quickfix-users — QuickFIX user support

Re: [Quickfix-users] quickfix with .Net

[George M. C. <ge...@qu...>]

I am new to QuickFix, and have run myself down some deadends, but I have 
a working c# application that does most of the basic things you list 
below. I created a FixApplication class that implements the Application 
interface, and that class declares an event delegate for each type of 
action - login, logout, executionreport, cancel request, sequence reset, 
etc. Each event has its own EventArgs subclass containing the data the 
user needs, like the original message referred to by an execution 
report, for example, or the sessionID in the case of the login event args.

My app limits itself to one session per instance of the FixApplication 
class. I also have an OrderManager class that is a member variable of 
the FixApplication class that does the work of sending messages of 
different types. The one-session per Application instance works for my 
requirements, but your needs may be different.

Then I wrote handlers that subscribe to the different events, one per 
event type. These handlers are referenced by my UI code, as is the 
FixApplication object. Everything is asynchronous.

abhijit wrote:

> Hi All
>  
> i'm want to create a C# project for quickfix with 
> following functionality list:
> 1) Logon
> 2) Logout
> 3) Test Request
> 4) Resend Request
> 5) Reject (session-level)
> 6) Sequence Reset
> 7) Gap Fill
> 8) New Order - single
> 9) Order Cancel Request
> 10) Order Cancel Reject
> 11) Order Cancel/Replace (= Order Modification Request)
> 12) Execution Report (Receive)
>  
> Any body help me for what is the right way?
>  
> Thanks
> Avijit Mitra

[Quickfix-users] quickfix with .Net

[abhijit <ab...@in...>]

Hi All

i'm want to create a C# project for quickfix with following =
functionality list:=20
1) Logon
2) Logout
3) Test Request
4) Resend Request
5) Reject (session-level)
6) Sequence Reset
7) Gap Fill
8) New Order - single
9) Order Cancel Request
10) Order Cancel Reject
11) Order Cancel/Replace (=3D Order Modification Request)
12) Execution Report (Receive)

Any body help me for what is the right way?

Thanks
Avijit Mitra

[Quickfix-users] configuring new client

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

 =A0=0A =A0=0AHi,=0A   I wanted to know how to configure a new client while=
 using quickfix engine. In inforeach engine they are reading the client fro=
m XML file using inforeach Api's, so inorder to do the same what should be =
done while using quickfix engine.

Re: [Quickfix-users] message rejected: required tag missing (with user-defined tag)

[George M. C. <ge...@qu...>]

I was not checking to see if a field was set before accessing it, and I 
did not realize that an execution report will not contain any custom 
fields that I setn in the new order.

So I had to retrieve the message from the FileStore by sequence number. 
This works most of the time, but sometimes when I reconstitute the order 
from the FileStore, the message only contains a few fields, and 
sometimes it contains all the fields contained in the original order as 
it looked when I sent it out.

Does anyone know why this happens?

thx
George

Oren Miller wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Do you have some sort of conditional test that only runs certain code 
> when that field is present?
>
> --oren
>
> On Apr 29, 2005, at 8:21 AM, George M. Coles wrote:
>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX FAQ: 
>> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I have defined several user-defined tags, the type-safe way, in c#. 
>> You will find the definitions inlined below. There is one tag that 
>> causes a rejection required tag missing error when the target tries 
>> to ACK my new orders - that tag is IdTrade, seen in the code snippet 
>> directly below. None of the other user-defined tags causes this 
>> error. When I comment out the code that sets idTrade, the error goes 
>> away.
>>
>> What is different about that tag? I even changed its tag number, and 
>> tried changing the order in which I set the fields, and the issue 
>> still happens. How does a user-defined tag become to be considered a 
>> required tag by quickfix???
>>
>>
>>            //custom fields
>>            IdTrade idTrade = new IdTrade( tr.idTRADE );
>>            order.setField( idTrade );
>>
>>            WTR1 wtr1 = new WTR1( (double)tr.WTR_1 );
>>            order.setField( wtr1 );
>>
>>            Eliq1 eliq1 = new Eliq1( (double)tr.ELiq_1 );
>>            order.setField( eliq1 );
>>
>>            Signal signal = new Signal( tr.Signal );
>>            order.setField( signal );
>>
>>            DWRPV0 dwrpv0 = new DWRPV0( (double)tr.DWRPV0 );
>>            order.setField( dwrpv0 );
>>
>>            DWRPV1 dwrpv1 = new DWRPV1( (double)tr.DWRPV_1 );
>>            order.setField( dwrpv1 );
>>
>>            V61 v61 = new V61( (double)tr.V_6_1 );
>>            order.setField( v61 );
>>
>> ////////custom field definitions
>> namespace QuickFix
>> {
>>    //5823 - 5889 are unclaimed fields ACCORDING TO fixprotocol.org
>>    public class WTR1 : DoubleField
>>    {
>>        public WTR1() : base(5823)
>>        {
>>        }
>>
>>        public WTR1(double data) : base(5823, data)
>>        {
>>        }
>>    }
>>
>>    public class Eliq1 : DoubleField
>>    {
>>        public Eliq1() : base(5824)
>>        {
>>        }
>>
>>        public Eliq1(double value) : base(5824, value)
>>        {
>>        }
>>    }
>>
>>    public class V61 : DoubleField
>>    {
>>        public V61() : base(5825)
>>        {
>>        }
>>
>>        public V61(double value) : base(5825, value)
>>        {
>>        }
>>    }
>>
>>    public class Signal : DoubleField
>>    {
>>        public Signal() : base(5826)
>>        {
>>        }
>>
>>        public Signal(double value) : base(5826, value)
>>        {
>>        }
>>
>>    }
>>
>>    public class DWRPV0 : DoubleField
>>    {
>>        public DWRPV0() : base(5827)
>>        {
>>        }
>>
>>        public DWRPV0(double value) : base(5827, value)
>>        {
>>        }
>>    }
>>
>>    public class DWRPV1 : DoubleField
>>    {
>>        public DWRPV1() : base(5828)
>>        {
>>        }
>>
>>        public DWRPV1(double value) : base(5828, value)
>>        {
>>        }
>>    }
>>
>>    public class IdTrade : DoubleField
>>    {
>>        public IdTrade() : base(5829)
>>        {
>>        }
>>
>>        public IdTrade(double data) : base(5829, data)
>>        {
>>        }
>>    }
>> }
>>
>>
>>
>> -------------------------------------------------------
>> SF.Net email is sponsored by: Tell us your software development plans!
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>> Plus IDC's 2005 look-ahead and a copy of this survey
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>> _______________________________________________
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>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>
>
>
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Re: [Quickfix-users] message rejected: required tag missing (with user-defined tag)

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

Do you have some sort of conditional test that only runs certain code 
when that field is present?

--oren

On Apr 29, 2005, at 8:21 AM, George M. Coles wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I have defined several user-defined tags, the type-safe way, in c#. 
> You will find the definitions inlined below. There is one tag that 
> causes a rejection required tag missing error when the target tries to 
> ACK my new orders - that tag is IdTrade, seen in the code snippet 
> directly below. None of the other user-defined tags causes this error. 
> When I comment out the code that sets idTrade, the error goes away.
>
> What is different about that tag? I even changed its tag number, and 
> tried changing the order in which I set the fields, and the issue 
> still happens. How does a user-defined tag become to be considered a 
> required tag by quickfix???
>
>
>            //custom fields
>            IdTrade idTrade = new IdTrade( tr.idTRADE );
>            order.setField( idTrade );
>
>            WTR1 wtr1 = new WTR1( (double)tr.WTR_1 );
>            order.setField( wtr1 );
>
>            Eliq1 eliq1 = new Eliq1( (double)tr.ELiq_1 );
>            order.setField( eliq1 );
>
>            Signal signal = new Signal( tr.Signal );
>            order.setField( signal );
>
>            DWRPV0 dwrpv0 = new DWRPV0( (double)tr.DWRPV0 );
>            order.setField( dwrpv0 );
>
>            DWRPV1 dwrpv1 = new DWRPV1( (double)tr.DWRPV_1 );
>            order.setField( dwrpv1 );
>
>            V61 v61 = new V61( (double)tr.V_6_1 );
>            order.setField( v61 );
>
> ////////custom field definitions
> namespace QuickFix
> {
>    //5823 - 5889 are unclaimed fields ACCORDING TO fixprotocol.org
>    public class WTR1 : DoubleField
>    {
>        public WTR1() : base(5823)
>        {
>        }
>
>        public WTR1(double data) : base(5823, data)
>        {
>        }
>    }
>
>    public class Eliq1 : DoubleField
>    {
>        public Eliq1() : base(5824)
>        {
>        }
>
>        public Eliq1(double value) : base(5824, value)
>        {
>        }
>    }
>
>    public class V61 : DoubleField
>    {
>        public V61() : base(5825)
>        {
>        }
>
>        public V61(double value) : base(5825, value)
>        {
>        }
>    }
>
>    public class Signal : DoubleField
>    {
>        public Signal() : base(5826)
>        {
>        }
>
>        public Signal(double value) : base(5826, value)
>        {
>        }
>
>    }
>
>    public class DWRPV0 : DoubleField
>    {
>        public DWRPV0() : base(5827)
>        {
>        }
>
>        public DWRPV0(double value) : base(5827, value)
>        {
>        }
>    }
>
>    public class DWRPV1 : DoubleField
>    {
>        public DWRPV1() : base(5828)
>        {
>        }
>
>        public DWRPV1(double value) : base(5828, value)
>        {
>        }
>    }
>
>    public class IdTrade : DoubleField
>    {
>        public IdTrade() : base(5829)
>        {
>        }
>
>        public IdTrade(double data) : base(5829, data)
>        {
>        }
>    }
> }
>
>
>
> -------------------------------------------------------
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> Plus IDC's 2005 look-ahead and a copy of this survey
> Click here to start!  http://www.idcswdc.com/cgi-bin/survey?id=105hix
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] RejectLogon

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

Yeah, this looks like a good idea.  I'll look at incorporating it into 
CVS.

--oren

On Apr 29, 2005, at 2:25 PM, Brian Erst wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren -
>
> What is the purpose of the "what" string in RejectLogon? I had hoped
> that this would be used to send a logout message with a Text field
> indicating the reason for the logon rejection - in this way, I could
> indicate to my clients that there was a bad username or such, but the
> "what" field is actually ignored by the Session::next() exception
> handler.
>
> I think it might be really useful to be able to generate a logout
> message with a Text field when the "what" field of the RejectLogon is
> not empty. The following patch would supply this functionality:
>
> Session.cpp
>
> -01181   catch ( RejectLogon& )
> +01181   catch ( RejectLogon& e)
> 01182    {
> 01183     m_state.onEvent( "Logon rejected" );
> +         if (!e.what().empty())
> +           generateLogout(e.what());
> 01184     disconnect();
> 01185    }
>
> This way, users that did not want to generate logouts could simply
> leave out a reason ("what"), while users that wanted to add a logout
> just need to set a non-blank reason.
>
>   // No logout
>   throw FIX::RejectLogon();
>
>   // Logout with reason
>   throw FIX::RejectLogon("Bad username or password.");
>
> What do you think? I attempted to work around the problem by calling
> generateLogout() prior to throwing the exception, but generateLogout()
> is a private method and I don't really want to modify the QuickFIX
> code; it makes upgrading a pain.
>
> - Brian Erst
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: NEC IT Guy Games.
> Get your fingers limbered up and give it your best shot. 4 great 
> events, 4
> opportunities to win big! Highest score wins.NEC IT Guy Games. Play to
> win an NEC 61 plasma display. Visit http://www.necitguy.com/?r=20
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] RejectLogon

[Brian E. <azz...@ya...>]

Oren -

What is the purpose of the "what" string in RejectLogon? I had hoped
that this would be used to send a logout message with a Text field
indicating the reason for the logon rejection - in this way, I could
indicate to my clients that there was a bad username or such, but the
"what" field is actually ignored by the Session::next() exception
handler.

I think it might be really useful to be able to generate a logout
message with a Text field when the "what" field of the RejectLogon is
not empty. The following patch would supply this functionality:

Session.cpp

-01181   catch ( RejectLogon& )
+01181   catch ( RejectLogon& e)
01182    {
01183     m_state.onEvent( "Logon rejected" );
+         if (!e.what().empty())
+           generateLogout(e.what());
01184     disconnect();
01185    }

This way, users that did not want to generate logouts could simply
leave out a reason ("what"), while users that wanted to add a logout
just need to set a non-blank reason.

  // No logout
  throw FIX::RejectLogon();

  // Logout with reason
  throw FIX::RejectLogon("Bad username or password.");

What do you think? I attempted to work around the problem by calling
generateLogout() prior to throwing the exception, but generateLogout()
is a private method and I don't really want to modify the QuickFIX
code; it makes upgrading a pain.

- Brian Erst

[Quickfix-users] message rejected: required tag missing (with user-defined tag)

[George M. C. <ge...@qu...>]

I have defined several user-defined tags, the type-safe way, in c#. You 
will find the definitions inlined below. There is one tag that causes a 
rejection required tag missing error when the target tries to ACK my new 
orders - that tag is IdTrade, seen in the code snippet directly below. 
None of the other user-defined tags causes this error. When I comment 
out the code that sets idTrade, the error goes away.

What is different about that tag? I even changed its tag number, and 
tried changing the order in which I set the fields, and the issue still 
happens. How does a user-defined tag become to be considered a required 
tag by quickfix???


            //custom fields
            IdTrade idTrade = new IdTrade( tr.idTRADE );
            order.setField( idTrade );

            WTR1 wtr1 = new WTR1( (double)tr.WTR_1 );
            order.setField( wtr1 );

            Eliq1 eliq1 = new Eliq1( (double)tr.ELiq_1 );
            order.setField( eliq1 );

            Signal signal = new Signal( tr.Signal );
            order.setField( signal );

            DWRPV0 dwrpv0 = new DWRPV0( (double)tr.DWRPV0 );
            order.setField( dwrpv0 );

            DWRPV1 dwrpv1 = new DWRPV1( (double)tr.DWRPV_1 );
            order.setField( dwrpv1 );

            V61 v61 = new V61( (double)tr.V_6_1 );
            order.setField( v61 );

////////custom field definitions
namespace QuickFix
{
    //5823 - 5889 are unclaimed fields ACCORDING TO fixprotocol.org
    public class WTR1 : DoubleField
    {
        public WTR1() : base(5823)
        {
        }

        public WTR1(double data) : base(5823, data)
        {
        }
    }

    public class Eliq1 : DoubleField
    {
        public Eliq1() : base(5824)
        {
        }

        public Eliq1(double value) : base(5824, value)
        {
        }
    }

    public class V61 : DoubleField
    {
        public V61() : base(5825)
        {
        }

        public V61(double value) : base(5825, value)
        {
        }
    }

    public class Signal : DoubleField
    {
        public Signal() : base(5826)
        {
        }

        public Signal(double value) : base(5826, value)
        {
        }

    }

    public class DWRPV0 : DoubleField
    {
        public DWRPV0() : base(5827)
        {
        }

        public DWRPV0(double value) : base(5827, value)
        {
        }
    }

    public class DWRPV1 : DoubleField
    {
        public DWRPV1() : base(5828)
        {
        }

        public DWRPV1(double value) : base(5828, value)
        {
        }
    }

    public class IdTrade : DoubleField
    {
        public IdTrade() : base(5829)
        {
        }

        public IdTrade(double data) : base(5829, data)
        {
        }
    }
}

[Quickfix-users] Message Header info...

[Qui P. <qp...@ho...>]

Can some one tell me how I could safely get the message header
information using VB.NET

I have tried the following without success:

=20

Imports QuickFix

=20

Public Class Application

    Inherits QuickFix.MessageCracker

    Implements QuickFix.Application

=20

Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID As
QuickFix.SessionID) Implements QuickFix.Application.fromApp

        crack(message, sessionID)

End Sub

=20

Public Overloads Overrides Sub onMessage(ByVal order As
QuickFix42.NewOrderSingle, ByVal sessionID As QuickFix.SessionID)

=20

    Dim senderCompID As SenderCompID

    Dim header As QuickFix42.Header =3D order.getHeader()

    header.get(senderCompID)

    Console.WriteLine(senderCompID.getValue.ToString)

=20

End Sub

=20

End Class

=20

=20

=20

Would appreciate any help.

=20

Kind regards,

--Q

[Quickfix-users] Windows sources compilation

[Alberto B. <bellido@3.14financial.com>]

Hi

Is there any way to compile the Windows sources without using MS VC++?
Could I do it using MinGW?

Thanks in advance

  Alberto Bellido

Re: [Quickfix-users] Login & client ID

[Alberto B. <bellido@3.14financial.com>]

Ok. Now I'm thinking about creating a lot of sessions (say 10000) even
if I know I'm just going to use 1000. I could use the 9000 sessions to
'add' new users without restarting; just telling my client x to use the
session y previously defined in the server.

Should it be a good thing?

Thank you

   Alberto Bellido


El jue, 14-04-2005 a las 08:47 -0500, Oren Miller escribi=C3=B3:
> Yeah, we still do not support dynamic session creation.  Depending on=20
> how many users you have, you could when loading up create a session for=20
> each of your users.  Say you have 250 users, QuickFIX will have no=20
> problem managing this number of sessions.  The downside is that in=20
> order to refresh, you would need to restart so it can reload the=20
> sessions from the database.  Truly dynamic session creation is one of=20
> the big features we plan on working on after the next release.
>=20
> --oren
>=20
> On Apr 14, 2005, at 4:03 AM, Alberto Bellido Rodr=C3=ADguez wrote:
>=20
> > QuickFIX Documentation:=20
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX FAQ:=20
> > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi
> >
> > I'm a newbie to quickfix and I'm a bit confused about how to manage
> > this:
> > I've got a server and some clients. I want each client to have an=20
> > unique
> > ID so the server can manage them without problems.
> > As I know, the easiest way to do it is using the session settings; and
> > use one session for each client. But that's not a good solution for me.
> >
> > I'd like my client to have a login (at least unique id; but better id +
> > password) and my server looking for them in a database.
> >
> > I've read here http://sourceforge.net/mailarchive/message.php?
> > msg_id=3D9146274 that quickfix didn't support that in 05-08-2004.
> >
> > Any ideas?
> >
> > Thank you in advance
> >
> >
> >    Alberto Bellido
> >
> >
> > PS: Excuse me for my English
> >
> >
> >
> > -------------------------------------------------------
> > SF email is sponsored by - The IT Product Guide
> > Read honest & candid reviews on hundreds of IT Products from real=20
> > users.
> > Discover which products truly live up to the hype. Start reading now.
> > http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
>=20
>=20
>=20

Re: [Quickfix-users] error:no session defined for initiator

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

That COM problem is fixed in the repository.  It has to do with which =20=

threading model you are using vs. which one we are trying to use when =20=

loading MSXML.  Future versions will detect the correct model and load =20=

appropriately.

In any case it is ok to not use a DataDictionary as long as you do not =20=

plan to use repeating groups.  Otherwise it is absolutely necessary.  =20=

If you plan on just doing things like basic order routing with =20
NewOrderSingle, ExecutionReport etc, you will be just fine.

--oren

On Apr 13, 2005, at 9:02 AM, George M. Coles wrote:

> QuickFIX Documentation: =20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: =20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I resolved the COM error by entering UseDataDictionary=3DN, now I am =20=

> trying to get the initiator to succesfully log on to the session. Is =20=

> it bad not to use the DataDictionary?
>
> Thanks for your help!
>
> Best,
> George
>
> Guillermo Arbeiza Alameda wrote:
>
>> Have you just copied the contents of your config file here? If that's =
=20
>> the
>> case you should look carefully to the ConnectionType field: it should =
=20
>> be
>> "initiator" instead of "initator".
>>
>> Hope it will help.
>>
>> Cheers,
>> Guillermo.
>>
>> -----Mensaje original-----
>> De: qui...@li...
>> [mailto:qui...@li...]En nombre de =
George
>> M. Coles
>> Enviado el: martes, 12 de abril de 2005 15:18
>> Para: qui...@li...
>> Asunto: [Quickfix-users] error:no session defined for initiator
>>
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX FAQ: =20
>> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I am trying to use the sample c# application code with a simple =
config
>> file. I get the error "no session defined for initiator" in the
>> constructor of my Intiator object. Here is my code and the config =
fiel
>> contents:
>>
>> try
>>                {
>>                    SessionSettings settings =3D new
>> SessionSettings(_fileName);
>>                    FixApplication application =3D new =
FixApplication();
>>                    FileStoreFactory storeFactory =3D new
>> FileStoreFactory(settings);
>>                    FileLogFactory logFactory =3D new
>> FileLogFactory(settings);
>>                    MessageFactory messageFactory =3D new
>> DefaultMessageFactory();
>>                    ThreadedSocketInitiator init =3D new
>> ThreadedSocketInitiator( application, storeFactory, settings,
>> messageFactory );
>>                }
>>                catch(ConfigError e)
>>                {
>>                    log.Error( e );
>>                }
>>
>> config file:
>> [DEFAULT]
>> ConnectionType=3Dinitator
>> ReconnectInterval=3D30
>> HeartBtInt=3D30
>> SenderCompID=3DA
>>
>> [SESSION]
>> BeginString=3DFIX.4.2
>> TargetCompID=3DB
>> SocketConnectPort=3D9890
>> SocketConnectHost=3D192.168.1.8
>> DataDictionary=3DC:/tools/quickfix/quickfix-bin-vc7-1.9.4/quickfix/=20=

>> spec/FIX42.
>> xml
>>
>>
>>
>> -------------------------------------------------------
>> SF email is sponsored by - The IT Product Guide
>> Read honest & candid reviews on hundreds of IT Products from real =20
>> users.
>> Discover which products truly live up to the hype. Start reading now.
>> http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>> ***
>>
>>
>>
>> ****************************** AVISO LEGAL =20
>> ******************************
>>
>> La informaci=F3n contenida en este mensaje es para uso exclusivo de =
su =20
>> destinatario. No debe copiarse, transmitirse a terceros ni guardarse =20=

>> por estos =FAltimos, salvo autorizaci=F3n del remitente.
>>
>> Puede contener informaci=F3n confidencial o legalmente protegida cuyo =
=20
>> r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho de =
que =20
>> haya sido enviada por correo electr=F3nico.
>>
>> Su env=EDo por error a una persona distinta de su destinatario real =
no =20
>> implica que se haya modificado tal destinatario ni supone renuncia a =20=

>> su eventual car=E1cter confidencial o al r=E9gimen legal que rija su =20=

>> utilizaci=F3n.
>>
>> Cualquier opini=F3n expresada en este mensaje vincular=E1 =
exclusivamente =20
>> a la persona que lo haya remitido, excepto cuando el mensaje =20
>> establezca lo contrario y el remitente est=E9 autorizado para =20
>> establecer que dichas opiniones vincular=E1n a esta entidad.
>> En el supuesto de que este correo se recibiera por error, rogamos =20
>> procedan a borrarlo, sin reenviarlo a terceros ni conservarlo en =20
>> cualquier soporte y nos informen inmediatamente llamando al tel=E9fono =
=20
>> 34 91 5892123 o a la direcci=F3n de correo electr=F3nico remitente. =20=

>> Gracias.
>>
>> ****************************** DISCLAIMER =20
>> ******************************
>>
>> The information contained in this message is for the exclusive use of =
=20
>> the named person. It can not be copied, transmitted to third parties =20=

>> or stored by the latter, except if authorised by the sender.
>>
>> It may contain confidential or legally privileged information whose =20=

>> legal regime is not affected by the fact that this information has =20=

>> been sent by e-mail.
>> Its erroneous transmission to a person other than the real named =20
>> person neither implies any modification of this named person nor a =20=

>> renunciation of the eventual confidentiality or legal regime =20
>> affecting the use of concerned message.
>> Any views expressed in this message are binding exclusively upon the =20=

>> individual sender, except where the message states otherwise and the =20=

>> sender is authorised to bind this entity.
>> If you receive this message in error, please delete it without =20
>> transmitting it to any third party or keeping it in any form and =20
>> notify us immediately either by phone (34 91 5892123) or using the e- =
=20
>> mail address of the sender. Thank You.
>>
>>
>
>
> -------------------------------------------------------
> SF email is sponsored by - The IT Product Guide
> Read honest & candid reviews on hundreds of IT Products from real =20
> users.
> Discover which products truly live up to the hype. Start reading now.
> http://ads.osdn.com/?ad_ide95&alloc_id=14396&op=3Dclick
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Login & client ID

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

Yeah, we still do not support dynamic session creation.  Depending on=20
how many users you have, you could when loading up create a session for=20=

each of your users.  Say you have 250 users, QuickFIX will have no=20
problem managing this number of sessions.  The downside is that in=20
order to refresh, you would need to restart so it can reload the=20
sessions from the database.  Truly dynamic session creation is one of=20
the big features we plan on working on after the next release.

--oren

On Apr 14, 2005, at 4:03 AM, Alberto Bellido Rodr=EDguez wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I'm a newbie to quickfix and I'm a bit confused about how to manage
> this:
> I've got a server and some clients. I want each client to have an=20
> unique
> ID so the server can manage them without problems.
> As I know, the easiest way to do it is using the session settings; and
> use one session for each client. But that's not a good solution for =
me.
>
> I'd like my client to have a login (at least unique id; but better id =
+
> password) and my server looking for them in a database.
>
> I've read here http://sourceforge.net/mailarchive/message.php?
> msg_id=3D9146274 that quickfix didn't support that in 05-08-2004.
>
> Any ideas?
>
> Thank you in advance
>
>
>    Alberto Bellido
>
>
> PS: Excuse me for my English
>
>
>
> -------------------------------------------------------
> SF email is sponsored by - The IT Product Guide
> Read honest & candid reviews on hundreds of IT Products from real=20
> users.
> Discover which products truly live up to the hype. Start reading now.
> http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] tag 141 at logon

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

See this previous post on the topic:=20
http://sourceforge.net/mailarchive/message.php?msg_id=3D9557140

We are adding better automated support for this in the next version,=20
but right now you will have to do as the post says and add tag 141 to=20
your logon message as it passes through toAdmin.

The sessions are always responsible for the logon process, but you can=20=

have some control by using the logon and logoff methods on the session=20=

to indicate the desired state.  When starting up, if you call logoff on=20=

all the sessions from the onCreate method, then all the sessions will=20
remain deisable until you explicitly call logon.

--oren

On Apr 14, 2005, at 7:41 AM, Michael Lyszczek wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I dont know if this posted the first time, but I never got a mail back
> from the list.
>
>
> Hi,
> I am trying to logon to a FIX server with tag 141=3DY and the
> MsgSeqNum=3D1.  I am using the java jni library and I have only been
> able to create logon messages after I am logged on.
> I guess the first question is  is there any way to make a
> SocketIntiator stop automatically logging on?
> Also,  the config file "ResetOnLogoff=3DY" option only resets the
> sequence numbers but does not send a "141=3DY" when logging on.  Has
> anyone dealt with this issue before? I'm probably going to have to
> alter the native code I am guessing, anyone have any other input?
> --
> Michael Lyszczek
> ml at flytrading dotcom
>
>
> -------------------------------------------------------
> SF email is sponsored by - The IT Product Guide
> Read honest & candid reviews on hundreds of IT Products from real=20
> users.
> Discover which products truly live up to the hype. Start reading now.
> http://ads.osdn.com/?ad_ide95&alloc_id=14396&op=3Dclick
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] tag 141 at logon

[Michael L. <mly...@gm...>]

I dont know if this posted the first time, but I never got a mail back
from the list.


Hi,
I am trying to logon to a FIX server with tag 141=3DY and the
MsgSeqNum=3D1.  I am using the java jni library and I have only been
able to create logon messages after I am logged on.
I guess the first question is  is there any way to make a
SocketIntiator stop automatically logging on?
Also,  the config file "ResetOnLogoff=3DY" option only resets the
sequence numbers but does not send a "141=3DY" when logging on.  Has
anyone dealt with this issue before? I'm probably going to have to
alter the native code I am guessing, anyone have any other input?
--
Michael Lyszczek
ml at flytrading dotcom

[Quickfix-users] Login & client ID

[Alberto B. <bellido@3.14financial.com>]

Hi

I'm a newbie to quickfix and I'm a bit confused about how to manage
this:
I've got a server and some clients. I want each client to have an unique
ID so the server can manage them without problems. 
As I know, the easiest way to do it is using the session settings; and
use one session for each client. But that's not a good solution for me.

I'd like my client to have a login (at least unique id; but better id +
password) and my server looking for them in a database.

I've read here http://sourceforge.net/mailarchive/message.php?
msg_id=9146274 that quickfix didn't support that in 05-08-2004.

Any ideas?

Thank you in advance


   Alberto Bellido


PS: Excuse me for my English

[Quickfix-users] tag 141 at logon

[Michael L. <mly...@gm...>]

Hi,=20
I am trying to logon to a FIX server with tag 141=3DY and the
MsgSeqNum=3D1.  I am using the java jni library and I have only been
able to create logon messages after I am logged on.
I guess the first question is  is there any way to make a
SocketIntiator stop automatically logging on?
Also,  the config file "ResetOnLogoff=3DY" option only resets the
sequence numbers but does not send a "141=3DY" when logging on.  Has
anyone dealt with this issue before? I'm probably going to have to
alter the native code I am guessing, anyone have any other input?
--=20
Michael Lyszczek
ml at flytrading dotcom

Re: [Quickfix-users] error:no session defined for initiator

[George M. C. <ge...@qu...>]

I resolved the COM error by entering UseDataDictionary=3DN, now I am=20
trying to get the initiator to succesfully log on to the session. Is it=20
bad not to use the DataDictionary?

Thanks for your help!

Best,
George

Guillermo Arbeiza Alameda wrote:

>Have you just copied the contents of your config file here? If that's th=
e
>case you should look carefully to the ConnectionType field: it should be
>"initiator" instead of "initator".
>
>Hope it will help.
>
>Cheers,
>Guillermo.
>
>-----Mensaje original-----
>De: qui...@li...
>[mailto:qui...@li...]En nombre de George
>M. Coles
>Enviado el: martes, 12 de abril de 2005 15:18
>Para: qui...@li...
>Asunto: [Quickfix-users] error:no session defined for initiator
>
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFA=
Q
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>I am trying to use the sample c# application code with a simple config
>file. I get the error "no session defined for initiator" in the
>constructor of my Intiator object. Here is my code and the config fiel
>contents:
>
>try
>                {
>                    SessionSettings settings =3D new
>SessionSettings(_fileName);
>                    FixApplication application =3D new FixApplication();
>                    FileStoreFactory storeFactory =3D new
>FileStoreFactory(settings);
>                    FileLogFactory logFactory =3D new
>FileLogFactory(settings);
>                    MessageFactory messageFactory =3D new
>DefaultMessageFactory();
>                    ThreadedSocketInitiator init =3D new
>ThreadedSocketInitiator( application, storeFactory, settings,
>messageFactory );
>                }
>                catch(ConfigError e)
>                {
>                    log.Error( e );
>                }
>
>config file:
>[DEFAULT]
>ConnectionType=3Dinitator
>ReconnectInterval=3D30
>HeartBtInt=3D30
>SenderCompID=3DA
>
>[SESSION]
>BeginString=3DFIX.4.2
>TargetCompID=3DB
>SocketConnectPort=3D9890
>SocketConnectHost=3D192.168.1.8
>DataDictionary=3DC:/tools/quickfix/quickfix-bin-vc7-1.9.4/quickfix/spec/=
FIX42.
>xml
>
>
>
>-------------------------------------------------------
>SF email is sponsored by - The IT Product Guide
>Read honest & candid reviews on hundreds of IT Products from real users.
>Discover which products truly live up to the hype. Start reading now.
>http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>***
>
>
>
>****************************** AVISO LEGAL *****************************=
*
>
>La informaci=F3n contenida en este mensaje es para uso exclusivo de su d=
estinatario. No debe copiarse, transmitirse a terceros ni guardarse por e=
stos =FAltimos, salvo autorizaci=F3n del remitente.
>
>Puede contener informaci=F3n confidencial o legalmente protegida cuyo r=E9=
gimen legal de utilizaci=F3n no se ve afectado por el hecho de que haya s=
ido enviada por correo electr=F3nico.
>
>Su env=EDo por error a una persona distinta de su destinatario real no i=
mplica que se haya modificado tal destinatario ni supone renuncia a su ev=
entual car=E1cter confidencial o al r=E9gimen legal que rija su utilizaci=
=F3n.
>
>Cualquier opini=F3n expresada en este mensaje vincular=E1 exclusivamente=
 a la persona que lo haya remitido, excepto cuando el mensaje establezca =
lo contrario y el remitente est=E9 autorizado para establecer que dichas =
opiniones vincular=E1n a esta entidad.=20
>
>En el supuesto de que este correo se recibiera por error, rogamos proced=
an a borrarlo, sin reenviarlo a terceros ni conservarlo en cualquier sopo=
rte y nos informen inmediatamente llamando al tel=E9fono 34 91 5892123 o =
a la direcci=F3n de correo electr=F3nico remitente. Gracias.
>
>****************************** DISCLAIMER ******************************
>
>The information contained in this message is for the exclusive use of th=
e named person. It can not be copied, transmitted to third parties or sto=
red by the latter, except if authorised by the sender.
>
>It may contain confidential or legally privileged information whose lega=
l regime is not affected by the fact that this information has been sent =
by e-mail.=20
>
>Its erroneous transmission to a person other than the real named person =
neither implies any modification of this named person nor a renunciation =
of the eventual confidentiality or legal regime affecting the use of conc=
erned message.
>=20
>Any views expressed in this message are binding exclusively upon the ind=
ividual sender, except where the message states otherwise and the sender =
is authorised to bind this entity.=20
>
>If you receive this message in error, please delete it without transmitt=
ing it to any third party or keeping it in any form and notify us immedia=
tely either by phone (34 91 5892123) or using the e- mail address of the =
sender. Thank You.
>
> =20
>

RE: [Quickfix-users] error:no session defined for initiator

[Guillermo A. A. <gar...@vi...>]

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Re: [Quickfix-users] no session defined for initiator

[George M. C. <ge...@qu...>]

Thanks,
          now I get an error: Could not initialize COM when I run it.

Joerg Thoennes wrote:

> George M. Coles wrote:
>
>> QuickFIX Documentation:=20
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX FAQ:=20
>> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I am trying to use the sample c# application code with a simple=20
>> config file. I get the error "no session defined for initiator" in=20
>> the constructor of my Intiator object. Here is my code and the config=20
>> fiel contents:
>> [...9
>> [DEFAULT]
>> ConnectionType=3Dinitator
>
>
> Looks like a spelling error; use init_i_ator.
>
> Cheers, J=F6rg
>

Re: [Quickfix-users] no session defined for initiator

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

George M. Coles wrote:
> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I am trying to use the sample c# application code with a simple config 
> file. I get the error "no session defined for initiator" in the 
> constructor of my Intiator object. Here is my code and the config fiel 
> contents:
> [...9
> [DEFAULT]
> ConnectionType=initator

Looks like a spelling error; use init_i_ator.

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

[Quickfix-users] no session defined for initiator

[George M. C. <ge...@qu...>]

I am trying to use the sample c# application code with a simple config 
file. I get the error "no session defined for initiator" in the 
constructor of my Intiator object. Here is my code and the config fiel 
contents:

try
               {
                   SessionSettings settings = new 
SessionSettings(_fileName);
                   FixApplication application = new FixApplication();
                   FileStoreFactory storeFactory = new 
FileStoreFactory(settings);
                   FileLogFactory logFactory = new 
FileLogFactory(settings);
                   MessageFactory messageFactory = new 
DefaultMessageFactory();
                   ThreadedSocketInitiator init = new 
ThreadedSocketInitiator( application, storeFactory, settings, 
messageFactory );                                                     }
               catch(ConfigError e)
               {
                   log.Error( e );
               }  
config file:
[DEFAULT]
ConnectionType=initator
ReconnectInterval=30
HeartBtInt=30
SenderCompID=A

[SESSION]
BeginString=FIX.4.2
TargetCompID=B
SocketConnectPort=9890
SocketConnectHost=192.168.1.8
DataDictionary=C:/tools/quickfix/quickfix-bin-vc7-1.9.4/quickfix/spec/FIX42.xml  

[Quickfix-users] error:no session defined for initiator

[George M. C. <ge...@qu...>]

I am trying to use the sample c# application code with a simple config 
file. I get the error "no session defined for initiator" in the 
constructor of my Intiator object. Here is my code and the config fiel 
contents:

try
                {
                    SessionSettings settings = new 
SessionSettings(_fileName);
                    FixApplication application = new FixApplication();
                    FileStoreFactory storeFactory = new 
FileStoreFactory(settings);
                    FileLogFactory logFactory = new 
FileLogFactory(settings);
                    MessageFactory messageFactory = new 
DefaultMessageFactory();
                    ThreadedSocketInitiator init = new 
ThreadedSocketInitiator( application, storeFactory, settings, 
messageFactory );                                      
                }
                catch(ConfigError e)
                {
                    log.Error( e );
                }   

config file:
[DEFAULT]
ConnectionType=initator
ReconnectInterval=30
HeartBtInt=30
SenderCompID=A

[SESSION]
BeginString=FIX.4.2
TargetCompID=B
SocketConnectPort=9890
SocketConnectHost=192.168.1.8
DataDictionary=C:/tools/quickfix/quickfix-bin-vc7-1.9.4/quickfix/spec/FIX42.xml  

[Quickfix-users] Does quickfix support RawData now?

[Neil L. <kue...@gm...>]

Hello,
I have a user define Message Type and it have a RawData field.
How do I put and get RawData from fix message currectly?

Does QuickFIX Message support chinese (Big5 and GB) encoding ?

Best Regards,

Neil

[Quickfix-users] FIX4.4 - missing values

[Dmitry S. <di...@st...>]

It seems there are missing values in spec/FIX44.xml for field 103:

 

<field number="103" name="OrdRejReason" type="INT">

      <value enum="0" description="BROKER_EXCHANGE_OPTION" />

      <value enum="1" description="UNKNOWN_SYMBOL" />

      <value enum="2" description="EXCHANGE_CLOSED" />

      <value enum="3" description="ORDER_EXCEEDS_LIMIT" />

      <value enum="4" description="TOO_LATE_TO_ENTER" />

      <value enum="5" description="UNKNOWN_ORDER" />

      <value enum="6" description="DUPLICATE_ORDER" />

      <value enum="7"
description="DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER" />

      <value enum="8" description="STALE_ORDER" />

      <value enum="9" description="TRADE_ALONG_REQUIRED" />

</field>

 

In the documentation I found the following list:

 

Code to identify reason for order rejection.

Valid values:

0 = Broker / Exchange option

1 = Unknown symbol

2 = Exchange closed

3 = Order exceeds limit

4 = Too late to enter

5 = Unknown Order

6 = Duplicate Order (e.g. dupe ClOrdID (11))

7 = Duplicate of a verbally communicated order

8 = Stale Order

9 = Trade Along required

10 = Invalid Investor ID

11 = Unsupported order characteristic12 = Surveillence Option

13 = Incorrect quantity

14 = Incorrect allocated quantity

15 = Unknown account(s)

99 = Other