quickfix-users — QuickFIX user support

Re: [Quickfix-users] Re: Are sequences automatically reset

[Matthew S. <ms...@bi...>]

Steve,

No, startDay and endDay were both zero not -1.  The SessionSchedule 
constructor doesn't set them because I'm not putting the StartDay and 
EndDay properties in SessionSettings.  The constructor leaves 
weeklySession=false causing the assignment of startDay and endDay to be 
ignored.

Thanks,
Matthew

Steve Bate wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Matt,
>
> First, I'm assuming the startDay and endDay are -1 (the default
> if no day is set) and not 0. Is that right?
>
> I've committed John's patches for SessionSchedule into the CVS 
> HEAD. I also found another bug in the schedule which may have 
> been causing your problem. There were unit tests for that code
> but, alas, the unit tests were wrong. ;-) I've corrected both
> in the HEAD. Hopefully, these changes will solve your problem.
>
> Regards,
>
> Steve
>
>
>   
>> -----Original Message-----
>> From: qui...@li... 
>> [mailto:qui...@li...] On Behalf 
>> Of Matthew Stone
>> Sent: Wednesday, March 01, 2006 9:07 PM
>> To: qui...@li...
>> Subject: [Quickfix-users] Re: Are sequences automatically reset
>>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Looking at the code it appears the sequences should be reset, however 
>> mine are not.  Here's the problem senerio:  My app shuts down before 
>> FixEndTime then starts up the next day after FixStartTime.  When the 
>> quickfix.SessionSchedule checks to see if isSameSession it 
>> returns true 
>> because only the time fields are compared and not the date 
>> fields.   It 
>> doesn't check the date fields because the following condition 
>> is false:
>>
>> startDay < 0 && endDay < 0
>>
>> startDay and endDay are 0 for me since I'm using daily 
>> sessions and not 
>> weekly. 
>>
>> If I left my app running outside the session time boundary everything 
>> seems to be ok.   So, my option as a workaround seems to be reseting 
>> manually once a day.
>>
>> Matthew
>>
>> Matthew Stone wrote:
>>     
>>> Does quickfix automatically reset sequences when a session 
>>>       
>> changes?  
>>     
>>> Yesterday I started up a session from FixStartTime=07:00:00 to 
>>> FixEndTime=19:00:00 and my app finished the day with 
>>>       
>> MsgSeqNum=190.  
>>     
>>> Today, my app tried to log on with  MsgSeqNum=191.  I was expecting 
>>> quickfix to start with a new seq.
>>>
>>> Thanks,
>>> Matthew
>>>
>>> qfj beta 3
>>>
>>>       
>> -------------------------------------------------------
>> This SF.Net email is sponsored by xPML, a groundbreaking 
>> scripting language
>> that extends applications into web and mobile media. Attend 
>> the live webcast
>> and join the prime developer group breaking into this new 
>> coding territory!
>> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&
>> dat=121642
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>     
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting language
> that extends applications into web and mobile media. Attend the live webcast
> and join the prime developer group breaking into this new coding territory!
> http://sel.as-us.falkag.net/sel?cmd=k&kid0944&bid$1720&dat1642
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>   

RE: [Quickfix-users] Re: Are sequences automatically reset

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

Hi Matt,

First, I'm assuming the startDay and endDay are -1 (the default
if no day is set) and not 0. Is that right?

I've committed John's patches for SessionSchedule into the CVS=20
HEAD. I also found another bug in the schedule which may have=20
been causing your problem. There were unit tests for that code
but, alas, the unit tests were wrong. ;-) I've corrected both
in the HEAD. Hopefully, these changes will solve your problem.

Regards,

Steve


> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On Behalf=20
> Of Matthew Stone
> Sent: Wednesday, March 01, 2006 9:07 PM
> To: qui...@li...
> Subject: [Quickfix-users] Re: Are sequences automatically reset
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Looking at the code it appears the sequences should be reset, however=20
> mine are not.  Here's the problem senerio:  My app shuts down before=20
> FixEndTime then starts up the next day after FixStartTime.  When the=20
> quickfix.SessionSchedule checks to see if isSameSession it=20
> returns true=20
> because only the time fields are compared and not the date=20
> fields.   It=20
> doesn't check the date fields because the following condition=20
> is false:
>=20
> startDay < 0 && endDay < 0
>=20
> startDay and endDay are 0 for me since I'm using daily=20
> sessions and not=20
> weekly.=20
>=20
> If I left my app running outside the session time boundary everything=20
> seems to be ok.   So, my option as a workaround seems to be reseting=20
> manually once a day.
>=20
> Matthew
>=20
> Matthew Stone wrote:
> > Does quickfix automatically reset sequences when a session=20
> changes? =20
> > Yesterday I started up a session from FixStartTime=3D07:00:00 to=20
> > FixEndTime=3D19:00:00 and my app finished the day with=20
> MsgSeqNum=3D190. =20
> > Today, my app tried to log on with  MsgSeqNum=3D191.  I was =
expecting=20
> > quickfix to start with a new seq.
> >
> > Thanks,
> > Matthew
> >
> > qfj beta 3
> >
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking=20
> scripting language
> that extends applications into web and mobile media. Attend=20
> the live webcast
> and join the prime developer group breaking into this new=20
> coding territory!
> http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D110944&bid=3D241720&
> dat=3D121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>=20

RE: [Quickfix-users] Re: Are sequences automatically reset

[John H. <jhe...@bo...>]

Hi Matthew,

This is my bug. I've submitted a patch for it, which I'll send to you
off the list.

John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Matthew
Stone
Sent: Wednesday, March 01, 2006 3:07 PM
To: qui...@li...
Subject: [Quickfix-users] Re: Are sequences automatically reset

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

Looking at the code it appears the sequences should be reset, however
mine are not.  Here's the problem senerio:  My app shuts down before
FixEndTime then starts up the next day after FixStartTime.  When the
quickfix.SessionSchedule checks to see if isSameSession it returns true=20
because only the time fields are compared and not the date fields.   It=20
doesn't check the date fields because the following condition is false:

startDay < 0 && endDay < 0

startDay and endDay are 0 for me since I'm using daily sessions and not
weekly.=20

If I left my app running outside the session time boundary everything=20
seems to be ok.   So, my option as a workaround seems to be reseting=20
manually once a day.

Matthew

Matthew Stone wrote:
> Does quickfix automatically reset sequences when a session changes? =20
> Yesterday I started up a session from FixStartTime=3D07:00:00 to=20
> FixEndTime=3D19:00:00 and my app finished the day with =
MsgSeqNum=3D190.
> Today, my app tried to log on with  MsgSeqNum=3D191.  I was expecting=20
> quickfix to start with a new seq.
>
> Thanks,
> Matthew
>
> qfj beta 3
>


-------------------------------------------------------
This SF.Net email is sponsored by xPML, a groundbreaking scripting
language that extends applications into web and mobile media. Attend the
live webcast and join the prime developer group breaking into this new
coding territory!
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Qui...@li...
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[Quickfix-users] Re: Are sequences automatically reset

[Matthew S. <ms...@bi...>]

Looking at the code it appears the sequences should be reset, however 
mine are not.  Here's the problem senerio:  My app shuts down before 
FixEndTime then starts up the next day after FixStartTime.  When the 
quickfix.SessionSchedule checks to see if isSameSession it returns true 
because only the time fields are compared and not the date fields.   It 
doesn't check the date fields because the following condition is false:

startDay < 0 && endDay < 0

startDay and endDay are 0 for me since I'm using daily sessions and not 
weekly. 

If I left my app running outside the session time boundary everything 
seems to be ok.   So, my option as a workaround seems to be reseting 
manually once a day.

Matthew

Matthew Stone wrote:
> Does quickfix automatically reset sequences when a session changes?  
> Yesterday I started up a session from FixStartTime=07:00:00 to 
> FixEndTime=19:00:00 and my app finished the day with MsgSeqNum=190.  
> Today, my app tried to log on with  MsgSeqNum=191.  I was expecting 
> quickfix to start with a new seq.
>
> Thanks,
> Matthew
>
> qfj beta 3
>

[Quickfix-users] Are sequences automatically reset

[Matthew S. <ms...@bi...>]

Does quickfix automatically reset sequences when a session changes?  
Yesterday I started up a session from FixStartTime=07:00:00 to 
FixEndTime=19:00:00 and my app finished the day with MsgSeqNum=190.  
Today, my app tried to log on with  MsgSeqNum=191.  I was expecting 
quickfix to start with a new seq.

Thanks,
Matthew

qfj beta 3

[Quickfix-users] Re: RE: [Quickfix-developers] problem while connecting to engine running on linux

[rohan j. p. <roh...@re...>]

 =A0=0AHi sir,=0A Thanks a lot for the telling me the exact reason, i spent=
 more than a day to solve the problem, but couldnot find the reason.=0Athan=
ks again.=0A=0Awith regards=0Arohan pais=0A=0AOn Tue, 28 Feb 2006 Dave Lina=
ker wrote :=0A>I notice:=0A>=0A>- Incoming message has a SendingTime of 11:=
10:06=0A>- Timestamp of reject attempt is at 11:13:00=0A>=0A>Is CheckLatenc=
y/MaxLatency set to the default 2 mins?=0A>(http://www.quickfixengine.org/q=
uickfix/doc/html/configuration.html#Vali=0A>dation)=0A>=0A>If so, is there =
more than a 2 min time difference between the machines?=0A>=0A>cheers=0A>Da=
ve=0A>=0A> > -----Original Message-----=0A> > From: quickfix-developers-adm=
in...@li...=0A> > [mailto:qui...@li...ur=
ceforge.net] On=0A> > Behalf Of Joerg Thoennes=0A> > Sent: 28 February 2006=
 11:41=0A> > To: rohan joel pais=0A> > Cc: qui...@li...urce=
forge.net;=0A> > qui...@li...=0A> > Subject: Re: [Q=
uickfix-developers] problem while connecting=0A> > to engine running on lin=
ux=0A> >=0A> >=0A> > QuickFIX Documentation:=0A> > http://www.quickfixengin=
e.org/quickfix/doc/html/index.html=0A> > QuickFIX Support: http://www.quick=
fixengine.org/services.html=0A> >=0A> > Hi Rohan,=0A> >=0A> > for the momen=
t, I am assuming your are using QF 1.10...=0A> >=0A> > >   - The content of=
 the file FIX.4.2-AAAAA-BBBBB.event is=0A> > > ----------------------------=
---------------------=0A> > > 20060228-11:11:33 : Created session=0A> > > 2=
0060228-11:12:52 : Created session=0A> > > 20060228-11:13:00 : Tried to sen=
d a reject while not logged on=0A> > > 20060228-11:13:00 : Dropped Connecti=
on=0A> > > -------------------------------------------------=0A> >=0A> > Yo=
ur counterparty sent a Logon message, which is invalid and=0A> > would have=
 been rejected. But=0A> > the other side did not even manage to log on, so =
the Reject=0A> > cannot be sent. Sadly, the log=0A> > does not tell the exa=
ct reason for rejection.=0A> >=0A> > > -the content of the file FIX.4.2-AAA=
AA-BBBBB.incoming=0A> > > -------------------------------------------------=
=0A> > >=0A> > 8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^=
A57=3DN0077^A52=3D20060228=0A> > > -11:10:06^A98=3D0^A108=3D30^A10=3D032^A=
=0A> > > -------------------------------------------------=0A> >=0A> > I di=
d not check the message length and checksum, since QF=0A> > could parse it =
(otherwise it=0A> > would simply ignore it instead of rejecting).=0A> >=0A>=
 > IMHO, all required fields are present and the format of the=0A> > field =
values seems to be OK,=0A> > so I wondering whether the message is being re=
jected.=0A> >=0A> > Maybe someone else has an idea?=0A> >=0A> > Cheers, J=
=F6rg=0A> >=0A> > --=0A> > Joerg Thoennes=0A> >                            =
     http://macd.com=0A> > Tel.: +49 (0)241 44597-24      Macdonald Associa=
tes GmbH=0A> > Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 A=
achen=0A> >=0A> >=0A> > ---------------------------------------------------=
----=0A> > This SF.Net email is sponsored by xPML, a groundbreaking=0A> > s=
cripting language that extends applications into web and=0A> > mobile media=
. Attend the live webcast and join the prime=0A> > developer group breaking=
 into this new coding territory!=0A>http://sel.as-us.falkag.net/sel?cmd____=
_________________________________=0A>__________=0A>Quickfix-developers mail=
ing list=0A>Qui...@li...=0A>https://lists.sour=
ceforge.net/lists/listinfo/quickfix-developers=0A>=0A

[Quickfix-users] RE: [Quickfix-developers] problem while connecting to engine running on linux

[Dave L. <dav...@ma...>]

I notice:

- Incoming message has a SendingTime of 11:10:06
- Timestamp of reject attempt is at 11:13:00

Is CheckLatency/MaxLatency set to the default 2 mins?
(http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Vali
dation)

If so, is there more than a 2 min time difference between the machines?

cheers
Dave

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Joerg Thoennes
> Sent: 28 February 2006 11:41
> To: rohan joel pais
> Cc: qui...@li...;=20
> qui...@li...
> Subject: Re: [Quickfix-developers] problem while connecting=20
> to engine running on linux
>=20
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hi Rohan,
>=20
> for the moment, I am assuming your are using QF 1.10...
>=20
> >   - The content of the file FIX.4.2-AAAAA-BBBBB.event is
> > -------------------------------------------------
> > 20060228-11:11:33 : Created session
> > 20060228-11:12:52 : Created session
> > 20060228-11:13:00 : Tried to send a reject while not logged on=20
> > 20060228-11:13:00 : Dropped Connection
> > -------------------------------------------------
>=20
> Your counterparty sent a Logon message, which is invalid and=20
> would have been rejected. But=20
> the other side did not even manage to log on, so the Reject=20
> cannot be sent. Sadly, the log=20
> does not tell the exact reason for rejection.
>=20
> > -the content of the file FIX.4.2-AAAAA-BBBBB.incoming
> > -------------------------------------------------
> >=20
> =
8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^A57=3DN0077^A=
52=3D20060228
> > -11:10:06^A98=3D0^A108=3D30^A10=3D032^A
> > -------------------------------------------------
>=20
> I did not check the message length and checksum, since QF=20
> could parse it (otherwise it=20
> would simply ignore it instead of rejecting).
>=20
> IMHO, all required fields are present and the format of the=20
> field values seems to be OK,=20
> so I wondering whether the message is being rejected.
>=20
> Maybe someone else has an idea?
>=20
> Cheers, J=F6rg
>=20
> --=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
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking=20
> scripting language that extends applications into web and=20
> mobile media. Attend the live webcast and join the prime=20
> developer group breaking into this new coding territory!=20
http://sel.as-us.falkag.net/sel?cmd_____________________________________
__________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-users] Re: [Quickfix-developers] problem while connecting to engine running on linux

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

Hi Rohan,

for the moment, I am assuming your are using QF 1.10...

>   - The content of the file FIX.4.2-AAAAA-BBBBB.event is
> -------------------------------------------------
> 20060228-11:11:33 : Created session
> 20060228-11:12:52 : Created session
> 20060228-11:13:00 : Tried to send a reject while not logged on
> 20060228-11:13:00 : Dropped Connection
> -------------------------------------------------

Your counterparty sent a Logon message, which is invalid and would have b=
een rejected. But=20
the other side did not even manage to log on, so the Reject cannot be sen=
t. Sadly, the log=20
does not tell the exact reason for rejection.

> -the content of the file FIX.4.2-AAAAA-BBBBB.incoming
> -------------------------------------------------
> 8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^A57=3DN0077=
^A52=3D20060228-11:10:06^A98=3D0^A108=3D30^A10=3D032^A
> -------------------------------------------------

I did not check the message length and checksum, since QF could parse it =
(otherwise it=20
would simply ignore it instead of rejecting).

IMHO, all required fields are present and the format of the field values =
seems to be OK,=20
so I wondering whether the message is being rejected.

Maybe someone else has an idea?

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

[Quickfix-users] Re: Re: [Quickfix-developers] problem while connecting to engine running on linux

[rohan j. p. <roh...@re...>]

 =A0=0Ahi,=0A  - The content of the file FIX.4.2-AAAAA-BBBBB.event is=0A---=
----------------------------------------------=0A20060228-11:11:33 : Create=
d session=0A20060228-11:12:52 : Created session=0A20060228-11:13:00 : Tried=
 to send a reject while not logged on=0A20060228-11:13:00 : Dropped Connect=
ion=0A-------------------------------------------------=0A =0A-the content =
of the file FIX.4.2-AAAAA-BBBBB.incoming=0A--------------------------------=
-----------------=0A8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=
=3D1^A57=3DN0077^A52=3D20060228-11:10:06^A98=3D0^A108=3D30^A10=3D032^A=0A--=
-----------------------------------------------=0A=0A- the file FIX.4.2-AAA=
AA-BBBBB.outgoing is empty=0A- the file FIX.4.2-AAAAA-BBBBB.body is empty=
=0A- the file FIX.4.2-AAAAA-BBBBB.session as content 1 : 1=0A- the file FIX=
.4.2-AAAAA-BBBBB.header is empty=0A=0Awith regards=0Arohan=0A=0AOn Tue, 28 =
Feb 2006 Joerg Thoennes wrote :=0A>Hi Rohan,=0A>=0A>>   i am unable to conn=
ect to the acceptor application running in linux machine from a initiator a=
pplication running in windows machine.=0A>>however from some windows machin=
e it will establish a connection.=0A>>Can anybody help me regarding this pr=
oblem.=0A>=0A>Please, could you provide the usual details (versions, logs, =
etc. etc.).=0A>=0A>Cheers, J=F6rg=0A>=0A>-- Joerg Thoennes=0A>             =
                   http://macd.com=0A>Tel.: +49 (0)241 44597-24      Macdon=
ald Associates GmbH=0A>Fax : +49 (0)241 44597-10      Lothringer Str. 52, D=
-52070 Aachen=0A

[Quickfix-users] Re: [Quickfix-developers] problem while connecting to engine running on linux

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

Hi Rohan,

>   i am unable to connect to the acceptor application running in linux m=
achine from a initiator application running in windows machine.
> however from some windows machine it will establish a connection.
> Can anybody help me regarding this problem.

Please, could you provide the usual details (versions, logs, etc. etc.).

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] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[John H. <jhe...@bo...>]

I think you are too, and there's your problem. ;^) QF/J uses the stock
Java SimpleDateFormat to parse the session start and end times. Strings
with no date, just times, end up in 1970 -- when GMT was an hour later
than UTC. So until you added the time zone, your session would have been
set up to end at 22:50 local time (21:50 UTC).=20

I'll submit a patch for this, but in the meantime, setting TimeZone does
obviously fix it.

More info at =
http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=3D4644278.

John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Kimpton, C (Chris)
Sent: Friday, February 24, 2006 9:31 AM
To: qui...@li...
Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

Hi,

I think I am in English/GMT time zone (it's a locked down production
box, so I can't see the window for it...

Here is the config file:

[...]

TimeZone=3DEurope/London
StartTime=3D00:01:00
EndTime=3D21:50:00

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[Kimpton, C \(Chris\) <Chr...@ra...>]

Hi,

I think I am in English/GMT time zone (it's a locked down production
box, so I can't see the window for it...

Here is the config file:

[DEFAULT]
ConnectionType=3Dinitiator
HeartBtInt=3D20
FileStorePath=3Dstore
TimeZone=3DEurope/London
StartTime=3D00:01:00
EndTime=3D21:50:00
UseDataDictionary=3DY
DataDictionary=3D../config/FIX42.xml
SocketConnectHost=3Dxxx
SocketConnectPort=3Dyyy
#failover
SocketConnectHost1=3Dlocalhost
SocketConnectPort1=3D5420
ReconnectInterval=3D10
ResetOnDisconnect=3DY
ResetOnLogout=3DY
SendResetSeqNumFlag=3DY
ValidateFieldsOutOfOrder=3DN
CheckLatency=3DN
FileLogPath=3Dfixlogs
SocketNodelay=3DY

[SESSION]
BeginString=3DFIX.4.2
SenderCompID=3Drabo
TargetCompID=3DFIX

Thanks,
Chris=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of John
Hensley
Sent: 23 February 2006 23:04
To: qui...@li...
Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

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

Chris, could you please send the schedule-related snippets of the config
files used to produce these logs? And what is your local system time
zone?

Thanks,
John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Kimpton, C (Chris)
Sent: Thursday, February 23, 2006 3:16 AM
To: qui...@li...
Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

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

Hi,

Here is the log from the jni run:

<20060215-21:54:53, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D0=0134=3D5128=0149=3Drabo=0152=3D20060215-21=
:54:53.839=0156=3DFIX=0110=3D
228=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D5=0134=3D5129=0149=3Drabo=0152=3D20060215-21=
:55:00.839=0156=3DFIX=0110=3D
227=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
=20 (Disconnecting)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
=20 (Socket Error)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
=20 (Connecting to localhost on port 542)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
=20 (Connecting to localhost on port 543)=20

I didn't notice the log times being different from GMT but I have always
ducked the question of what is UTC... Note this was running on the same
Windows (?) PC as I ran the QFJ version - so I guess UTC should have
been in sync.

With the QFJ version, I get this message at startup:

<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Session FIX.4.2:rabo->FIX
schedule is daily, 23:01:00 UTC - 20:50:00 UTC (00:01:00 GMT - 21:50:00
GMT))
<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Created session:
FIX.4.2:rabo->FIX)

I did not test the QFJ version prior to Beta3 on this matter.

Thanks,
Chris

_____________________________________________________________

This email (including any attachments to it) is confidential, legally pri=
vileged, subject to copyright and is sent for the personal attention of t=
he intended recipient only. If you have received this email in error, ple=
ase advise us immediately and delete it. You are notified that disclosing=
, copying, distributing or taking any action in reliance on the contents =
of this information is strictly prohibited. Although we have taken reason=
able precautions to ensure no viruses are present in this email, we canno=
t accept responsibility for any loss or damage arising from the viruses i=
n this email or attachments. We exclude any liability for the content of =
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the information provided in this email or its attachments, unless that in=
formation is subsequently confirmed in writing. If this email contains an=
=20offer, that should be considered as an invitation to treat.
_____________________________________________________________

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[John H. <jhe...@bo...>]

Chris, could you please send the schedule-related snippets of the config
files used to produce these logs? And what is your local system time
zone?

Thanks,
John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Kimpton, C (Chris)
Sent: Thursday, February 23, 2006 3:16 AM
To: qui...@li...
Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

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

Hi,

Here is the log from the jni run:

<20060215-21:54:53, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D0=0134=3D5128=0149=3Drabo=0152=3D20060215-21=
:54:53.839=0156=3DFIX=0110=3D
228=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D5=0134=3D5129=0149=3Drabo=0152=3D20060215-21=
:55:00.839=0156=3DFIX=0110=3D
227=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
  (Disconnecting)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
  (Socket Error)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
  (Connecting to localhost on port 542)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
  (Connecting to localhost on port 543)=20

I didn't notice the log times being different from GMT but I have always
ducked the question of what is UTC... Note this was running on the same
Windows (?) PC as I ran the QFJ version - so I guess UTC should have
been in sync.

With the QFJ version, I get this message at startup:

<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Session FIX.4.2:rabo->FIX
schedule is daily, 23:01:00 UTC - 20:50:00 UTC (00:01:00 GMT - 21:50:00
GMT))
<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Created session:
FIX.4.2:rabo->FIX)

I did not test the QFJ version prior to Beta3 on this matter.

Thanks,
Chris


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: 22 February 2006 17:03
To: Steve Bate
Cc: qui...@li...
Subject: Re: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

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

Not just default, it currently only support UTC.

--oren

Steve Bate wrote:

>QuickFIX Documentation:=20
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi John,
>
>I have the same question. I thought the C++/JNI code used UTC as a=20
>default. Oren, can you clarify which is used?
>
>Steve Bate
>Smart Trade Technologies
>Phone: +33 4 42 90 03 97
>http://www.smart-trade.net/
>
>
> =20
>
>>-----Original Message-----
>>From: qui...@li...
>>[mailto:qui...@li...] On Behalf Of John=20
>>Hensley
>>Sent: Wednesday, February 22, 2006 4:37 PM
>>To: qui...@li...
>>Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J=20
>>1.0.0 Beta 3 Released)
>>
>>QuickFIX Documentation:=20
>>http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Then I broke backward compatibility with the addition of time zones --

>>you shouldn't need to change your config. My understanding was that=20
>>previously the session times were always assumed to be UTC; that was=20
>>my experience with QF/J, and the impetus for adding time zones. You=20
>>said the JNI version would log out at 21:55 local time? By chance, did

>>you ever try a QuickFIX/J version prior to Beta 3 that also logged out

>>then?
>>
>>John
>>
_____________________________________________________________

This email (including any attachments to it) is confidential, legally
privileged, subject to copyright and is sent for the personal attention
of the intended recipient only. If you have received this email in
error, please advise us immediately and delete it. You are notified that
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the contents of this information is strictly prohibited. Although we
have taken reasonable precautions to ensure no viruses are present in
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arising from the viruses in this email or attachments. We exclude any
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actions taken on the basis of the information provided in this email or
its attachments, unless that information is subsequently confirmed in
writing. If this email contains an offer, that should be considered as
an invitation to treat.
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Re: [Quickfix-users] qfj First order after startup is not sent

[Matthew S. <ms...@bi...>]

Steve,

Waiting for the onLogon callback fixed the problem.  

Thanks,
Matthew

Steve Bate wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Matthew,
>
> Is it only the first order after logon that has the problem?
>
> Do you send the order immediately after the session create or
> after you receive the onLogon callback?
>
> Have you tried getting a thread dump during that first three minutes
> to see if any threads are blocked in suspicious places (e.g., deadlock)?
> I'm guessing there's no deadlock because the heartbeat would not be
> sent if the session was locked.
>
>   
>> -----Original Message-----
>> From: qui...@li... 
>> [mailto:qui...@li...] On Behalf 
>> Of Matthew Stone
>> Sent: Thursday, February 23, 2006 9:34 PM
>> To: Oren Miller
>> Cc: qui...@li...
>> Subject: Re: [Quickfix-users] qfj First order after startup 
>> is not sent
>>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> The first order will get sent after 3 minutes if I dont send 
>> a second order any earlier.  Basically, the receiver will 
>> notice a missing sequence number between the login and first 
>> heartbeat.  So, after quickfix gets the ResendRequest  then 
>> it sends off the first order.
>>
>>
>> Events:
>> 20060223-20:00:31: Session FIX.4.2:MYCOMPID->OTHRCOMPID 
>> schedule is daily, 00:00:00 UTC - 00:00:00 UTC
>> 20060223-20:00:31: Created session: FIX.4.2:MYCOMPID->OTHRCOMPID
>> 20060223-20:00:32: Initiated logon request
>> 20060223-20:00:32: Received logon response
>> 20060223-20:03:32: Received ResendRequest FROM: 579 TO: 0
>> 20060223-20:03:32: Resending Message: 579
>> 20060223-20:03:32: Sent SequenceReset TO: 581
>>
>>
>> Messages:
>> 8=FIX.4.2
9=66
35=A
34=578
49=MYCOMPID
52=20060223-20:00:31.94
>> 9
56=OTHRCOMPID
98=0
108=180
10=002

>> 8=FIX.4.2
9=0062
35=A
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :00:30
34=704
98=0
108=180
10=128

>> 8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :02:54
34=705
10=046

>> 8=FIX.4.2
9=53
35=0
34=580
49=MYCOMPID
52=20060223-20:03:32.85
>> 6
56=OTHRCOMPID
10=152

>> 8=FIX.4.2
9=0060
35=2
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :03:30
34=706
7=579
16=0
10=020

>> 8=FIX.4.2
9=147
35=D
34=579
43=Y
49=MYCOMPID
52=20060223-20:03
>> :32.970
56=OTHRCOMPID
122=20060223-20:00:32
128=APP
11=100203

>> 21=1
38=20
40=1
54=1
55=LU
60=20060223-20:00:31
10=147

>> 8=FIX.4.2
9=93
35=4
34=580
43=Y
49=MYCOMPID
52=20060223-20:03:
>> 32.974
56=OTHRCOMPID
122=20060223-20:03:32
36=581
123=Y
10=062

>> 8=FIX.4.2
9=0204
35=8
115=APP
143=TargetHostIP
49=OTHRCOMPID
5
>> 6=MYCOMPID
52=20060223-20:03:30
34=707
37=3022533
11=100203
20
>> =0
150=0
39=0
38=20
14=0
151=20
55=LU
54=1
6=0.00000000
1=MYCO
>> MPID
40=1
59=0
109=MYCOMPID
17=0
32=0
31=0.00000000
10=227

>> 8=FIX.4.2
9=0230
35=8
115=APP
143=TargetHostIP
49=OTHRCOMPID
5
>> 6=MYCOMPID
52=20060223-20:03:33
34=708
37=3022533
11=100203
20
>> =0
150=2
39=2
5034=F
38=20
14=20
151=0
55=LU
54=1
6=3.27
30=NY
>> SE
17=3020568
32=20
31=3.27
60=20060223-20:03:33
113=N
5037=N

>> 19=1108
10=223

>> 8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :05:54
34=709
10=053

>> 8=FIX.4.2
9=53
35=0
34=581
49=MYCOMPID
52=20060223-20:06:33.86
>> 1
56=OTHRCOMPID
10=153

>> 8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :08:18
34=710
10=048

>> 8=FIX.4.2
9=53
35=0
34=582
49=MYCOMPID
52=20060223-20:09:34.85
>> 4
56=OTHRCOMPID
10=160

>> 8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20
>> :10:42
34=711
10=039

>>
>>
>> Oren Miller wrote:
>>     
>>> Do you have any logs?
>>>
>>> --oren
>>>
>>> Matthew Stone wrote:
>>>
>>>       
>>>> QuickFIX Documentation: 
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>> After startup the first order is not sent until a second order is 
>>>> submitted.  How can I get the first order to be sent normally?
>>>> This is basically what I'm doing:
>>>>
>>>> initiator = new SocketInitiator (this, 
>>>>         
>> messageStoreFactory, settings, 
>>     
>>>> logFactory, messageFactory);
>>>> initiator.start();
>>>> ...
>>>> public void onCreate (SessionID sessionId) {
>>>>        this.sessionID = sessionId
>>>> }
>>>> ...
>>>> Session.sendToTarget (buildSingleOrder (order), sessionID);
>>>>
>>>> version: quickfixj-1.0.0b3
>>>>
>>>>
>>>> -------------------------------------------------------
>>>> This SF.Net email is sponsored by xPML, a groundbreaking scripting 
>>>> language
>>>> that extends applications into web and mobile media. 
>>>>         
>> Attend the live 
>>     
>>>> webcast
>>>> and join the prime developer group breaking into this new coding 
>>>> territory!
>>>>
>>>>         
>> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&
>> dat=121642
>>     
>>>> _______________________________________________
>>>> Quickfix-users mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>>>
>>>>
>>>>         
>> -------------------------------------------------------
>> This SF.Net email is sponsored by xPML, a groundbreaking 
>> scripting language
>> that extends applications into web and mobile media. Attend 
>> the live webcast
>> and join the prime developer group breaking into this new 
>> coding territory!
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>> dat=121642
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>     
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting language
> that extends applications into web and mobile media. Attend the live webcast
> and join the prime developer group breaking into this new coding territory!
> http://sel.as-us.falkag.net/sel?cmd=k&kid0944&bid$1720&dat1642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>   

RE: [Quickfix-users] qfj First order after startup is not sent

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

Hi Matthew,

Is it only the first order after logon that has the problem?

Do you send the order immediately after the session create or
after you receive the onLogon callback?

Have you tried getting a thread dump during that first three minutes
to see if any threads are blocked in suspicious places (e.g., deadlock)?
I'm guessing there's no deadlock because the heartbeat would not be
sent if the session was locked.

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On Behalf=20
> Of Matthew Stone
> Sent: Thursday, February 23, 2006 9:34 PM
> To: Oren Miller
> Cc: qui...@li...
> Subject: Re: [Quickfix-users] qfj First order after startup=20
> is not sent
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> The first order will get sent after 3 minutes if I dont send=20
> a second order any earlier.  Basically, the receiver will=20
> notice a missing sequence number between the login and first=20
> heartbeat.  So, after quickfix gets the ResendRequest  then=20
> it sends off the first order.
>=20
>=20
> Events:
> 20060223-20:00:31: Session FIX.4.2:MYCOMPID->OTHRCOMPID=20
> schedule is daily, 00:00:00 UTC - 00:00:00 UTC
> 20060223-20:00:31: Created session: FIX.4.2:MYCOMPID->OTHRCOMPID
> 20060223-20:00:32: Initiated logon request
> 20060223-20:00:32: Received logon response
> 20060223-20:03:32: Received ResendRequest FROM: 579 TO: 0
> 20060223-20:03:32: Resending Message: 579
> 20060223-20:03:32: Sent SequenceReset TO: 581
>=20
>=20
> Messages:
> =
8=3DFIX.4.2=019=3D66=0135=3DA=0134=3D578=0149=3DMYCOMPID=0152=3D20060223-=
20:00:31.94
> 9=0156=3DOTHRCOMPID=0198=3D0=01108=3D180=0110=3D002=01
> =
8=3DFIX.4.2=019=3D0062=0135=3DA=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :00:30=0134=3D704=0198=3D0=01108=3D180=0110=3D128=01
> =
8=3DFIX.4.2=019=3D0049=0135=3D0=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :02:54=0134=3D705=0110=3D046=01
> =
8=3DFIX.4.2=019=3D53=0135=3D0=0134=3D580=0149=3DMYCOMPID=0152=3D20060223-=
20:03:32.85
> 6=0156=3DOTHRCOMPID=0110=3D152=01
> =
8=3DFIX.4.2=019=3D0060=0135=3D2=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :03:30=0134=3D706=017=3D579=0116=3D0=0110=3D020=01
> =
8=3DFIX.4.2=019=3D147=0135=3DD=0134=3D579=0143=3DY=0149=3DMYCOMPID=0152=3D=
20060223-20:03
> =
:32.970=0156=3DOTHRCOMPID=01122=3D20060223-20:00:32=01128=3DAPP=0111=3D10=
0203=01
> =
21=3D1=0138=3D20=0140=3D1=0154=3D1=0155=3DLU=0160=3D20060223-20:00:31=011=
0=3D147=01
> =
8=3DFIX.4.2=019=3D93=0135=3D4=0134=3D580=0143=3DY=0149=3DMYCOMPID=0152=3D=
20060223-20:03:
> =
32.974=0156=3DOTHRCOMPID=01122=3D20060223-20:03:32=0136=3D581=01123=3DY=01=
10=3D062=01
> =
8=3DFIX.4.2=019=3D0204=0135=3D8=01115=3DAPP=01143=3DTargetHostIP=0149=3DO=
THRCOMPID=015
> =
6=3DMYCOMPID=0152=3D20060223-20:03:30=0134=3D707=0137=3D3022533=0111=3D10=
0203=0120
> =
=3D0=01150=3D0=0139=3D0=0138=3D20=0114=3D0=01151=3D20=0155=3DLU=0154=3D1=01=
6=3D0.00000000=011=3DMYCO
> =
MPID=0140=3D1=0159=3D0=01109=3DMYCOMPID=0117=3D0=0132=3D0=0131=3D0.000000=
00=0110=3D227=01
> =
8=3DFIX.4.2=019=3D0230=0135=3D8=01115=3DAPP=01143=3DTargetHostIP=0149=3DO=
THRCOMPID=015
> =
6=3DMYCOMPID=0152=3D20060223-20:03:33=0134=3D708=0137=3D3022533=0111=3D10=
0203=0120
> =
=3D0=01150=3D2=0139=3D2=015034=3DF=0138=3D20=0114=3D20=01151=3D0=0155=3DL=
U=0154=3D1=016=3D3.27=0130=3DNY
> =
SE=0117=3D3020568=0132=3D20=0131=3D3.27=0160=3D20060223-20:03:33=01113=3D=
N=015037=3DN=01
> 19=3D1108=0110=3D223=01
> =
8=3DFIX.4.2=019=3D0049=0135=3D0=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :05:54=0134=3D709=0110=3D053=01
> =
8=3DFIX.4.2=019=3D53=0135=3D0=0134=3D581=0149=3DMYCOMPID=0152=3D20060223-=
20:06:33.86
> 1=0156=3DOTHRCOMPID=0110=3D153=01
> =
8=3DFIX.4.2=019=3D0049=0135=3D0=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :08:18=0134=3D710=0110=3D048=01
> =
8=3DFIX.4.2=019=3D53=0135=3D0=0134=3D582=0149=3DMYCOMPID=0152=3D20060223-=
20:09:34.85
> 4=0156=3DOTHRCOMPID=0110=3D160=01
> =
8=3DFIX.4.2=019=3D0049=0135=3D0=0149=3DOTHRCOMPID=0156=3DMYCOMPID=0152=3D=
20060223-20
> :10:42=0134=3D711=0110=3D039=01
>=20
>=20
> Oren Miller wrote:
> > Do you have any logs?
> >
> > --oren
> >
> > Matthew Stone wrote:
> >
> >> QuickFIX Documentation:=20
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >> After startup the first order is not sent until a second order is=20
> >> submitted.  How can I get the first order to be sent normally?
> >> This is basically what I'm doing:
> >>
> >> initiator =3D new SocketInitiator (this,=20
> messageStoreFactory, settings,=20
> >> logFactory, messageFactory);
> >> initiator.start();
> >> ...
> >> public void onCreate (SessionID sessionId) {
> >>        this.sessionID =3D sessionId
> >> }
> >> ...
> >> Session.sendToTarget (buildSingleOrder (order), sessionID);
> >>
> >> version: quickfixj-1.0.0b3
> >>
> >>
> >> -------------------------------------------------------
> >> This SF.Net email is sponsored by xPML, a groundbreaking scripting=20
> >> language
> >> that extends applications into web and mobile media.=20
> Attend the live=20
> >> webcast
> >> and join the prime developer group breaking into this new coding=20
> >> territory!
> >>=20
> http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D110944&bid=3D241720&
> dat=3D121642
> >> _______________________________________________
> >> Quickfix-users mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >>
> >>
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking=20
> scripting language
> that extends applications into web and mobile media. Attend=20
> the live webcast
> and join the prime developer group breaking into this new=20
> coding territory!
> http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D110944&bid=3D241720&
> dat=3D121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>=20

Re: [Quickfix-users] qfj First order after startup is not sent

[Matthew S. <ms...@bi...>]

The first order will get sent after 3 minutes if I dont send a second 
order any earlier.  Basically, the receiver will notice a missing 
sequence number between the login and first heartbeat.  So, after 
quickfix gets the ResendRequest  then it sends off the first order.


Events:
20060223-20:00:31: Session FIX.4.2:MYCOMPID->OTHRCOMPID schedule is 
daily, 00:00:00 UTC - 00:00:00 UTC
20060223-20:00:31: Created session: FIX.4.2:MYCOMPID->OTHRCOMPID
20060223-20:00:32: Initiated logon request
20060223-20:00:32: Received logon response
20060223-20:03:32: Received ResendRequest FROM: 579 TO: 0
20060223-20:03:32: Resending Message: 579
20060223-20:03:32: Sent SequenceReset TO: 581


Messages:
8=FIX.4.2
9=66
35=A
34=578
49=MYCOMPID
52=20060223-20:00:31.949
56=OTHRCOMPID
98=0
108=180
10=002

8=FIX.4.2
9=0062
35=A
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:00:30
34=704
98=0
108=180
10=128

8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:02:54
34=705
10=046

8=FIX.4.2
9=53
35=0
34=580
49=MYCOMPID
52=20060223-20:03:32.856
56=OTHRCOMPID
10=152

8=FIX.4.2
9=0060
35=2
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:03:30
34=706
7=579
16=0
10=020

8=FIX.4.2
9=147
35=D
34=579
43=Y
49=MYCOMPID
52=20060223-20:03:32.970
56=OTHRCOMPID
122=20060223-20:00:32
128=APP
11=100203
21=1
38=20
40=1
54=1
55=LU
60=20060223-20:00:31
10=147

8=FIX.4.2
9=93
35=4
34=580
43=Y
49=MYCOMPID
52=20060223-20:03:32.974
56=OTHRCOMPID
122=20060223-20:03:32
36=581
123=Y
10=062

8=FIX.4.2
9=0204
35=8
115=APP
143=TargetHostIP
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:03:30
34=707
37=3022533
11=100203
20=0
150=0
39=0
38=20
14=0
151=20
55=LU
54=1
6=0.00000000
1=MYCOMPID
40=1
59=0
109=MYCOMPID
17=0
32=0
31=0.00000000
10=227

8=FIX.4.2
9=0230
35=8
115=APP
143=TargetHostIP
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:03:33
34=708
37=3022533
11=100203
20=0
150=2
39=2
5034=F
38=20
14=20
151=0
55=LU
54=1
6=3.27
30=NYSE
17=3020568
32=20
31=3.27
60=20060223-20:03:33
113=N
5037=N
19=1108
10=223

8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:05:54
34=709
10=053

8=FIX.4.2
9=53
35=0
34=581
49=MYCOMPID
52=20060223-20:06:33.861
56=OTHRCOMPID
10=153

8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:08:18
34=710
10=048

8=FIX.4.2
9=53
35=0
34=582
49=MYCOMPID
52=20060223-20:09:34.854
56=OTHRCOMPID
10=160

8=FIX.4.2
9=0049
35=0
49=OTHRCOMPID
56=MYCOMPID
52=20060223-20:10:42
34=711
10=039



Oren Miller wrote:
> Do you have any logs?
>
> --oren
>
> Matthew Stone wrote:
>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> After startup the first order is not sent until a second order is 
>> submitted.  How can I get the first order to be sent normally?
>> This is basically what I'm doing:
>>
>> initiator = new SocketInitiator (this, messageStoreFactory, settings, 
>> logFactory, messageFactory);
>> initiator.start();
>> ...
>> public void onCreate (SessionID sessionId) {
>>        this.sessionID = sessionId
>> }
>> ...
>> Session.sendToTarget (buildSingleOrder (order), sessionID);
>>
>> version: quickfixj-1.0.0b3
>>
>>
>> -------------------------------------------------------
>> This SF.Net email is sponsored by xPML, a groundbreaking scripting 
>> language
>> that extends applications into web and mobile media. Attend the live 
>> webcast
>> and join the prime developer group breaking into this new coding 
>> territory!
>> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&dat=121642
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>

Re: [Quickfix-users] qfj First order after startup is not sent

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

Do you have any logs?

--oren

Matthew Stone wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> After startup the first order is not sent until a second order is 
> submitted.  How can I get the first order to be sent normally?
> This is basically what I'm doing:
>
> initiator = new SocketInitiator (this, messageStoreFactory, settings, 
> logFactory, messageFactory);
> initiator.start();
> ...
> public void onCreate (SessionID sessionId) {
>        this.sessionID = sessionId
> }
> ...
> Session.sendToTarget (buildSingleOrder (order), sessionID);
>
> version: quickfixj-1.0.0b3
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting 
> language
> that extends applications into web and mobile media. Attend the live 
> webcast
> and join the prime developer group breaking into this new coding 
> territory!
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] qfj First order after startup is not sent

[Matthew S. <ms...@bi...>]

After startup the first order is not sent until a second order is 
submitted.  How can I get the first order to be sent normally? 

This is basically what I'm doing:

initiator = new SocketInitiator (this, messageStoreFactory, settings, 
logFactory, messageFactory);
initiator.start();
...
public void onCreate (SessionID sessionId) {
        this.sessionID = sessionId
}
...
Session.sendToTarget (buildSingleOrder (order), sessionID);

version: quickfixj-1.0.0b3

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[Kimpton, C \(Chris\) <Chr...@ra...>]

Hi,

Here is the log from the jni run:

<20060215-21:54:53, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D0=0134=3D5128=0149=3Drabo=0152=3D20060215-21=
:54:53.839=0156=3DFIX=0110=3D
228=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, outgoing>
=20
(8=3DFIX.4.2=019=3D83=0135=3D5=0134=3D5129=0149=3Drabo=0152=3D20060215-21=
:55:00.839=0156=3DFIX=0110=3D
227=01)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
=20 (Disconnecting)
<20060215-21:55:00, FIX.4.2:rabo->FIX, event>
=20 (Socket Error)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
=20 (Connecting to localhost on port 542)
<20060216-00:01:01, FIX.4.2:rabo->FIX, event>
=20 (Connecting to localhost on port 543)=20

I didn't notice the log times being different from GMT but I have always
ducked the question of what is UTC... Note this was running on the same
Windows (?) PC as I ran the QFJ version - so I guess UTC should have
been in sync.

With the QFJ version, I get this message at startup:

<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Session FIX.4.2:rabo->FIX
schedule is daily, 23:01:00 UTC - 20:50:00 UTC (00:01:00 GMT - 21:50:00
GMT))
<20060223-06:44:47, FIX.4.2:rabo->FIX, event> (Created session:
FIX.4.2:rabo->FIX)

I did not test the QFJ version prior to Beta3 on this matter.

Thanks,
Chris


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: 22 February 2006 17:03
To: Steve Bate
Cc: qui...@li...
Subject: Re: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

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

Not just default, it currently only support UTC.

--oren

Steve Bate wrote:

>QuickFIX Documentation:=20
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi John,
>
>I have the same question. I thought the C++/JNI code used UTC as a=20
>default. Oren, can you clarify which is used?
>
>Steve Bate
>Smart Trade Technologies
>Phone: +33 4 42 90 03 97
>http://www.smart-trade.net/
>
>
> =20
>
>>-----Original Message-----
>>From: qui...@li...
>>[mailto:qui...@li...] On Behalf Of John=20
>>Hensley
>>Sent: Wednesday, February 22, 2006 4:37 PM
>>To: qui...@li...
>>Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J=20
>>1.0.0 Beta 3 Released)
>>
>>QuickFIX Documentation:=20
>>http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Then I broke backward compatibility with the addition of time zones --

>>you shouldn't need to change your config. My understanding was that=20
>>previously the session times were always assumed to be UTC; that was=20
>>my experience with QF/J, and the impetus for adding time zones. You=20
>>said the JNI version would log out at 21:55 local time? By chance, did

>>you ever try a QuickFIX/J version prior to Beta 3 that also logged out

>>then?
>>
>>John
>>
_____________________________________________________________

This email (including any attachments to it) is confidential, legally pri=
vileged, subject to copyright and is sent for the personal attention of t=
he intended recipient only. If you have received this email in error, ple=
ase advise us immediately and delete it. You are notified that disclosing=
, copying, distributing or taking any action in reliance on the contents =
of this information is strictly prohibited. Although we have taken reason=
able precautions to ensure no viruses are present in this email, we canno=
t accept responsibility for any loss or damage arising from the viruses i=
n this email or attachments. We exclude any liability for the content of =
this email, or for the consequences of any actions taken on the basis of =
the information provided in this email or its attachments, unless that in=
formation is subsequently confirmed in writing. If this email contains an=
=20offer, that should be considered as an invitation to treat.
_____________________________________________________________

Re: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

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

Not just default, it currently only support UTC.

--oren

Steve Bate wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi John,
>
>I have the same question. I thought the C++/JNI code used UTC
>as a default. Oren, can you clarify which is used?
>
>Steve Bate
>Smart Trade Technologies
>Phone: +33 4 42 90 03 97
>http://www.smart-trade.net/
>
>
>  
>
>>-----Original Message-----
>>From: qui...@li... 
>>[mailto:qui...@li...] On Behalf 
>>Of John Hensley
>>Sent: Wednesday, February 22, 2006 4:37 PM
>>To: qui...@li...
>>Subject: RE: [Quickfix-users] Re QFJ Session times (was Re 
>>QuickFIX/J 1.0.0 Beta 3 Released)
>>
>>QuickFIX Documentation: 
>>http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Then I broke backward compatibility with the addition of time 
>>zones -- you shouldn't need to change your config. My 
>>understanding was that previously the session times were 
>>always assumed to be UTC; that was my experience with QF/J, 
>>and the impetus for adding time zones. You said the JNI 
>>version would log out at 21:55 local time? By chance, did you 
>>ever try a QuickFIX/J version prior to Beta 3 that also 
>>logged out then?
>>
>>John
>>
>>-----Original Message-----
>>From: qui...@li...
>>[mailto:qui...@li...] On Behalf 
>>Of Kimpton, C (Chris)
>>Sent: Wednesday, February 22, 2006 6:30 AM
>>To: qui...@li...
>>Subject: RE: [Quickfix-users] Re QFJ Session times (was Re 
>>QuickFIX/J 1.0.0 Beta 3 Released)
>>
>>Thanks Toby - that was it, no time zone specified.
>>
>>Chris
>>
>>-----Original Message-----
>>From: qui...@li...
>>[mailto:qui...@li...] On Behalf 
>>Of Shepheard, Toby (London)
>>Sent: 22 February 2006 10:18
>>To: qui...@li...
>>Subject: [Quickfix-users] Re QFJ Session times (was Re 
>>QuickFIX/J 1.0.0 Beta 3 Released)
>>
>>It could also be a time-zone issue, as time zone can now be 
>>specified in the config file and, if not, QuickFIX/J will 
>>assume UTC. If you aren't in UTC and haven't specified the 
>>timezone, this could account for the problem.
>>
>>Regards,
>>Toby
>>
>>
>>-------------------------------------------------------
>>This SF.net email is sponsored by: Splunk Inc. Do you grep 
>>through log files for problems?  Stop!  Download the new AJAX 
>>search engine that makes searching your log files as easy as 
>>surfing the  web.  DOWNLOAD SPLUNK!
>>http://sel.as-us.falkag.net/sel?cmd=k&kid3432&bid#0486&dat1642
>>_______________________________________________
>>Quickfix-users mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>    
>>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: Splunk Inc. Do you grep through log files
>for problems?  Stop!  Download the new AJAX search engine that makes
>searching your log files as easy as surfing the  web.  DOWNLOAD SPLUNK!
>http://sel.as-us.falkag.net/sel?cmd=k&kid3432&bid#0486&dat1642
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>  
>

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

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

Hi John,

I have the same question. I thought the C++/JNI code used UTC
as a default. Oren, can you clarify which is used?

Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/


> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On Behalf=20
> Of John Hensley
> Sent: Wednesday, February 22, 2006 4:37 PM
> To: qui...@li...
> Subject: RE: [Quickfix-users] Re QFJ Session times (was Re=20
> QuickFIX/J 1.0.0 Beta 3 Released)
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Then I broke backward compatibility with the addition of time=20
> zones -- you shouldn't need to change your config. My=20
> understanding was that previously the session times were=20
> always assumed to be UTC; that was my experience with QF/J,=20
> and the impetus for adding time zones. You said the JNI=20
> version would log out at 21:55 local time? By chance, did you=20
> ever try a QuickFIX/J version prior to Beta 3 that also=20
> logged out then?
>=20
> John
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf=20
> Of Kimpton, C (Chris)
> Sent: Wednesday, February 22, 2006 6:30 AM
> To: qui...@li...
> Subject: RE: [Quickfix-users] Re QFJ Session times (was Re=20
> QuickFIX/J 1.0.0 Beta 3 Released)
>=20
> Thanks Toby - that was it, no time zone specified.
>=20
> Chris
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf=20
> Of Shepheard, Toby (London)
> Sent: 22 February 2006 10:18
> To: qui...@li...
> Subject: [Quickfix-users] Re QFJ Session times (was Re=20
> QuickFIX/J 1.0.0 Beta 3 Released)
>=20
> It could also be a time-zone issue, as time zone can now be=20
> specified in the config file and, if not, QuickFIX/J will=20
> assume UTC. If you aren't in UTC and haven't specified the=20
> timezone, this could account for the problem.
>=20
> Regards,
> Toby
>=20
>=20
> -------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc. Do you grep=20
> through log files for problems?  Stop!  Download the new AJAX=20
> search engine that makes searching your log files as easy as=20
> surfing the  web.  DOWNLOAD SPLUNK!
> http://sel.as-us.falkag.net/sel?cmd=3Dk&kid=103432&bid#0486&dat=121642
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>=20

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[John H. <jhe...@bo...>]

Then I broke backward compatibility with the addition of time zones --
you shouldn't need to change your config. My understanding was that
previously the session times were always assumed to be UTC; that was my
experience with QF/J, and the impetus for adding time zones. You said
the JNI version would log out at 21:55 local time? By chance, did you
ever try a QuickFIX/J version prior to Beta 3 that also logged out then?

John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Kimpton, C (Chris)
Sent: Wednesday, February 22, 2006 6:30 AM
To: qui...@li...
Subject: RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J
1.0.0 Beta 3 Released)

Thanks Toby - that was it, no time zone specified.

Chris

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shepheard, Toby (London)
Sent: 22 February 2006 10:18
To: qui...@li...
Subject: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0
Beta 3 Released)

It could also be a time-zone issue, as time zone can now be specified in
the config file and, if not, QuickFIX/J will assume UTC. If you aren't
in UTC and haven't specified the timezone, this could account for the
problem.

Regards,
Toby

Re: [Quickfix-users] Custom socket layer

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

Hi Laurent,

To act as an initiator using a different protocol/communications method 
derive your class from the FIX::Initiator interface in Initiator.h and 
implement the virtual methos.
To act as an acceptor ... derive from FIX::Acceptor interface in Acceptor.h.

Dale

Lau...@cf... wrote:

>
> Hi again
>
> Sorry for the lack of precision in my previous post :
>
> - I'm using C++ version of quickFIX (1.10.2)
> - And my problem is :
>
> I want to bypass the socket classes provided in
> QuickFIX by replacing them with my own client/server
> classes.
>
> But I'm a little bit lost in the quickFix classes ocean ;)
> and I dont see clearly how to make a seamless
> integration of custom user socket classes inside the
> quickfix framework.
>
> regards,
> Laurent. 



-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

RE: [Quickfix-users] Custom socket layer

[<Lau...@cf...>]

Hi again

Sorry for the lack of precision in my previous post : 

- I'm using C++ version of quickFIX (1.10.2)
- And my problem is : 

I want to bypass the socket classes provided in
QuickFIX by replacing them with my own client/server 
classes.

But I'm a little bit lost in the quickFix classes ocean ;)
and I dont see clearly how to make a seamless 
integration of custom user socket classes inside the
quickfix framework.

regards,
Laurent.

RE: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0 Beta 3 Released)

[Kimpton, C \(Chris\) <Chr...@ra...>]

Thanks Toby - that was it, no time zone specified.

Chris

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shepheard, Toby (London)
Sent: 22 February 2006 10:18
To: qui...@li...
Subject: [Quickfix-users] Re QFJ Session times (was Re QuickFIX/J 1.0.0
Beta 3 Released)

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

It could also be a time-zone issue, as time zone can now be specified in
the config file and, if not, QuickFIX/J will assume UTC. If you aren't
in UTC and haven't specified the timezone, this could account for the
problem.

Regards,
Toby
_____________________________________________________________

This email (including any attachments to it) is confidential, legally pri=
vileged, subject to copyright and is sent for the personal attention of t=
he intended recipient only. If you have received this email in error, ple=
ase advise us immediately and delete it. You are notified that disclosing=
, copying, distributing or taking any action in reliance on the contents =
of this information is strictly prohibited. Although we have taken reason=
able precautions to ensure no viruses are present in this email, we canno=
t accept responsibility for any loss or damage arising from the viruses i=
n this email or attachments. We exclude any liability for the content of =
this email, or for the consequences of any actions taken on the basis of =
the information provided in this email or its attachments, unless that in=
formation is subsequently confirmed in writing. If this email contains an=
=20offer, that should be considered as an invitation to treat.
_____________________________________________________________