quickfix-users — QuickFIX user support

[Quickfix-users] Vacation/release

[Miller, O. <OM...@ri...>]

I will be out of town until the 28th of december.  After my return, I =
plan to get out the new release, likely to be versioned as 1.7.  Among =
other thing, there will be full 4.4 support for .NET. =20

We have had more contributors to this version than ever before.  thank =
you to everyone who has helped out.

Although it is impossible to know how many installations of QuickFIX are =
out there, it appears to be very signifigant.  The big execution =
providers are taking notice as more and more people connect to them with =
QuickFIX.=20

The popularity of QF can be attributed almost completely to word of =
mouth.  Keep it up! Combined with the growing acceptance of open source =
within the business community, I believe our so called "market share" =
will continue to grow.

I hope this next year will bring a new evolution to quickfix.  There are =
several big projects on the plate which I hope will either be =
inroporated into an eventual 2.0 release, or be spunoff into new =
projects.  Thank you for your support and have a happy holiday.

--oren
--------------------------
Sent from my BlackBerry Wireless Handheld

Re: [Quickfix-users] Could not open incoming file, HELP

[Dominique J. <jun...@ho...>]

Hi All,

I tried all the possibilities to fix this "Could not open incoming file", 
now I'm sure that the error comes from somewhere else (if these files can't 
be opend, that's something else, not the definition itself in the config 
file).

I think that the error comes from the definition of MyApplication.
Here is a part of the code (sorry, I do it in VB.NET, which seems not to be 
very popular, as I didn't find help for that language in on your Web Site) :

...

        Dim settings As SessionSettings
        Dim FileName As String
        Dim myapplication As MyApplication
        Dim storeFactory As FileStoreFactory
        Dim logFactory As FileLogFactory
        Dim messageFactory As MessageFactory
        Dim role As String

        Dim LineDisplayed As String
        role = SessionType

        LineDisplayed = Date.Now + " Starting " + role + " session..."
        OutPut.text = OutPut.Text + Chr(13) + LineDisplayed
        OutPut.Refresh()

        Try
            Select Case role
                Case "Acceptor"
                    Dim acceptor As SocketAcceptor
                    FileName = "D:\AcceptorConfig.txt"

                    settings = New SessionSettings(FileName)

                    myapplication = New MyApplication()

                    storeFactory = New FileStoreFactory(settings)
                    logFactory = New FileLogFactory(FileName)
                    messageFactory = New DefaultMessageFactory()

                    acceptor = New SocketAcceptor(myapplication, 
storeFactory, settings, logFactory, messageFactory)

                    acceptor.start()

...

My concern is now more about the MyApplication definition... What does it 
suppose to include? Can someone give me a VB.NET example?

Sorry for this "very basic" question, but I really don't know how to do 
that.

Many thanks.



Junker Dominique





>From: "Dominique Junker" <jun...@ho...>
>To: OM...@ri..., qui...@li...
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Mon, 08 Dec 2003 07:40:08 +0100
>
>It may be that... I'll check it this evening. I remember that I can't 
>delete the log files just after a trying to start a session.
>
>
>Thanks.
>
>
>
>
>Junker Dominique
>
>
>
>
>
>>From: "Miller, Oren" <OM...@ri...>
>>To: <jun...@ho...>,<qui...@li...>
>>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>>Date: Sun, 7 Dec 2003 19:36:27 -0600
>>
>>Well, it is using an ofstream which it tries to open with ios::app and 
>>ios::out.  Pretty standard.  Is it possible there is another proces that 
>>has a lock on the file?  Can you open it with a text editor and modify it?
>>
>>--------------------------
>>Sent from my BlackBerry Wireless Handheld
>>
>>
>>-----Original Message-----
>>From: Dominique Junker <jun...@ho...>
>>To: Miller, Oren <OM...@ri...>; 
>>qui...@li... 
>><qui...@li...>
>>Sent: Sun Dec 07 10:28:47 2003
>>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>>
>>I tested the following things :
>>
>>FileStorePath=D:/logs
>>FileStorePath=D:/logs/
>>FileStorePath=D:/logs/*
>>FileStorePath=D:\logs
>>FileStorePath=D:\logs\
>>FileStorePath=D:\logs\*
>>
>>And none of these worked... My application is working under XP, is there a
>>way to check that my application is able to have a full access to this
>>directory and its files? I know how to check that under Unix.. But not
>>really under XP.
>>An if the application is able to create the files, what's then the problem
>>to re-access to them?
>>
>>Thanks a lot.
>>
>>
>>Junker Dominique
>>
>>
>>
>>
>>
>> >From: "Miller, Oren" <OM...@ri...>
>> >To: <jun...@ho...>,<qui...@li...>
>> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>> >Date: Sun, 7 Dec 2003 10:15:33 -0600
>> >
>> >I think your problem may be the trailing / on the directory.  Qf assumes 
>>no
>> >trailing backslashes on directories.  Try using FileStorePath=D:/logs
>> >
>> >--------------------------
>> >Sent from my BlackBerry Wireless Handheld
>> >
>> >
>> >-----Original Message-----
>> >From: Dominique Junker <jun...@ho...>
>> >To: Miller, Oren <OM...@ri...>;
>> >qui...@li... 
>><qui...@li...>
>> >Sent: Sun Dec 07 10:08:19 2003
>> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>> >
>> >Thanks for this quick answer.
>> >This is what I thought in a first step. But here is what I have in my cf
>> >file :
>> >
>> >FileStorePath=D:/logs/
>> >
>> >After starting my application and receiving the exception ("Could not 
>>open
>> >incoming file"), I have 4 files created in the "D:/logs/" directory (a
>> >.body, .header, .session and a .seqnums). These files have their 
>>creation
>> >date set to the date-time when I started the applcation. Note that only 
>>the
>> >.seqnums and the .session are filled respectively by "1 : 1" and
>> >"20031207-15:50:44"). The two others are empty.
>> >
>> >That' why I thought that this is coming from something else... How can I
>> >confirm that I have permission to create this files and directory 
>>properly?
>> >
>> >Any idea?
>> >
>> >Thanks a lot...
>> >
>> >
>> >
>> >Junker Dominique
>> >
>> >
>> >
>> >
>> >
>> > >From: "Miller, Oren" <OM...@ri...>
>> > >To: 
>><jun...@ho...>,<qui...@li...>
>> > >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>> > >Date: Sun, 7 Dec 2003 09:41:08 -0600
>> > >
>> > >This means you are using the FileLogFactory and qf is unable to open 
>>or
>> > >create the file which logs incoming messages.  The FileLog attempts to
>> > >create this file in the FileLogPath specified in you configuration 
>>file.
>> > >Verify you have permission to create this file and directory.
>> > >
>> > >--------------------------
>> > >Sent from my BlackBerry Wireless Handheld
>> > >
>> > >
>> > >-----Original Message-----
>> > >From: Dominique Junker <jun...@ho...>
>> > >To: qui...@li...
>> > ><qui...@li...>
>> > >Sent: Sun Dec 07 07:02:27 2003
>> > >Subject: [Quickfix-users] Could not open incoming file, HELP
>> > >
>> > >All,
>> > >
>> > >I try to start for the first time a QuickFIX Acceptor (VB .NET, 
>>1-6-0). I
>> > >changed a couple of times the configuration file (to fix different 
>>pbs),
>> > >but
>> > >now I have the following execption : "Could not open incoming file", 
>>and
>> >I
>> > >have no idea about the way to fix that.
>> > >
>> > >All the others Exception Messages are clear, but this not really..
>> > >
>> > >Could soemeone tell me what I have to change (in my configuration 
>>file?)?
>> > >Thanks for your help.
>> > >
>> > >
>> > >
>> > >Junker Dominique
>> > >
>> > >_________________________________________________________________
>> > >Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>> > >
>> > >
>> > >
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Re: [Quickfix-users] Avoiding 'stale' orders

[Miller, O. <OM...@ri...>]

Brendan,

You should monitor messages in the toApp callback and throw a DoNotSend =
exception for all messages you do not want resent.  You can do this by =
checking for the PosDup flag and then checking the MsgType for orders.  =
You can check the OrigSendingTime against the current time to decide if =
you think the order is to stale, or do what I do and just don't allow =
any orders to be resent ever.
--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Brendan B. Boerner <br...@ka...>
To: QuickFIX-Users <qui...@li...>
Sent: Thu Dec 11 15:29:02 2003
Subject: [Quickfix-users] Avoiding 'stale' orders

Hello,

Suppose my QuickFIX client has ten NewOrderSingle messages in the
file store when the connection drops.  After switching to the backup
ISP and reconnecting 10min later QuickFIX is able to connect to the
FIX server which requests the ten NewOrderSingle messages which is
doesn't have.

QF re-sends the messages adding a Tag 122 (OrigSendingTime) which
unfortunately the FIX server ignores, treating the resends as current
orders and proceeds to enter them into the market.

Given that some of these could be mkt orders, this might not be a
good thing.

Has anyone else solved this problem and if so would you consider
contributing your thoughts?

Regards,
Brendan



-------------------------------------------------------
This SF.net email is sponsored by: IBM Linux Tutorials.
Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
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admin.
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https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Avoiding 'stale' orders

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

Hello,

Suppose my QuickFIX client has ten NewOrderSingle messages in the
file store when the connection drops.  After switching to the backup
ISP and reconnecting 10min later QuickFIX is able to connect to the
FIX server which requests the ten NewOrderSingle messages which is
doesn't have.

QF re-sends the messages adding a Tag 122 (OrigSendingTime) which
unfortunately the FIX server ignores, treating the resends as current
orders and proceeds to enter them into the market.

Given that some of these could be mkt orders, this might not be a
good thing.

Has anyone else solved this problem and if so would you consider
contributing your thoughts?

Regards,
Brendan

Re: [Quickfix-users] Does QuickFix support SSL

[Oren M. <ore...@ya...>]

I thought there was something like that out there.  Great news.  Let me know if it works well enough, we'll mention it in the FAQ.

Eric Gufford <EGu...@FF...> wrote:
Oren: 

Short term fix for SSL support. http://www.stunnel.org/ 

Simple port forwarding app that will perform encryptio on outbound and decryption on inbound packets. Very simple, elegant solution. 

Eric Gufford
212-681-3130
egu...@ff... 


Oren Miller <ore...@ya...> 
12/10/2003 05:00 PM 

        
        To:        Eric Gufford <EGu...@FF...>, qui...@li... 
        cc:         
        bcc:         
        Subject:        Re: [Quickfix-users] Does QuickFix support SSL


Currently no.  We do have plans to inegrate openssl
(http://www.openssl.org/) into QuickFIX, but have not
yet done so.  I havn't looked at the library very
closely so I'm not sure how big a task it would be.
(if someone has already done this please let us know!)

--- Eric Gufford <EGu...@FF...> wrote:
> Does QuickFix support SSL connections to
> counterparties? We have a venue 
> that supports FIX, but uses SSL and no FIX
> encryption.
> 
> Eric Gufford
> 212-681-3130
> egu...@ff...
> 
>
**********************************************************************
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> of the addressee. The message
>  may contain information that is privileged and
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> communication, by e-mail or otherwise. Instead,
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__________________________________
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**********************************************************************
This e-mail message is intended solely for the use of the addressee. The message
may contain information that is privileged and confidential. Disclosure to
anyone other than the intended recipient is prohibited. If you are not the
intended recipient, please do not disseminate, distribute or copy this
communication, by e-mail or otherwise. Instead, please notify us immediately by
return e-mail (including the original message with your reply) and then delete
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We have taken precautions to minimize the risk of transmitting software viruses
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caused by software viruses.
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---------------------------------
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Re: [Quickfix-users] Does QuickFix support SSL

[Eric G. <EGu...@FF...>]

Oren:

Short term fix for SSL support. http://www.stunnel.org/

Simple port forwarding app that will perform encryptio on outbound and 
decryption on inbound packets. Very simple, elegant solution.

Eric Gufford
212-681-3130
egu...@ff...




Oren Miller <ore...@ya...>
12/10/2003 05:00 PM

 
        To:     Eric Gufford <EGu...@FF...>, qui...@li...
        cc: 
        bcc: 
        Subject:        Re: [Quickfix-users] Does QuickFix support SSL


Currently no.  We do have plans to inegrate openssl
(http://www.openssl.org/) into QuickFIX, but have not
yet done so.  I havn't looked at the library very
closely so I'm not sure how big a task it would be.
(if someone has already done this please let us know!)

--- Eric Gufford <EGu...@FF...> wrote:
> Does QuickFix support SSL connections to
> counterparties? We have a venue 
> that supports FIX, but uses SSL and no FIX
> encryption.
> 
> Eric Gufford
> 212-681-3130
> egu...@ff...
> 
>
**********************************************************************
> This e-mail message is intended solely for the use
> of the addressee. The message
>  may contain information that is privileged and
> confidential.  Disclosure to
> anyone other than the intended recipient is
> prohibited. If you are not the
> intended recipient, please do not disseminate,
> distribute or copy this
> communication, by e-mail or otherwise. Instead,
> please notify us immediately by
> return e-mail (including the original message with
> your reply) and then delete
> and discard all copies of the message.
> We have taken precautions to minimize the risk of
> transmitting software viruses
>  but nevertheless advise you to carry out your own
> virus checks on any
> attachment to  this  message.  We  accept  no 
> liability  for any loss or damage
>  caused by software viruses.
>
**********************************************************************
> 
> 


__________________________________
Do you Yahoo!?
New Yahoo! Photos - easier uploading and sharing.
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**********************************************************************
This e-mail message is intended solely for the use of the addressee. The message
 may contain information that is privileged and confidential.  Disclosure to
anyone other than the intended recipient is prohibited. If you are not the
intended recipient, please do not disseminate, distribute or copy this
communication, by e-mail or otherwise. Instead, please notify us immediately by
return e-mail (including the original message with your reply) and then delete
and discard all copies of the message.
We have taken precautions to minimize the risk of transmitting software viruses
 but nevertheless advise you to carry out your own virus checks on any
attachment to  this  message.  We  accept  no  liability  for any loss or damage
 caused by software viruses.
**********************************************************************

Re: [Quickfix-users] Does QuickFix support SSL

[Eric G. <EGu...@FF...>]

Oren:

I have looked at OpenSSL, and implementation seems fairly straight 
forward. Alas, I had hoped this was already done. 

I'll try to get my boss to OK it. If so, I'd be willing to share when I'm 
done.

If I read your source properly, I should only have to subclass 
SocketConnection and ThreadedSocketConnection to actually support 
transport, is that right? Seems that SocketAcceptor and SocketInitiator 
should probably be subclassed as well to allow for initialization settings 
and to provide a clean implementation. Would you agree? Come to think of 
it, SocketConnector would probably make sense too...

Guidance would be appreciated, as I've only spent a day or so looking at 
your stuff.

Eric Gufford
212-681-3130
egu...@ff...




Oren Miller <ore...@ya...>
12/10/2003 05:00 PM

 
        To:     Eric Gufford <EGu...@FF...>, qui...@li...
        cc: 
        bcc: 
        Subject:        Re: [Quickfix-users] Does QuickFix support SSL


Currently no.  We do have plans to inegrate openssl
(http://www.openssl.org/) into QuickFIX, but have not
yet done so.  I havn't looked at the library very
closely so I'm not sure how big a task it would be.
(if someone has already done this please let us know!)

--- Eric Gufford <EGu...@FF...> wrote:
> Does QuickFix support SSL connections to
> counterparties? We have a venue 
> that supports FIX, but uses SSL and no FIX
> encryption.
> 
> Eric Gufford
> 212-681-3130
> egu...@ff...
> 
>
**********************************************************************
> This e-mail message is intended solely for the use
> of the addressee. The message
>  may contain information that is privileged and
> confidential.  Disclosure to
> anyone other than the intended recipient is
> prohibited. If you are not the
> intended recipient, please do not disseminate,
> distribute or copy this
> communication, by e-mail or otherwise. Instead,
> please notify us immediately by
> return e-mail (including the original message with
> your reply) and then delete
> and discard all copies of the message.
> We have taken precautions to minimize the risk of
> transmitting software viruses
>  but nevertheless advise you to carry out your own
> virus checks on any
> attachment to  this  message.  We  accept  no 
> liability  for any loss or damage
>  caused by software viruses.
>
**********************************************************************
> 
> 


__________________________________
Do you Yahoo!?
New Yahoo! Photos - easier uploading and sharing.
http://photos.yahoo.com/




**********************************************************************
This e-mail message is intended solely for the use of the addressee. The message
 may contain information that is privileged and confidential.  Disclosure to
anyone other than the intended recipient is prohibited. If you are not the
intended recipient, please do not disseminate, distribute or copy this
communication, by e-mail or otherwise. Instead, please notify us immediately by
return e-mail (including the original message with your reply) and then delete
and discard all copies of the message.
We have taken precautions to minimize the risk of transmitting software viruses
 but nevertheless advise you to carry out your own virus checks on any
attachment to  this  message.  We  accept  no  liability  for any loss or damage
 caused by software viruses.
**********************************************************************

Re: [Quickfix-users] Does QuickFix support SSL

[Oren M. <ore...@ya...>]

Currently no.  We do have plans to inegrate openssl
(http://www.openssl.org/) into QuickFIX, but have not
yet done so.  I havn't looked at the library very
closely so I'm not sure how big a task it would be.
(if someone has already done this please let us know!)

--- Eric Gufford <EGu...@FF...> wrote:
> Does QuickFix support SSL connections to
> counterparties? We have a venue 
> that supports FIX, but uses SSL and no FIX
> encryption.
> 
> Eric Gufford
> 212-681-3130
> egu...@ff...
> 
>
**********************************************************************
> This e-mail message is intended solely for the use
> of the addressee. The message
>  may contain information that is privileged and
> confidential.  Disclosure to
> anyone other than the intended recipient is
> prohibited. If you are not the
> intended recipient, please do not disseminate,
> distribute or copy this
> communication, by e-mail or otherwise. Instead,
> please notify us immediately by
> return e-mail (including the original message with
> your reply) and then delete
> and discard all copies of the message.
> We have taken precautions to minimize the risk of
> transmitting software viruses
>  but nevertheless advise you to carry out your own
> virus checks on any
> attachment to  this  message.  We  accept  no 
> liability  for any loss or damage
>  caused by software viruses.
>
**********************************************************************
> 
> 


__________________________________
Do you Yahoo!?
New Yahoo! Photos - easier uploading and sharing.
http://photos.yahoo.com/

[Quickfix-users] Does QuickFix support SSL

[Eric G. <EGu...@FF...>]

Does QuickFix support SSL connections to counterparties? We have a venue 
that supports FIX, but uses SSL and no FIX encryption.

Eric Gufford
212-681-3130
egu...@ff...

**********************************************************************
This e-mail message is intended solely for the use of the addressee. The message
 may contain information that is privileged and confidential.  Disclosure to
anyone other than the intended recipient is prohibited. If you are not the
intended recipient, please do not disseminate, distribute or copy this
communication, by e-mail or otherwise. Instead, please notify us immediately by
return e-mail (including the original message with your reply) and then delete
and discard all copies of the message.
We have taken precautions to minimize the risk of transmitting software viruses
 but nevertheless advise you to carry out your own virus checks on any
attachment to  this  message.  We  accept  no  liability  for any loss or damage
 caused by software viruses.
**********************************************************************

[Quickfix-users] (no subject)

[Michael H. <mh...@li...>]

You need to specify both of these paths.

FileStorePath=3Dstore
FileLogPath=3Dlogs

FileStorePath is used for storing the body, header, seqnums and session, =
four files in total.
FileLogPath is used for storing the events, incoming and outgoing =
messages, three files in total.

There is a total of seven files created and used.

Re: [Quickfix-users] Could not open incoming file, HELP

[Dominique J. <jun...@ho...>]

It may be that... I'll check it this evening. I remember that I can't delete 
the log files just after a trying to start a session.


Thanks.




Junker Dominique





>From: "Miller, Oren" <OM...@ri...>
>To: <jun...@ho...>,<qui...@li...>
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Sun, 7 Dec 2003 19:36:27 -0600
>
>Well, it is using an ofstream which it tries to open with ios::app and 
>ios::out.  Pretty standard.  Is it possible there is another proces that 
>has a lock on the file?  Can you open it with a text editor and modify it?
>
>--------------------------
>Sent from my BlackBerry Wireless Handheld
>
>
>-----Original Message-----
>From: Dominique Junker <jun...@ho...>
>To: Miller, Oren <OM...@ri...>; 
>qui...@li... <qui...@li...>
>Sent: Sun Dec 07 10:28:47 2003
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>
>I tested the following things :
>
>FileStorePath=D:/logs
>FileStorePath=D:/logs/
>FileStorePath=D:/logs/*
>FileStorePath=D:\logs
>FileStorePath=D:\logs\
>FileStorePath=D:\logs\*
>
>And none of these worked... My application is working under XP, is there a
>way to check that my application is able to have a full access to this
>directory and its files? I know how to check that under Unix.. But not
>really under XP.
>An if the application is able to create the files, what's then the problem
>to re-access to them?
>
>Thanks a lot.
>
>
>Junker Dominique
>
>
>
>
>
> >From: "Miller, Oren" <OM...@ri...>
> >To: <jun...@ho...>,<qui...@li...>
> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
> >Date: Sun, 7 Dec 2003 10:15:33 -0600
> >
> >I think your problem may be the trailing / on the directory.  Qf assumes 
>no
> >trailing backslashes on directories.  Try using FileStorePath=D:/logs
> >
> >--------------------------
> >Sent from my BlackBerry Wireless Handheld
> >
> >
> >-----Original Message-----
> >From: Dominique Junker <jun...@ho...>
> >To: Miller, Oren <OM...@ri...>;
> >qui...@li... 
><qui...@li...>
> >Sent: Sun Dec 07 10:08:19 2003
> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
> >
> >Thanks for this quick answer.
> >This is what I thought in a first step. But here is what I have in my cf
> >file :
> >
> >FileStorePath=D:/logs/
> >
> >After starting my application and receiving the exception ("Could not 
>open
> >incoming file"), I have 4 files created in the "D:/logs/" directory (a
> >.body, .header, .session and a .seqnums). These files have their creation
> >date set to the date-time when I started the applcation. Note that only 
>the
> >.seqnums and the .session are filled respectively by "1 : 1" and
> >"20031207-15:50:44"). The two others are empty.
> >
> >That' why I thought that this is coming from something else... How can I
> >confirm that I have permission to create this files and directory 
>properly?
> >
> >Any idea?
> >
> >Thanks a lot...
> >
> >
> >
> >Junker Dominique
> >
> >
> >
> >
> >
> > >From: "Miller, Oren" <OM...@ri...>
> > >To: 
><jun...@ho...>,<qui...@li...>
> > >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
> > >Date: Sun, 7 Dec 2003 09:41:08 -0600
> > >
> > >This means you are using the FileLogFactory and qf is unable to open or
> > >create the file which logs incoming messages.  The FileLog attempts to
> > >create this file in the FileLogPath specified in you configuration 
>file.
> > >Verify you have permission to create this file and directory.
> > >
> > >--------------------------
> > >Sent from my BlackBerry Wireless Handheld
> > >
> > >
> > >-----Original Message-----
> > >From: Dominique Junker <jun...@ho...>
> > >To: qui...@li...
> > ><qui...@li...>
> > >Sent: Sun Dec 07 07:02:27 2003
> > >Subject: [Quickfix-users] Could not open incoming file, HELP
> > >
> > >All,
> > >
> > >I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). 
>I
> > >changed a couple of times the configuration file (to fix different 
>pbs),
> > >but
> > >now I have the following execption : "Could not open incoming file", 
>and
> >I
> > >have no idea about the way to fix that.
> > >
> > >All the others Exception Messages are clear, but this not really..
> > >
> > >Could soemeone tell me what I have to change (in my configuration 
>file?)?
> > >Thanks for your help.
> > >
> > >
> > >
> > >Junker Dominique
> > >
> > >_________________________________________________________________
> > >Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
> > >
> > >
> > >
> > >-------------------------------------------------------
> > >This SF.net email is sponsored by: IBM Linux Tutorials.
> > >Become an expert in LINUX or just sharpen your skills.  Sign up for 
>IBM's
> > >Free Linux Tutorials.  Learn everything from the bash shell to sys 
>admin.
> > >Click now! http://ads.osdn.com/?ad_id=1278&alloc_id=3371&op=click
> > >_______________________________________________
> > >Quickfix-users mailing list
> > >Qui...@li...
> > >https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > >
> >
> >_________________________________________________________________
> >Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
> >
> >
> >
> >
> >-------------------------------------------------------
> >This SF.net email is sponsored by: IBM Linux Tutorials.
> >Become an expert in LINUX or just sharpen your skills.  Sign up for IBM's
> >Free Linux Tutorials.  Learn everything from the bash shell to sys admin.
> >Click now! http://ads.osdn.com/?ad_id78&alloc_id371&op=click
> >_______________________________________________
> >Quickfix-users mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>_________________________________________________________________
>Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: IBM Linux Tutorials.
>Become an expert in LINUX or just sharpen your skills.  Sign up for IBM's
>Free Linux Tutorials.  Learn everything from the bash shell to sys admin.
>Click now! http://ads.osdn.com/?ad_id78&alloc_id371&op=click
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users

_________________________________________________________________
MSN Search, le moteur de recherche qui pense comme vous !  
http://search.msn.fr/

Re: [Quickfix-users] Could not open incoming file, HELP

[Miller, O. <OM...@ri...>]

Well, it is using an ofstream which it tries to open with ios::app and =
ios::out.  Pretty standard.  Is it possible there is another proces that =
has a lock on the file?  Can you open it with a text editor and modify =
it?

--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Dominique Junker <jun...@ho...>
To: Miller, Oren <OM...@ri...>; =
qui...@li... =
<qui...@li...>
Sent: Sun Dec 07 10:28:47 2003
Subject: Re: [Quickfix-users] Could not open incoming file, HELP

I tested the following things :

FileStorePath=3DD:/logs
FileStorePath=3DD:/logs/
FileStorePath=3DD:/logs/*
FileStorePath=3DD:\logs
FileStorePath=3DD:\logs\
FileStorePath=3DD:\logs\*

And none of these worked... My application is working under XP, is there =
a=20
way to check that my application is able to have a full access to this=20
directory and its files? I know how to check that under Unix.. But not=20
really under XP.
An if the application is able to create the files, what's then the =
problem=20
to re-access to them?

Thanks a lot.


Junker Dominique





>From: "Miller, Oren" <OM...@ri...>
>To: =
<jun...@ho...>,<qui...@li...>
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Sun, 7 Dec 2003 10:15:33 -0600
>
>I think your problem may be the trailing / on the directory.  Qf =
assumes no=20
>trailing backslashes on directories.  Try using FileStorePath=3DD:/logs
>
>--------------------------
>Sent from my BlackBerry Wireless Handheld
>
>
>-----Original Message-----
>From: Dominique Junker <jun...@ho...>
>To: Miller, Oren <OM...@ri...>;=20
>qui...@li... =
<qui...@li...>
>Sent: Sun Dec 07 10:08:19 2003
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>
>Thanks for this quick answer.
>This is what I thought in a first step. But here is what I have in my =
cf
>file :
>
>FileStorePath=3DD:/logs/
>
>After starting my application and receiving the exception ("Could not =
open
>incoming file"), I have 4 files created in the "D:/logs/" directory (a
>.body, .header, .session and a .seqnums). These files have their =
creation
>date set to the date-time when I started the applcation. Note that only =
the
>.seqnums and the .session are filled respectively by "1 : 1" and
>"20031207-15:50:44"). The two others are empty.
>
>That' why I thought that this is coming from something else... How can =
I
>confirm that I have permission to create this files and directory =
properly?
>
>Any idea?
>
>Thanks a lot...
>
>
>
>Junker Dominique
>
>
>
>
>
> >From: "Miller, Oren" <OM...@ri...>
> >To: =
<jun...@ho...>,<qui...@li...>
> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
> >Date: Sun, 7 Dec 2003 09:41:08 -0600
> >
> >This means you are using the FileLogFactory and qf is unable to open =
or
> >create the file which logs incoming messages.  The FileLog attempts =
to
> >create this file in the FileLogPath specified in you configuration =
file.
> >Verify you have permission to create this file and directory.
> >
> >--------------------------
> >Sent from my BlackBerry Wireless Handheld
> >
> >
> >-----Original Message-----
> >From: Dominique Junker <jun...@ho...>
> >To: qui...@li...
> ><qui...@li...>
> >Sent: Sun Dec 07 07:02:27 2003
> >Subject: [Quickfix-users] Could not open incoming file, HELP
> >
> >All,
> >
> >I try to start for the first time a QuickFIX Acceptor (VB .NET, =
1-6-0). I
> >changed a couple of times the configuration file (to fix different =
pbs),
> >but
> >now I have the following execption : "Could not open incoming file", =
and=20
>I
> >have no idea about the way to fix that.
> >
> >All the others Exception Messages are clear, but this not really..
> >
> >Could soemeone tell me what I have to change (in my configuration =
file?)?
> >Thanks for your help.
> >
> >
> >
> >Junker Dominique
> >
> >_________________________________________________________________
> >Trouvez l'=E2me soeur sur MSN Rencontres ! =
http://g.msn.fr/FR1000/9551
> >
> >
> >
> >-------------------------------------------------------
> >This SF.net email is sponsored by: IBM Linux Tutorials.
> >Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
> >Free Linux Tutorials.  Learn everything from the bash shell to sys =
admin.
> >Click now! =
http://ads.osdn.com/?ad_id=3D1278&alloc_id=3D3371&op=3Dclick
> >_______________________________________________
> >Quickfix-users mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
>
>_________________________________________________________________
>Trouvez l'=E2me soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: IBM Linux Tutorials.
>Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
>Free Linux Tutorials.  Learn everything from the bash shell to sys =
admin.
>Click now! http://ads.osdn.com/?ad_id=1278&alloc_id371&op=3Dclick
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users

_________________________________________________________________
Trouvez l'=E2me soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551

Re: [Quickfix-users] Could not open incoming file, HELP

[Dominique J. <jun...@ho...>]

I tested the following things :

FileStorePath=D:/logs
FileStorePath=D:/logs/
FileStorePath=D:/logs/*
FileStorePath=D:\logs
FileStorePath=D:\logs\
FileStorePath=D:\logs\*

And none of these worked... My application is working under XP, is there a 
way to check that my application is able to have a full access to this 
directory and its files? I know how to check that under Unix.. But not 
really under XP.
An if the application is able to create the files, what's then the problem 
to re-access to them?

Thanks a lot.


Junker Dominique





>From: "Miller, Oren" <OM...@ri...>
>To: <jun...@ho...>,<qui...@li...>
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Sun, 7 Dec 2003 10:15:33 -0600
>
>I think your problem may be the trailing / on the directory.  Qf assumes no 
>trailing backslashes on directories.  Try using FileStorePath=D:/logs
>
>--------------------------
>Sent from my BlackBerry Wireless Handheld
>
>
>-----Original Message-----
>From: Dominique Junker <jun...@ho...>
>To: Miller, Oren <OM...@ri...>; 
>qui...@li... <qui...@li...>
>Sent: Sun Dec 07 10:08:19 2003
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>
>Thanks for this quick answer.
>This is what I thought in a first step. But here is what I have in my cf
>file :
>
>FileStorePath=D:/logs/
>
>After starting my application and receiving the exception ("Could not open
>incoming file"), I have 4 files created in the "D:/logs/" directory (a
>.body, .header, .session and a .seqnums). These files have their creation
>date set to the date-time when I started the applcation. Note that only the
>.seqnums and the .session are filled respectively by "1 : 1" and
>"20031207-15:50:44"). The two others are empty.
>
>That' why I thought that this is coming from something else... How can I
>confirm that I have permission to create this files and directory properly?
>
>Any idea?
>
>Thanks a lot...
>
>
>
>Junker Dominique
>
>
>
>
>
> >From: "Miller, Oren" <OM...@ri...>
> >To: <jun...@ho...>,<qui...@li...>
> >Subject: Re: [Quickfix-users] Could not open incoming file, HELP
> >Date: Sun, 7 Dec 2003 09:41:08 -0600
> >
> >This means you are using the FileLogFactory and qf is unable to open or
> >create the file which logs incoming messages.  The FileLog attempts to
> >create this file in the FileLogPath specified in you configuration file.
> >Verify you have permission to create this file and directory.
> >
> >--------------------------
> >Sent from my BlackBerry Wireless Handheld
> >
> >
> >-----Original Message-----
> >From: Dominique Junker <jun...@ho...>
> >To: qui...@li...
> ><qui...@li...>
> >Sent: Sun Dec 07 07:02:27 2003
> >Subject: [Quickfix-users] Could not open incoming file, HELP
> >
> >All,
> >
> >I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). I
> >changed a couple of times the configuration file (to fix different pbs),
> >but
> >now I have the following execption : "Could not open incoming file", and 
>I
> >have no idea about the way to fix that.
> >
> >All the others Exception Messages are clear, but this not really..
> >
> >Could soemeone tell me what I have to change (in my configuration file?)?
> >Thanks for your help.
> >
> >
> >
> >Junker Dominique
> >
> >_________________________________________________________________
> >Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
> >
> >
> >
> >-------------------------------------------------------
> >This SF.net email is sponsored by: IBM Linux Tutorials.
> >Become an expert in LINUX or just sharpen your skills.  Sign up for IBM's
> >Free Linux Tutorials.  Learn everything from the bash shell to sys admin.
> >Click now! http://ads.osdn.com/?ad_id=1278&alloc_id=3371&op=click
> >_______________________________________________
> >Quickfix-users mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
>
>_________________________________________________________________
>Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: IBM Linux Tutorials.
>Become an expert in LINUX or just sharpen your skills.  Sign up for IBM's
>Free Linux Tutorials.  Learn everything from the bash shell to sys admin.
>Click now! http://ads.osdn.com/?ad_id78&alloc_id371&op=click
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users

_________________________________________________________________
Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551

Re: [Quickfix-users] Could not open incoming file, HELP

[Miller, O. <OM...@ri...>]

I think your problem may be the trailing / on the directory.  Qf assumes =
no trailing backslashes on directories.  Try using =
FileStorePath=3DD:/logs

--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Dominique Junker <jun...@ho...>
To: Miller, Oren <OM...@ri...>; =
qui...@li... =
<qui...@li...>
Sent: Sun Dec 07 10:08:19 2003
Subject: Re: [Quickfix-users] Could not open incoming file, HELP

Thanks for this quick answer.
This is what I thought in a first step. But here is what I have in my cf =

file :

FileStorePath=3DD:/logs/

After starting my application and receiving the exception ("Could not =
open=20
incoming file"), I have 4 files created in the "D:/logs/" directory (a=20
.body, .header, .session and a .seqnums). These files have their =
creation=20
date set to the date-time when I started the applcation. Note that only =
the=20
.seqnums and the .session are filled respectively by "1 : 1" and=20
"20031207-15:50:44"). The two others are empty.

That' why I thought that this is coming from something else... How can I =

confirm that I have permission to create this files and directory =
properly?

Any idea?

Thanks a lot...



Junker Dominique





>From: "Miller, Oren" <OM...@ri...>
>To: =
<jun...@ho...>,<qui...@li...>
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Sun, 7 Dec 2003 09:41:08 -0600
>
>This means you are using the FileLogFactory and qf is unable to open or =

>create the file which logs incoming messages.  The FileLog attempts to=20
>create this file in the FileLogPath specified in you configuration =
file. =20
>Verify you have permission to create this file and directory.
>
>--------------------------
>Sent from my BlackBerry Wireless Handheld
>
>
>-----Original Message-----
>From: Dominique Junker <jun...@ho...>
>To: qui...@li...=20
><qui...@li...>
>Sent: Sun Dec 07 07:02:27 2003
>Subject: [Quickfix-users] Could not open incoming file, HELP
>
>All,
>
>I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). =
I
>changed a couple of times the configuration file (to fix different =
pbs),=20
>but
>now I have the following execption : "Could not open incoming file", =
and I
>have no idea about the way to fix that.
>
>All the others Exception Messages are clear, but this not really..
>
>Could soemeone tell me what I have to change (in my configuration =
file?)?
>Thanks for your help.
>
>
>
>Junker Dominique
>
>_________________________________________________________________
>Trouvez l'=E2me soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: IBM Linux Tutorials.
>Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
>Free Linux Tutorials.  Learn everything from the bash shell to sys =
admin.
>Click now! http://ads.osdn.com/?ad_id=3D1278&alloc_id=3D3371&op=3Dclick
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

_________________________________________________________________
Trouvez l'=E2me soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551

Re: [Quickfix-users] Could not open incoming file, HELP

[Dominique J. <jun...@ho...>]

Thanks for this quick answer.
This is what I thought in a first step. But here is what I have in my cf 
file :

FileStorePath=D:/logs/

After starting my application and receiving the exception ("Could not open 
incoming file"), I have 4 files created in the "D:/logs/" directory (a 
.body, .header, .session and a .seqnums). These files have their creation 
date set to the date-time when I started the applcation. Note that only the 
.seqnums and the .session are filled respectively by "1 : 1" and 
"20031207-15:50:44"). The two others are empty.

That' why I thought that this is coming from something else... How can I 
confirm that I have permission to create this files and directory properly?

Any idea?

Thanks a lot...



Junker Dominique





>From: "Miller, Oren" <OM...@ri...>
>To: <jun...@ho...>,<qui...@li...>
>Subject: Re: [Quickfix-users] Could not open incoming file, HELP
>Date: Sun, 7 Dec 2003 09:41:08 -0600
>
>This means you are using the FileLogFactory and qf is unable to open or 
>create the file which logs incoming messages.  The FileLog attempts to 
>create this file in the FileLogPath specified in you configuration file.  
>Verify you have permission to create this file and directory.
>
>--------------------------
>Sent from my BlackBerry Wireless Handheld
>
>
>-----Original Message-----
>From: Dominique Junker <jun...@ho...>
>To: qui...@li... 
><qui...@li...>
>Sent: Sun Dec 07 07:02:27 2003
>Subject: [Quickfix-users] Could not open incoming file, HELP
>
>All,
>
>I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). I
>changed a couple of times the configuration file (to fix different pbs), 
>but
>now I have the following execption : "Could not open incoming file", and I
>have no idea about the way to fix that.
>
>All the others Exception Messages are clear, but this not really..
>
>Could soemeone tell me what I have to change (in my configuration file?)?
>Thanks for your help.
>
>
>
>Junker Dominique
>
>_________________________________________________________________
>Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: IBM Linux Tutorials.
>Become an expert in LINUX or just sharpen your skills.  Sign up for IBM's
>Free Linux Tutorials.  Learn everything from the bash shell to sys admin.
>Click now! http://ads.osdn.com/?ad_id=1278&alloc_id=3371&op=click
>_______________________________________________
>Quickfix-users mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

_________________________________________________________________
Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551

Re: [Quickfix-users] Could not open incoming file, HELP

[Miller, O. <OM...@ri...>]

This means you are using the FileLogFactory and qf is unable to open or =
create the file which logs incoming messages.  The FileLog attempts to =
create this file in the FileLogPath specified in you configuration file. =
 Verify you have permission to create this file and directory.

--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Dominique Junker <jun...@ho...>
To: qui...@li... =
<qui...@li...>
Sent: Sun Dec 07 07:02:27 2003
Subject: [Quickfix-users] Could not open incoming file, HELP

All,

I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). =
I=20
changed a couple of times the configuration file (to fix different pbs), =
but=20
now I have the following execption : "Could not open incoming file", and =
I=20
have no idea about the way to fix that.

All the others Exception Messages are clear, but this not really..

Could soemeone tell me what I have to change (in my configuration =
file?)?
Thanks for your help.



Junker Dominique

_________________________________________________________________
Trouvez l'=E2me soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551



-------------------------------------------------------
This SF.net email is sponsored by: IBM Linux Tutorials.
Become an expert in LINUX or just sharpen your skills.  Sign up for =
IBM's
Free Linux Tutorials.  Learn everything from the bash shell to sys =
admin.
Click now! http://ads.osdn.com/?ad_id=3D1278&alloc_id=3D3371&op=3Dclick
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-users] Could not open incoming file, HELP

[Dominique J. <jun...@ho...>]

All,

I try to start for the first time a QuickFIX Acceptor (VB .NET, 1-6-0). I 
changed a couple of times the configuration file (to fix different pbs), but 
now I have the following execption : "Could not open incoming file", and I 
have no idea about the way to fix that.

All the others Exception Messages are clear, but this not really..

Could soemeone tell me what I have to change (in my configuration file?)?
Thanks for your help.



Junker Dominique

_________________________________________________________________
Trouvez l'âme soeur sur MSN Rencontres ! http://g.msn.fr/FR1000/9551

[Quickfix-users] Problem Building .NET quickfix_net.sln

[MW <mer...@ho...>]

Hi -=20
I load the solution file into Visual Studio .NET 2002, it loads with no =
errors, but when I build the solution I get a list of errors similar to:

------ Build started: Project: quickfix_net, Configuration: Debug Win32 =
------
Compiling...
quickfix_net.cpp

h:\quickfix\src\.NET\Exceptions.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/exceptions.h': No such file or directory
Session.cpp

h:\quickfix\src\.NET\Exceptions.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/exceptions.h': No such file or directory
ScreenLog.cpp

h:\quickfix\src\.NET\SessionID.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/SessionID.h': No such file or directory
MessageStoreFactory.cpp

h:\quickfix\src\.NET\Exceptions.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/exceptions.h': No such file or directory
MessageStore.cpp

h:\quickfix\src\.NET\Exceptions.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/exceptions.h': No such file or directory

Message.cpp
h:\quickfix\src\.NET\Exceptions.h(57) : fatal error C1083: Cannot open =
include file: 'quickfix/exceptions.h': No such file or directory

MemoryMessageStore.cpp

 I've tried copying the exceptions.h file to the quickfix folder but I =
just get additional errors.

I would really appreciate some help in compiling this.  Also, this is =
the first piece I'm trying to compile after UnZipping the package.

Thanks,
Merrick

[Quickfix-users] how to give inputs after clent has logged in?

[<ve...@sm...>]

Hi,
      I am Veeresh working as business analyst.I am novice trader.
Recently I downloaded quickfix .I don't know how to use it.
I have gone through pdf's,doc's 

I have complied & run the examples that are given.
 
I would like to get more information on 
 * Can anybody knows how to give inputs after clent has logged in?

Thanks 
Veeresh

Re: [Quickfix-users] Re: New Bugs Found (this will also fix case 3)

[Oren M. <ore...@ya...>]

Michael,

Thanks for these contributions and your detailed
explanations of your thought process.  I will take a
look at these and see about incorporating them.

--oren

--- Michael Holm <mh...@li...> wrote:
> Please note for some reason the characters "3D" were
> inserted into my original post.
> 
> In Parser.cpp, line 80 See comments
> 
> bool Parser::extractLength( int& length,
> std::string::size_type& pos,
>                             const std::string&
> buffer )
> throw( MessageParseError& )
> { QF_STACK_PUSH(Parser::extractLength)
> 
>   if( !buffer.size() ) return false;
>   
>   std::string::size_type startPos = buffer.find(
> "\0019=", 0 );
>   // if( pos == std::string::npos ) return false;
> <-------------------------------------- This is
> checking pos when it should be startPos
>   if( startPos == std::string::npos ) return false;
>   startPos += 3;
>   std::string::size_type endPos = buffer.find(
> "\001", startPos );
>   //if( pos == std::string::npos ) return false;
> <--------------------------------------- This is
> checking pos when it should be endPos
>   if( endPos == std::string::npos ) return false;
>   pos = endPos + 1;
> 
>   std::string strLength( buffer, startPos, endPos -
> startPos );
> 
>   try
>   {
>     length = IntConvertor::convert( strLength );
>     if( length < 0 ) throw MessageParseError();
>   }
>   catch( FieldConvertError& )
>   { throw MessageParseError(); }
> 
>   return true;
> 
>   QF_STACK_POP
> }
> 
> If you make these changes you do not have to comment
> out the code in the catch statement in
> Parser::readFixMessage().
> 
> Thanks
> Michael
> 
> 
>
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>
https://lists.sourceforge.net/lists/listinfo/quickfix-users


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[Quickfix-users] Re: New Bugs Found (this will also fix case 3)

[Michael H. <mh...@li...>]

Please note for some reason the characters "3D" were inserted into my =
original post.

In Parser.cpp, line 80 See comments

bool Parser::extractLength( int& length, std::string::size_type& pos,
                            const std::string& buffer )
throw( MessageParseError& )
{ QF_STACK_PUSH(Parser::extractLength)

  if( !buffer.size() ) return false;
 =20
  std::string::size_type startPos =3D buffer.find( "\0019=3D", 0 );
  // if( pos =3D=3D std::string::npos ) return false; =
<-------------------------------------- This is checking pos when it =
should be startPos
  if( startPos =3D=3D std::string::npos ) return false;
  startPos +=3D 3;
  std::string::size_type endPos =3D buffer.find( "\001", startPos );
  //if( pos =3D=3D std::string::npos ) return false; =
<--------------------------------------- This is checking pos when it =
should be endPos
  if( endPos =3D=3D std::string::npos ) return false;
  pos =3D endPos + 1;

  std::string strLength( buffer, startPos, endPos - startPos );

  try
  {
    length =3D IntConvertor::convert( strLength );
    if( length < 0 ) throw MessageParseError();
  }
  catch( FieldConvertError& )
  { throw MessageParseError(); }

  return true;

  QF_STACK_POP
}

If you make these changes you do not have to comment out the code in the =
catch statement in Parser::readFixMessage().

Thanks
Michael

[Quickfix-users] New Bugs Found

[Michael H. <mh...@li...>]

How do I submit these changes or can someone else do them for me.

Bug 1:=20
Heartbeat Interval

Fix Protocol Specs:
The heartbeat interval (n seconds) is declared by the interface using =
the HeartBtInt field in the Logon message.  When either end of a FIX =
connection has not sent any data for n seconds, it will transmit a =
Heartbeat message. When either end of the connection has not received =
any data for n seconds, it will transmit a test request message. If =
there is still no heartbeat message received after n seconds then the =
connection should be considered lost and corrective action be initiated. =
See the Fix spec for full definition if in question!

How I found it:
I am using QuickFix to connect to SFE, which uses a modified version of =
Fix.4.0. SFE requires a heartbeat interval of one second. I have to =
download ~6000 records from SFE initially after each logon. Currently, =
if QuickFix is receiving large chunks of data it starves the heartbeats. =
Since 6000 Fix messages using QuickFix takes ~1 minute the heartbeats =
get starved and the connection is terminated at the other end. This fix =
required two changes.

SocketInitiator.cpp,  line 146
void SocketInitiator::onData( SocketConnector& connector, int s )
{ QF_STACK_PUSH(SocketInitiator::onData)

  SocketConnections::iterator i =3D m_connections.find( s );
  if ( i =3D=3D m_connections.end() ) return ;
  SocketConnection* pSocketConnection =3D i->second;
  while( pSocketConnection->read( connector ) )=20
  {
	// Modified 11-26-03 by M. Holm. Because heartbeats are being starved!
	i->second->onTimeout();
  }

  QF_STACK_POP
}

SessionState.h, line 128
bool withinHeartBeat() const
{
   UtcTimeStamp now;
   // Changed on 11-25-03 by M. Holm because it doesn't conform to the =
Fix spec!
   return ( ( now - lastSentTime() ) < heartBtInt() );
// return ( ( now - lastSentTime() ) < heartBtInt() ) &&
//        ( ( now - lastReceivedTime() ) < heartBtInt() );
}

Bug 2:
Empty message strings causes an exception to be thrown=20

SocketConnection.cpp, line 92
bool SocketConnection::read( SocketConnector& s )
{ QF_STACK_PUSH(SocketConnection::read)

  if ( !m_pSession ) return false;

  std::string msg;
  if ( !readMessage( msg ) ) return false;

  // Changed by M. Holm on 11-25-03 because we should not allow empty =
strings to be processed!
  if( msg.length() > 0 )
  {
	m_pSession->next( msg );
	return true;
  }
  else
	return false;

  QF_STACK_POP
}

Bug 3:
Receiving messages with tag "8=3D2500" or something other then the Fix =
version

Reason:
Since we are using socket streams we are not guaranteed the delivery of =
full messages at any given time. It should not be searching for "8=3D" =
but "8=3DFIX". Some times it finds and uses a tag like "5018=3D2500" as =
the "8=3D" because of the deletion of partial messages. Also we are =
deleting valid partial messages which we receive from time to time which =
causes this problem.

Parse.cpp, line 109
bool Parser::readFixMessage( std::string& str )
throw( MessageParseError&, RecvFailed& )
{ QF_STACK_PUSH(Parser::readFixMessage)

  readFromStream();

  std::string::size_type pos =3D 0;

  if( m_buffer.length() < 2 ) return false;
  pos =3D m_buffer.find( "8=3DFIX" ); // Changed by M. Holm on 11-15-03
  if( pos =3D=3D std::string::npos ) return false;
  m_buffer.erase( 0, pos );

  int length =3D 0;

  try
  {
    if( extractLength(length, pos, m_buffer) )
    {
      pos +=3D length;
      if( m_buffer.size() < pos )
        return false;

      pos =3D m_buffer.find( "\00110=3D", pos-1 );
      if( pos =3D=3D std::string::npos ) return false;
      pos +=3D 4;
      pos =3D m_buffer.find( "\001", pos );
      if( pos =3D=3D std::string::npos ) return false;
      pos +=3D 1;

      str =3D m_buffer.substr( 0, pos );
      m_buffer.erase( 0, pos );
      return true;
    }
  }
  catch( MessageParseError& )
  {
//    Modified on 12-1-03 by M.Holm. There is no reason to do this =
because we only have a partial message.
//    m_buffer.erase( 0, pos + length );
//    throw e;
  }

  readFromStream();
  return false;

  QF_STACK_POP
}

I hope this helps some of you. If you think this is wrong and doesn't =
follow the Fix spec then let me know please. It could be possible that =
SFE is doing something a little bit different but I did check the spec. =
and IMHO I believe the above are bugs.

Thanks
Michael Holm

[Quickfix-users] (no subject)

[<ve...@sm...>]

RE: [Quickfix-users] mySql schema

[Miller, O. <OM...@ri...>]

Durban,

There are scripts in the src/sql directory that will generate the
database schema for you.  It is recommended that you use these.  Once
generated, you can query the database for its schema, or you can look
analyze the scripts if you are interested in how it looks.

-----Original Message-----
From: Durban Frazer [mailto:du...@ar...]=20
Sent: Wednesday, November 19, 2003 3:31 PM
To: qui...@li...
Subject: [Quickfix-users] mySql schema

Is there a discription of the exact sql schema to use when using
quickfix 1.6 with mysql?

I have tried to determine the schema from the source code in=20
mySQLStore.cpp, but it appears that=20
MySQLStore::setNextSenderMsgSeqNum and
MySQLStore::setNextTargetMsgSeqNum
have switched the incoming and outgoing seqnumbers, so that each
updates the wrong number. Is this really an error, or have I=20
miss understood the source file.

Durban Frazer



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[Quickfix-users] mySql schema

[Durban F. <du...@ar...>]

Is there a discription of the exact sql schema to use when using
quickfix 1.6 with mysql?

I have tried to determine the schema from the source code in 
mySQLStore.cpp, but it appears that 
MySQLStore::setNextSenderMsgSeqNum and
MySQLStore::setNextTargetMsgSeqNum
have switched the incoming and outgoing seqnumbers, so that each
updates the wrong number. Is this really an error, or have I 
miss understood the source file.

Durban Frazer