.4.4 @ 9=118 @ 35=A @ 34=1 @ 49=XXXXXXXX @ 52=20120730-16:23:27.002 @ 56=XXXXXXXX @ 369=0 @ 98=0 @ 108=30 @ 141=Y @ 554=password @ 10=073 @ 20120730-16:23:27.143 : 8=FIX.4.4 @ 9=85 @ 35=A @ 34=1 @ 49=XXXXXXXX @ 52=20120730-16:23:37.498 @ 56=XXXXXXXX @ 98=0 @ 108=30 @ 141=Y @ 10=136 @ 20120730-16:23:56.877 : 8=FIX.4.4 @ 9=67 @ 35=0 @ 34=2 @ 49=XXXXXXXX @ 52=20120730-16:24:07.235 @ 56=XXXXXXXX @ 10=037 @ 20120730-16:24:02.882 : 8=FIX.4.4 @ 9=76 @ 35=1 @ 34=3 @ 49=XXXXXXXX @ 52=20120730-16:24:13.240 @ 56=XXXXXXXX @ 112=TEST @ 10=050 @ 20120730-16:24:02.885 : 8=FIX.4.4 @ 9=88 @ 35=0 @ 34=2 @ 49=XXXXXXXX @ 52=20120730-16:24:02.884 @ 56=XXXXXXXX @ 369=3 @ 112=4:24:02 PM @ 10=063 @ 20120730-16:24:17.288 : 8=FIX.4.4 @ 9=177 @ 35=AN @ 34=3 @ 49=XXXXXXXX @ 52=20120730-16:24:17.287 @ 56=XXXXXXXX @ 369=3 @ 1=20050500001 @ 55=EURUSD @ 60=20120730-16:24:17.272 @ 453=0 @ 581=1 @ 710=634792032000000000 @ 715=20120801 @ 724=0 @ 10=149 @ 20120730-16:24:17.400 : 8=FIX.4.4 @ 9=169 @ 35=AO @ 34=4 @ 49=XXXXXXXX @ 52=20120730-16:24:27.758 @ 56=XXXXXXXX @ 1=20050500001 @ 55=EURUSD @ 453=0 @ 581=1 @ 710=634792032000000000 @ 721=634792032000000000 @ 727=25 @ 728=0 @ 729=0 @ 10=003 @ 20120730-16:24:17.404 : 8=FIX.4.4 @ 9=230 @ 35=AP @ 34=5 @ 49=XXXXXXXX @ 52=20120730-16:24:27.759 @ 56=XXXXXXXX @ 1=20050500001 @ 55=EURUSD @ 453=0 @ 581=1 @ 702=1 @ 704=10000 @ 705=0 @ 710=634792032000000000 @ 715=20120801 @ 721=P-DEA307J4PG09JPA @ 730=1.22647 @ 731=1 @ 734=1.22647 @ 753=1 @ 708=10000 @ 10=244 @ My Events Logs is as follows: 20120730-16:23:26.821 : Created session 20120730-16:23:26.832 : Connecting to 85.233.206.5 on port 22302 20120730-16:23:26.948 : Connection succeeded 20120730-16:23:27.025 : Initiated logon request 20120730-16:23:27.179 : Received logon 20120730-16:24:17.410 : Session FIX.4.4:XXXXXXX->XXXXXXXXX disconnecting: Object reference not set to an instance of an object. Notice that I get the last event message happens after receiving the "AP" message. And more importantly, this "AP" message is never seen by the FromApp method, so I can't even further debug/diagnose the error, and as such never seen by the Cracker to determine if my dictionary for the "AP" is setup correctly. Help would be appreciated. -- Best Regards Dean Reese BlackWave Technologies www.blackwavetechnologies.com |
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From: Hei C. <str...@ya...> - 2012-06-21 00:43:22
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Thanks for your reply. I believe that the order of field is defined by the definitions of Group classes by using FIX::message_order. The odd thing is that if I create the repeated group on the stack instead of heap, the ordering isn't enforced. For example: FIX43::MarketDataSnapshotFullRefresh::NoMDEntries entry; // doesn't enforce the order FIX43::MarketDataSnapshotFullRefresh::NoMDEntries* pEntry = new FIX43::MarketDataSnapshotFullRefresh::NoMDEntries(); // enforce the order I feel like it is a compiler bug that it implicitly creates another default constructor for FIX43::MarketDataSnapshotFullRefresh::NoMDEntries that doesn't have an initialization list. Just a wild guess. Any input is welcome. Cheers, Hei ________________________________ From: Grant Birchmeier <gbi...@co...> To: Hei Chan <str...@ya...> Cc: "qui...@li..." <qui...@li...>; "qui...@li..." <qui...@li...> Sent: Wednesday, June 20, 2012 5:17 PM Subject: Re: [Quickfix-users] [Quickfix-developers] Order of Fields not Preserved? The fields in your group will be in the order that is specified in the DataDictionary. The order in which you set the fields is irrelevant. FIX 4.4. and earlier require that repeating groups always have their fields in a specified order. On Wed, Jun 20, 2012 at 6:06 PM, Hei Chan <str...@ya...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >Hi, > > >I just noticed that the incorrect ordering has nothing to do with the operations I mentioned since even if I don't re-assign the field again, I still get an incorrect ordering. > > >Not sure what goes wrong yet. > > >Cheers, >Hei > > > > >________________________________ > From: Hei Chan <str...@ya...> >To: "qui...@li..." <qui...@li...>; "qui...@li..." <qui...@li...> >Sent: Wednesday, June 20, 2012 10:58 AM >Subject: [Quickfix-developers] Order of Fields not Preserved? > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >Hi, > > >It seems like if I have created a repeated group object (e.g. FIX43::MarketDataSnapshotFullRefresh::NoMDEntries), set fields with the correct orders, and then set one of the fields again, the last set() will remove the existing one (expected) and put new one at the end of the repeated group. Is it expected? Or a bug? > > >I am using QuickFIX C++ 1.12.4. > > >Thanks in advance. > > > > >Cheers, >Hei >------------------------------------------------------------------------------ >Live Security Virtual Conference >Exclusive live event will cover all the ways today's security and >threat landscape has changed and how IT managers can respond. Discussions >will include endpoint security, mobile security and the latest in malware >threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >------------------------------------------------------------------------------ >Live Security Virtual Conference >Exclusive live event will cover all the ways today's security and >threat landscape has changed and how IT managers can respond. Discussions >will include endpoint security, mobile security and the latest in malware >threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ >_______________________________________________ >Quickfix-users mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |
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From: Grant B. <gbi...@co...> - 2012-06-21 00:40:11
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The fields in your group will be in the order that is specified in the DataDictionary. The order in which you set the fields is irrelevant. FIX 4.4. and earlier require that repeating groups always have their fields in a specified order. On Wed, Jun 20, 2012 at 6:06 PM, Hei Chan <str...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I just noticed that the incorrect ordering has nothing to do with the > operations I mentioned since even if I don't re-assign the field again, I > still get an incorrect ordering. > > Not sure what goes wrong yet. > > Cheers, > Hei > > ------------------------------ > *From:* Hei Chan <str...@ya...> > *To:* "qui...@li..." < > qui...@li...>; " > qui...@li..." < > qui...@li...> > *Sent:* Wednesday, June 20, 2012 10:58 AM > *Subject:* [Quickfix-developers] Order of Fields not Preserved? > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > It seems like if I have created a repeated group object (e.g. > FIX43::MarketDataSnapshotFullRefresh::NoMDEntries), set fields with the > correct orders, and then set one of the fields again, the last set() will > remove the existing one (expected) and put new one at the end of the > repeated group. Is it expected? Or a bug? > > I am using QuickFIX C++ 1.12.4. > > Thanks in advance. > > > Cheers, > Hei > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Hei C. <str...@ya...> - 2012-06-20 23:06:14
|
Hi, I just noticed that the incorrect ordering has nothing to do with the operations I mentioned since even if I don't re-assign the field again, I still get an incorrect ordering. Not sure what goes wrong yet. Cheers, Hei ________________________________ From: Hei Chan <str...@ya...> To: "qui...@li..." <qui...@li...>; "qui...@li..." <qui...@li...> Sent: Wednesday, June 20, 2012 10:58 AM Subject: [Quickfix-developers] Order of Fields not Preserved? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, It seems like if I have created a repeated group object (e.g. FIX43::MarketDataSnapshotFullRefresh::NoMDEntries), set fields with the correct orders, and then set one of the fields again, the last set() will remove the existing one (expected) and put new one at the end of the repeated group. Is it expected? Or a bug? I am using QuickFIX C++ 1.12.4. Thanks in advance. Cheers, Hei ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Hei C. <str...@ya...> - 2012-06-20 17:58:15
|
Hi, It seems like if I have created a repeated group object (e.g. FIX43::MarketDataSnapshotFullRefresh::NoMDEntries), set fields with the correct orders, and then set one of the fields again, the last set() will remove the existing one (expected) and put new one at the end of the repeated group. Is it expected? Or a bug? I am using QuickFIX C++ 1.12.4. Thanks in advance. Cheers, Hei |
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From: Grant B. <gbi...@co...> - 2012-05-29 14:15:47
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FIX 5 uses two DataDictionaries. One for the transport layer, and one for application layer. Thus, your config file needs lines for both TransportDataDictionary and AppDataDictionary. See http://quickfixengine.org/quickfix/doc/html/configuration.html If you're just messing around trying to learn about FIX and QuickFIX, I'd suggest just using FIX 4.2 or FIX 4.4. Most counterparties I've worked with are still using one of those. If you're planning on using QF on a target counterparty, I'd suggest learning to use whichever version they're using. -Grant On Fri, May 25, 2012 at 8:15 PM, Lucio Flores <dog...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I'm sending a NewOrder message to the 'executor' application in the > quickfix distribution. > > OUT: 8=FIXT.1.1☺9=115☺35=D☺34=4☺49=SENDER☺52=20120526-00:45:00.316☺ > 56=EXEC☺11=100☺21=1☺38=100☺40=1☺54=1☺55=IBM☺59=4☺60=20120526-00 > :45:00☺10=139☺ > > Its a Market Order, so field 40=1. OrdType = Market > > I get this response from the executor: > > <20120526-00:45:00.383, FIXT.1.1:EXEC->SENDER, event> > (Message 4 Rejected: Value is incorrect (out of range) for this tag:40) > <20120526-00:45:00.405, FIXT.1.1:EXEC->SENDER, outgoing> > (8=FIXT.1.1☺9=127☺35=3☺34=4☺49=EXEC☺52=20120526-00:45:00.405☺56=SENDER☺45=4☺58=Value > is incorrect (out of range) for this tag☺371=40☺372=D☺373=5☺10=141☺) > > I've checked the spec, and 40=1 for a Market order is correct. I know that > the DataDictionary is used to validate, for the initiator and the acceptor, > they're pointing to FIXT11.xml that comes with the distribution. Its my > understanding that FIXT11.xml is the latest spec, but I can't find OrdType > defined in it. I tried switching DataDictionary to older xml specs, that > didn't help either. > > > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Lucio F. <dog...@ya...> - 2012-05-26 01:15:42
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I'm sending a NewOrder message to the 'executor' application in the quickfix distribution. OUT: 8=FIXT.1.1☺9=115☺35=D☺34=4☺49=SENDER☺52=20120526-00:45:00.316☺ 56=EXEC☺11=100☺21=1☺38=100☺40=1☺54=1☺55=IBM☺59=4☺60=20120526-00:45:00☺10=139☺ Its a Market Order, so field 40=1. OrdType = Market I get this response from the executor: <20120526-00:45:00.383, FIXT.1.1:EXEC->SENDER, event> (Message 4 Rejected: Value is incorrect (out of range) for this tag:40) <20120526-00:45:00.405, FIXT.1.1:EXEC->SENDER, outgoing> (8=FIXT.1.1☺9=127☺35=3☺34=4☺49=EXEC☺52=20120526-00:45:00.405☺56=SENDER☺45=4☺58=Value is incorrect (out of range) for this tag☺371=40☺372=D☺373=5☺10=141☺) I've checked the spec, and 40=1 for a Market order is correct. I know that the DataDictionary is used to validate, for the initiator and the acceptor, they're pointing to FIXT11.xml that comes with the distribution. Its my understanding that FIXT11.xml is the latest spec, but I can't find OrdType defined in it. I tried switching DataDictionary to older xml specs, that didn't help either. |
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From: Lucio F. <dog...@ya...> - 2012-05-24 18:09:23
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Ah.... I didn't have proper logfile directories. Once I created them for both sender/receiver, they began communicating. Thanks! ________________________________ From: Grant Birchmeier <gbi...@co...> To: Lucio Flores <dog...@ya...> Cc: "qui...@li..." <qui...@li...> Sent: Thursday, May 24, 2012 7:42 AM Subject: Re: [Quickfix-users] Session config files issue I don't know if each app is writing message logs, but those are the first things you should check. (Not the event logs, but the message logs, which contain the content of every message sent and received.) On Thu, May 24, 2012 at 12:31 AM, Lucio Flores <dog...@ya...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >I've compiled and trolled around the quickfix source and the examples. I figured a good starting point would be to run the 'executor' example, then use the 'tradeclient' example to connect to 'executor', and send it order requests. > >I created two seperate session files one for the 'executor' as an acceptor, and one for the 'tradeclient' as the initiator. They're both running on the same Win7 pc. > > > >'executor' runs, but tradeclient can't connect to it, and I can't figure out why. I downloaded Mini-fix and was able to send messages to executor, so I know that executor is working. I figure that the problem is with the tradeclient session settings. I've included both of them below, I was hoping someone could point out what's causing them to not communicate. They're both running on the same computer using port 56156. > >--accceptor session.txt---- > >[DEFAULT] >ConnectionType=acceptor >ReconnectInterval=5 >SenderCompID=EXEC >DefaultApplVerID=FIX.5.0 > >[SESSION] >BeginString=FIXT.1.1 >TargetCompID=SENDER >HeartBtInt=5 >#SocketConnectPort= >SocketAcceptPort=56156 >SocketConnectHost=127.0.0.1 >TransportDataDictionary=pathToXml/spec/FIX50.xml >StartTime=07:00:00 >EndTime=23:00:00 >FileStorePath=store > >---- initiator session.txt --- >[DEFAULT] >ConnectionType=initiator >ReconnectInterval=5 >SenderCompID=SENDER >DefaultApplVerID=FIX.5.0 > >[SESSION] >BeginString=FIXT.1.1 >TargetCompID=EXEC >HeartBtInt=5 >SocketConnectPort=56156 >#SocketAcceptPort=56156 >SocketConnectHost=127.0.0.1 >TransportDataDictionary=pathToXml/spec/FIX50.xml >StartTime=07:00:00 >EndTime=23:00:00 >FileLogPath=log >FileStorePath=store > >--------end------ > > >------------------------------------------------------------------------------ >Live Security Virtual Conference >Exclusive live event will cover all the ways today's security and >threat landscape has changed and how IT managers can respond. Discussions >will include endpoint security, mobile security and the latest in malware >threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ >_______________________________________________ >Quickfix-users mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |
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From: Grant B. <gbi...@co...> - 2012-05-24 14:42:55
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I don't know if each app is writing message logs, but those are the first things you should check. (Not the event logs, but the message logs, which contain the content of every message sent and received.) On Thu, May 24, 2012 at 12:31 AM, Lucio Flores <dog...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I've compiled and trolled around the quickfix source and the examples. I > figured a good starting point would be to run the 'executor' example, then > use the 'tradeclient' example to connect to 'executor', and send it order > requests. > I created two seperate session files one for the 'executor' as an > acceptor, and one for the 'tradeclient' as the initiator. They're both > running on the same Win7 pc. > > 'executor' runs, but tradeclient can't connect to it, and I can't figure > out why. I downloaded Mini-fix and was able to send messages to executor, > so I know that executor is working. I figure that the problem is with the > tradeclient session settings. I've included both of them below, I was > hoping someone could point out what's causing them to not communicate. > They're both running on the same computer using port 56156. > > --accceptor session.txt---- > > [DEFAULT] > ConnectionType=acceptor > ReconnectInterval=5 > SenderCompID=EXEC > DefaultApplVerID=FIX.5.0 > > [SESSION] > BeginString=FIXT.1.1 > TargetCompID=SENDER > HeartBtInt=5 > #SocketConnectPort= > SocketAcceptPort=56156 > SocketConnectHost=127.0.0.1 > TransportDataDictionary=pathToXml/spec/FIX50.xml > StartTime=07:00:00 > EndTime=23:00:00 > FileStorePath=store > > ---- initiator session.txt --- > [DEFAULT] > ConnectionType=initiator > ReconnectInterval=5 > SenderCompID=SENDER > DefaultApplVerID=FIX.5.0 > > [SESSION] > BeginString=FIXT.1.1 > TargetCompID=EXEC > HeartBtInt=5 > SocketConnectPort=56156 > #SocketAcceptPort=56156 > SocketConnectHost=127.0.0.1 > TransportDataDictionary=pathToXml/spec/FIX50.xml > StartTime=07:00:00 > EndTime=23:00:00 > FileLogPath=log > FileStorePath=store > > --------end------ > > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Lucio F. <dog...@ya...> - 2012-05-24 05:31:32
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I've compiled and trolled around the quickfix source and the examples. I figured a good starting point would be to run the 'executor' example, then use the 'tradeclient' example to connect to 'executor', and send it order requests. I created two seperate session files one for the 'executor' as an acceptor, and one for the 'tradeclient' as the initiator. They're both running on the same Win7 pc. 'executor' runs, but tradeclient can't connect to it, and I can't figure out why. I downloaded Mini-fix and was able to send messages to executor, so I know that executor is working. I figure that the problem is with the tradeclient session settings. I've included both of them below, I was hoping someone could point out what's causing them to not communicate. They're both running on the same computer using port 56156. --accceptor session.txt---- [DEFAULT] ConnectionType=acceptor ReconnectInterval=5 SenderCompID=EXEC DefaultApplVerID=FIX.5.0 [SESSION] BeginString=FIXT.1.1 TargetCompID=SENDER HeartBtInt=5 #SocketConnectPort= SocketAcceptPort=56156 SocketConnectHost=127.0.0.1 TransportDataDictionary=pathToXml/spec/FIX50.xml StartTime=07:00:00 EndTime=23:00:00 FileStorePath=store ---- initiator session.txt --- [DEFAULT] ConnectionType=initiator ReconnectInterval=5 SenderCompID=SENDER DefaultApplVerID=FIX.5.0 [SESSION] BeginString=FIXT.1.1 TargetCompID=EXEC HeartBtInt=5 SocketConnectPort=56156 #SocketAcceptPort=56156 SocketConnectHost=127.0.0.1 TransportDataDictionary=pathToXml/spec/FIX50.xml StartTime=07:00:00 EndTime=23:00:00 FileLogPath=log FileStorePath=store --------end------ |
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From: QM <eqm...@nw...> - 2012-05-16 19:35:43
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Problem solved. Had to modify QuickFIX to make it work. (I hope to release a formal patch down the line, stay tuned.) On Tue, May 15, 2012 at 8:25 PM, QM <eqm...@nw...> wrote: > Hello > > Has anyone here implemented in-session logon for CME iLink? Are you able > to do it in your app code, or did you have to modify QuickFIX itself? > > I'm pretty close to doing it in-app but I've hit an issue: > > - per the iLink docs, I send the test request, wait for the heartbeat > response, and send the logon message (141-ResetSeqNumFlag=Y, > 34-SequenceNum=1) > > - also per the iLink docs, CME responds with a logon confirmation that > sets 141-ResetSeqNumFlag=Y and 34-SequenceNum=1 > > For that second step, QuickFIX is expecting CME's sequence number to be 2 > instead of 1. That triggers a disconnect, and the logout message contains > the reason: "MsgSeqNum too low, expecting 2 but received 1." > > Is there a way to stop QuickFIX from disconnecting at this point, and/or > force the expected sequence number to 1? > > (I've tried calling Session::setNextTargetMsgSeqNum( 1 ) after sending out > the logon message, but to no avail. I also intercepted the outgoing logout > message in toAdmin() and rewrote it as a heartbeat, but QuickFIX > disconnects anyhow.) > > Thanks. > |
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From: QM <eqm...@nw...> - 2012-05-16 03:17:03
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Hello Has anyone here implemented in-session logon for CME iLink? Are you able to do it in your app code, or did you have to modify QuickFIX itself? I'm pretty close to doing it in-app but I've hit an issue: - per the iLink docs, I send the test request, wait for the heartbeat response, and send the logon message (141-ResetSeqNumFlag=Y, 34-SequenceNum=1) - also per the iLink docs, CME responds with a logon confirmation that sets 141-ResetSeqNumFlag=Y and 34-SequenceNum=1 For that second step, QuickFIX is expecting CME's sequence number to be 2 instead of 1. That triggers a disconnect, and the logout message contains the reason: "MsgSeqNum too low, expecting 2 but received 1." Is there a way to stop QuickFIX from disconnecting at this point, and/or force the expected sequence number to 1? (I've tried calling Session::setNextTargetMsgSeqNum( 1 ) after sending out the logon message, but to no avail. I also intercepted the outgoing logout message in toAdmin() and rewrote it as a heartbeat, but QuickFIX disconnects anyhow.) Thanks. |
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From: Grant B. <gbi...@co...> - 2012-05-09 15:39:27
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Turns out I used the wrong URL. On this page, I didn't realize that the hyperlink's target differs from the plaintext URL that follows it. http://www.quickfixengine.org/download -Grant On Mon, May 7, 2012 at 8:00 PM, Grant Birchmeier <gbi...@co...>wrote: > Is there a problem with Sourceforge? > > 366 ~/dev/quickfix$ svn co > https://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/ > svn: Repository moved temporarily to ' > http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk'; please > relocate > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less.* > * > http://connamara.com > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Grant B. <gbi...@co...> - 2012-05-08 01:00:34
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Is there a problem with Sourceforge? 366 ~/dev/quickfix$ svn co https://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/ svn: Repository moved temporarily to ' http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk'; please relocate -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
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From: Hei C. <str...@ya...> - 2012-04-27 01:08:10
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1. you don't have to persist message if you have a good connection. persisting messages is different from persisting the sequence #s. ________________________________ From: QM <eqm...@nw...> To: "qui...@li..." <qui...@li...> Sent: Thursday, April 26, 2012 5:19 PM Subject: Re: [Quickfix-users] sequence reset, CME iLink QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Thanks for the notes, everyone. For future reference, the problem was twofold: 1 - despite having set PersistMessages and RefreshOnLogon in my config, I was still using NullStoreFactory (a leftover from the old code) instead of FileStoreFactory. That meant QuickFIX wasn't reading/writing sequence numbers to file. 2 - once QuickFIX had generated a .seqnums file, I was able to edit it and set the proper values. (In an ideal world, there would be an option to reset the sequence numbers to 1:1 -- what CME refers to as an "in-session logon" -- but hand-editing the .seqnums file works just fine for my workflow.) Cheers On Thu, Apr 26, 2012 at 13:08, Hei Chan <str...@ya...> wrote: a side note: when I used 1.12.4, I never ran into the same issue. Not sure it is a bug introduced in 1.13.3. > > > > >________________________________ > From: Hei Chan <str...@ya...> >To: QM <eqm...@nw...>; "qui...@li..." <qui...@li...> >Sent: Thursday, April 26, 2012 11:07 AM >Subject: Re: [Quickfix-users] sequence reset, CME iLink > > > >option 2 is probably not allowed by CME; otherwise, you could configure QuickFIX to resetOnLogon. > > >I ran into the same issue too, and I looked at the code, and I *think* that QuickFIX somehow failed to open the .seqnum file and so the .seqnum is wiped out. I haven't got time to add more debug log. > > > > >________________________________ > From: QM <eqm...@nw...> >To: qui...@li... >Sent: Thursday, April 26, 2012 9:56 AM >Subject: [Quickfix-users] sequence reset, CME iLink > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >Hi All, > >I'm not new to QuickFIX, but this is my first time setting up QuickFIX for CME/iLink and weeklong sessions. The problem I've run into is that my QuickFIX app sends a logon message with sequence number 1 and the other end responds: > >"Sequence number received lower than expected." > >and logs me out. While the message is indeed true, I can't tell how to handle this using QuickFIX. Ideally, I'd want my app to be able to: > >1 - send the proper sequence number (e.g., pulled from file, via PersistMessages and FileStorePath) > >2 - if that fails (e.g., the file is missing) then tell the other side that we want to reset the sequence numbers back to 1 > >Does QuickFIX have config settings to do option #2? > >I've seen some threads online in which the authors mention having modified QuickFIX, but they're hazy on details. Someone else posted a patch but that yields the same behaviour as described above. > >I tried this using QuickFIX C++, versions 1.13.3 and svn r2330. > >Thank you. > >------------------------------------------------------------------------------ >Live Security Virtual Conference >Exclusive live event will cover all the ways today's security and >threat landscape has changed and how IT managers can respond. Discussions >will include endpoint security, mobile security and the latest in malware >threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ >_______________________________________________ >Quickfix-users mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > > > ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: QM <eqm...@nw...> - 2012-04-27 00:19:39
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Thanks for the notes, everyone. For future reference, the problem was twofold: 1 - despite having set PersistMessages and RefreshOnLogon in my config, I was still using NullStoreFactory (a leftover from the old code) instead of FileStoreFactory. That meant QuickFIX wasn't reading/writing sequence numbers to file. 2 - once QuickFIX had generated a .seqnums file, I was able to edit it and set the proper values. (In an ideal world, there would be an option to reset the sequence numbers to 1:1 -- what CME refers to as an "in-session logon" -- but hand-editing the .seqnums file works just fine for my workflow.) Cheers On Thu, Apr 26, 2012 at 13:08, Hei Chan <str...@ya...> wrote: > a side note: when I used 1.12.4, I never ran into the same issue. Not > sure it is a bug introduced in 1.13.3. > > ------------------------------ > *From:* Hei Chan <str...@ya...> > *To:* QM <eqm...@nw...>; " > qui...@li..." < > qui...@li...> > *Sent:* Thursday, April 26, 2012 11:07 AM > *Subject:* Re: [Quickfix-users] sequence reset, CME iLink > > option 2 is probably not allowed by CME; otherwise, you could configure > QuickFIX to resetOnLogon. > > I ran into the same issue too, and I looked at the code, and I *think* > that QuickFIX somehow failed to open the .seqnum file and so the .seqnum is > wiped out. I haven't got time to add more debug log. > > ------------------------------ > *From:* QM <eqm...@nw...> > *To:* qui...@li... > *Sent:* Thursday, April 26, 2012 9:56 AM > *Subject:* [Quickfix-users] sequence reset, CME iLink > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi All, > > I'm not new to QuickFIX, but this is my first time setting up QuickFIX for > CME/iLink and weeklong sessions. The problem I've run into is that my > QuickFIX app sends a logon message with sequence number 1 and the other end > responds: > > "Sequence number received lower than expected." > > and logs me out. While the message is indeed true, I can't tell how to > handle this using QuickFIX. Ideally, I'd want my app to be able to: > > 1 - send the proper sequence number (e.g., pulled from file, via > PersistMessages and FileStorePath) > > 2 - if that fails (e.g., the file is missing) then tell the other side > that we want to reset the sequence numbers back to 1 > > Does QuickFIX have config settings to do option #2? > > I've seen some threads online in which the authors mention having modified > QuickFIX, but they're hazy on details. Someone else posted a patch but > that yields the same behaviour as described above. > > I tried this using QuickFIX C++, versions 1.13.3 and svn r2330. > > Thank you. > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > > > |
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From: Hei C. <str...@ya...> - 2012-04-26 18:08:54
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a side note: when I used 1.12.4, I never ran into the same issue. Not sure it is a bug introduced in 1.13.3. ________________________________ From: Hei Chan <str...@ya...> To: QM <eqm...@nw...>; "qui...@li..." <qui...@li...> Sent: Thursday, April 26, 2012 11:07 AM Subject: Re: [Quickfix-users] sequence reset, CME iLink option 2 is probably not allowed by CME; otherwise, you could configure QuickFIX to resetOnLogon. I ran into the same issue too, and I looked at the code, and I *think* that QuickFIX somehow failed to open the .seqnum file and so the .seqnum is wiped out. I haven't got time to add more debug log. ________________________________ From: QM <eqm...@nw...> To: qui...@li... Sent: Thursday, April 26, 2012 9:56 AM Subject: [Quickfix-users] sequence reset, CME iLink QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi All, I'm not new to QuickFIX, but this is my first time setting up QuickFIX for CME/iLink and weeklong sessions. The problem I've run into is that my QuickFIX app sends a logon message with sequence number 1 and the other end responds: "Sequence number received lower than expected." and logs me out. While the message is indeed true, I can't tell how to handle this using QuickFIX. Ideally, I'd want my app to be able to: 1 - send the proper sequence number (e.g., pulled from file, via PersistMessages and FileStorePath) 2 - if that fails (e.g., the file is missing) then tell the other side that we want to reset the sequence numbers back to 1 Does QuickFIX have config settings to do option #2? I've seen some threads online in which the authors mention having modified QuickFIX, but they're hazy on details. Someone else posted a patch but that yields the same behaviour as described above. I tried this using QuickFIX C++, versions 1.13.3 and svn r2330. Thank you. ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: Hei C. <str...@ya...> - 2012-04-26 18:08:08
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option 2 is probably not allowed by CME; otherwise, you could configure QuickFIX to resetOnLogon. I ran into the same issue too, and I looked at the code, and I *think* that QuickFIX somehow failed to open the .seqnum file and so the .seqnum is wiped out. I haven't got time to add more debug log. ________________________________ From: QM <eqm...@nw...> To: qui...@li... Sent: Thursday, April 26, 2012 9:56 AM Subject: [Quickfix-users] sequence reset, CME iLink QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi All, I'm not new to QuickFIX, but this is my first time setting up QuickFIX for CME/iLink and weeklong sessions. The problem I've run into is that my QuickFIX app sends a logon message with sequence number 1 and the other end responds: "Sequence number received lower than expected." and logs me out. While the message is indeed true, I can't tell how to handle this using QuickFIX. Ideally, I'd want my app to be able to: 1 - send the proper sequence number (e.g., pulled from file, via PersistMessages and FileStorePath) 2 - if that fails (e.g., the file is missing) then tell the other side that we want to reset the sequence numbers back to 1 Does QuickFIX have config settings to do option #2? I've seen some threads online in which the authors mention having modified QuickFIX, but they're hazy on details. Someone else posted a patch but that yields the same behaviour as described above. I tried this using QuickFIX C++, versions 1.13.3 and svn r2330. Thank you. ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: QM <eqm...@nw...> - 2012-04-26 17:59:13
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Hi All, I'm not new to QuickFIX, but this is my first time setting up QuickFIX for CME/iLink and weeklong sessions. The problem I've run into is that my QuickFIX app sends a logon message with sequence number 1 and the other end responds: "Sequence number received lower than expected." and logs me out. While the message is indeed true, I can't tell how to handle this using QuickFIX. Ideally, I'd want my app to be able to: 1 - send the proper sequence number (e.g., pulled from file, via PersistMessages and FileStorePath) 2 - if that fails (e.g., the file is missing) then tell the other side that we want to reset the sequence numbers back to 1 Does QuickFIX have config settings to do option #2? I've seen some threads online in which the authors mention having modified QuickFIX, but they're hazy on details. Someone else posted a patch but that yields the same behaviour as described above. I tried this using QuickFIX C++, versions 1.13.3 and svn r2330. Thank you. |
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From: Igor S. <se...@tb...> - 2012-04-24 14:49:52
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Hi, It could be due to custom tags 6138 and 6215. Please double-check that they are both defined for W and registered in proper places: 6318 should go before the repeating group NoMDEntries and 6215 should be a part of it. Not sure about the latest version of QuickFIX but the previous one (1.12.4) makes a misleading diagnosis when validating incoming messages with repeating groups. Kind regards, Igor On Apr 24, 2012, at 2:29 PM, Davide Anastasia wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi all, > I’ve been experiencing a problem in parsing correctly a Market Data Snapshot Full Refresh Message (Type = W). > Just below a log of the communication, with the error: > > <20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing> > (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_56=ABFX_45=513_58=Tag not defined for this message type_371=15_372=W_373=2_10=085_) > <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming> > (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM_P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.31528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=EUR_271=100000_272=20120426_276=A_6215=SP_10=225_) > <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event> > (Message 514 Rejected: Tag not defined for this message type:15) > <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing> > > I cannot understand where the error is: 15 is the “Currency” Tag, defined in the FIX 4.4 standard (a long before too). The incoming message looks fine to me, but it gets rejected: does anybody have an idea of why this happens? > Best regards, > > Davide Anastasia > Analyst, Research & Development > > > Quality Capital Management Ltd. > QCM House • Horizon Business Village > No. 1 Brooklands Road > Weybridge • Surrey KT13 0TJ > United Kingdom > > Tel: +44 (0) 1932 334 400 > Fax: +44 (0) 1932 334 415 > Email: Dav...@Qu... > > www.qualitycapital.com > > This email and any attachments are confidential and intended solely for the use of the individual(s) to whom it is addressed. > > Any views or opinions presented are solely those of the author and do not necessarily represent those of Quality Capital Management Ltd. If you are not the intended recipient, be advised that you have received this email in error and that any use, dissemination, printing, forwarding or copying of this email is strictly prohibited. Please contact the sender if you have received this email in error. You should also be aware that emails are susceptible to interference and you should not assume that the contents of this email originated from the sender above or that they have been accurately reproduced in their original form. Quality Capital Management Ltd is authorised and regulated by the Financial Services Authority in the UK and is a member of the National Futures Association in the US. > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/_______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: Davide A. <Dav...@qu...> - 2012-04-24 13:10:42
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Hi all, I've been experiencing a problem in parsing correctly a Market Data Snapshot Full Refresh Message (Type = W). Just below a log of the communication, with the error: <20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing> (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_5 6=ABFX_45=513_58=Tag not defined for this message type_371=15_372=W_373=2_10=085_) <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming> (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM _P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.3 1528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=E UR_271=100000_272=20120426_276=A_6215=SP_10=225_) <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event> (Message 514 Rejected: Tag not defined for this message type:15) <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing> I cannot understand where the error is: 15 is the "Currency" Tag, defined in the FIX 4.4 standard (a long before too). The incoming message looks fine to me, but it gets rejected: does anybody have an idea of why this happens? Best regards, Davide Anastasia Analyst, Research & Development Quality Capital Management Ltd. QCM House * Horizon Business Village No. 1 Brooklands Road Weybridge * Surrey KT13 0TJ United Kingdom Tel: +44 (0) 1932 334 400 Fax: +44 (0) 1932 334 415 Email: Dav...@Qu... <mailto:Dav...@Qu...> www.qualitycapital.com <http://www.qualitycapital.com/> ________________________________ This email and any attachments are confidential and intended solely for the use of the individual(s) to whom it is addressed. Any views or opinions presented are solely those of the author and do not necessarily represent those of Quality Capital Management Ltd. If you are not the intended recipient, be advised that you have received this email in error and that any use, dissemination, printing, forwarding or copying of this email is strictly prohibited. Please contact the sender if you have received this email in error. You should also be aware that emails are susceptible to interference and you should not assume that the contents of this email originated from the sender above or that they have been accurately reproduced in their original form. Quality Capital Management Ltd is authorised and regulated by the Financial Services Authority in the UK and is a member of the National Futures Association in the US. ________________________________ |
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From: Black J. <bj...@gm...> - 2012-02-15 11:39:22
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Hi! I wrote small patch that allows you to use enhanced resend request functionality, required by CME (p.22 of the iLink core functionality pdf) Patch applies to C++ sources. Don't know how it will influence on other languages. If you want to use it, you have to enable two flags in your session chapter config: SendRedundantResendRequests=Y UseCMEResendFunctionality=Y Glad if it will help somebody. |
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From: DA S. A. <ada...@ca...> - 2012-02-10 16:25:08
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Hi, I am using QuickFix 1.13.3 under centos 5.7, I put 42 sessions (21 acceptors, 21 initiators) having hearbeats set to 30secs. Please note that they are logged on (some conterparties are not active/reachable). The prb: some initiator sessions try to connect every 6 or 7 minutes! If an initiator is logged on and a message arrive, the event is triggered 3, 4 or sometime 7 seconds later. Apparently the initiator takes long time to manage incoming events, to logon, etc. Very strange. If I compile my app againts QF 1.12.4 and run it again all works fine (without modification of my config files). Do you have an idea about this prb? Thanks. Antonio. |
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