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From: Brian E. <azz...@ya...> - 2005-09-13 18:40:43
|
It appears that I am either somewhat confused as to how to configure a weeklong session, or that the SessionTime code is wrong. I am trying to have a weeklong session that includes about 5 minutes of downtime. Originally we had sessions going from Sunday to Friday, but we had odd results and switched to a Saturday-Saturday model, which seemed to work pretty well until we had to modify the start and end times. I am sure that the problem existed before that change, but due to the nature of when our clients connect, the problem did not present itself until now. I currently have the session start/end times defined as such: StartDay=Saturday StartTime=23:50:00 EndDay=Saturday EndTime=23:45:00 The thought is that wuold give us a weeklong session, from Saturday at 23:50 UMT to the next Saturday at 23:45 UMT - a weeklong session with 5 minutes of downtime to perform some system maintenance and have QF reset the sequence numbers. What we're finding instead is that QF is treating this as a daily session that starts at 23:50 and ends at 23:45 - kicking off all our users at the same time every day. As some of the markets we connect to are open at this point, the users aren't real happy. >grin< This is where either someone says "hey dummy, that's not how you set up a weeklong session" or we look at SessionTime.cpp. The problem (if there is one), would appear to be in the following code fragment: ----SessionTime.cpp bool SessionTime::isSessionTime( const UtcTimeOnly& startTime, const UtcTimeOnly& endTime, int startDay, int endDay, const UtcTimeStamp& time ) { QF_STACK_PUSH(SessionTime::isSessionTime) int currentDay = time.getWeekDay(); UtcTimeOnly timeOnly( time, 0 ); if( startDay == endDay ) { if( timeOnly < startTime && timeOnly > endTime ) return false; } ----end code fragment The code to test whether we're "in session" appears to make the assumption that if the start and end days are the same, we must be talking about a daily session. That does not seem right to me. Instead, there should be some sort of other indicator (daily vs. weeklong) that can be set based on whether StartDay and EndDay are set in the configuration file. Using an "out of range" value for startDay and/or endDay (like -1 or 0) is one way to get around this problem, or a separate boolean value that gets set during configuration reads. I also had a thought that perhaps I should only define a start OR end day, but not both - there seems to be some code in SessionTime dealing with days of "0", but I didn't have time to completely reverse engineer the code paths. If this is the case, the documentation should be updated to reflect this - the current documentation definitely implies that StartDay and EndDay should both be set for weeklong sessions. This is also perhaps an issue with having a start time that comes AFTER the end time on the same day - the code might be written assuming that we're trying to define a single-day (Saturday only) session and gets tripped up by the reversed times. This is easy enough to code around and I could provide a patch for this in a day or two. Thanks, Brian Erst Thynk Software, Inc. |
From: Francis G. <fr...@at...> - 2005-09-13 18:33:37
|
If a SecurityDefinitionRequest is made for a security that does not exist then nothing will be returned. How do you handle that at the UI? Do you use a timer to wait an arbitraty amount of time before displaying a "security not found" message to the user? Is there a deterministic way to handle this? Thanks, Francis Gingras |
From: Francis G. <fr...@at...> - 2005-09-12 03:43:01
|
Hi, You need to look inside the groups. message.getGroup(i, group); group.get(bid ); group.get(ask); Etc. Francis |
From: Francis G. <fr...@at...> - 2005-09-12 03:04:47
|
Hi, I know the acceptor can handle this but I'm not sure about the initiator. Is there a maximum number of concurrent sessions per initiator? Would 500 open sessions cause problems? Thanks, Francis Gingras |
From: Shai Z. <sh...@fx...> - 2005-09-08 20:56:30
|
=20 From: Shai Zohar=20 Sent: Thursday, September 08, 2005 12:21 To: 'Oren Miller' Cc: qui...@li... Subject: Problem with MarketDataIncremental =20 Hi Again, =20 A new problem I am now encountering with the following override function=20 =20 public override void onMessage(QuickFix42.MarketDataIncrementalRefresh MarketQuote, SessionID session) { MDUpdateAction UpdateAction =3D new MDUpdateAction(); //MarketQuote.getField(UpdateAction); NoMDEntries MDEntrys =3D MarketQuote.getNoMDEntries(); =20 //FieldMap QuickMap =3D new FieldMap(); int status =3D MarketQuote.getInt(279); =20 =20 //MarketQuote.getField(ask); if (UpdateAction.getField() =3D=3D 0) { MDEntryPx bid =3D new MDEntryPx(); MDEntryPx ask =3D new MDEntryPx(); MarketQuote.getField(bid); string myBIDAsk =3D bid.getValue().ToString(); } =20 =20 =20 //base.onMessage (message, session); } =20 =20 I can't seem to access any of the fileds in the message (I have tried various methods to access them) it is throwing an exception of FieldNotFound where I can clearly see in the message that the field does exsist. =20 A copy of the incoming event log is attached to the message and appers below. =20 Thx, Shai =09 8=3DFIX.4.29=3D16435=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D45= 2=3D20050908- 07:05:01262=3D1268=3D1279=3D0269=3D1278=3DOFFER-EUR/USD-SP55=3DEUR/USD270= =3D1.243815=3DE UR271=3D10000000346=3D110=3D089 =09 8=3DFIX.4.29=3D16435=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D55= 2=3D20050908- 07:05:01262=3D1268=3D1279=3D0269=3D1278=3DOFFER-EUR/USD-SP55=3DEUR/USD270= =3D1.243915=3DE UR271=3D15000000346=3D210=3D097 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 07:41:28262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.243715=3DEUR 271=3D15000000346=3D210=3D192 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:49:44108=3D3098=3D010=3D255 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:50:14108=3D30141=3DY98=3D010=3D039 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 7:50:14336=3D0340=3D210=3D020 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:52:17108=3D30141=3DY98=3D010=3D044 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 7:52:17336=3D0340=3D210=3D025 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:00:25108=3D30141=3DY98=3D010=3D037 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:00:25336=3D0340=3D210=3D018 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:00:30262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.242815=3DEUR 271=3D10000000346=3D110=3D175 =09 8=3DFIX.4.29=3D7135=3D049=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D452= =3D20050908-0 8:01:0010=3D194 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:01:29108=3D3098=3D010=3D247 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:02:00108=3D30141=3DY98=3D010=3D032 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:02:00336=3D0340=3D210=3D013 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:02:24262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.242915=3DEUR 271=3D10000000346=3D110=3D181 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:07:39108=3D3098=3D010=3D254 =09 8=3DFIX.4.29=3D8035=3D249=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:07:397=3D116=3D210=3D081 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:08:11108=3D30141=3DY98=3D010=3D040 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:08:11336=3D0340=3D210=3D021 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:08:18262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.243715=3DEUR 271=3D15000000346=3D210=3D195 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:21:20108=3D3098=3D010=3D240 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:21:51108=3D30141=3DY98=3D010=3D039 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:21:51336=3D0340=3D210=3D020 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 9:14:41108=3D30141=3DY98=3D010=3D041 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 9:14:41336=3D0340=3D210=3D022 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 09:14:43262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.241515=3DEUR 271=3D10000000346=3D110=3D181 DISCLAIMER: *************************************************************************= ************************************************************** This electronic mail message is intended only for the person or entity = named in the addressee field. This message contains information that is = privileged and confidential.=20 If you are not the addressee thereof or the person responsible for its = delivery, please notify us immediately by telephone and permanently = delete all copies of this message. Any dissemination or copying of this message by anyone other than the = addressee is strictly prohibited. Opinions, conclusions and other information expressed in this message = are not given or endorsed by FOREXMANAGE LTD. unless otherwise indicated = by an authorized representative. FOREXMANAGE's e-mail system is for business purposes only. All e-mail = may be reviewed by authorized personnel, and may be provided to = regulatory authorities or others with a legal right to access such = information. FOREXMANAGE Limited is registered in England No. 782-5068-11. Registered = office: 13 Austin Friars, London EC2N 2JX.=20 "************************************************************************= *************************************************************** |
From: Shai Z. <sh...@fx...> - 2005-09-08 17:27:51
|
=20 =20 ________________________________ From: Shai Zohar=20 Sent: Thursday, September 08, 2005 12:21 To: 'Oren Miller' Cc: qui...@li... Subject: Problem with MarketDataIncremental =20 Hi Again, =20 A new problem I am now encountering with the following override function=20 =20 public override void onMessage(QuickFix42.MarketDataIncrementalRefresh MarketQuote, SessionID session) { MDUpdateAction UpdateAction =3D new MDUpdateAction(); //MarketQuote.getField(UpdateAction); NoMDEntries MDEntrys =3D MarketQuote.getNoMDEntries(); =20 //FieldMap QuickMap =3D new FieldMap(); int status =3D MarketQuote.getInt(279); =20 =20 //MarketQuote.getField(ask); if (UpdateAction.getField() =3D=3D 0) { MDEntryPx bid =3D new MDEntryPx(); MDEntryPx ask =3D new MDEntryPx(); MarketQuote.getField(bid); string myBIDAsk =3D bid.getValue().ToString(); } =20 =20 =20 //base.onMessage (message, session); } =20 =20 I can't seem to access any of the fileds in the message (I have tried various methods to access them) it is throwing an exception of FieldNotFound where I can clearly see in the message that the field does exsist. =20 A copy of the incoming event log is attached to the message and appers below. =20 Thx, Shai =20 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050906-1 9:44:31108=3D3098=3D010=3D247 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050906-1 9:45:01108=3D30141=3DY98=3D010=3D040 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-0 7:34:39108=3D30141=3DY98=3D010=3D047 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-1 3:48:14108=3D30141=3DY98=3D010=3D042 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050907-1 3:48:14336=3D0340=3D210=3D023 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:24:51108=3D3098=3D010=3D240 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:25:59108=3D30141=3DY98=3D010=3D044 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050907-2 0:25:59336=3D0340=3D210=3D025 =09 8=3DFIX.4.29=3D8335=3DY49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D352= =3D20050907-2 0:26:05262=3D1281=3D010=3D004 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:26:37108=3D3098=3D010=3D246 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:27:07108=3D30141=3DY98=3D010=3D039 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050907-2 0:27:07336=3D0340=3D210=3D020 =09 8=3DFIX.4.29=3D8335=3DY49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D352= =3D20050907-2 0:27:19262=3D1281=3D010=3D010 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:29:16108=3D3098=3D010=3D246 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:29:47108=3D30141=3DY98=3D010=3D045 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050907-2 0:29:47336=3D0340=3D210=3D026 =09 8=3DFIX.4.29=3D8335=3DY49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D352= =3D20050907-2 0:30:00262=3D1281=3D010=3D250 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:40:09108=3D3098=3D010=3D241 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050907-2 0:40:38108=3D30141=3DY98=3D010=3D038 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050907-2 0:40:38336=3D0340=3D210=3D019 =09 8=3DFIX.4.29=3D16435=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050907- 20:40:43262=3D1268=3D1279=3D0269=3D1278=3DOFFER-EUR/USD-SP55=3DEUR/USD270= =3D1.242015=3DE UR271=3D10000000346=3D210=3D079 =09 8=3DFIX.4.29=3D16335=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D45= 2=3D20050907- 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8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 7:41:15336=3D0340=3D210=3D021 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 07:41:28262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.243715=3DEUR 271=3D15000000346=3D210=3D192 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:49:44108=3D3098=3D010=3D255 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:50:14108=3D30141=3DY98=3D010=3D039 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 7:50:14336=3D0340=3D210=3D020 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 7:52:17108=3D30141=3DY98=3D010=3D044 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 7:52:17336=3D0340=3D210=3D025 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:00:25108=3D30141=3DY98=3D010=3D037 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:00:25336=3D0340=3D210=3D018 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:00:30262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.242815=3DEUR 271=3D10000000346=3D110=3D175 =09 8=3DFIX.4.29=3D7135=3D049=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D452= =3D20050908-0 8:01:0010=3D194 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:01:29108=3D3098=3D010=3D247 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:02:00108=3D30141=3DY98=3D010=3D032 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:02:00336=3D0340=3D210=3D013 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:02:24262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.242915=3DEUR 271=3D10000000346=3D110=3D181 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:07:39108=3D3098=3D010=3D254 =09 8=3DFIX.4.29=3D8035=3D249=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:07:397=3D116=3D210=3D081 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:08:11108=3D30141=3DY98=3D010=3D040 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:08:11336=3D0340=3D210=3D021 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 08:08:18262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.243715=3DEUR 271=3D15000000346=3D210=3D195 =09 8=3DFIX.4.29=3D8335=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:21:20108=3D3098=3D010=3D240 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 8:21:51108=3D30141=3DY98=3D010=3D039 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 8:21:51336=3D0340=3D210=3D020 =09 8=3DFIX.4.29=3D8935=3DA49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D152= =3D20050908-0 9:14:41108=3D30141=3DY98=3D010=3D041 =09 8=3DFIX.4.29=3D8335=3Dh49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D252= =3D20050908-0 9:14:41336=3D0340=3D210=3D022 =09 8=3DFIX.4.29=3D16235=3DX49=3DCURRENEX-FXTRADES-FIX56=3Dfxmngstream34=3D35= 2=3D20050908- 09:14:43262=3D1268=3D1279=3D0269=3D0278=3DBID-EUR/USD-SP55=3DEUR/USD270=3D= 1.241515=3DEUR 271=3D10000000346=3D110=3D181 DISCLAIMER: *************************************************************************= ************************************************************** This electronic mail message is intended only for the person or entity = named in the addressee field. This message contains information that is = privileged and confidential.=20 If you are not the addressee thereof or the person responsible for its = delivery, please notify us immediately by telephone and permanently = delete all copies of this message. Any dissemination or copying of this message by anyone other than the = addressee is strictly prohibited. Opinions, conclusions and other information expressed in this message = are not given or endorsed by FOREXMANAGE LTD. unless otherwise indicated = by an authorized representative. FOREXMANAGE's e-mail system is for business purposes only. All e-mail = may be reviewed by authorized personnel, and may be provided to = regulatory authorities or others with a legal right to access such = information. FOREXMANAGE Limited is registered in England No. 782-5068-11. Registered = office: 13 Austin Friars, London EC2N 2JX.=20 "************************************************************************= *************************************************************** |
From: Shai Z. <sh...@fx...> - 2005-09-07 20:32:55
|
Hi Oren, =20 It was a time sync issue, when I turned off the property on the config file it worked like a charm. =20 Shai =20 ________________________________ From: Oren Miller [mailto:or...@qu...]=20 Sent: Tuesday, September 06, 2005 21:39 To: Shai Zohar; qui...@li... Subject: Re: [Quickfix-users] login problems =20 These are your message stores. Are you passing in a FileLogFactory to your initiator? =20 --oren ----- Original Message -----=20 From: Shai Zohar <mailto:sh...@fx...> =20 To: Oren Miller <mailto:or...@qu...> ; qui...@li...=20 Sent: Tuesday, September 06, 2005 3:38 PM Subject: RE: [Quickfix-users] login problems =20 Nothing much, I have attached them to this message, perhaps I am not logging enough information ? =20 Shai =20 =09 ________________________________ From: Oren Miller [mailto:or...@qu...]=20 Sent: Tuesday, September 06, 2005 21:35 To: Shai Zohar; qui...@li... Subject: Re: [Quickfix-users] login problems =20 What do your logs say? =20 --oren ----- Original Message -----=20 From: Shai Zohar <mailto:sh...@fx...> =20 To: qui...@li...=20 Sent: Tuesday, September 06, 2005 3:33 PM Subject: [Quickfix-users] login problems =20 Hi All, =20 I am trying to connect with Currenex and QuickFix, after I call initiator. start I can see a logon message going out, instantly afterwards the onlogout method is being called without any other messages or calls to other functions within my class. =20 Currenex calim that they send out this message in response and that I am dropping the conection. =20 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 TradingSessionStatus ( 8=3DFIX.4.2 9=3D82 35=3Dh 49=3DCURRENEX-FXTRADES-FIX 56=3Dfxmngtrade 34=3D2 52=3D20050906-14:49:20 336=3D0 340=3D2 10=3D152) =20 =20 Any ideas? =20 Shai DISCLAIMER: ************************************************************************ *************************************************************** This electronic mail message is intended only for the person or entity named in the addressee field. This message contains information that is privileged and confidential. If you are not the addressee thereof or the person responsible for its delivery, please notify us immediately by telephone and permanently delete all copies of this message. Any dissemination or copying of this message by anyone other than the addressee is strictly prohibited. Opinions, conclusions and other information expressed in this message are not given or endorsed by FOREXMANAGE LTD. unless otherwise indicated by an authorized representative. FOREXMANAGE's e-mail system is for business purposes only. All e-mail may be reviewed by authorized personnel, and may be provided to regulatory authorities or others with a legal right to access such information. FOREXMANAGE Limited is registered in England No. 782-5068-11. Registered office: 13 Austin Friars, London EC2N 2JX. "*********************************************************************** ****************************************************************=20 |
From: Oren M. <or...@qu...> - 2005-09-06 21:35:08
|
I would take this line from Session::generateReject: if ( !m_state.receivedLogon() ) throw std::runtime_error( "Tried to send a reject while not logged = on" ); And move it to the end of the method, just before the sendRaw call. = This should make sure that the reject reason gets logged and give you a = better idea as to why the reject is happening. --oren ----- Original Message -----=20 From: Dale Wilson=20 To: Shai Zohar=20 Cc: qui...@li...=20 Sent: Tuesday, September 06, 2005 4:04 PM Subject: Re: [Quickfix-users] login problems Hi Shai, The event: 20050906-20:46:28 : Tried to send a reject while not logged on occurs when an exception is thrown while validing a login message. = Unfortunately there doesn't seem to be any additional information = captured when this occurs (like why the exception was thrown.) Are you using a dictionary? Take a look at the login message sent by = currenex to be sure every field in the login message is described in = your dictionary. An unexpected field or a field with the wrong type of = data will trigger this event. Dale Shai Zohar wrote:=20 QuickFIX Documentation: = http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Does this makes sense to anyone ? =09 20050906-20:46:18 : Created session 20050906-20:46:21 : Connecting to integration-fix.currenex.com on port 442 20050906-20:46:24 : Connection succeeded 20050906-20:46:28 : Initiated logon request 20050906-20:46:28 : Tried to send a reject while not logged on 20050906-20:46:28 : Disconnecting 20050906-20:46:55 : Connecting to integration-fix.currenex.com on port 442 20050906-20:46:55 : Connection succeeded 20050906-20:46:58 : Initiated logon request 20050906-20:46:58 : Logon contains ResetSeqNumFlag=3DY, reseting = sequence numbers to 1 20050906-20:46:58 : Tried to send a reject while not logged on 20050906-20:46:58 : Disconnecting -----Original Message----- From: Brian Erst [mailto:azz...@ya...]=20 Sent: Tuesday, September 06, 2005 21:47 To: Shai Zohar; qui...@li... Subject: Re: [Quickfix-users] login problems That looks like a valid TradingSessionState message. Did you receive a logon response first? I ask because the message you're showing has a sequence number (tag 34) of "2" - presumably, the logon message was "1". If you had a sequence number mismatch (for instance, your side was expecting a "5") and the logon response did not contain a ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a sequence number too low. Older versions of QF (pre 1.10) had problems with the use of tag 141, so that could be another cause of dropped connections. A peek at your log files (not your message files) should give you a good idea as why QF dropped the connection. - Brian Erst Thynk Software, Inc. --- Shai Zohar <sh...@fx...> wrote: Hi All, =20 I am trying to connect with Currenex and QuickFix, after I call initiator. start I can see a logon message going out, instantly afterwards the onlogout method is being called without any other messages or calls to other functions within my class. =20 Currenex calim that they send out this message in response and that I am dropping the conection. =20 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 TradingSessionStatus ( 8=3DFIX.4.2 9=3D82 35=3Dh 49=3DCURRENEX-FXTRADES-FIX 56=3Dfxmngtrade 34=3D2 52=3D20050906-14:49:20 336=3D0 340=3D2 10=3D152) =20 =20 Any ideas? =20 Shai DISCLAIMER: = ************************************************************************ *************************************************************** This electronic mail message is intended only for the person or entity named in the addressee field. This message contains information that is privileged and confidential.=20 If you are not the addressee thereof or the person responsible for its delivery, please notify us immediately by telephone and permanently delete all copies of this message. Any dissemination or copying of this message by anyone other than the addressee is strictly prohibited. Opinions, conclusions and other information expressed in this message are not given or endorsed by FOREXMANAGE LTD. unless otherwise indicated by an authorized representative. FOREXMANAGE's e-mail system is for business purposes only. All e-mail may be reviewed by authorized personnel, and may be provided to regulatory authorities or others with a legal right to access such information. FOREXMANAGE Limited is registered in England No. 782-5068-11. Registered office: 13 Austin Friars, London EC2N 2JX.=20 = "*********************************************************************** **************************************************************** =20 =20 ------------------------------------------------------- SF.Net email is Sponsored by the Better Software Conference & EXPO September 19-22, 2005 * San Francisco, CA * Development Lifecycle = Practices Agile & Plan-Driven Development * Managing Projects & Teams * Testing & = QA Security * Process Improvement & Measurement * = http://www.sqe.com/bsce5sf _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users =20 --=20 ----------------------------------------------------- Dale Wilson, Senior Software Engineer =20 Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |
From: Dale W. <wil...@oc...> - 2005-09-06 21:04:32
|
Hi Shai, The event: 20050906-20:46:28 : Tried to send a reject while not logged on occurs when an exception is thrown while validing a login message. Unfortunately there doesn't seem to be any additional information captured when this occurs (like why the exception was thrown.) Are you using a dictionary? Take a look at the login message sent by currenex to be sure every field in the login message is described in your dictionary. An unexpected field or a field with the wrong type of data will trigger this event. Dale Shai Zohar wrote: >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > >Does this makes sense to anyone ? > >20050906-20:46:18 : Created session >20050906-20:46:21 : Connecting to integration-fix.currenex.com on port >442 >20050906-20:46:24 : Connection succeeded >20050906-20:46:28 : Initiated logon request >20050906-20:46:28 : Tried to send a reject while not logged on >20050906-20:46:28 : Disconnecting >20050906-20:46:55 : Connecting to integration-fix.currenex.com on port >442 >20050906-20:46:55 : Connection succeeded >20050906-20:46:58 : Initiated logon request >20050906-20:46:58 : Logon contains ResetSeqNumFlag=Y, reseting sequence >numbers to 1 >20050906-20:46:58 : Tried to send a reject while not logged on >20050906-20:46:58 : Disconnecting > >-----Original Message----- >From: Brian Erst [mailto:azz...@ya...] >Sent: Tuesday, September 06, 2005 21:47 >To: Shai Zohar; qui...@li... >Subject: Re: [Quickfix-users] login problems > >That looks like a valid TradingSessionState message. Did you receive a >logon response first? > >I ask because the message you're showing has a sequence number (tag 34) >of "2" - presumably, the logon message was "1". > >If you had a sequence number mismatch (for instance, your side was >expecting a "5") and the logon response did not contain a >ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a >sequence number too low. > >Older versions of QF (pre 1.10) had problems with the use of tag 141, >so that could be another cause of dropped connections. > >A peek at your log files (not your message files) should give you a >good idea as why QF dropped the connection. > >- Brian Erst >Thynk Software, Inc. > >--- Shai Zohar <sh...@fx...> wrote: > > > >>Hi All, >> >> >> >>I am trying to connect with Currenex and QuickFix, after I call >>initiator. start I can see a logon message going out, instantly >>afterwards the onlogout method is being called without any other >>messages or calls to other functions within my class. >> >> >> >>Currenex calim that they send out this message in response and that I >>am >>dropping the conection. >> >> >> >>14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 >>TradingSessionStatus ( >> >>8=FIX.4.2 >>9=82 >>35=h >>49=CURRENEX-FXTRADES-FIX >>56=fxmngtrade >>34=2 >>52=20050906-14:49:20 >>336=0 >>340=2 >>10=152) >> >> >> >> >> >>Any ideas? >> >> >> >>Shai >>DISCLAIMER: >> >> >> >************************************************************************ >*************************************************************** > > >>This electronic mail message is intended only for the person or >>entity named in the addressee field. This message contains >>information that is privileged and confidential. >>If you are not the addressee thereof or the person responsible for >>its delivery, please notify us immediately by telephone and >>permanently delete all copies of this message. >>Any dissemination or copying of this message by anyone other than the >>addressee is strictly prohibited. >>Opinions, conclusions and other information expressed in this message >>are not given or endorsed by FOREXMANAGE LTD. unless otherwise >>indicated by an authorized representative. >>FOREXMANAGE's e-mail system is for business purposes only. All e-mail >>may be reviewed by authorized personnel, and may be provided to >>regulatory authorities or others with a legal right to access such >>information. >>FOREXMANAGE Limited is registered in England No. 782-5068-11. >>Registered office: 13 Austin Friars, London EC2N 2JX. >> >> >> >"*********************************************************************** >**************************************************************** > > >> >> >> > > > >------------------------------------------------------- >SF.Net email is Sponsored by the Better Software Conference & EXPO >September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices >Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA >Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf >_______________________________________________ >Quickfix-users mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |
From: Shai Z. <sh...@fx...> - 2005-09-06 20:47:26
|
Hi Again, I am using the latest version I have downloaded a week ago from the site, should I send a reset sequence on each and every login and if so how? (or does QF does that automatically and I can't touch it)=20 Moreover it seems as if it does not matter if I send the sequence reset or not it happens anyway(you can see in the log below)? Any ideas ? Shai -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Brian Erst Sent: Tuesday, September 06, 2005 22:30 To: qui...@li... Subject: RE: [Quickfix-users] login problems QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html It definitely appears that you're in a reset sequence number scenario. Which version of QF are you using? QF only really started handling tag 141 correctly in the 1.10.x releases. The FIX 4.2 standard is actually a little... "fuzzy" on the use of tag 141 from the acceptor. The standard assumes that tag 141 will only be used by an initiator as part of a pre-agreed timed-based session change. In real life, it's often used as a sort of last resort method of synchronizing sequence numbers when things are really bad. Still, different systems handle this in very non-standard ways. For instance, at the CME you have to login BEFORE you can reset sequence numbers. You login with the old sequence number, then send ANOTHER login with the ResetSeqNumFlag set to "Y" to force both side to reset to "1". Needless to say, this is about as useless as can be imagined, and they have a kludge to their Logout message to workaround those issues. - Brian Erst Thynk Software, Inc. --- Shai Zohar <sh...@fx...> wrote: > Does this makes sense to anyone ? =09 >=20 > 20050906-20:46:18 : Created session > 20050906-20:46:21 : Connecting to integration-fix.currenex.com on > port > 442 > 20050906-20:46:24 : Connection succeeded > 20050906-20:46:28 : Initiated logon request > 20050906-20:46:28 : Tried to send a reject while not logged on > 20050906-20:46:28 : Disconnecting > 20050906-20:46:55 : Connecting to integration-fix.currenex.com on > port > 442 > 20050906-20:46:55 : Connection succeeded > 20050906-20:46:58 : Initiated logon request > 20050906-20:46:58 : Logon contains ResetSeqNumFlag=3DY, reseting > sequence > numbers to 1 > 20050906-20:46:58 : Tried to send a reject while not logged on > 20050906-20:46:58 : Disconnecting >=20 > -----Original Message----- > From: Brian Erst [mailto:azz...@ya...]=20 > Sent: Tuesday, September 06, 2005 21:47 > To: Shai Zohar; qui...@li... > Subject: Re: [Quickfix-users] login problems >=20 > That looks like a valid TradingSessionState message. Did you receive > a > logon response first? >=20 > I ask because the message you're showing has a sequence number (tag > 34) > of "2" - presumably, the logon message was "1". >=20 > If you had a sequence number mismatch (for instance, your side was > expecting a "5") and the logon response did not contain a > ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a > sequence number too low. >=20 > Older versions of QF (pre 1.10) had problems with the use of tag 141, > so that could be another cause of dropped connections. >=20 > A peek at your log files (not your message files) should give you a > good idea as why QF dropped the connection. >=20 > - Brian Erst > Thynk Software, Inc. >=20 > --- Shai Zohar <sh...@fx...> wrote: >=20 > > Hi All, > >=20 > > =20 > >=20 > > I am trying to connect with Currenex and QuickFix, after I call > > initiator. start I can see a logon message going out, instantly > > afterwards the onlogout method is being called without any other > > messages or calls to other functions within my class. > >=20 > > =20 > >=20 > > Currenex calim that they send out this message in response and that > I > > am > > dropping the conection. > >=20 > > =20 > >=20 > > 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 > > TradingSessionStatus ( > >=20 > > 8=3DFIX.4.2 > > 9=3D82 > > 35=3Dh > > 49=3DCURRENEX-FXTRADES-FIX > > 56=3Dfxmngtrade > > 34=3D2 > > 52=3D20050906-14:49:20 > > 336=3D0 > > 340=3D2 > > 10=3D152) > >=20 > > =20 > >=20 > > =20 > >=20 > > Any ideas? > >=20 > > =20 > >=20 > > Shai > > DISCLAIMER: > > > ************************************************************************ > *************************************************************** > > This electronic mail message is intended only for the person or > > entity named in the addressee field. This message contains > > information that is privileged and confidential.=20 > > If you are not the addressee thereof or the person responsible for > > its delivery, please notify us immediately by telephone and > > permanently delete all copies of this message. > > Any dissemination or copying of this message by anyone other than > the > > addressee is strictly prohibited. > > Opinions, conclusions and other information expressed in this > message > > are not given or endorsed by FOREXMANAGE LTD. unless otherwise > > indicated by an authorized representative. > > FOREXMANAGE's e-mail system is for business purposes only. All > e-mail > > may be reviewed by authorized personnel, and may be provided to > > regulatory authorities or others with a legal right to access such > > information. > > FOREXMANAGE Limited is registered in England No. 782-5068-11. > > Registered office: 13 Austin Friars, London EC2N 2JX.=20 > > > "*********************************************************************** > **************************************************************** > >=20 > >=20 > >=20 >=20 >=20 ------------------------------------------------------- SF.Net email is Sponsored by the Better Software Conference & EXPO September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Brian E. <azz...@ya...> - 2005-09-06 20:29:38
|
It definitely appears that you're in a reset sequence number scenario. Which version of QF are you using? QF only really started handling tag 141 correctly in the 1.10.x releases. The FIX 4.2 standard is actually a little... "fuzzy" on the use of tag 141 from the acceptor. The standard assumes that tag 141 will only be used by an initiator as part of a pre-agreed timed-based session change. In real life, it's often used as a sort of last resort method of synchronizing sequence numbers when things are really bad. Still, different systems handle this in very non-standard ways. For instance, at the CME you have to login BEFORE you can reset sequence numbers. You login with the old sequence number, then send ANOTHER login with the ResetSeqNumFlag set to "Y" to force both side to reset to "1". Needless to say, this is about as useless as can be imagined, and they have a kludge to their Logout message to workaround those issues. - Brian Erst Thynk Software, Inc. --- Shai Zohar <sh...@fx...> wrote: > Does this makes sense to anyone ? > > 20050906-20:46:18 : Created session > 20050906-20:46:21 : Connecting to integration-fix.currenex.com on > port > 442 > 20050906-20:46:24 : Connection succeeded > 20050906-20:46:28 : Initiated logon request > 20050906-20:46:28 : Tried to send a reject while not logged on > 20050906-20:46:28 : Disconnecting > 20050906-20:46:55 : Connecting to integration-fix.currenex.com on > port > 442 > 20050906-20:46:55 : Connection succeeded > 20050906-20:46:58 : Initiated logon request > 20050906-20:46:58 : Logon contains ResetSeqNumFlag=Y, reseting > sequence > numbers to 1 > 20050906-20:46:58 : Tried to send a reject while not logged on > 20050906-20:46:58 : Disconnecting > > -----Original Message----- > From: Brian Erst [mailto:azz...@ya...] > Sent: Tuesday, September 06, 2005 21:47 > To: Shai Zohar; qui...@li... > Subject: Re: [Quickfix-users] login problems > > That looks like a valid TradingSessionState message. Did you receive > a > logon response first? > > I ask because the message you're showing has a sequence number (tag > 34) > of "2" - presumably, the logon message was "1". > > If you had a sequence number mismatch (for instance, your side was > expecting a "5") and the logon response did not contain a > ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a > sequence number too low. > > Older versions of QF (pre 1.10) had problems with the use of tag 141, > so that could be another cause of dropped connections. > > A peek at your log files (not your message files) should give you a > good idea as why QF dropped the connection. > > - Brian Erst > Thynk Software, Inc. > > --- Shai Zohar <sh...@fx...> wrote: > > > Hi All, > > > > > > > > I am trying to connect with Currenex and QuickFix, after I call > > initiator. start I can see a logon message going out, instantly > > afterwards the onlogout method is being called without any other > > messages or calls to other functions within my class. > > > > > > > > Currenex calim that they send out this message in response and that > I > > am > > dropping the conection. > > > > > > > > 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 > > TradingSessionStatus ( > > > > 8=FIX.4.2 > > 9=82 > > 35=h > > 49=CURRENEX-FXTRADES-FIX > > 56=fxmngtrade > > 34=2 > > 52=20050906-14:49:20 > > 336=0 > > 340=2 > > 10=152) > > > > > > > > > > > > Any ideas? > > > > > > > > Shai > > DISCLAIMER: > > > ************************************************************************ > *************************************************************** > > This electronic mail message is intended only for the person or > > entity named in the addressee field. This message contains > > information that is privileged and confidential. > > If you are not the addressee thereof or the person responsible for > > its delivery, please notify us immediately by telephone and > > permanently delete all copies of this message. > > Any dissemination or copying of this message by anyone other than > the > > addressee is strictly prohibited. > > Opinions, conclusions and other information expressed in this > message > > are not given or endorsed by FOREXMANAGE LTD. unless otherwise > > indicated by an authorized representative. > > FOREXMANAGE's e-mail system is for business purposes only. All > e-mail > > may be reviewed by authorized personnel, and may be provided to > > regulatory authorities or others with a legal right to access such > > information. > > FOREXMANAGE Limited is registered in England No. 782-5068-11. > > Registered office: 13 Austin Friars, London EC2N 2JX. > > > "*********************************************************************** > **************************************************************** > > > > > > > > |
From: Shai Z. <sh...@fx...> - 2005-09-06 20:03:10
|
Does this makes sense to anyone ? =09 20050906-20:46:18 : Created session 20050906-20:46:21 : Connecting to integration-fix.currenex.com on port 442 20050906-20:46:24 : Connection succeeded 20050906-20:46:28 : Initiated logon request 20050906-20:46:28 : Tried to send a reject while not logged on 20050906-20:46:28 : Disconnecting 20050906-20:46:55 : Connecting to integration-fix.currenex.com on port 442 20050906-20:46:55 : Connection succeeded 20050906-20:46:58 : Initiated logon request 20050906-20:46:58 : Logon contains ResetSeqNumFlag=3DY, reseting = sequence numbers to 1 20050906-20:46:58 : Tried to send a reject while not logged on 20050906-20:46:58 : Disconnecting -----Original Message----- From: Brian Erst [mailto:azz...@ya...]=20 Sent: Tuesday, September 06, 2005 21:47 To: Shai Zohar; qui...@li... Subject: Re: [Quickfix-users] login problems That looks like a valid TradingSessionState message. Did you receive a logon response first? I ask because the message you're showing has a sequence number (tag 34) of "2" - presumably, the logon message was "1". If you had a sequence number mismatch (for instance, your side was expecting a "5") and the logon response did not contain a ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a sequence number too low. Older versions of QF (pre 1.10) had problems with the use of tag 141, so that could be another cause of dropped connections. A peek at your log files (not your message files) should give you a good idea as why QF dropped the connection. - Brian Erst Thynk Software, Inc. --- Shai Zohar <sh...@fx...> wrote: > Hi All, >=20 > =20 >=20 > I am trying to connect with Currenex and QuickFix, after I call > initiator. start I can see a logon message going out, instantly > afterwards the onlogout method is being called without any other > messages or calls to other functions within my class. >=20 > =20 >=20 > Currenex calim that they send out this message in response and that I > am > dropping the conection. >=20 > =20 >=20 > 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 > TradingSessionStatus ( >=20 > 8=3DFIX.4.2 > 9=3D82 > 35=3Dh > 49=3DCURRENEX-FXTRADES-FIX > 56=3Dfxmngtrade > 34=3D2 > 52=3D20050906-14:49:20 > 336=3D0 > 340=3D2 > 10=3D152) >=20 > =20 >=20 > =20 >=20 > Any ideas? >=20 > =20 >=20 > Shai > DISCLAIMER: > ************************************************************************ *************************************************************** > This electronic mail message is intended only for the person or > entity named in the addressee field. This message contains > information that is privileged and confidential.=20 > If you are not the addressee thereof or the person responsible for > its delivery, please notify us immediately by telephone and > permanently delete all copies of this message. > Any dissemination or copying of this message by anyone other than the > addressee is strictly prohibited. > Opinions, conclusions and other information expressed in this message > are not given or endorsed by FOREXMANAGE LTD. unless otherwise > indicated by an authorized representative. > FOREXMANAGE's e-mail system is for business purposes only. All e-mail > may be reviewed by authorized personnel, and may be provided to > regulatory authorities or others with a legal right to access such > information. > FOREXMANAGE Limited is registered in England No. 782-5068-11. > Registered office: 13 Austin Friars, London EC2N 2JX.=20 > "*********************************************************************** **************************************************************** >=20 >=20 >=20 |
From: Brian E. <azz...@ya...> - 2005-09-06 19:47:04
|
That looks like a valid TradingSessionState message. Did you receive a logon response first? I ask because the message you're showing has a sequence number (tag 34) of "2" - presumably, the logon message was "1". If you had a sequence number mismatch (for instance, your side was expecting a "5") and the logon response did not contain a ResetSeqNumFlag (tag 141) of "Y", QF would drop the session for a sequence number too low. Older versions of QF (pre 1.10) had problems with the use of tag 141, so that could be another cause of dropped connections. A peek at your log files (not your message files) should give you a good idea as why QF dropped the connection. - Brian Erst Thynk Software, Inc. --- Shai Zohar <sh...@fx...> wrote: > Hi All, > > > > I am trying to connect with Currenex and QuickFix, after I call > initiator. start I can see a logon message going out, instantly > afterwards the onlogout method is being called without any other > messages or calls to other functions within my class. > > > > Currenex calim that they send out this message in response and that I > am > dropping the conection. > > > > 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 > TradingSessionStatus ( > > 8=FIX.4.2 > 9=82 > 35=h > 49=CURRENEX-FXTRADES-FIX > 56=fxmngtrade > 34=2 > 52=20050906-14:49:20 > 336=0 > 340=2 > 10=152) > > > > > > Any ideas? > > > > Shai > DISCLAIMER: > *************************************************************************************************************************************** > This electronic mail message is intended only for the person or > entity named in the addressee field. This message contains > information that is privileged and confidential. > If you are not the addressee thereof or the person responsible for > its delivery, please notify us immediately by telephone and > permanently delete all copies of this message. > Any dissemination or copying of this message by anyone other than the > addressee is strictly prohibited. > Opinions, conclusions and other information expressed in this message > are not given or endorsed by FOREXMANAGE LTD. unless otherwise > indicated by an authorized representative. > FOREXMANAGE's e-mail system is for business purposes only. All e-mail > may be reviewed by authorized personnel, and may be provided to > regulatory authorities or others with a legal right to access such > information. > FOREXMANAGE Limited is registered in England No. 782-5068-11. > Registered office: 13 Austin Friars, London EC2N 2JX. > "*************************************************************************************************************************************** > > > |
From: Oren M. <or...@qu...> - 2005-09-06 19:38:42
|
These are your message stores. Are you passing in a FileLogFactory to = your initiator? --oren ----- Original Message -----=20 From: Shai Zohar=20 To: Oren Miller ; qui...@li...=20 Sent: Tuesday, September 06, 2005 3:38 PM Subject: RE: [Quickfix-users] login problems Nothing much, I have attached them to this message, perhaps I am not = logging enough information ? =20 Shai =20 -------------------------------------------------------------------------= ----- From: Oren Miller [mailto:or...@qu...]=20 Sent: Tuesday, September 06, 2005 21:35 To: Shai Zohar; qui...@li... Subject: Re: [Quickfix-users] login problems =20 What do your logs say? =20 --oren ----- Original Message -----=20 From: Shai Zohar=20 To: qui...@li...=20 Sent: Tuesday, September 06, 2005 3:33 PM Subject: [Quickfix-users] login problems =20 Hi All, =20 I am trying to connect with Currenex and QuickFix, after I call = initiator. start I can see a logon message going out, instantly = afterwards the onlogout method is being called without any other = messages or calls to other functions within my class. =20 Currenex calim that they send out this message in response and that = I am dropping the conection. =20 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 = TradingSessionStatus ( 8=3DFIX.4.2 9=3D82 35=3Dh 49=3DCURRENEX-FXTRADES-FIX 56=3Dfxmngtrade 34=3D2 52=3D20050906-14:49:20 336=3D0 340=3D2 10=3D152) =20 =20 Any ideas? =20 Shai DISCLAIMER: = *************************************************************************= ************************************************************** This = electronic mail message is intended only for the person or entity named = in the addressee field. This message contains information that is = privileged and confidential. If you are not the addressee thereof or the = person responsible for its delivery, please notify us immediately by = telephone and permanently delete all copies of this message. Any = dissemination or copying of this message by anyone other than the = addressee is strictly prohibited. Opinions, conclusions and other = information expressed in this message are not given or endorsed by = FOREXMANAGE LTD. unless otherwise indicated by an authorized = representative. FOREXMANAGE's e-mail system is for business purposes = only. All e-mail may be reviewed by authorized personnel, and may be = provided to regulatory authorities or others with a legal right to = access such information. FOREXMANAGE Limited is registered in England = No. 782-5068-11. Registered office: 13 Austin Friars, London EC2N 2JX. = "************************************************************************= ***************************************************************=20 |
From: Oren M. <or...@qu...> - 2005-09-06 19:34:56
|
What do your logs say? --oren ----- Original Message -----=20 From: Shai Zohar=20 To: qui...@li...=20 Sent: Tuesday, September 06, 2005 3:33 PM Subject: [Quickfix-users] login problems Hi All, =20 I am trying to connect with Currenex and QuickFix, after I call = initiator. start I can see a logon message going out, instantly = afterwards the onlogout method is being called without any other = messages or calls to other functions within my class. =20 Currenex calim that they send out this message in response and that I = am dropping the conection. =20 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 = TradingSessionStatus ( 8=3DFIX.4.2 9=3D82 35=3Dh 49=3DCURRENEX-FXTRADES-FIX 56=3Dfxmngtrade 34=3D2 52=3D20050906-14:49:20 336=3D0 340=3D2 10=3D152) =20 =20 Any ideas? =20 Shai DISCLAIMER: = *************************************************************************= ************************************************************** This = electronic mail message is intended only for the person or entity named = in the addressee field. This message contains information that is = privileged and confidential. If you are not the addressee thereof or the = person responsible for its delivery, please notify us immediately by = telephone and permanently delete all copies of this message. Any = dissemination or copying of this message by anyone other than the = addressee is strictly prohibited. Opinions, conclusions and other = information expressed in this message are not given or endorsed by = FOREXMANAGE LTD. unless otherwise indicated by an authorized = representative. FOREXMANAGE's e-mail system is for business purposes = only. All e-mail may be reviewed by authorized personnel, and may be = provided to regulatory authorities or others with a legal right to = access such information. FOREXMANAGE Limited is registered in England = No. 782-5068-11. Registered office: 13 Austin Friars, London EC2N 2JX. = "************************************************************************= ***************************************************************=20 |
From: Shai Z. <sh...@fx...> - 2005-09-06 19:31:58
|
Hi All, =20 I am trying to connect with Currenex and QuickFix, after I call initiator. start I can see a logon message going out, instantly afterwards the onlogout method is being called without any other messages or calls to other functions within my class. =20 Currenex calim that they send out this message in response and that I am dropping the conection. =20 14:49:20,922 INFO out.fxmngtrade_CURRENEX-FXTRADES-FIX - >2 TradingSessionStatus ( 8=3DFIX.4.2 9=3D82 35=3Dh 49=3DCURRENEX-FXTRADES-FIX 56=3Dfxmngtrade 34=3D2 52=3D20050906-14:49:20 336=3D0 340=3D2 10=3D152) =20 =20 Any ideas? =20 Shai DISCLAIMER: *************************************************************************= ************************************************************** This electronic mail message is intended only for the person or entity = named in the addressee field. This message contains information that is = privileged and confidential.=20 If you are not the addressee thereof or the person responsible for its = delivery, please notify us immediately by telephone and permanently = delete all copies of this message. Any dissemination or copying of this message by anyone other than the = addressee is strictly prohibited. Opinions, conclusions and other information expressed in this message = are not given or endorsed by FOREXMANAGE LTD. unless otherwise indicated = by an authorized representative. FOREXMANAGE's e-mail system is for business purposes only. All e-mail = may be reviewed by authorized personnel, and may be provided to = regulatory authorities or others with a legal right to access such = information. FOREXMANAGE Limited is registered in England No. 782-5068-11. Registered = office: 13 Austin Friars, London EC2N 2JX.=20 "************************************************************************= *************************************************************** |
From: Oren M. <or...@qu...> - 2005-08-04 13:28:15
|
Try running dependency walker on the DLLs: http:// www.dependencywalker.com/ If there are any missing dependencies which prevent the DLL from loading, this should tell you what they are. --oren On Aug 4, 2005, at 7:49 AM, qf poth wrote: > my quickfix implementation is a .net solution written in c# in vs.net. > > With 1.9.4, i just added references to the dll's distributed in the > quickfix binary tarball and my projects would work... but i'm > having problems trying the same thing with the 1.10.2 binary > distribution. > > If i add references to 1.10.2 and then recompile and build a setup > project, and then upgrade that package on the server, i get an > exception on the launch of the program saying the quickfix_net > assembly could not be found; however my setup project is correctly > packaging the 1.10.2 versions of the libraries, and they are in the > directory the program is being run from (and they are correctly > referenced in the project). > > Also, i can run the app from the box i'm building the solution on > (win xp)... i just can't get it to run on the server i'm running > the production session on. > > The server i'm running the production session on is a win 2003 > server, is there any chance some of the interop in the new version > of quickfix references some dll's or functions that do not exist on > 2003? Has anyone else been able to get 1.10.2 to run on windows 2003? > > i've tried compiling the source distribution and using those > libraries instead of the ones packaged in the binary distribution, > but that generated the same error. Does anyone have any > suggestions for the next steps in troubleshooting the problem? > > Start your day with Yahoo! - make it your home page |
From: qf p. <qf...@ya...> - 2005-08-04 12:49:52
|
my quickfix implementation is a .net solution written in c# in vs.net. With 1.9.4, i just added references to the dll's distributed in the quickfix binary tarball and my projects would work... but i'm having problems trying the same thing with the 1.10.2 binary distribution. If i add references to 1.10.2 and then recompile and build a setup project, and then upgrade that package on the server, i get an exception on the launch of the program saying the quickfix_net assembly could not be found; however my setup project is correctly packaging the 1.10.2 versions of the libraries, and they are in the directory the program is being run from (and they are correctly referenced in the project). Also, i can run the app from the box i'm building the solution on (win xp)... i just can't get it to run on the server i'm running the production session on. The server i'm running the production session on is a win 2003 server, is there any chance some of the interop in the new version of quickfix references some dll's or functions that do not exist on 2003? Has anyone else been able to get 1.10.2 to run on windows 2003? i've tried compiling the source distribution and using those libraries instead of the ones packaged in the binary distribution, but that generated the same error. Does anyone have any suggestions for the next steps in troubleshooting the problem? --------------------------------- Start your day with Yahoo! - make it your home page |
From: Joerg T. <Joe...@ma...> - 2005-08-04 09:25:53
|
Kimpton, C (Chris) wrote: > As to the JVM spec side of things, I did not know that, but I will bear that in mind. Have a look here to get some introduction into the Java Memory Model: http://www.cs.umd.edu/~pugh/java/memoryModel/JavaOneBOF/ These issues are addressed by Java 1.5 For the more curious people: http://www.cs.umd.edu/~pugh/java/memoryModel/ Cheers, Jörg -- 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 |
From: Kimpton, C \(Chris\) <Chr...@ra...> - 2005-08-04 09:12:13
|
Hi J=F6rg, Many thanks - that was it - I did not reverse the sender/target ids. On your other points. >> I am trying to write a simple FIX proxy type process - so that I can=20 >> simulate a busy response. > Just curious: What do you mean by busy response?=20 When "busy" is turned on (not coded yet) I want to reject the messages us= ing FIX reject messages, until the I turn it off again. The initiator sh= ould then retry until it does not get this kind of response. This is too= l for testing a specific problem only. > Why do you use: > ResetOnDisconnect=3DY > ResetOnLogout=3DY Just clutching at straws to try and get my basic problem solved - the soc= ket error. I will probably remove these when they start causing more pro= blems ;-) > And you could use the isLoggedOn() method of the session instead of usi= ng a _loggedOn variable. This variable is not thread- > safe, ie the JVM spec does not guarantee that another thread sees the a= ctual value of _loggedOn. Please use > private synchronized boolean getLoggedOn() { return this._loggedOn; } > private synchronized setLoggedOn( final boolean loggedOn } { this._log= gedOn =3D loggedOn; } > Do you know that you can send message to a FIX session even if it is no= t logged on? I.e.=20 > this check is not necessary, except you explitely want that behaviour. It was more to cut down on superfluous messages being passed around - but= =20I might review that when I actually get it doing the proxying... As t= o the JVM spec side of things, I did not know that, but I will bear that = in mind. Thanks again, 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 = 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. _____________________________________________________________ |
From: Joerg T. <Joe...@ma...> - 2005-08-04 08:53:27
|
Hi Chris, > I am trying to write a simple FIX proxy type process - so that I can > simulate a busy response. Just curious: What do you mean by busy response? > > The attached code uses quickfix to either accept or initiate connections > - the aim being to do both at once so that it proxy requests, but at > the moment, I am having problems getting the acceptor to accept logon > requests. It starts a connection, but fails to logon. Both processes > are running on the same machine, but I have turned CheckLatency off, > just in case. > > This is probably a very basic error - but I just can't see it... > > > All I see in the acceptor log is: > [...] > <20050804-07:03:16, FIX.4.2:RabobankTest->FixGateway, event> > [...] > In the initiator log, I see this: > > <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> Both sides connect as RabobankTest to FixGateway. This does not match. It should look like Acceptor: <20050804-07:03:16, FIX.4.2:RabobankTest->FixGateway, event> Initiator: <20050804-08:03:46, FIX.4.2:FixGateway->RabobankTest, event> If you look at the fix-in.cfg and fix-out.cfg, both contain SenderCompID=RabobankTest TargetCompID=FixGateway In one of the both configs, this should be SenderCompID=FixGateway TargetCompID=RabobankTest Some other remarks: Why do you use: ResetOnDisconnect=Y ResetOnLogout=Y And you could use the isLoggedOn() method of the session instead of using a _loggedOn variable. This variable is not thread-safe, ie the JVM spec does not guarantee that another thread sees the actual value of _loggedOn. Please use private synchronized boolean getLoggedOn() { return this._loggedOn; } private synchronized setLoggedOn( final boolean loggedOn } { this._loggedOn = loggedOn; } Do you know that you can send message to a FIX session even if it is not logged on? I.e. this check is not necessary, except you explitely want that behaviour. Cheers, Jörg -- 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 |
From: Kimpton, C \(Chris\) <Chr...@ra...> - 2005-08-04 08:13:38
|
=20<<FixProxyWithBusyOption.java>> Hi, Sorry for the attachment - but hopefully it will help. I am trying to write a simple FIX proxy type process - so that I can simulate a busy response. The attached code uses quickfix to either accept or initiate connections - the aim being to do both at once so that it proxy requests, but at the moment, I am having problems getting the acceptor to accept logon requests. It starts a connection, but fails to logon. Both processes are running on the same machine, but I have turned CheckLatency off, just in case. This is probably a very basic error - but I just can't see it... All I see in the acceptor log is: Fix Proxy - with Busy Option - STARTED #### FixApplication.onCreate (quickfixadaptor.test.FixIncoming@ece65) <20050804-07:03:16, FIX.4.2:RabobankTest->FixGateway, event> =20 (Created session) In the initiator log, I see this: <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> =20 (Connecting to 172.17.23.38 on port 31155) <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> =20 (Connection succeeded) #### FixApplication.toAdmin (quickfixadaptor.test.FixOutgoing@ece65) <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, outgoing> =20 (8=3DFIX.4.2?9=3D81?35=3DA?34=3D711?49=3DRabobankTest?52=3D20050804-08:03= :46.642?56=3D FixGateway?98=3D0?108=3D3000?10=3D130?) <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> =20 (Initiated logon request) <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> =20 (Socket Error: Connection reset by peer.) <20050804-08:03:46, FIX.4.2:RabobankTest->FixGateway, event> =20 (Disconnecting) #### FixApplication.onLogout (quickfixadaptor.test.FixOutgoing@ece65) Many Thanks for any help, 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 = 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. _____________________________________________________________ |
From: Francis G. <fr...@at...> - 2005-08-03 03:36:55
|
I will be away from the office until August 8. Francis Gingras |
From: <Ark...@ub...> - 2005-08-02 14:38:33
|
Oh yes, I ended up sticking -Wno-reorder there to keep the compiler = happy. Would be nice to have it fixed in the next version... -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of H. Steuer Sent: Monday, August 01, 2005 9:53 AM To: qui...@li... Subject: [Quickfix-users] header file voodoo QuickFIX Documentation: = http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html hi guys, hi oren, i just encountered some header file voodoo while upgrading to 1.10.2 seems like gcc does not like initialization order. this was on FreeBSD = 5.3-RELEASE-p5.=20 i was not aware if changing stuff there breaks something else, so i = decided to ask on the list before doing anything. ---- SNIP ---- In file included from /usr/local/quickfix/include/quickfix/Session.h:29, from quickfix.h:42, from opusfix.c:19: /usr/local/quickfix/include/quickfix/SessionState.h: In constructor = `FIX::SessionState::SessionState()': /usr/local/quickfix/include/quickfix/SessionState.h:189: warning: = `FIX::SessionState::m_sentReset' will be initialized after /usr/local/quickfix/include/quickfix/SessionState.h:188: warning: = `bool FIX::SessionState::m_receivedReset' /usr/local/quickfix/include/quickfix/SessionState.h:47: warning: when = initialized here /usr/local/quickfix/include/quickfix/SessionState.h:200: warning: = `FIX::SessionState::m_pLog' will be initialized after /usr/local/quickfix/include/quickfix/SessionState.h:193: warning: `int = FIX::SessionState::m_resendRequested' /usr/local/quickfix/include/quickfix/SessionState.h:47: warning: when = initialized here regards, heri --=20 This e-mail may contain confidential and/or privileged information.=20 If you are not the intended recipient (or have received this e-mail in = error)=20 please notify the sender immediately and destroy this e-mail. Any = unauthorized=20 copying, disclosure or distribution of the material in this e-mail is = strictly=20 forbidden. ------------------------------------------------------- SF.Net email is sponsored by: Discover Easy Linux Migration Strategies from IBM. Find simple to follow Roadmaps, straightforward articles, informative Webcasts and more! Get everything you need to get up to speed, fast. = http://ads.osdn.com/?ad_id=3D7477&alloc_id=3D16492&op=3Dclick _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users Visit our website at http://www.ubs.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
From: Francis G. <fr...@at...> - 2005-08-02 03:34:27
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I will be away from the office until August 8. Francis Gingras |