quickfix-users — QuickFIX user support

[Quickfix-users] Customize configuration file

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

Hi,

I'm starting a quite big trading project, and i'm glad i found quickfix f=
or
it seems to be exactly what i was looking for. I hope to be able to spend
part of the time quickfix will save me helping to improve the project, bu=
t
at this moment i have a question:

I need to add a new entry to the configuration file to each session
definition. I'd need to access the configuration file or (better) the
SessionSetings object to get the new entry's value from my Application, i=
n
onCreate method to be more specific. Is there a way to figure out this or=
 i
should tweak quickfix code to get it?

Thanks and cheers for such a good work (and please forgive my "spanglish"=
).

Guillermo Arbeiza

=0D
=0D
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Re: [Quickfix-users] Do you support AS/400

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

Hi Nikhil,

> Has anybody used QuickFIX on AS/400?  Is it supported.  Any tips, 
> feedback would be greatly welcome.

Which environment do you intend to use here?  I guess if you have POSIX 
compliant librariers and a C++ compiler it should be possible.

Have a look at http://www-919.ibm.com/servers/eserver/iseries/developer/ 
and esp. at PASE (Portable Application Solutions Environment) and the 
related Redbook (http://publib-b.boulder.ibm.com/abstracts/sg245970.html).

It seems to me that porting QF to AIX first would be a good exercise ;-)

Let us hear if you have any news.  At least I could assist you a bit on AIX.

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] Do you support AS/400

[Nikhil B. <ass...@ya...>]

Hi,
 
Has anybody used QuickFIX on AS/400?  Is it supported.  Any tips, feedback would be greatly welcome.
 
Nikhil

[Quickfix-users] RE: Reconnect problem.

[Shamanth <sha...@in...>]

Hi

FYI, the problem of session disconnecting does not occur in 1.8 version =
of quickfix.

thanks
R Shamanth

>  -----Original Message-----
> From: 	Shamanth =20
> Sent:	Wednesday, July 28, 2004 8:26 PM
> To:	'qui...@li...'
> Cc:	'qui...@li...'
> Subject:	RE: Reconnect problem.
>=20
> Hi Oren
>=20
> Sorry I forgot to mention the version. I am using 1.7.1, tomorrow I =
will test it with 1.8 and let you guys know the results.
>=20
> thanks
> R Shamanth
>=20
> 	 -----Original Message-----
> 	From: 	Shamanth =20
> 	Sent:	Friday, July 23, 2004 5:30 PM
> 	To:	'qui...@li...'
> 	Cc:	'qui...@li...'
> 	Subject:	Reconnect problem.
>=20
> 	Hi
>=20
> 	We have a problem with disconnect.
>=20
> 	We have a simulator (quickfix instance "acceptor") and a FIX =
client(also quickfix instance "initiator").
>=20
> 	On the acceptor our starttime and endtime are
> 	StartTime=3D00:00:00
> 	EndTime=3D00:00:00
>=20
> 	On the initiator our starttime and endtime are
> 	StartTime=3D05:30:00   (IST =3D  GMT + 5:30)
> 	EndTime=3D05:30:00   (IST: GMT + 5:30)
>=20
> 	Also
> 	CheckLatency=3DN
> 	ResetOnDisconnect=3DN
> 	ResetSeqNoOnLogon=3Dtrue
>=20
> 	But the problem is the acceptor disconnects exactly at 00:00:00 GMT =
and does not reconnect. We have tried by changing the initiator start =
and end time to 06:00:00, and ResetSeqNoOnLogon to false. But this does =
not solve the problem.
>=20
> 	Does any one know what could be the problem.
>=20
> 	NOTE: Both initiator and simulator are sitting on the same machine.
>=20
> 	thanks and regards
> 	R Shamanth
>=20
>=20
> 	  NOTICE
> 	This e-mail message and any attachments, which may contain =
confidential information, are to be viewed solely by the intended =
recipient of Integral Development Corp.  If the reader of this message =
is not the intended recipient, you are hereby notified that any use, =
dissemination, distribution or copying of this communication is strictly =
prohibited.  If you have received this message in error, please =
immediately notify the sender and delete the mail and all attachments.
>=20

[Quickfix-users] RE: [Quickfix-developers] Session Identification Problem

[Day, J. B. S. <Je...@ba...>]

Oren,
=20
   You are (of course) correct.
=20
   A session spans multiple connections 'serially', not concurrently.
=20
   I would concur with one of the previous items on this thread that the =
'correct' way to achieve the functionality required would be to have =
distinct sessions for market-data and trading (and if they chose to use =
different host/port combinations then so be it).
=20
  The more I ruminated about my comments over the weekend, the more I =
came to realize that I had to be wrong - it does happen occasionally =
:-).
=20
Jem...
=20

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Saturday, July 31, 2004 9:37 AM
To: Day, Jem BGI SF
Cc: qui...@li...; =
qui...@li...
Subject: Re: [Quickfix-developers] Session Identification Problem


Yes, but is that simultaneous connections? For sure you can logon, send =
messages, and logoff many times during the day, each of which =
constitutes a connection that are all associated with the same session. =
But these connections exist sequentially, not simultaneously. The =
complete section that you are quoting reads like this:=20

A FIX Connection is comprised of three parts: logon, message exchange, =
and logout.=20
A FIX Session is comprised of one or more FIX Connections, meaning that =
a FIX Session spans multiple logins.=20

Certainly you can connect the same session to different ports. FIX =
doesn't have any concept of ports so that is entirely outside of the =
scope of the specification. You can implement the underlying transports =
anyway you like. You can choose to implement a FIX connection over =
multiple simultaneous socket connections and round robin all your =
messages, for instance. But these 'physical' connections are not the =
same as a FIX connection which is more abstract.=20

But really I don't think that what this counter-party is doing is =
necessarily violating the spec, but is just poor planning in my opinion. =
They essentially have chosen to have two unique sessions that they are =
identifying with the same characteristics. As long as the two don't know =
about each other, this is technically ok, just very confusing. It also =
makes it difficult for a FIX engine to discern the difference without =
making it aware of what are supposed to be encapsulated attributes. (the =
concept of a user id is one way to work around this). But it is still =
strange because you can not tell from the message which session it =
belongs too. FIX messages are supposed to contain all necessary routing =
information. If a FIX message cannot positively identify where it has =
come from or where it is intended to go, that is a problem IMHO.=20

I don't think that the pub-sub section really applies here either. First =
off, in that scenario logons and logouts are one way (the subscriber =
sends them without getting a response). Also, in that case business =
messages only travel in one direction. Finally all of the messages =
transmitted to all the subscribers are the same with the same sequence =
numbers. Two subscribers will receive the same message for sequence =
number 123. This can't be the case as described here since each session =
is sending completely different message types. For these reasons I don't =
think that they can be considered the same session, but two different =
sessions with the same id.=20

--oren=20

On Jul 30, 2004, at 1:09 PM, Day, Jem BGI SF wrote:=20


This is an interesting scenario....=20
The Fix (4.4) spec states that...=20
A Fix 'Connection' : comprises Login, msg exchange, Logout=20
A Fix 'Session' : comprises 1 or more Fix 'Connections'=20
These statements would imply that connecting to different port numbers =
with the same logon details is valid !!=20
The sections relating to mulit-cast/pub-sub may be applicable.=20
Jem...=20
-----Original Message-----=20
From: qui...@li... =
[mailto:qui...@li...]On Behalf Of =
Oren Miller=20
Sent: Friday, July 30, 2004 4:49 AM=20
To: Shamanth=20
Cc: qui...@li...; =
qui...@li...=20
Subject: Re: [Quickfix-developers] Session Identification Problem=20

That's a strange scenario. The way QuickFIX would handle this now is the =
way you don't want to do it, two separate processes. The problem with =
using something like the port to identify the session is twofold. One, =
as Joerg pointed out, it is a transport level concept and not one which =
the fix protocol itself is familiar with. Another problem is that the =
port is not a part of the message. In other words, in a scenario like =
this, you can no longer rely on the contents of the message to identify =
what session it belongs to. This means we would have to rely on some =
meta-data in addition to the FIX message itself to figure out where it =
needs to be routed. I don't have a problem with this necessarily, but I =
don't think and arbitrary attribute like the session port is the way to =
do it.=20


One thing I may consider is something along the lines of a UserID =
configuration field. Something like this:=20


[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DMARKETDATA=20


[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DORDER=20


This user id would be optional, and it would at least make the id =
meaningful.=20


On Jul 28, 2004, at 7:18 AM, Shamanth wrote:=20


Hi=20


We have a provider who has the two sessions exposed=20
1) For Marketdata=20
2) For Order=20


The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).=20


How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.=20


thanks=20
R Shamanth=20


  NOTICE=20


This e-mail message and any attachments, which may contain confidential =
information, are to be viewed solely by the intended recipient of =
Integral Development Corp.  If the reader of this message is not the =
intended recipient, you are hereby notified that any use, dissemination, =
distribution or copying of this communication is strictly prohibited.  =
If you have received this message in error, please immediately notify =
the sender and delete the mail and all attachments.=20

[Quickfix-users] Re: [Quickfix-developers] Session Identification Problem

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

Yes, but is that simultaneous connections?  For sure you can logon,=20
send messages, and logoff many times during the day, each of which=20
constitutes a connection that are all associated with the same session.=20=

  But these connections exist sequentially, not simultaneously.  The=20
complete section that you are quoting reads like this:

A FIX Connection is comprised of three parts: logon, message  exchange,=20=

and logout.
A FIX Session is comprised of one or more FIX Connections,  meaning=20
that a FIX Session spans multiple logins.

Certainly you can connect the same session to different ports.  FIX=20
doesn't have any concept of ports so that is entirely outside of the=20
scope of the specification.  You can implement the underlying=20
transports anyway you like.  You can choose to implement a FIX=20
connection over multiple simultaneous socket connections and round=20
robin all your messages, for instance.  But these 'physical'=20
connections are not the same as a FIX connection which is more=20
abstract.

But really I don't think that what this counter-party is doing is=20
necessarily violating the spec, but is just poor planning in my=20
opinion.  They essentially have chosen to have two unique sessions that=20=

they are identifying with the same characteristics.  As long as the two=20=

don't know about each other, this is technically ok, just very=20
confusing.  It also makes it difficult for a FIX engine to discern the=20=

difference without making it aware of what are supposed to be=20
encapsulated attributes.  (the concept of a user id is one way to work=20=

around this).  But it is still strange because you can not tell from=20
the message which session it belongs too.  FIX messages are supposed to=20=

contain all necessary routing information.  If a FIX message cannot=20
positively identify where it has come from or where it is intended to=20
go, that is a problem IMHO.

I don't think that the pub-sub section really applies here either. =20
First off, in that scenario logons and logouts are one way (the=20
subscriber sends them without getting a response).  Also, in that case=20=

business messages only travel in one direction.  Finally all of the=20
messages transmitted to all the subscribers are the same with the same=20=

sequence numbers.  Two subscribers will receive the same message for=20
sequence number 123.  This can't be the case as described here since=20
each session is sending completely different message types.  For these=20=

reasons I don't think that they can be considered the same session, but=20=

two different sessions with the same id.

--oren

On Jul 30, 2004, at 1:09 PM, Day, Jem BGI SF wrote:

> This is an interesting scenario....
> =A0
> The Fix (4.4) spec states that...
> =A0
> A Fix 'Connection' : comprises Login, msg exchange, Logout
> A Fix 'Session' : comprises 1 or more Fix 'Connections'
> =A0
> These statements would imply that connecting to different port numbers=20=

> with the same logon details is valid !!
> =A0
> The sections relating to mulit-cast/pub-sub may be applicable.
> =A0
> Jem...
> =A0
> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...]On Behalf Of=20=

> Oren Miller
> Sent: Friday, July 30, 2004 4:49 AM
> To: Shamanth
> Cc: qui...@li...;=20
> qui...@li...
> Subject: Re: [Quickfix-developers] Session Identification Problem
>
> That's a strange scenario. The way QuickFIX would handle this now is=20=

> the way you don't want to do it, two separate processes. The problem=20=

> with using something like the port to identify the session is twofold.=20=

> One, as Joerg pointed out, it is a transport level concept and not one=20=

> which the fix protocol itself is familiar with. Another problem is=20
> that the port is not a part of the message. In other words, in a=20
> scenario like this, you can no longer rely on the contents of the=20
> message to identify what session it belongs to. This means we would=20
> have to rely on some meta-data in addition to the FIX message itself=20=

> to figure out where it needs to be routed. I don't have a problem with=20=

> this necessarily, but I don't think and arbitrary attribute like the=20=

> session port is the way to do it.
>
>
>  One thing I may consider is something along the lines of a UserID=20
> configuration field. Something like this:
>
>
>  [SESSION]
>  SenderCompID=3DSENDER
>  TargetCompID=3DTARGET
>  UserID=3DMARKETDATA
>
>
>  [SESSION]
>  SenderCompID=3DSENDER
>  TargetCompID=3DTARGET
>  UserID=3DORDER
>
>
>  This user id would be optional, and it would at least make the id=20
> meaningful.
>
>
>  On Jul 28, 2004, at 7:18 AM, Shamanth wrote:
>
>
>  Hi
>
>
> We have a provider who has the two sessions exposed
> 1) For Marketdata
> 2) For Order
>
>
> The problem is both these sessions use same SenderID, SenderSubID,=20
> TargetID and also the SocketConnectHost the only difference is in the=20=

> port number (SocketConnetPort).
>
>
> How does quickfix can be setup to handle the above situation. We want=20=

> to run only one instance of quickfix servicing both the sessions.
>
>
> thanks
> R Shamanth
>
>
> =A0 NOTICE
>
>
> This e-mail message and any attachments, which may contain=20
> confidential information, are to be viewed solely by the intended=20
> recipient of Integral Development Corp.=A0 If the reader of this =
message=20
> is not the intended recipient, you are hereby notified that any use,=20=

> dissemination, distribution or copying of this communication is=20
> strictly prohibited.=A0 If you have received this message in error,=20
> please immediately notify the sender and delete the mail and all=20
> attachments.
>

[Quickfix-users] RE: [Quickfix-developers] Session Identification Problem

[Day, J. B. S. <Je...@ba...>]

This is an interesting scenario....
=20
The Fix (4.4) spec states that...
=20
A Fix 'Connection' : comprises Login, msg exchange, Logout
A Fix 'Session' : comprises 1 or more Fix 'Connections'
=20
These statements would imply that connecting to different port numbers =
with the same logon details is valid !!
=20
The sections relating to mulit-cast/pub-sub may be applicable.
=20
Jem...
=20

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...]On Behalf Of =
Oren Miller
Sent: Friday, July 30, 2004 4:49 AM
To: Shamanth
Cc: qui...@li...; =
qui...@li...
Subject: Re: [Quickfix-developers] Session Identification Problem


That's a strange scenario. The way QuickFIX would handle this now is the =
way you don't want to do it, two separate processes. The problem with =
using something like the port to identify the session is twofold. One, =
as Joerg pointed out, it is a transport level concept and not one which =
the fix protocol itself is familiar with. Another problem is that the =
port is not a part of the message. In other words, in a scenario like =
this, you can no longer rely on the contents of the message to identify =
what session it belongs to. This means we would have to rely on some =
meta-data in addition to the FIX message itself to figure out where it =
needs to be routed. I don't have a problem with this necessarily, but I =
don't think and arbitrary attribute like the session port is the way to =
do it.=20

One thing I may consider is something along the lines of a UserID =
configuration field. Something like this:=20

[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DMARKETDATA=20

[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DORDER=20

This user id would be optional, and it would at least make the id =
meaningful.=20

On Jul 28, 2004, at 7:18 AM, Shamanth wrote:=20


Hi=20

We have a provider who has the two sessions exposed=20
1) For Marketdata=20
2) For Order=20

The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).=20

How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.=20

thanks=20
R Shamanth=20

  NOTICE=20

This e-mail message and any attachments, which may contain confidential =
information, are to be viewed solely by the intended recipient of =
Integral Development Corp.  If the reader of this message is not the =
intended recipient, you are hereby notified that any use, dissemination, =
distribution or copying of this communication is strictly prohibited.  =
If you have received this message in error, please immediately notify =
the sender and delete the mail and all attachments.

RE: [Quickfix-users] Settings for discontiguous session times

[Brendan B. B. <br...@ka...>]

Oren,

Thanks for the reply.  Yes, I think your solution makes sense (I had
begun thinking along similar lines :-) ).

Regards,
Brendan

> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of Oren
> Miller
> Sent: Friday, July 30, 2004 6:35 AM
> To: br...@ka...
> Cc: QuickFIX-Users
> Subject: Re: [Quickfix-users] Settings for discontiguous session times
> 
> 
> Brendan,
> 
> You could set this up as simply one session going from 00:25 until 
> 23:55.  The question is if either of you would be bothered with the 
> reconnection attempts between 21:50 and 22:10.  If it is a problem, you 
> could work around it right now by calling logoff on the session during 
> the break, and logon when you need to get back on.  This will prevent 
> reconnection attempts during that time.  We may want to make the 
> session time more powerful in the future to handle these cases.

[Quickfix-users] RE: [Quickfix-developers] Session Identification Problem

[Shamanth <sha...@in...>]

Hi Oren
=20
Thanks for the reply, the option of using UserID is very helpful, we =
could do this.:)
=20
But does FIXProtocol allow this? like can we have same sender and =
targetID for two different sessions if the two sessions are different in =
functionality?
or does it say that we need to have a unique combination of senderId and =
targetID.=20
=20
I did go through the FIXProtocol spec, but I could not identify any =
place where it specifically states this.=20
=20
thanks
R Shamanth

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Friday, July 30, 2004 5:19 PM
To: Shamanth
Cc: qui...@li...; =
qui...@li...
Subject: Re: [Quickfix-developers] Session Identification Problem



That's a strange scenario. The way QuickFIX would handle this now is the =
way you don't want to do it, two separate processes. The problem with =
using something like the port to identify the session is twofold. One, =
as Joerg pointed out, it is a transport level concept and not one which =
the fix protocol itself is familiar with. Another problem is that the =
port is not a part of the message. In other words, in a scenario like =
this, you can no longer rely on the contents of the message to identify =
what session it belongs to. This means we would have to rely on some =
meta-data in addition to the FIX message itself to figure out where it =
needs to be routed. I don't have a problem with this necessarily, but I =
don't think and arbitrary attribute like the session port is the way to =
do it.=20


One thing I may consider is something along the lines of a UserID =
configuration field. Something like this:=20


[SESSION]=20

SenderCompID=3DSENDER=20

TargetCompID=3DTARGET=20

UserID=3DMARKETDATA=20


[SESSION]=20

SenderCompID=3DSENDER=20

TargetCompID=3DTARGET=20

UserID=3DORDER=20


This user id would be optional, and it would at least make the id =
meaningful.=20


On Jul 28, 2004, at 7:18 AM, Shamanth wrote:=20


Hi=20


We have a provider who has the two sessions exposed=20

1) For Marketdata=20

2) For Order=20


The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).=20


How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.=20


thanks=20

R Shamanth=20


  NOTICE=20


This e-mail message and any attachments, which may contain confidential =
information, are to be viewed solely by the intended recipient of =
Integral Development Corp.  If the reader of this message is not the =
intended recipient, you are hereby notified that any use, dissemination, =
distribution or copying of this communication is strictly prohibited.  =
If you have received this message in error, please immediately notify =
the sender and delete the mail and all attachments.

[Quickfix-users] Re: [Quickfix-developers] Session Identification Problem

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

That's a strange scenario.  The way QuickFIX would handle this now is=20
the way you don't want to do it, two separate processes.  The problem=20
with using something like the port to identify the session is twofold. =20=

One, as Joerg pointed out, it is a transport level concept and not one=20=

which the fix protocol itself is familiar with.  Another problem is=20
that the port is not a part of the message.  In other words, in a=20
scenario like this, you can no longer rely on the contents of the=20
message to identify what session it belongs to.  This means we would=20
have to rely on some meta-data in addition to the FIX message itself to=20=

figure out where it needs to be routed.  I don't have a problem with=20
this necessarily, but I don't think and arbitrary attribute like the=20
session port is the way to do it.

One thing I may consider is something along the lines of a UserID=20
configuration field.  Something like this:

[SESSION]
SenderCompID=3DSENDER
TargetCompID=3DTARGET
UserID=3DMARKETDATA

[SESSION]
SenderCompID=3DSENDER
TargetCompID=3DTARGET
UserID=3DORDER

This user id would be optional, and it would at least make the id=20
meaningful.

On Jul 28, 2004, at 7:18 AM, Shamanth wrote:

> Hi
>
> We have a provider who has the two sessions exposed
>  1) For Marketdata
>  2) For Order
>
> The problem is both these sessions use same SenderID, SenderSubID,=20
> TargetID and also the SocketConnectHost the only difference is in the=20=

> port number (SocketConnetPort).
>
> How does quickfix can be setup to handle the above situation. We want=20=

> to run only one instance of quickfix servicing both the sessions.
>
> thanks
>  R Shamanth
>
> =A0 NOTICE
>
> This e-mail message and any attachments, which may contain=20
> confidential information, are to be viewed solely by the intended=20
> recipient of Integral Development Corp.=A0 If the reader of this =
message=20
> is not the intended recipient, you are hereby notified that any use,=20=

> dissemination, distribution or copying of this communication is=20
> strictly prohibited.=A0 If you have received this message in error,=20
> please immediately notify the sender and delete the mail and all=20
> attachments.

Re: [Quickfix-users] Settings for discontiguous session times

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

Brendan,

You could set this up as simply one session going from 00:25 until 
23:55.  The question is if either of you would be bothered with the 
reconnection attempts between 21:50 and 22:10.  If it is a problem, you 
could work around it right now by calling logoff on the session during 
the break, and logon when you need to get back on.  This will prevent 
reconnection attempts during that time.  We may want to make the 
session time more powerful in the future to handle these cases.

--oren

On Jul 28, 2004, at 10:25 AM, Brendan B. Boerner wrote:

> Hi,
>
> This is to request help in configuring sessions for a FIX server
> which implements session times as follows:
>
> "FIX connectivity is available from 00:25 to 21:50 and 22:10 to 23:55
> Monday to Friday (all client connections are dropped at 21:50 and
> again at 23:55).
>
> "FIX sequence numbers are reset at the beginning of each weekday
> before the 00:25 start."
>
> Would I create two session entries w/the different times?  How would
> I tell it to reset seq nums prior to the start of the first session?
> I could use ResetOnLogout=Y for the 2nd session I think although the
> seqnums would be reset if I logged out prior to 23:55.
>
> # Prices, 1st session
> [SESSION]
> ConnectionType=initiator
> SenderCompID=SENDERID
> TargetCompID=TARGETID
> SocketConnectHost=...
> SocketConnectPort=...
> FileStorePath=.\FixFiles
> FileLogPath=.\FixFiles
> StartTime=00:25:00
> EndTime=021:50:00
> ResetOnLogout=N
>
> # Prices, 2nd session
> [SESSION]
> ConnectionType=initiator
> SenderCompID=SENDERID
> TargetCompID=TARGETID
> SocketConnectHost=...
> SocketConnectPort=...
> FileStorePath=.\FixFiles
> FileLogPath=.\FixFiles
> StartTime=22:10:00
> EndTime=23:55:00
> ResetOnLogout=Y
>
> TIA,
> Brendan
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by BEA Weblogic Workshop
> FREE Java Enterprise J2EE developer tools!
> Get your free copy of BEA WebLogic Workshop 8.1 today.
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>

[Quickfix-users] Settings for discontiguous session times

[Brendan B. B. <br...@ka...>]

Hi,

This is to request help in configuring sessions for a FIX server
which implements session times as follows:

"FIX connectivity is available from 00:25 to 21:50 and 22:10 to 23:55
Monday to Friday (all client connections are dropped at 21:50 and
again at 23:55).

"FIX sequence numbers are reset at the beginning of each weekday
before the 00:25 start."

Would I create two session entries w/the different times?  How would
I tell it to reset seq nums prior to the start of the first session?
I could use ResetOnLogout=Y for the 2nd session I think although the
seqnums would be reset if I logged out prior to 23:55.

# Prices, 1st session
[SESSION]
ConnectionType=initiator
SenderCompID=SENDERID
TargetCompID=TARGETID
SocketConnectHost=...
SocketConnectPort=...
FileStorePath=.\FixFiles
FileLogPath=.\FixFiles
StartTime=00:25:00
EndTime=021:50:00
ResetOnLogout=N

# Prices, 2nd session
[SESSION]
ConnectionType=initiator
SenderCompID=SENDERID
TargetCompID=TARGETID
SocketConnectHost=...
SocketConnectPort=...
FileStorePath=.\FixFiles
FileLogPath=.\FixFiles
StartTime=22:10:00
EndTime=23:55:00
ResetOnLogout=Y

TIA,
Brendan

[Quickfix-users] RE: Reconnect problem.

[Shamanth <sha...@in...>]

Hi Oren

Sorry I forgot to mention the version. I am using 1.7.1, tomorrow I will =
test it with 1.8 and let you guys know the results.

thanks
R Shamanth

>  -----Original Message-----
> From: 	Shamanth =20
> Sent:	Friday, July 23, 2004 5:30 PM
> To:	'qui...@li...'
> Cc:	'qui...@li...'
> Subject:	Reconnect problem.
>=20
> Hi
>=20
> We have a problem with disconnect.
>=20
> We have a simulator (quickfix instance "acceptor") and a FIX =
client(also quickfix instance "initiator").
>=20
> On the acceptor our starttime and endtime are
> StartTime=3D00:00:00
> EndTime=3D00:00:00
>=20
> On the initiator our starttime and endtime are
> StartTime=3D05:30:00   (IST =3D  GMT + 5:30)
> EndTime=3D05:30:00   (IST: GMT + 5:30)
>=20
> Also
> CheckLatency=3DN
> ResetOnDisconnect=3DN
> ResetSeqNoOnLogon=3Dtrue
>=20
> But the problem is the acceptor disconnects exactly at 00:00:00 GMT =
and does not reconnect. We have tried by changing the initiator start =
and end time to 06:00:00, and ResetSeqNoOnLogon to false. But this does =
not solve the problem.
>=20
> Does any one know what could be the problem.
>=20
> NOTE: Both initiator and simulator are sitting on the same machine.
>=20
> thanks and regards
> R Shamanth
>=20
>=20
>   NOTICE
> This e-mail message and any attachments, which may contain =
confidential information, are to be viewed solely by the intended =
recipient of Integral Development Corp.  If the reader of this message =
is not the intended recipient, you are hereby notified that any use, =
dissemination, distribution or copying of this communication is strictly =
prohibited.  If you have received this message in error, please =
immediately notify the sender and delete the mail and all attachments.
>=20

[Quickfix-users] Session Identification Problem

[Shamanth <sha...@in...>]

Hi

We have a provider who has the two sessions exposed
1) For Marketdata
2) For Order

The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).

How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.

thanks
R Shamanth

>   NOTICE
> This e-mail message and any attachments, which may contain =
confidential information, are to be viewed solely by the intended =
recipient of Integral Development Corp.  If the reader of this message =
is not the intended recipient, you are hereby notified that any use, =
dissemination, distribution or copying of this communication is strictly =
prohibited.  If you have received this message in error, please =
immediately notify the sender and delete the mail and all attachments.
>=20

[Quickfix-users] Reconnect problem.

[Shamanth <sha...@in...>]

Hi

We have a problem with disconnect.

We have a simulator (quickfix instance "acceptor") and a FIX client(also =
quickfix instance "initiator").

On the acceptor our starttime and endtime are
StartTime=3D00:00:00
EndTime=3D00:00:00

On the initiator our starttime and endtime are
StartTime=3D05:30:00   (IST =3D  GMT + 5:30)
EndTime=3D05:30:00   (IST: GMT + 5:30)

Also
CheckLatency=3DN
ResetOnDisconnect=3DN
ResetSeqNoOnLogon=3Dtrue

But the problem is the acceptor disconnects exactly at 00:00:00 GMT and =
does not reconnect. We have tried by changing the initiator start and =
end time to 06:00:00, and ResetSeqNoOnLogon to false. But this does not =
solve the problem.

Does any one know what could be the problem.

NOTE: Both initiator and simulator are sitting on the same machine.

thanks and regards
R Shamanth


>   NOTICE
> This e-mail message and any attachments, which may contain =
confidential information, are to be viewed solely by the intended =
recipient of Integral Development Corp.  If the reader of this message =
is not the intended recipient, you are hereby notified that any use, =
dissemination, distribution or copying of this communication is strictly =
prohibited.  If you have received this message in error, please =
immediately notify the sender and delete the mail and all attachments.
>=20

Re: [Quickfix-users] FIXML

[Nikhil B. <ass...@ya...>]

Hi Oren,
 
I have a Java FIX <-> FIXML converter that converts FIXML docs to FIX messages and vice versa.  It sits on top of QuickFIX, so basically it will convert QuickFIX messages to FIXML and FIXML messages to QuickFIX messages.
 
If anybody is interested, please contact me,
Nikhil
 
AssistSoft Corp

Oren Miller <or...@qu...> wrote:
No we don't, but people do keep asking about this. I'm actually kind 
of curious about what people are looking for in this regard. Aside 
from a standard XML API, what sort of add ons would you be looking for 
in a FIXML tool? Are you looking to translate between FIX and FIXML? 
Are the normal XML parsers too generic, and you something with more 
specific knowledge if FIXML would be useful?

--oren

On Jul 7, 2004, at 7:29 PM, gui...@ub... wrote:

> Hi,
>
> I am currently looking for some tools to create and read some FIXML
> messages in C/C++ language. I was wondering if the QuickFix library was
> offering some solutions for that subject ?
>
> Thanks for your answer/advice,
>
> Guillaume
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



-------------------------------------------------------
This SF.Net email sponsored by Black Hat Briefings & Training.
Attend Black Hat Briefings & Training, Las Vegas July 24-29 - 
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_______________________________________________
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Re: [Quickfix-users] FIXML

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

No we don't, but people do keep asking about this.  I'm actually kind 
of curious about what people are looking for in this regard.  Aside 
from a standard XML API, what sort of add ons would you be looking for 
in a FIXML tool?  Are you looking to translate between FIX and FIXML?  
Are the normal XML parsers too generic, and you something with more 
specific knowledge if FIXML would be useful?

--oren

On Jul 7, 2004, at 7:29 PM, gui...@ub... wrote:

> Hi,
>
> I am currently looking for some tools to create and read some FIXML
> messages in C/C++ language. I was wondering if the QuickFix library was
> offering some solutions for that subject ?
>
> Thanks for your answer/advice,
>
> Guillaume
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] FIXML

[<gui...@ub...>]

Hi,

I am currently looking for some tools to create and read some FIXML
messages in C/C++ language. I was wondering if the QuickFix library was
offering some solutions for that subject ?

Thanks for your answer/advice,

Guillaume

Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'

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

Indeed.  I checked in fixes for both of these into CVS.

--oren

On Jul 6, 2004, at 3:55 AM, Joerg Thoennes wrote:

> Hi Shaun,
>
>> 1.
>> When you run Executor (Java version) with an incomplete cfg file, it  
>> can cause a Virtual Machine abort, rather than a useful error  
>> message. See attached hs_err_pid3304.log log file for details. Don't  
>> think this is a huge deal since it does work fine with a sensible cfg  
>> file. This may be the same problem as listed here  
>> http://sourceforge.net/mailarchive/forum.php? 
>> thread_id=4325589&forum_id=103  
>> <http://sourceforge.net/mailarchive/forum.php? 
>> thread_id=4325589&forum_id=103>.
>
> I know about such problems. When I use the FileLogFactory, but forgot  
> to add the entry to the cfg file, QF aborts. Will check this...
>
> Oren, what do you know about this? Probably a ConfigError should be  
> thrown or is not correctly catched in the JNI layer.

Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'

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

>> 1.
>> When you run Executor (Java version) with an incomplete cfg file, it 
>> can cause a Virtual Machine abort, rather than a useful error message. 
>> See attached hs_err_pid3304.log log file for details. Don't think this 
>> is a huge deal since it does work fine with a sensible cfg file. This 
>> may be the same problem as listed here 
>> http://sourceforge.net/mailarchive/forum.php?thread_id=4325589&forum_id=103 
>> <http://sourceforge.net/mailarchive/forum.php?thread_id=4325589&forum_id=103>. 
> 
> I know about such problems. When I use the FileLogFactory, but forgot to 
> add the entry to the cfg file, QF aborts. Will check this...
> 
> Oren, what do you know about this? Probably a ConfigError should be 
> thrown or is not correctly catched in the JNI layer.

The C++ tradeclient says "ConfigError..." if I remove the FileLog config 
entry, so I assume some problem in the JNI layer. Did not find anything 
so far.

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

Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'

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

Hi Shaun,

> 1.
> When you run Executor (Java version) with an incomplete cfg file, it can 
> cause a Virtual Machine abort, rather than a useful error message. See 
> attached hs_err_pid3304.log log file for details. Don't think this is a 
> huge deal since it does work fine with a sensible cfg file. This may be 
> the same problem as listed here 
> http://sourceforge.net/mailarchive/forum.php?thread_id=4325589&forum_id=103 
> <http://sourceforge.net/mailarchive/forum.php?thread_id=4325589&forum_id=103>.

I know about such problems. When I use the FileLogFactory, but forgot to 
add the entry to the cfg file, QF aborts. Will check this...

Oren, what do you know about this? Probably a ConfigError should be 
thrown or is not correctly catched in the JNI layer.

> 2.
> When I have Executor and Banzai running and connected to each other, 
> when I try to submit an order, I always get an error about tag58 (Text) 
> being out of range, e.g.
>  
> <20040705-14:41:29, FIX.4.0:CLIENT1->TW, incoming>
>   
> (8=FIX.4.0☺9=107☺35=3☺34=115☺49=TW☺52=20040705-14:41:29☺56=CLIENT1☺45=468☺58=Value 
> is incorrect (out of range) for this tag☺10=153☺)
>  
> Not sure how useful this feedback is, but if I come across anything else 
> I'll let you know. Thanks again for your help...

Tag 58 is the explanatory text for you to read; it is not tag 58 which 
is out of range. Tag 45 refers to sequence number 468 (34=468).

Probably you tried to send a MARKET order from Banzai to the Executor. 
The Executor only accepts LIMIT orders, others are rejected:


      56         if(ordType.getValue() != OrdType.LIMIT)
      57             throw new IncorrectTagValue(ordType.getField());

This from the file

      quickfix-1.8.0/quickfix/examples/executor/java/src/Application.java

The thrown exception results in the session level reject being sent.

The Ordermatcher rejects that order with an ExecutionReport:

58=Unsupported Order Type, use limit

which is more helpful here.

Just try the order matcher to see the difference.

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

Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'

[Shaun A. <Sh...@Ab...>]

Hi Oren,
Many thanks for passing on the binary release. I have ordered a copy of =
Visual Studio .Net so I will hopefully be able to build it myself soon, =
but your version has helped me a lot until then.

The following are my observations from my limited use of the build so =
far:

1.
When you run Executor (Java version) with an incomplete cfg file, it can =
cause a Virtual Machine abort, rather than a useful error message. See =
attached hs_err_pid3304.log log file for details. Don't think this is a =
huge deal since it does work fine with a sensible cfg file. This may be =
the same problem as listed here =
http://sourceforge.net/mailarchive/forum.php?thread_id=3D4325589&forum_id=
=3D103.

2.
When I have Executor and Banzai running and connected to each other, =
when I try to submit an order, I always get an error about tag58 (Text) =
being out of range, e.g.

<20040705-14:41:29, FIX.4.0:CLIENT1->TW, incoming>
  =
(8=3DFIX.4.0=E2=98=BA9=3D107=E2=98=BA35=3D3=E2=98=BA34=3D115=E2=98=BA49=3D=
TW=E2=98=BA52=3D20040705-14:41:29=E2=98=BA56=3DCLIENT1=E2=98=BA45=3D468=E2=
=98=BA58=3DValue is incorrect (out of range) for this =
tag=E2=98=BA10=3D153=E2=98=BA)

Not sure how useful this feedback is, but if I come across anything else =
I'll let you know. Thanks again for your help...

Shaun
  ----- Original Message -----=20
  From: Oren Miller=20
  To: Shaun Abram=20
  Cc: qui...@li...=20
  Sent: Thursday, July 01, 2004 9:36 PM
  Subject: Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'


  Here is a link to a windows binary release. It's experimental so =
feedback would be appreciated.

  =
http://prdownloads.sourceforge.net/quickfix/quickfix-bin-1.8.0.zip?downlo=
ad

  On Jul 1, 2004, at 3:33 AM, Shaun Abram wrote:


    Hi,
    I am a Java developer very keen to get to learn more about Quickfix, =
but really struggling to get it built. My C++ knowledge is very limited, =
so excuse me is this is a stupid question. I am trying to build it on =
WinXP Pro using Microsoft Visual C++ (2005 Express Edition Beta - i.e. =
the free version, I don't have access to the full Visual Studio), but I =
keep getting the following error message:
    =20

    fatal error C1083: Cannot open include file: 'ole2.h': No such file =
or directory
    =20
    Has anyone else tried building Quickfix with VC++ Express, or have =
any ides on how to get rid of this problem? Any suggestions greatly =
appreciated.
    =20
    Thanks in advance,
    =20
    Shaun
    =20
    PS Will there ever be a time when built, rather than source only,  =
versions are available for download?
    =20

Re: [Quickfix-users] QFExecutor and test harnesses

[Danny P. <da...@pi...>]

Oren,

Thanks for the suggestion. Yes I had looked at it and it will certainly 
help. I was just interested to know if anyone else out there is writing 
generic test harness programs for all this stuff.

DP

--On 01 July 2004 10:40 -0500 Oren Miller <or...@qu...> wrote:

> Have you taken a look at the ordermatch example?  I think this may have
> at least some of the functionality you are looking for.
>
> --oren
>
> On Jul 1, 2004, at 5:33 AM, Danny Pike wrote:
>
>> Hi,
>>
>> I am looking for a harness / market simulator to test our FIX-based
>> trading system that is based on QuickFIX. Has anyone created or
>> started working on such a thing already? I would be willing to help
>> out just to save the effort of creating the whole thing from scratch
>> based on QFExecutor or somesuch.
>>
>> Thanks,
>>
>> DP
>>
>>
>>
>> -------------------------------------------------------
>> This SF.Net email sponsored by Black Hat Briefings & Training.
>> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital
>> self defense, top technical experts, no vendor pitches, unmatched
>> networking opportunities. Visit www.blackhat.com
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital
> self defense, top technical experts, no vendor pitches, unmatched
> networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] Visual C++ build problems: 'ole2.h'

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

Here is a link to a windows binary release.  It's experimental so =20
feedback would be appreciated.

http://prdownloads.sourceforge.net/quickfix/quickfix-bin-1.8.0.zip?=20
download

On Jul 1, 2004, at 3:33 AM, Shaun Abram wrote:

> Hi,
> I am a Java developer very keen to get to learn more about Quickfix, =20=

> but really struggling to get it built. My C++ knowledge is very =20
> limited, so excuse me is this is a stupid question. I am trying to =20
> build it on WinXP Pro using Microsoft Visual=A0C++ (2005 Express =
Edition =20
> Beta - i.e. the free version, I don't have access to the full Visual =20=

> Studio), but I keep getting the following error message:
>  =A0
>
> fatal error C1083: Cannot open include file: 'ole2.h': No such file or =
=20
> directory
> =A0
> Has anyone else tried building Quickfix with VC++ Express, or have any =
=20
> ides on how to get rid of this problem? Any suggestions greatly =20
> appreciated.
> =A0
> Thanks in advance,
> =A0
> Shaun
> =A0
> PS Will there ever be a time when built, rather than source =20
> only,=A0=A0versions are available for download?
> =A0

Re: [Quickfix-users] QFExecutor and test harnesses

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

Have you taken a look at the ordermatch example?  I think this may have 
at least some of the functionality you are looking for.

--oren

On Jul 1, 2004, at 5:33 AM, Danny Pike wrote:

> Hi,
>
> I am looking for a harness / market simulator to test our FIX-based 
> trading system that is based on QuickFIX. Has anyone created or 
> started working on such a thing already? I would be willing to help 
> out just to save the effort of creating the whole thing from scratch 
> based on QFExecutor or somesuch.
>
> Thanks,
>
> DP
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital 
> self defense, top technical experts, no vendor pitches, unmatched 
> networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>