quickfix-users — QuickFIX user support

RE: [Quickfix-users] Could not open messages file

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

Hello Lars,

The acceptor port must be specified in the default section
of the configuration file. Therefore there can only be one
port defined for an acceptor. This is the same for the C++
and QF/J implementations.

http://quickfixengine.org/quickfix/doc/html/configuration.html

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


> -----Original Message-----
> Thank you for the information about where to download=20
> quickfix/J, and for pointing out that the log-file-path was=20
> incorrect. Now instead I have a different question.=20
>=20
> Can you different ports for the acceptor running the same=20
> "engine". For example session 1 uses port 7000 and session 2=20
> uses port 7001. I know I can connect to different ports if I=20
> use an Initiator but I don't seem to be able to create an=20
> Acceptor with different ports.=20
>=20
> Lars

[Quickfix-users] Checking that all sessions is connected

[<lar...@su...>]

I'm using java and both quickfix\J and the regular native interface. I'm
using multiple sessions and are looking on a way to get info on a
specific session in the java environment.=20

=20

In the c/c++ environment the initiator/acceptor classes have both the
function getSessions() and getSession(arguments). But the Java versions
only have the getSessions() that returns the SessionID not the actually
session. =20

=20

Then my problem is that if I want to know if every session is connected
I for example want to use initiator.isConnected() to check that every
connection is connected or check every connection separately.=20

The problem is that the isConnected() return true if any of the
connections is connected and that I havn't found a way to check that a
single connection is connected.

=20

Do I have to keep track of logon/logoff myself in java but not in C/C++

=20

Lars

RE: [Quickfix-users] Could not open messages file

[<lar...@su...>]

Thank you for the information about where to download quickfix/J, and
for pointing out that the log-file-path was incorrect. Now instead I
have a different question.=20

Can you different ports for the acceptor running the same "engine". For
example session 1 uses port 7000 and session 2 uses port 7001. I know I
can connect to different ports if I use an Initiator but I don't seem to
be able to create an Acceptor with different ports.=20

Lars

RE: [Quickfix-users] Could not open messages file

[Michael W. <Mic...@ma...>]

Lars and John,

You can actually download both the source and binary files of QuickFIX/J
1.0.0-beta2 from
http://sourceforge.net/project/showfiles.php?group_id=3D37535&package_id=3D1
58434

Stephen Bates sent an email on the 17th Jan about this.

Regards,

Michael.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of John
Hensley
Sent: Friday, 20 January 2006 8:47 AM
To: qui...@li...
Subject: Re: [Quickfix-users] Could not open messages file

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

Lars, right now you have to get QuickFIX/J from CVS. From the command
line:

$ cvs -d :pserver:ano...@cv...:/cvsroot/quickfix login

Just hit return when prompted for the password. Then check it out with:

$ cvs -d :pserver:ano...@cv...:/cvsroot/quickfix co
quickfixj

Build it with:

$ ant jar

And you should find the result in output/ant/jars/quickfixj.jar.

John

lar...@su... wrote:
> I'm using the java native interface but I would like to use the=20
> Quickfix\j engine but haven't found a download link or any=20
> documentation of it other then it exists.


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Re: [Quickfix-users] Could not open messages file

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

Lars, right now you have to get QuickFIX/J from CVS. From the command line:

$ cvs -d :pserver:ano...@cv...:/cvsroot/quickfix login

Just hit return when prompted for the password. Then check it out with:

$ cvs -d :pserver:ano...@cv...:/cvsroot/quickfix co 
quickfixj

Build it with:

$ ant jar

And you should find the result in output/ant/jars/quickfixj.jar.

John

lar...@su... wrote:
> I’m using the java native interface but I would like to use the 
> Quickfix\j engine but haven’t found a download link or any documentation 
> of it other then it exists.

[Quickfix-users] help

[Feinstein, J. <jos...@st...>]

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Re: [Quickfix-users] QuickFIX with .Net 2

[<ma...@gm...>]

Forget about the last post. It's something very stupid. I guess It's late 
and I'm tired!

Thanks again,

Rogério

>>> From: "Rogério Manente" <ma...@gm...>

Thanks for you answer Oren.
I tried using the latest version from CVS. But now I get the folowing error.
"Configuration failed: TargetCompID not defined"

I can send you the Stack Trace if you like.
Does anone know how to handle this error?

Thanks again,

Rogério

>>> From: "Oren Miller" <or...@qu...>

CVS has a solution file for visual studio 2005.  We are currently
investigating the LoaderLock issue.  My current guess is that it is
related to the use of the MSXML COM component.  If you have a stack
trace when you receive that message it would be helpful.

--oren

Rogério Manente wrote:

>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I am trying to use QuickFIX with .Net 2 but if I try to reference the
>binaries I get the error
>"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS
>Loader lock"
>
>I try opening and compiling quickfix.sln but I get some other errors.
>
>Does anybody now hoe to use QuickFIX with .Net 2??
>
>Thanks,
>
>Rogério
>
>
>
>-------------------------------------------------------
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>files
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>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>

Re: [Quickfix-users] QuickFIX with .Net 2

[<ma...@gm...>]

Thanks for you answer Oren.
I tried using the latest version from CVS. But now I get the folowing error.
"Configuration failed: TargetCompID not defined"

I can send you the Stack Trace if you like.
Does anone know how to handle this error?

Thanks again,

Rogério

>>> From: "Oren Miller" <or...@qu...>

CVS has a solution file for visual studio 2005.  We are currently
investigating the LoaderLock issue.  My current guess is that it is
related to the use of the MSXML COM component.  If you have a stack
trace when you receive that message it would be helpful.

--oren

Rogério Manente wrote:

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I am trying to use QuickFIX with .Net 2 but if I try to reference the
>binaries I get the error
>"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS
>Loader lock"
>
>I try opening and compiling quickfix.sln but I get some other errors.
>
>Does anybody now hoe to use QuickFIX with .Net 2??
>
>Thanks,
>
>Rogério
>
>
>
>-------------------------------------------------------
>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!
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>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
> 

Re: [Quickfix-users] QuickFIX with .Net 2

[<ma...@gm...>]

Thanks Oren!

I will get the CVS version.
I get the Loader lock error when I attempt to run the application (so there 
is no stack trace)
The complete error is
"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS 
Loader lock. Do not attempt to run managed code inside a DllMain or image 
initialization function since doing so can cause the application to hang."

Thanks again,

Rogério

>>> From: "Oren Miller" <or...@qu...>

CVS has a solution file for visual studio 2005.  We are currently
investigating the LoaderLock issue.  My current guess is that it is
related to the use of the MSXML COM component.  If you have a stack
trace when you receive that message it would be helpful.

--oren

Rogério Manente wrote:

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I am trying to use QuickFIX with .Net 2 but if I try to reference the
>binaries I get the error
>"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS
>Loader lock"
>
>I try opening and compiling quickfix.sln but I get some other errors.
>
>Does anybody now hoe to use QuickFIX with .Net 2??
>
>Thanks,
>
>Rogério
>
>
>
>-------------------------------------------------------
>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=lnk&kid=103432&bid=230486&dat=121642
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
> 

Re: [Quickfix-users] QuickFIX with .Net 2

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

CVS has a solution file for visual studio 2005.  We are currently 
investigating the LoaderLock issue.  My current guess is that it is 
related to the use of the MSXML COM component.  If you have a stack 
trace when you receive that message it would be helpful.

--oren

Rogério Manente wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I am trying to use QuickFIX with .Net 2 but if I try to reference the 
>binaries I get the error
>"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS 
>Loader lock"
>
>I try opening and compiling quickfix.sln but I get some other errors.
>
>Does anybody now hoe to use QuickFIX with .Net 2??
>
>Thanks,
>
>Rogério 
>
>
>
>-------------------------------------------------------
>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!
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>_______________________________________________
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>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>  
>

[Quickfix-users] QuickFIX with .Net 2

[<ma...@gm...>]

Hi,

I am trying to use QuickFIX with .Net 2 but if I try to reference the 
binaries I get the error
"DLL 'C:\(...)\quickfix_net.dll' is attempting managed execution inside OS 
Loader lock"

I try opening and compiling quickfix.sln but I get some other errors.

Does anybody now hoe to use QuickFIX with .Net 2??

Thanks,

Rogério 

Re: [Quickfix-users] Could not open messages file

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

lar...@su... wrote:

> I get this error when I try to start the quickfix engine. Here is a 
> bit of the stack trace.
>
>  
>
> quickfix.ConfigError: Configuration failed: Could not open messages file
>
>       at quickfix.FileStoreFactory.create(_Native Method_)
>
>       at quickfix.SocketAcceptor.create(_Native Method_)
>
>       at quickfix.SocketAcceptor.<init>(Unknown Source)
>
>  
>
>  
>
> And the line of code I that creates the error.
>
> new SocketAcceptor(application, storeFactory, settings,   logFactory, 
> messageFactory);
>
>  
>
> My question now is where can I find information about what exactly 
> this error means. Is it a that I can't read the FIX4.0.XML file? I 
> know the path is correct because if I change it, then it complains 
> that it can find it.
>
>  
>
>  
>
> I'm using the java native interface but I would like to use the 
> Quickfix\j engine but haven't found a download link or any 
> documentation of it other then it exists.
>
>  
>
> Lars
>
Hi Lars,

The error is not referring to the dictionary file (FIX4.0.XML) but to 
the persistent storage file for messages.

Check to be sure the FileStorePath points to a valid path.
Check to see if BeginString,  SenderCompID, and TargetCompID are defined 
correctly and consist of characters which are valid in filenames on your 
system.

If neither of these helps, please send the config file so someone on the 
list can look for other problems.

Dale

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

[Quickfix-users] Could not open messages file

[<lar...@su...>]

I get this error when I try to start the quickfix engine. Here is a bit
of the stack trace.

=20

quickfix.ConfigError: Configuration failed: Could not open messages file

      at quickfix.FileStoreFactory.create(Native Method)

      at quickfix.SocketAcceptor.create(Native Method)

      at quickfix.SocketAcceptor.<init>(Unknown Source)

=20

=20

And the line of code I that creates the error.=20

new SocketAcceptor(application, storeFactory, settings,   logFactory,
messageFactory);

=20

My question now is where can I find information about what exactly this
error means. Is it a that I can't read the FIX4.0.XML file? I know the
path is correct because if I change it, then it complains that it can
find it.=20

=20

=20

I'm using the java native interface but I would like to use the
Quickfix\j engine but haven't found a download link or any documentation
of it other then it exists.

=20

Lars

[Quickfix-users] QuickFIX/J Beta 2 Release Available

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

The QFJ Beta 2 is available. This release is primarily a
bug fix release. There is also an addition message store
that uses the SleepyCat JE database engine.

Download: http://tinyurl.com/dfoac

With the exception of some intermittent issues at the
networking layer, the engine is very stable. I haven't
seen the networking issues myself, but before the version
1.0.0 release I intend to switch to MINA as the networking
layer. At the same time, I'll be doing some significant
refactoring of the initiator/acceptor code (it will remain
API-compatible with C++ JNI however).

Thanks to everyone who has submitted patches and bug
reports. I encourage you to use the QF bug tracker for
bug reports and for feature requests. This is the best way
to increase the chances that your fix or feature will be
in the next version. I use the bug tracker extensively,
especially when preparing for a release.

For the people having the intermittent networking issues,
it would help if you could provide as much information as
possible about your setup. For example, which initiator
and acceptor implementation are you using (thread per
session or not)? Example code that reproduces the problem
would be ideal, but I realize this might be difficult if
the problem can't be reproduced reliably.

We are also not going to continue developing on the existing
1.0.0 branch but will work on the CVS HEAD instead. This
will make it easier for people to generate and incorporate
patches (most were generated from on the HEAD anyway). I
don't expect the HEAD to change significantly before the=20
1.0.0 release.

1.0.0 Beta 2 Change Log
-----
=20
New Features:
  * Added SleepyCat JE message store.
 =20
Bug Fixes:
  * Bug #104 Fixed serialization problem when using DD
  * Bug #106 Fixed onPoll ClassCastException
  * Bug #106 Fixed initiator management of session list
  * Bug #115 Fixed bug in logs and default session qualifier.
  * Bug #120 Fixed connect after reconnect problems=20
        (initiator race condition)
  * Bug #127 Fixed bugs in fragmented message parsing
  * Bug #131 Fixed timer race condition during initiator shutdown
  * Bug #132 Fixed message clone of groups
  * Bug #133 Added timer to acceptor for automatically ending heartbeats
  * Bug #139 The Logout message in response to a bad Logon is mishandled

  * Bug #140 FileLog does not append
  * Bug #141 Resend logic is incorrect
  * Bug #142 Fixed support for custom message factories
 =20
Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/

[Quickfix-users] .NET 2.0 LoaderLock - /NOENTRY compile causes problems

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

Hi,

I was wondering if there is a solution to this: When I reference
quickfix_net in a .NET 2.0 project it throws a LoaderLock exception. I know
that this exception is only thrown in debug mode but it "could" freeze
garbage collection thread or anything in production. Thus, I was compiling
quickfix_net with /NOENTRY linker and LoaderLock problem was gone. However,
I'm now getting an exception when loading SessionSettings. I'm always
getting: {"Configuration failed:  not defined" } Anybody has an idea what to
do here?

Thanks,

Tom

--
Tom Frey

Re: [Quickfix-users] R6025 run-time error

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

I think something like this would be caused by a C++ exception being 
thrown without being caught an rethrown as a .NET exception.  Any 
additional information you can gather about the scenario would be very 
helpful.

--oren

Francis Gingras wrote:

> Hi,
>  
> I use the .NET initiator built from last week's source tree 
> and sometimes get a C++ runtime error R6025 - pure virtual function 
> call.  It can't be caught by .NET so I don't know what to look for, it 
> happens sporadically and I can't create a scenario to reproduce.  I've 
> seen this error on occasion for months.  This last one happened during 
> reconnection.
>  
> A KB article can be found at 
> http://support.microsoft.com/default.aspx?scid=kb;en-us;125749
>  
> Any ideas?
>  
> Thanks,
>  
> Francis

Re: [Quickfix-users] About "ClOrdID" and "OrigClOrdID"

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

Hi Antonio,
DA SILVA Antonio wrote:

>
> I would like to known the use of the fields 11(ClOrdID) and 
> 41(OrigClOrdID).
>
> 1) I receive a "SingleOrder" msg with ClOrdID=ID1
> 2) I receive a "CancelReplace" (modify) msg with ClOrdID=ID2  & 
> OrigClOrdID=ID1,
> 3) I receive a "CancelReplace" (modify) msg with ClOrdID=ID3  & 
> OrigClOrdID=?????.
>
> The second msg means that the pair wants to modify the order having 
> the initial ID1.
>
> If I reject the msg (2), what value can I receive in OrigClOrdID in 
> next msgs like (3)?

If you reject message2 then the CancelReplace never happens so 
OrigClOrdID for message 3 remains ID1.  (ID1 was not canceled so it is 
still available to be modified.  ID2 was rejected so it is not available 
to be modified)

> ID2 (previous order) or ID1 (initial order)?
> And what happens if I accept the msg (2) for the OrigClOrdID?

If you accept message 2 then OrigClOrdID for message 3  becomes ID2.  
(ID1 is cancelled; ID2 is now the open order that may be modified)

One of the implications of this is that message 3 should not be sent 
until a reply (cancel reject or order execution: modify[pendind[)  is 
received to message 2.

Dale

>
>
> The FIX documentation is not clear, it says for OrigClOrdID :
> ""ClOrdID <11> <tagNum_11.html> of the previous order (NOT the initial 
> order of the day) as
> assigned by the institution, used to identify the previous order in 
> cancel and
> cancel/replace requests.""
>
> Thanks.
>
>
>
> -------------------------------------------------------
> 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!
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-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

[Quickfix-users] About "ClOrdID" and "OrigClOrdID"

[DA S. A. <ada...@ca...>]

Hi,

I would like to known the use of the fields 11(ClOrdID) and 41(OrigClOrdID).

1) I receive a "SingleOrder" msg with ClOrdID=ID1
2) I receive a "CancelReplace" (modify) msg with ClOrdID=ID2  & 
OrigClOrdID=ID1,
3) I receive a "CancelReplace" (modify) msg with ClOrdID=ID3  & 
OrigClOrdID=?????.

The second msg means that the pair wants to modify the order having the 
initial ID1.

If I reject the msg (2), what value can I receive in OrigClOrdID in next 
msgs like (3)?
ID2 (previous order) or ID1 (initial order)?
And what happens if I accept the msg (2) for the OrigClOrdID?

The FIX documentation is not clear, it says for OrigClOrdID :
""ClOrdID <11> <tagNum_11.html> of the previous order (NOT the initial 
order of the day) as
assigned by the institution, used to identify the previous order in 
cancel and
cancel/replace requests.""

Thanks.

[Quickfix-users] R6025 run-time error

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

Hi,
 
I use the .NET initiator built from last week's source tree and sometimes
get a C++ runtime error R6025 - pure virtual function call.  It can't be
caught by .NET so I don't know what to look for, it happens sporadically and
I can't create a scenario to reproduce.  I've seen this error on occasion
for months.  This last one happened during reconnection.
 
A KB article can be found at
http://support.microsoft.com/default.aspx?scid=kb;en-us;125749
 
Any ideas?
 
Thanks,
 
Francis

Re: [Quickfix-users] Session StartTime and EndTime config

[Nick E. <ni...@de...>]

Hi,

You have to use StartDay, EndDay among with StartTime, EndTime see
http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Sessio=
n

  ----- Original Message -----=20
  From: kai=20
  To: qui...@li...=20
  Sent: Monday, December 12, 2005 7:51 PM
  Subject: [Quickfix-users] Session StartTime and EndTime config


  Hi, I am new to quickfix.=20

  My FIX Client needs to connect to a Gateway which runs 24/7. So I am =
just wondering if it is possible to setup quickfix so that a session can =
be run 24/7 as well?

  I tried to set the StartTime as 00:00:00 and EndTime as 00:00:00 and =
it seems doesn't work. The sequence number seems getting reset to 1 =
whenever it reaches the StartTime (00:00:00).

  Any help would be appreciated.

  kai

Re: [Quickfix-users] FIX SequenceNumbers problem

[Roman T. <ro...@de...>]

Good day, Kai!

I think your problem not related with my issues :(
FIX session, in definition, should not expire until FIX counterparties, 
interchanging by heartbeat messages.

In my opinion, you should check:
1) FIX heartbeat interval
2) TCP connection timeout should be greater then heartbeat interval
3) check you firewall settings for 2)

In my situation, I've found undocumented option SendResetSeqNumFlag=Y.
This option leaved by developers for debugging (maybe ;-), but has some 
bugs in realization.
If set to Y, Initiator side will reset session on sending LOGON message. 
ResetOnLogout and ResetOnDisconnect options
does not affect to this option behavior.
Here was a patch with fix SendResetSeqNumFlag option implementation.
Also patch fixes a problem with broken fix-storage condition, after 
ResetOnLogout option was set to N.

Wishing you nice day, Roman

kai wrote:

> Hi Roman, I think the same bug is also causing my initiator reseting 
> the sequence number every time a session expires (even though I have 
> ResetOnLogout=N and ResetOnDisconnect=N set explicitly in the cfg 
> file). Do you mind sending me the patch? or tell me where in the 
> source files that is causing this problem? Many thanks in advance.
>  
> kai
>
>  
> On 12/13/05, *Roman Tsiroulnikov* <ro...@de... 
> <mailto:ro...@de...>> wrote:
>
>     Hello, guys!
>
>     I've just resolved this issue.
>
>     If you set ResetOnLogout option, the Initator side will drop the
>     fix-storage after finishing the session.
>     That's means - actually, sequences will be reset on NEXT logon
>     only. But if you
>     switch off ResetOnLogout, you Initiator fix-storage will be
>     broken, because of sequence numbers information has been destroyed.
>
>     Also, the sosurce codes has undocumented option: SendResetSeqNumFlag=Y
>     If set, this option enforces sequence reset on LOGON, without data
>     corruption.
>
>     But! Current version of quickfix has a bug, SendResetSeqNumFlag
>     will work incorrect.
>     I have a patch with fixes for this bug.
>
>
>     Roman Tsiroulnikov wrote:
>
>>     QuickFIX Documentation:
>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>     <http://www.quickfixengine.org/services.html>
>>
>>
>>     Hello, quickifix team!
>>
>>     I'm newbie using quickix, but I have strange problem with message
>>     sequence numbers.
>>     Problem occurs only on Initiator side. In normal LOGON mode
>>     (ResetSeqNumFlag=N),
>>     everything was fine. If initiator side tries to login in SeqReset
>>     mode (LOGON with ResetSeqNumFlag=Y),
>>     session works OK, but library does not update
>>     <fix-store>/FIX-4.4-*.* files with FIX session storage data.
>>     As the result, initiator side loses sequence numbers and FIX
>>     messages body information.
>>     After that, if initiator open a session with normal LOGON
>>     (ResetSeqNumFlag=N),
>>     the initiator trying to start session from sequence number 1, but
>>     server expected number N. After that,
>>     acceptor receives LOGON from initiator and reply by LOGOUT with
>>     error (Text=MsgSeqNum too low, expecting N but received 1).
>>
>>     version: FIX 4.4, quickfix-1.10.2
>>
>>     Hope for your help ;-)
>>
>>     Wishing you nice day, Roman
>>
>>
>>
>>     -------------------------------------------------------
>>     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
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>>     <http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click>
>>     _______________________________________________
>>     Quickfix-users mailing list
>>     Qui...@li...
>>     <mailto:Qui...@li...>
>>     https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>     <https://lists.sourceforge.net/lists/listinfo/quickfix-users>
>
>
>
>     -- 
>     Wishing you nice day,
>     ___________________________
>     Roman Tsiroulnikov
>     Monitoring & infrastructure projects
>     ro...@de... <mailto:ro...@de...>
>     http://www.devexperts.com <http://www.devexperts.com/>
>     Tel. +7(812) 336-57-88
>      
>
>

Re: [Quickfix-users] FIX SequenceNumbers problem

[Roman T. <ro...@de...>]

Hello, guys!

I've just resolved this issue.

If you set ResetOnLogout option, the Initator side will drop the 
fix-storage after finishing the session.
That's means - actually, sequences will be reset on NEXT logon only. But 
if you
switch off ResetOnLogout, you Initiator fix-storage will be broken, 
because of sequence numbers information has been destroyed.

Also, the sosurce codes has undocumented option: SendResetSeqNumFlag=Y
If set, this option enforces sequence reset on LOGON, without data 
corruption.

But! Current version of quickfix has a bug, SendResetSeqNumFlag will 
work incorrect.
I have a patch with fixes for this bug.


Roman Tsiroulnikov wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello, quickifix team!
>
> I'm newbie using quickix, but I have strange problem with message 
> sequence numbers.
> Problem occurs only on Initiator side. In normal LOGON mode 
> (ResetSeqNumFlag=N),
> everything was fine. If initiator side tries to login in SeqReset mode 
> (LOGON with ResetSeqNumFlag=Y),
> session works OK, but library does not update <fix-store>/FIX-4.4-*.* 
> files with FIX session storage data.
> As the result, initiator side loses sequence numbers and FIX messages 
> body information.
> After that, if initiator open a session with normal LOGON 
> (ResetSeqNumFlag=N),
> the initiator trying to start session from sequence number 1, but 
> server expected number N. After that,
> acceptor receives LOGON from initiator and reply by LOGOUT with error 
> (Text=MsgSeqNum too low, expecting N but received 1).
>
> version: FIX 4.4, quickfix-1.10.2
>
> Hope for your help ;-)
>
> Wishing you nice day, Roman
>
>
>
> -------------------------------------------------------
> 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://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users



-- 
Wishing you nice day,
___________________________
Roman Tsiroulnikov
Monitoring & infrastructure projects
ro...@de... <mailto:ro...@de...>
http://www.devexperts.com
Tel. +7(812) 336-57-88
 

[Quickfix-users] Session StartTime and EndTime config

[kai <ka...@gm...>]

Hi, I am new to quickfix.

My FIX Client needs to connect to a Gateway which runs 24/7. So I am just
wondering if it is possible to setup quickfix so that a session can be run
24/7 as well?

I tried to set the StartTime as 00:00:00 and EndTime as 00:00:00 and it
seems doesn't work. The sequence number seems getting reset to 1 whenever i=
t
reaches the StartTime (00:00:00).

Any help would be appreciated.

kai

[Quickfix-users] FIX SequenceNumbers problem

[Roman T. <ro...@de...>]

Hello, quickifix team!

I'm newbie using quickix, but I have strange problem with message 
sequence numbers.
Problem occurs only on Initiator side. In normal LOGON mode 
(ResetSeqNumFlag=N),
everything was fine. If initiator side tries to login in SeqReset mode 
(LOGON with ResetSeqNumFlag=Y),
session works OK, but library does not update <fix-store>/FIX-4.4-*.* 
files with FIX session storage data.
As the result, initiator side loses sequence numbers and FIX messages 
body information.
After that, if initiator open a session with normal LOGON 
(ResetSeqNumFlag=N),
the initiator trying to start session from sequence number 1, but server 
expected number N. After that,
acceptor receives LOGON from initiator and reply by LOGOUT with error 
(Text=MsgSeqNum too low, expecting N but received 1).

version: FIX 4.4, quickfix-1.10.2

Hope for your help ;-)

Wishing you nice day, Roman

[Quickfix-users] Message Validation

[Anand U. <ud...@av...>]

I just wanted to verify that the following method from the FIX::Message class works the
way I think it does now ...

  /**
   * Set a message based on a string representation
   * This will fill in the fields on the message by parsing out the string
   * that is passed in.  It will return true on success and false
   * on failure.
   */
  void setString( const std::string& string,
                  bool validate = true,
                  const DataDictionary* pDataDictionary = 0 )
  throw( InvalidMessage );


The comments above the method lead me to believe that it used to be of the form:
bool setString( const std::string& string, bool validate = true,
                  const DataDictionary* pDataDictionary = 0 )

but now I will be expecting that when the string is valid the nothing will happen
otherwise the InvalidMessage Exception with be thrown.

Thank you very much I really appreciate any comments