quickfix-users — QuickFIX user support

[Quickfix-users] Fwd: Initiator does not try to logon

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

Sorry, little mistake:

.....
Please note that they are >>>NOT ALL<<< logged on (some
conterparties are not active/reachable).
.....
 


-------- Message original --------
Sujet: 	[Quickfix-users] Initiator does not try to logon
Date : 	Fri, 10 Feb 2012 17:05:23 +0100
De : 	DA SILVA Antonio <ada...@ca...>
Pour : 	qui...@li...



Hi,

I am using QuickFix 1.13.3 under centos 5.7, I put
42 sessions (21 acceptors, 21 initiators) having hearbeats
set to 30secs. Please note that they are logged on (some
conterparties are not active/reachable).

The prb:
some initiator sessions try to connect every 6 or 7 minutes!
If an initiator is logged on and a message arrive, the event is
triggered 3,   4 or sometime 7 seconds later.
Apparently the initiator takes long time to manage incoming
events, to logon, etc. Very strange.

If I compile my app againts QF 1.12.4 and run it again all works
fine (without modification of my config files).

Do you have an idea about this prb?

Thanks.

Antonio.

[Quickfix-users] duplicate m_settings

[Chen, X. <hen...@gm...>]

Hey,

I recently found that m_settings field exists in both Initiator and
SocketInitiator. The one in SocketInitiator is not populated correctly,
thus the default values are not used.

Xiao

Re: [Quickfix-users] Using BATS specifications

[Sev Z. <se...@gm...>]

Change your FIX42.xml as follows:

1. add the BATS UCC message, like Joachim instructed below

<message name="CancelCorrect" msgtype="UCC" msgcat="app">
<field name="ExecTransType" required="Y"/>
<field name="ExecID" required="Y"/>
<field name="ExecRefID" required="Y"/>
<field name="OrderID" required="Y"/>
<field name="ClOrdID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="OpenClose" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="Side" required="Y"/>
<!-- TradeLiquidityIndicator is a BATS custom field 9730 -->
<field name="ClearingFirm" required="N"/>
<field name="ClearingAccount" required="N"/>
<!-- Corrected Price is a BATS custom field 9620 -->
<field name="LastShares" required="N"/>
<field name="LastPx" required="N"/>
<field name="OrigTime" required="N"/>
<field name="TransactTime" required="N"/>
</message>

2. BATS uses a totally different set of codes for ExecInst than the fix 
spec.  Instead of entering the codes from BATS spec, I decided to open 
it up to any single char

so comment out the original:
<!--
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
<value enum="1" description="NOT_HELD"/>
<value enum="2" description="WORK"/>
<value enum="3" description="GO_ALONG"/>
<value enum="4" description="OVER_THE_DAY"/>
<value enum="5" description="HELD"/>
<value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
<value enum="7" description="STRICT_SCALE"/>
<value enum="8" description="TRY_TO_SCALE"/>
<value enum="9" description="STAY_ON_BIDSIDE"/>
<value enum="0" description="STAY_ON_OFFERSIDE"/>
<value enum="A" description="NO_CROSS"/>
<value enum="B" description="OK_TO_CROSS"/>
<value enum="C" description="CALL_FIRST"/>
<value enum="D" description="PERCENT_OF_VOLUME"/>
<value enum="E" description="DO_NOT_INCREASE_DNI"/>
<value enum="F" description="DO_NOT_REDUCE_DNR"/>
<value enum="G" description="ALL_OR_NONE_AON"/>
<value enum="I" description="INSTITUTIONS_ONLY"/>
<value enum="L" description="LAST_PEG"/>
<value enum="M" description="MIDPRICE_PEG"/>
<value enum="N" description="NONNEGOTIABLE"/>
<value enum="O" description="OPENING_PEG"/>
<value enum="P" description="MARKET_PEG"/>
<value enum="R" description="PRIMARY_PEG"/>
<value enum="S" description="SUSPEND"/>
<value enum="T" description="FIXED_PEG"/>
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
<value enum="V" description="NETTING"/>
<value enum="W" description="PEG_TO_VWAP"/>
</field>
     -->

and replace with this so it can accept any CHAR

<field number="18" name="ExecInst" type="CHAR"/>

Also, make sure that you instruct QuickFix *NOT* to validate custom 
fields.  I have these settings

[DEFAULT]
ConnectionType=initiator
BeginString=FIX.4.2
CheckCompID=N
CheckLatency=N
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=5
MaxLatency=120
ReconnectInterval=1
UseDataDictionary=Y
ValidateFieldsHaveValues=N
ValidateFieldsOutOfOrder=N
ValidateUserDefinedFields=N
SocketNodelay=Y
PersistMessages=Y
LogonTimeout=60


On 1/11/2012 8:21 AM, Joachim Worringen wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Am 11.01.2012 13:39, schrieb Techno13:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hello guys,
>> can you give me few tips how i can make initiator application that use this
>> specifications?
>> http://batstrading.com/resources/membership/BATS_FIX_Specification.pdf
>>
>> I`m asking here because i`m total noob so my question is how exactly do i
>> use this specifications. Do i have to chanage the data inside the FIX42.xml
>> file or all of this have ot be checked on reaciving the message form the
>> application? Or do i have to do both?
>>
>> Because if it is just to change the file it would made more sense to have a
>> ready xml then the pdf. Sorry if the quastion is dumb but i`m lost and
>> totally new here.
> Yes, BATS could provide a quickfix-compatile XML. But they leave this
> up to you.	
>
> You can use the FIX 4.2 XML for BATS for all the parts of the BATS spec
> that comply to 4.2. Only to support the BATS features that are
> non-compliant with 4.2 (trade breaks), you need to extend the 4.2 XML
> accordingly to generate something like a BATS-4.2 XML.
>
>    Joachim
>
>
> ------------------------------------------------------------------------------
> Ridiculously easy VDI. With Citrix VDI-in-a-Box, you don't need a complex
> infrastructure or vast IT resources to deliver seamless, secure access to
> virtual desktops. With this all-in-one solution, easily deploy virtual
> desktops for less than the cost of PCs and save 60% on VDI infrastructure
> costs. Try it free! http://p.sf.net/sfu/Citrix-VDIinabox
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-users] Using BATS specifications

[Joachim W. <joa...@ia...>]

Am 11.01.2012 13:39, schrieb Techno13:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello guys,
> can you give me few tips how i can make initiator application that use this
> specifications?
> http://batstrading.com/resources/membership/BATS_FIX_Specification.pdf
>
> I`m asking here because i`m total noob so my question is how exactly do i
> use this specifications. Do i have to chanage the data inside the FIX42.xml
> file or all of this have ot be checked on reaciving the message form the
> application? Or do i have to do both?
>
> Because if it is just to change the file it would made more sense to have a
> ready xml then the pdf. Sorry if the quastion is dumb but i`m lost and
> totally new here.

Yes, BATS could provide a quickfix-compatile XML. But they leave this 
up to you.	

You can use the FIX 4.2 XML for BATS for all the parts of the BATS spec 
that comply to 4.2. Only to support the BATS features that are 
non-compliant with 4.2 (trade breaks), you need to extend the 4.2 XML 
accordingly to generate something like a BATS-4.2 XML.

  Joachim

[Quickfix-users] Using BATS specifications

[Techno13 <jto...@ve...>]

Hello guys,
can you give me few tips how i can make initiator application that use this
specifications?
http://batstrading.com/resources/membership/BATS_FIX_Specification.pdf

I`m asking here because i`m total noob so my question is how exactly do i
use this specifications. Do i have to chanage the data inside the FIX42.xml
file or all of this have ot be checked on reaciving the message form the
application? Or do i have to do both?

Because if it is just to change the file it would made more sense to have a
ready xml then the pdf. Sorry if the quastion is dumb but i`m lost and
totally new here. 
-- 
View this message in context: http://old.nabble.com/Using-BATS-specifications-tp33118671p33118671.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

[Quickfix-users] Connamara releases .NET version of QuickFIX

[James D. <jc...@co...>]

Connamara Systems has just released version 1.0 of QuickFIX/n, a .NET port
of QuickFIX. We are hoping that we can garner the same community support
that QuickFIX and QuickFIX/j have enjoyed. Please visit
www.quickfixn.orggot more information.

Jim

[Quickfix-users] Is QuickFix engine possible to use as Trading Server

[alexander z. <ale...@gm...>]

Hi,

I am newbie for QuickFix.
After somedays struggle with the materials which I googled from net, I am
not sure is QuickFix can work as a Server accpeting request from many
clients.

firstly I want to use QuickFix act as Acceptor, and accept many same clients
connection(clients use username and password to logon), it seems QuickFix
can use Logon message to achieve username password auth.

but

1. as I known, QuickFix use configuration file to define the Session, and
one Session for one Client to connect, but if it working like that
    how I can dynamic add customers to this server? (firstly I consider use
database to manage my user table, but it seems by that configuration Session
issues,
    it doesn't help a lot)
2. if the QuickFix make every Session one thread, it is quite low efficient
and if I understand correctly by default thread staick 10MB, one 4GB server
can only have 400 Session?
3. Why can not make working thread to separate the Session into serail mode,
by that, one thread used to accept new connection for Session, put Session
in queue or Hashmap,
    by thread group to manage that Hashmap to watch Sessions?
4. I feel quite confused by now, is QuickFix just used for Exchange orders
or route orders to Broker or Exchanges? not used for accept orders from
terminal GUI clients?


Thank you

Br
Alexander Z

Re: [Quickfix-users] Logon Problem

[Grant B. <gbi...@co...>]

OnLogon() does not get triggered until the the connection is established.

I think you have a configuration problem, and your connection is never
actually established.

It's hard to know for sure without a message log.

-Grant

On Wed, Sep 7, 2011 at 7:59 AM,  <rgo...@ve...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using QucikFix (C#) to create Fix initiator. I try to logon FXCM server using a username and passwod. But my onLogon method is never triggered. When SocketInitior is started, onCreate method is running then onLogout methot is calling. After onCreate method, the onLogon method should be running but it is not. So always initiator.isLoggedOn() method return false. How can I logon successfully?
>
> My QuickFix.Application interface implemented application is as follows:
>
> class MyApp2 : QuickFix44.MessageCracker, QuickFix.Application
> {
> public SessionID sessionId;
> private SessionSettings settings;
> private string userName, password, userPin;
> private CollInquiryID colInquiryId;
> private DateTime startDate;
> private const int REQUEST_LIST_OF_TRADING_SESSIONS = 5;
> private object requestID = 1;
> public MyApp2(QuickFix.SessionSettings setting)
> {
> long temp = 0;
> this.requestID = temp;
> this.settings = setting;
> }
> public void fromAdmin(Message message, SessionID sessionId)
> {
> try
> {
> crack(message, sessionId);
> }
> catch (Exception ex)
> {
>
> throw ex;
> }
> }
>
> public void fromApp(Message message, SessionID sessionId)
> {
> try
> {
> crack(message, sessionId);
> }
> catch (Exception ex)
> {
>
> throw ex;
> }
> }
>
> public void onCreate(SessionID sessionId)
> {
> this.sessionId = sessionId;
> this.userName = this.settings.get(this.sessionId).getString("username");
> this.password = this.settings.get(this.sessionId).getString("password");
>
> }
>
> public void onLogon(SessionID sessionId)
> {
> Console.WriteLine("Login for :{0}", this.userName);
> this.startDate = new DateTime();
> this.SendUserRequest();
> this.SendUserRequest();
> }
>
> public void onLogout(SessionID sessionId)
> {
>
> }
>
> public void toAdmin(Message message, SessionID sessionId)
> {
>
> }
>
> public void toApp(Message message, SessionID sessionId)
> {
>
> }
> public void SendUserRequest()
> {
> QuickFix44.UserRequest userRequest = new QuickFix44.UserRequest();
> userRequest.setString(UserRequestID.FIELD, this.NextId().ToString());
> userRequest.setString(QuickFix.Username.FIELD, this.userName);
> userRequest.setString(QuickFix.Password.FIELD, this.password);
> userRequest.setInt(QuickFix.UserRequestType.FIELD, REQUEST_LIST_OF_TRADING_SESSIONS);
> this.Send(userRequest);
> }
> public void Send(Message message)
> {
> try
> {
> bool isSent = QuickFix.Session.sendToTarget(message, this.sessionId);
> }
> catch (Exception ex)
> {
> throw ex;
> }
> }
> private long NextId()
> {
> lock (this.requestID)
> {
> long temp = (long)this.requestID;
> this.requestID = ++temp;
> if (temp > 0x7FFFFFF0)
> {
> temp = 1;
> this.requestID = temp;
> }
> }
> return (long)this.requestID;
> }
> }
>
> The main program is as follows:
>
> string path = "quickfix.cfg";
> FileStream reader = new FileStream(path,FileMode.Open);
> SessionSettings settings = new SessionSettings(reader);
> reader.Close();
> MyApp2 application = new MyApp2(settings);
> MessageStoreFactory storeFactory = new FileStoreFactory(settings);
> LogFactory logFactory = new FileLogFactory(settings);
> MessageFactory messageFactory = new DefaultMessageFactory();
> SocketInitiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
> initiator.start();
>
> After initiator.start(); the onLogon method is not running.
>
> Config file is as follows :
>
> [DEFAULT]
> FileStorePath=..\store
> FileLogPath=..\log
> ConnectionType=initiator
> StartTime=00:00:00
> EndTime=00:00:00
> HeartBtInt=30
> UseDataDictionary=Y
> DefaultMarketPrice=12.30
> SocketAcceptPort=80
> Timezone=America/New_York
> StartDay=Sunday
> StartTime=00:00:00
> EndDay=Sunday
> EndTime=00:00:00
> ValidateUserDefinedFields=N
> ValidateFieldsHaveValues=N
> ValidateFieldsOutOfOrder=N
> AllowUnknownMsgFields=Y
> SocketTcpNoDelay=Y
> ScreenLogShowIncoming=Y
> ScreenLogShowOutgoing=Y
> ScreenLogShowEvents=Y
> ScreenLogShowHeartBeats=Y
> ScreenIncludeMilliseconds=Y
> DataDictionary=..\FIX44.xml
> ContinueInitializationOnError=Y
> SocketConnectHost=fixdemo1.fxcorporate.com
> SocketConnectPort=80
> ResetOnLogon=Y
>
> username=xxx
> password=xxx
>
> [SESSION]
> BeginString=FIX.4.4
> SenderCompID=xxx
> TargetCompID=FXCM
> TargetSubID=MINIDEMO
>
>
> ------------------------------------------------------------------------------
> Using storage to extend the benefits of virtualization and iSCSI
> Virtualization increases hardware utilization and delivers a new level of
> agility. Learn what those decisions are and how to modernize your storage
> and backup environments for virtualization.
> http://www.accelacomm.com/jaw/sfnl/114/51434361/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Logon Problem

[<rgo...@ve...>]

<HTML>
<P>Hi,</P>
<P><BR>
<SPAN style="WIDOWS: 2; TEXT-TRANSFORM: none; BACKGROUND-COLOR: rgb(255,255,255); TEXT-INDENT: 0px; FONT: 13px/19px 'Trebuchet MS', Verdana, Tahoma, Arial, sans-serif; WHITE-SPACE: normal; ORPHANS: 2; LETTER-SPACING: normal; COLOR: rgb(0,0,0); WORD-SPACING: 0px; -webkit-text-decorations-in-effect: none; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px" class=Apple-style-span>I am using QucikFix (C#) to create Fix initiator. I try to logon FXCM server using a username and passwod. But my onLogon method is never triggered. When SocketInitior is started, onCreate method is running then onLogout methot is calling. After onCreate method, the onLogon method should be running but it is not. So always initiator.isLoggedOn() method return false. How can I logon successfully?<BR>
<BR>
My QuickFix.Application interface implemented application is as follows:<BR>
<BR>
class MyApp2 : QuickFix44.MessageCracker, QuickFix.Application<BR>
{<BR>
public SessionID sessionId;<BR>
private SessionSettings settings;<BR>
private string userName, password, userPin;<BR>
private CollInquiryID colInquiryId;<BR>
private DateTime startDate;<BR>
private const int REQUEST_LIST_OF_TRADING_SESSIONS = 5;<BR>
private object requestID = 1;<BR>
public MyApp2(QuickFix.SessionSettings setting)<BR>
{<BR>
long temp = 0;<BR>
this.requestID = temp;<BR>
this.settings = setting;<BR>
}<BR>
public void fromAdmin(Message message, SessionID sessionId)<BR>
{<BR>
try<BR>
{<BR>
crack(message, sessionId);<BR>
}<BR>
catch (Exception ex)<BR>
{<BR>
<BR>
throw ex;<BR>
}<BR>
}<BR>
<BR>
public void fromApp(Message message, SessionID sessionId)<BR>
{<BR>
try<BR>
{<BR>
crack(message, sessionId);<BR>
}<BR>
catch (Exception ex)<BR>
{<BR>
<BR>
throw ex;<BR>
}<BR>
}<BR>
<BR>
public void onCreate(SessionID sessionId)<BR>
{<BR>
this.sessionId = sessionId;<BR>
this.userName = this.settings.get(this.sessionId).getString("username");<BR>
this.password = this.settings.get(this.sessionId).getString("password");<BR>
<BR>
}<BR>
<BR>
public void onLogon(SessionID sessionId)<BR>
{<BR>
Console.WriteLine("Login for :{0}", this.userName);<BR>
this.startDate = new DateTime();<BR>
this.SendUserRequest();<BR>
this.SendUserRequest();<BR>
}<BR>
<BR>
public void onLogout(SessionID sessionId)<BR>
{<BR>
<BR>
}<BR>
<BR>
public void toAdmin(Message message, SessionID sessionId)<BR>
{<BR>
<BR>
}<BR>
<BR>
public void toApp(Message message, SessionID sessionId)<BR>
{<BR>
<BR>
}<BR>
public void SendUserRequest()<BR>
{<BR>
QuickFix44.UserRequest userRequest = new QuickFix44.UserRequest();<BR>
userRequest.setString(UserRequestID.FIELD, this.NextId().ToString());<BR>
userRequest.setString(QuickFix.Username.FIELD, this.userName);<BR>
userRequest.setString(QuickFix.Password.FIELD, this.password);<BR>
userRequest.setInt(QuickFix.UserRequestType.FIELD, REQUEST_LIST_OF_TRADING_SESSIONS);<BR>
this.Send(userRequest);<BR>
}<BR>
public void Send(Message message)<BR>
{<BR>
try<BR>
{<BR>
bool isSent = QuickFix.Session.sendToTarget(message, this.sessionId);<BR>
}<BR>
catch (Exception ex)<BR>
{<BR>
throw ex;<BR>
}<BR>
}<BR>
private long NextId()<BR>
{<BR>
lock (this.requestID)<BR>
{<BR>
long temp = (long)this.requestID;<BR>
this.requestID = ++temp;<BR>
if (temp &gt; 0x7FFFFFF0)<BR>
{<BR>
temp = 1;<BR>
this.requestID = temp;<BR>
}<BR>
}<BR>
return (long)this.requestID;<BR>
}<BR>
}<BR>
<BR>
The main program is as follows:<BR>
<BR>
string path = "quickfix.cfg";<BR>
FileStream reader = new FileStream(path,FileMode.Open);<BR>
SessionSettings settings = new SessionSettings(reader);<BR>
reader.Close();<BR>
MyApp2 application = new MyApp2(settings);<BR>
MessageStoreFactory storeFactory = new FileStoreFactory(settings);<BR>
LogFactory logFactory = new FileLogFactory(settings);<BR>
MessageFactory messageFactory = new DefaultMessageFactory();<BR>
SocketInitiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);<BR>
initiator.start();</SPAN></P><SPAN style="WIDOWS: 2; TEXT-TRANSFORM: none; BACKGROUND-COLOR: rgb(255,255,255); TEXT-INDENT: 0px; FONT: 13px/19px 'Trebuchet MS', Verdana, Tahoma, Arial, sans-serif; WHITE-SPACE: normal; ORPHANS: 2; LETTER-SPACING: normal; COLOR: rgb(0,0,0); WORD-SPACING: 0px; -webkit-text-decorations-in-effect: none; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px" class=Apple-style-span>
<P><BR>
After initiator.start(); the onLogon method is not running.</P>
<P>Config file is as follows :</P>
<P>[DEFAULT]<BR>
FileStorePath=..\store<BR>
FileLogPath=..\log<BR>
ConnectionType=initiator<BR>
StartTime=00:00:00<BR>
EndTime=00:00:00<BR>
HeartBtInt=30<BR>
UseDataDictionary=Y<BR>
DefaultMarketPrice=12.30<BR>
SocketAcceptPort=80<BR>
Timezone=America/New_York<BR>
StartDay=Sunday<BR>
StartTime=00:00:00<BR>
EndDay=Sunday<BR>
EndTime=00:00:00<BR>
ValidateUserDefinedFields=N<BR>
ValidateFieldsHaveValues=N<BR>
ValidateFieldsOutOfOrder=N<BR>
AllowUnknownMsgFields=Y<BR>
SocketTcpNoDelay=Y<BR>
ScreenLogShowIncoming=Y<BR>
ScreenLogShowOutgoing=Y<BR>
ScreenLogShowEvents=Y<BR>
ScreenLogShowHeartBeats=Y<BR>
ScreenIncludeMilliseconds=Y<BR>
DataDictionary=..\FIX44.xml<BR>
ContinueInitializationOnError=Y<BR>
SocketConnectHost=fixdemo1.fxcorporate.com <BR>
SocketConnectPort=80<BR>
ResetOnLogon=Y</P>
<P>username=xxx<BR>
password=xxx</P>
<P><BR>
[SESSION]<BR>
BeginString=FIX.4.4<BR>
SenderCompID=xxx<BR>
TargetCompID=FXCM<BR>
TargetSubID=MINIDEMO<BR>
</P></SPAN></HTML>
<BR>

[Quickfix-users] License questions

[Daniel L. <da...@lu...>]

Hi,

I've written (part of) a FIX parser generated using the XML files from
QuickFIX (http://www.quickfixengine.org/xml.html).

What license are those files released under?

I.e.

1. if I make make repository public what limitations do I have on licensing?

2. can I include the xml files with my distribution as is or do I have
to provide a link for any users of my library to download them
themselves?

3. do I have to include the "This product includes software developed
by quickfixengine.org"?

4. if the answer to the previous question is no; do you recommend it?

5 I have also included a copy of your test files (only the test files
themselves, none of the framework) in my (as of yet private)
repository.  What is your take on me making the repository public?

a. I should remove them from my repository completely (i.e. to the
point of rewriting the history so that they were never there).
b. as long as I remove them from the current HEAD of master, you would
be ok with them being in the git history.
c. I can keep them as they are with some file telling what version of
quickfix they are from.
d. Other

I don't really know under what license I'd want to release this thing
under, but I'd probably either do a dual license Affero GNU GPL /
private commercial, or an MIT or public domain release. Depending on
what I feel like when the time comes.

Just wanting to do the right thing with regards to you guys.

Cheers,

Daniel

[Quickfix-users] Does Quickfix understand FiXML as well?

[Ben S. <bxs...@ya...>]

Can I use FIXML as FIX protocol as well when using Quickfix?

Do I have to config special options for this usage?

Ben

Re: [Quickfix-users] DIfference between quickfixj-1.5.1-java4-bin.zip and quickfixj-1.5.1-bin.zip

[Grant B. <gbi...@co...>]

If you're running JDK 4.0, use the java4 one.

If youare on 5.0 or up, use the other one.

By the way, this mail list is primarily for the C++ version.  For
questions about the Java version, sign up for the list on this page:
http://quickfixj.org/support/

-Grant

On Sat, Sep 3, 2011 at 11:25 AM, Ben Stover <bxs...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> When I go to page
>
> http://sourceforge.net/projects/quickfixj/files/QuickFIX_J/1.5.1/
>
> then there are two similar packages:
>
> quickfixj-1.5.1-java4-bin.zip
> and
> quickfixj-1.5.1-bin.zip
>
> What is the difference between them?
>
> Thank you
> Ben
>
>
>
> ------------------------------------------------------------------------------
> Special Offer -- Download ArcSight Logger for FREE!
> Finally, a world-class log management solution at an even better
> price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> download Logger. Secure your free ArcSight Logger TODAY!
> http://p.sf.net/sfu/arcsisghtdev2dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] DIfference between quickfixj-1.5.1-java4-bin.zip and quickfixj-1.5.1-bin.zip

[Ben S. <bxs...@ya...>]

When I go to page

http://sourceforge.net/projects/quickfixj/files/QuickFIX_J/1.5.1/

then there are two similar packages:

quickfixj-1.5.1-java4-bin.zip 
and 
quickfixj-1.5.1-bin.zip

What is the difference between them?

Thank you
Ben

[Quickfix-users] Log::backup() is called anywhere?

[Hei C. <str...@ya...>]

Hi,

I am using the latest QuickFIX C++.

I am wondering when Log::backup() is called.  I read through the source code, and I found that it is called by SessionState::backup().

However, SessionState::backup() isn't called by anyone.

Is it QuickFIX user's responsibility to call SessionState::backup() directly (because I see that it is a public method)?

Thanks in advance.


Cheers,
Hei

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Ashish G. <gro...@gm...>]

Hi Fabiano,

Thanks again.

-Ashish


On Mon, Aug 22, 2011 at 7:59 PM, Fabiano Ricci <fab...@ga...>wrote:

>  Ashish,
>
> I see now your email.
> I'm sorry if I was not totally clear on that.
>
> Thanks for clarifying Grant.
>
> Regards
>
> *Fabiano Ricci*
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> Il 18/08/2011 20.25, Ashish Grover ha scritto:
>
> Thanks for the clarification Grant!
>
> On Thu, Aug 18, 2011 at 7:37 PM, Grant Birchmeier <
> gbi...@co...> wrote:
>
>> He meant he never ran it himself.  His wording was ambiguous.
>>
>>
>>  On Thu, Aug 18, 2011 at 6:12 AM, Ashish Grover <gro...@gm...>wrote:
>>
>>>  QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> H Fabiano,
>>>
>>>  Yes this definitely helped. The bug is resolved. Thanks for your prompt
>>> response.
>>> BTW, is there any specific reason why that example should never be run?
>>>
>>>  -Ashish
>>>
>>> On Thu, Aug 18, 2011 at 4:01 PM, Fabiano Ricci <
>>> fab...@ga...> wrote:
>>>
>>>>  Hello,
>>>>
>>>> Never run that example, but when you get an error like that the first
>>>> thing is to see the value of the tag 371.
>>>>
>>>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html
>>>>
>>>> It tells you which tag is incorrect (in this case has a value "out of
>>>> range").
>>>>
>>>> Check if tag 150 has the correct value
>>>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html for
>>>> the message with sequence number 25.
>>>>
>>>> Hope this help a bit.
>>>>
>>>> Regards
>>>>
>>>> *Fabiano Ricci*
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> Il 18/08/2011 12.13, Ashish Grover ha scritto:
>>>>
>>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>
>>>>
>>>> Hi,
>>>>
>>>>  I tried to ran the example application executor and trader.
>>>> When I send an order, I am correctly getting an execution report.
>>>> But I see an invalid message getting passed from tradeClient to
>>>> executor.
>>>>
>>>>  This message looks cryptic to me. Is there a bug or I am missing
>>>> anything?
>>>>
>>>>
>>>> (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
>>>> is incorrect (out of range) for this tag371=150372=8373=510=157)
>>>>
>>>>
>>>>
>>>>  ------------------------------------------------------------------------------
>>>> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>>>> user administration capabilities and model configuration. Take
>>>> the hassle out of deploying and managing Subversion and the
>>>> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>>>>
>>>>
>>>>
>>>> _______________________________________________
>>>> Quickfix-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>>>
>>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>>> user administration capabilities and model configuration. Take
>>> the hassle out of deploying and managing Subversion and the
>>> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>>> _______________________________________________
>>> Quickfix-users mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>>
>>>
>>
>

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Fabiano R. <fab...@ga...>]

Ashish,

I see now your email.
I'm sorry if I was not totally clear on that.

Thanks for clarifying Grant.

Regards

/Fabiano Ricci/



	

	

	

	


	


Il 18/08/2011 20.25, Ashish Grover ha scritto:
> Thanks for the clarification Grant!
>
> On Thu, Aug 18, 2011 at 7:37 PM, Grant Birchmeier 
> <gbi...@co... <mailto:gbi...@co...>> wrote:
>
>     He meant he never ran it himself.  His wording was ambiguous.
>
>
>     On Thu, Aug 18, 2011 at 6:12 AM, Ashish Grover
>     <gro...@gm... <mailto:gro...@gm...>> wrote:
>
>         QuickFIX Documentation:
>         http://www.quickfixengine.org/quickfix/doc/html/index.html
>         QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>         H Fabiano,
>
>         Yes this definitely helped. The bug is resolved. Thanks for
>         your prompt response.
>         BTW, is there any specific reason why that example should
>         never be run?
>
>         -Ashish
>
>         On Thu, Aug 18, 2011 at 4:01 PM, Fabiano Ricci
>         <fab...@ga... <mailto:fab...@ga...>>
>         wrote:
>
>             Hello,
>
>             Never run that example, but when you get an error like
>             that the first thing is to see the value of the tag 371.
>
>             http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html
>
>             It tells you which tag is incorrect (in this case has a
>             value "out of range").
>
>             Check if tag 150 has the correct value
>             http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html
>             for the message with sequence number 25.
>
>             Hope this help a bit.
>
>             Regards
>
>             /Fabiano Ricci/
>
>
>             	
>
>             	
>
>             	
>
>             	
>
>
>             	
>
>
>             Il 18/08/2011 12.13, Ashish Grover ha scritto:
>>             QuickFIX Documentation:http://www.quickfixengine.org/quickfix/doc/html/index.html
>>             QuickFIX Support:http://www.quickfixengine.org/services.html
>>
>>
>>
>>             Hi,
>>
>>             I tried to ran the example application executor and trader.
>>             When I send an order, I am correctly getting an execution
>>             report.
>>             But I see an invalid message getting passed from
>>             tradeClient to executor.
>>
>>             This message looks cryptic to me. Is there a bug or I am
>>             missing anything?
>>
>>              
>>             (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
>>             is incorrect (out of range) for this
>>             tag371=150372=8373=510=157)
>>
>>
>>
>>             ------------------------------------------------------------------------------
>>             Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>>             user administration capabilities and model configuration. Take
>>             the hassle out of deploying and managing Subversion and the
>>             tools developers use with it.http://p.sf.net/sfu/wandisco-d2d-2
>>
>>
>>             _______________________________________________
>>             Quickfix-users mailing list
>>             Qui...@li...  <mailto:Qui...@li...>
>>             https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>
>         ------------------------------------------------------------------------------
>         Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>         user administration capabilities and model configuration. Take
>         the hassle out of deploying and managing Subversion and the
>         tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>         _______________________________________________
>         Quickfix-users mailing list
>         Qui...@li...
>         <mailto:Qui...@li...>
>         https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>

Re: [Quickfix-users] Checksum Validation

[Kenny S. <ks...@co...>]

I don't believe so.

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

--
Kenny Stone
Connamara Systems, LLC


On Fri, Aug 19, 2011 at 6:44 AM, Hiran RamanKutty <
hi...@ma...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> Is there a way to disable checksum validation for the initiator
> application?
>
> Thanks
> --
> Hiran
>
>
> ------------------------------------------------------------------------------
> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
> user administration capabilities and model configuration. Take
> the hassle out of deploying and managing Subversion and the
> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Checksum Validation

[Hiran R. <hi...@ma...>]

Hi,

Is there a way to disable checksum validation for the initiator application?

Thanks
--
Hiran

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Ashish G. <gro...@gm...>]

Thanks for the clarification Grant!

On Thu, Aug 18, 2011 at 7:37 PM, Grant Birchmeier <gbi...@co...
> wrote:

> He meant he never ran it himself.  His wording was ambiguous.
>
>
> On Thu, Aug 18, 2011 at 6:12 AM, Ashish Grover <gro...@gm...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> H Fabiano,
>>
>> Yes this definitely helped. The bug is resolved. Thanks for your prompt
>> response.
>> BTW, is there any specific reason why that example should never be run?
>>
>> -Ashish
>>
>> On Thu, Aug 18, 2011 at 4:01 PM, Fabiano Ricci <fab...@ga...
>> > wrote:
>>
>>>  Hello,
>>>
>>> Never run that example, but when you get an error like that the first
>>> thing is to see the value of the tag 371.
>>>
>>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html
>>>
>>> It tells you which tag is incorrect (in this case has a value "out of
>>> range").
>>>
>>> Check if tag 150 has the correct value
>>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html for the
>>> message with sequence number 25.
>>>
>>> Hope this help a bit.
>>>
>>> Regards
>>>
>>> *Fabiano Ricci*
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> Il 18/08/2011 12.13, Ashish Grover ha scritto:
>>>
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>> Hi,
>>>
>>>  I tried to ran the example application executor and trader.
>>> When I send an order, I am correctly getting an execution report.
>>> But I see an invalid message getting passed from tradeClient to executor.
>>>
>>>  This message looks cryptic to me. Is there a bug or I am missing
>>> anything?
>>>
>>>
>>> (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
>>> is incorrect (out of range) for this tag371=150372=8373=510=157)
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>>> user administration capabilities and model configuration. Take
>>> the hassle out of deploying and managing Subversion and the
>>> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>>>
>>>
>>>
>>> _______________________________________________
>>> Quickfix-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>>
>>>
>>
>>
>> ------------------------------------------------------------------------------
>> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>> user administration capabilities and model configuration. Take
>> the hassle out of deploying and managing Subversion and the
>> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Grant B. <gbi...@co...>]

He meant he never ran it himself.  His wording was ambiguous.

On Thu, Aug 18, 2011 at 6:12 AM, Ashish Grover <gro...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> H Fabiano,
>
> Yes this definitely helped. The bug is resolved. Thanks for your prompt
> response.
> BTW, is there any specific reason why that example should never be run?
>
> -Ashish
>
> On Thu, Aug 18, 2011 at 4:01 PM, Fabiano Ricci <fab...@ga...>wrote:
>
>>  Hello,
>>
>> Never run that example, but when you get an error like that the first
>> thing is to see the value of the tag 371.
>>
>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html
>>
>> It tells you which tag is incorrect (in this case has a value "out of
>> range").
>>
>> Check if tag 150 has the correct value
>> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html for the
>> message with sequence number 25.
>>
>> Hope this help a bit.
>>
>> Regards
>>
>> *Fabiano Ricci*
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> Il 18/08/2011 12.13, Ashish Grover ha scritto:
>>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hi,
>>
>>  I tried to ran the example application executor and trader.
>> When I send an order, I am correctly getting an execution report.
>> But I see an invalid message getting passed from tradeClient to executor.
>>
>>  This message looks cryptic to me. Is there a bug or I am missing
>> anything?
>>
>>
>> (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
>> is incorrect (out of range) for this tag371=150372=8373=510=157)
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
>> user administration capabilities and model configuration. Take
>> the hassle out of deploying and managing Subversion and the
>> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>>
>>
>>
>> _______________________________________________
>> Quickfix-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>
>
> ------------------------------------------------------------------------------
> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
> user administration capabilities and model configuration. Take
> the hassle out of deploying and managing Subversion and the
> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Ashish G. <gro...@gm...>]

H Fabiano,

Yes this definitely helped. The bug is resolved. Thanks for your prompt
response.
BTW, is there any specific reason why that example should never be run?

-Ashish

On Thu, Aug 18, 2011 at 4:01 PM, Fabiano Ricci <fab...@ga...>wrote:

>  Hello,
>
> Never run that example, but when you get an error like that the first thing
> is to see the value of the tag 371.
>
> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html
>
> It tells you which tag is incorrect (in this case has a value "out of
> range").
>
> Check if tag 150 has the correct value
> http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html for the
> message with sequence number 25.
>
> Hope this help a bit.
>
> Regards
>
> *Fabiano Ricci*
>
>
>
>
>
>
>
>
>
>
>
>
>
> Il 18/08/2011 12.13, Ashish Grover ha scritto:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi,
>
>  I tried to ran the example application executor and trader.
> When I send an order, I am correctly getting an execution report.
> But I see an invalid message getting passed from tradeClient to executor.
>
>  This message looks cryptic to me. Is there a bug or I am missing
> anything?
>
>
> (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
> is incorrect (out of range) for this tag371=150372=8373=510=157)
>
>
>
> ------------------------------------------------------------------------------
> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
> user administration capabilities and model configuration. Take
> the hassle out of deploying and managing Subversion and the
> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>
>
>
> _______________________________________________
> Quickfix-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-users] Invalid message seen in executor/trader example application

[Fabiano R. <fab...@ga...>]

Hello,

Never run that example, but when you get an error like that the first 
thing is to see the value of the tag 371.

http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag371.html

It tells you which tag is incorrect (in this case has a value "out of 
range").

Check if tag 150 has the correct value 
http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/tag150.html for the 
message with sequence number 25.

Hope this help a bit.

Regards

/Fabiano Ricci/


	

	

	

	


	


Il 18/08/2011 12.13, Ashish Grover ha scritto:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi,
>
> I tried to ran the example application executor and trader.
> When I send an order, I am correctly getting an execution report.
> But I see an invalid message getting passed from tradeClient to executor.
>
> This message looks cryptic to me. Is there a bug or I am missing anything?
>
>   
> (8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value 
> is incorrect (out of range) for this tag371=150372=8373=510=157)
>
>
>
> ------------------------------------------------------------------------------
> Get a FREE DOWNLOAD! and learn more about uberSVN rich system,
> user administration capabilities and model configuration. Take
> the hassle out of deploying and managing Subversion and the
> tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2
>
>
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Invalid message seen in executor/trader example application

[Ashish G. <gro...@gm...>]

Hi,

I tried to ran the example application executor and trader.
When I send an order, I am correctly getting an execution report.
But I see an invalid message getting passed from tradeClient to executor.

This message looks cryptic to me. Is there a bug or I am missing anything?


(8=FIX.4.49=13935=334=349=client52=20110818-10:02:23.14756=server45=258=Value
is incorrect (out of range) for this tag371=150372=8373=510=157)

Re: [Quickfix-users] Multicast support

[Kenny S. <ks...@co...>]

No multicast in QuickFIX.  FIX is typically point to point with
bi-directional communication.

--
Kenny Stone
Connamara Systems, LLC


On Sat, Jul 30, 2011 at 1:31 PM, John Shahid <jvs...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi all,
>
> I tried to Google the subject but came up with nothing. Is there Multicast
> support in QuickFix ? The Fix spec (vol 2) talks about the possibility of
> having FIX session over multicast, and the required changes to support
> multicast.
>
> Thanks,
>
>
> ------------------------------------------------------------------------------
> Got Input?   Slashdot Needs You.
> Take our quick survey online.  Come on, we don't ask for help often.
> Plus, you'll get a chance to win $100 to spend on ThinkGeek.
> http://p.sf.net/sfu/slashdot-survey
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

[Quickfix-users] Multicast support

[John S. <jvs...@gm...>]

Hi all,

I tried to Google the subject but came up with nothing. Is there Multicast
support in QuickFix ? The Fix spec (vol 2) talks about the possibility of
having FIX session over multicast, and the required changes to support
multicast.

Thanks,