quickfix-users — QuickFIX user support

Re: [Quickfix-users] How to initiate a logout

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

Believe it or not this is actually unsupported right now.  Logging out=
 is currently done by shutting down quickfix, or by modifying session times.=
  this has been requested and will be supported in the future.

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


-----Original Message-----
From: Andreas Reist (OARIS) <ar...@oa...>
To: qui...@li... <qui...@li...>
Sent: Tue Jun 17 09:44:50 2003
Subject: [Quickfix-users] How to initiate a logout

I'm using QuickFix 1.5.0 and Visual Studio 2003. My question is: how can I initiate =
a logout? I have tried to send the logout as a normal fix message but when t=
he engine receives the logout response, it sends another logout (probably a =
session state problem).=20
=20


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[Quickfix-users] How to initiate a logout

[Andreas R. \(OARIS\) <ar...@oa...>]

I'm using QuickFix 1.5.0 and Visual Studio 2003. My question is: how can I
initiate a logout? I have tried to send the logout as a normal fix message
but when the engine receives the logout response, it sends another logout
(probably a session state problem). 
 

Re: [Quickfix-users] (no subject)

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

Is the message passing validation? Print out the messages going throug=
h toAdmin and see if you are sending a reject message to the counterparty.  =
That message should also contain a reject reason.
--------------------------
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[Quickfix-users] (no subject)

[<ma...@Ge...>]

I am getting an Order Cancel Reject message in my log files but it is n=
ot
getting handled by my Application::fromApp(...) member function.  Why?

The FIX message is:

    8=3DFIX.4.1
    9=3D157
    10=3D131
    11=3DA15:46:22:0
    34=3D163
    35=3D9
    37=3DUnknown
    39=3D-1
    41=3D(Unknown)
    43=3DN
    49=3DFOO
    50=3DNY-ITEST01
    52=3D20030613-19:46:37
    56=3DGC_FIX1
    57=3DGC_FIX1
    58=3DCLORDID LOOKUP FAILED
    102=3D1

And fromApp(...) is:

    void Application::fromApp(const FIX::Message& message,
                              const FIX::SessionID& sessionID)
                      throw(FIX::FieldNotFound&,
                            FIX::IncorrectDataFormat&,
                            FIX::IncorrectTagValue&,
                            FIX::UnsupportedMessageType&)
    {
       std::cout << std::endl << "IN: " << message << std::endl;
       crack(message, sessionID);
    }


Any help or insight on this one would be appreciated.

Thank you,
Marc

---------------------------------------------------------------------
Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC

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[Quickfix-users] quick fix compile question

[Dani, R. <rd...@al...>]

Hello,

I am compiling quick fix in Visual Studio for .Net. I get the 
quickfix_net_debug.dll
quickfix_jni_debug.dll

successfully created in the lib folder, but I am not getting 
the non-debug versions 
quickfix_net.dll
quickfix_jni.dll

Is there any setting that I am missing, or should we get copies
of both debug and non debug dlls created simultaneously?

Thanks,
Raju

Re: [Quickfix-users] QuickFIX and Encryption

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

Hi Rob,

your message was probably not answered so far since nearly all discussion are in the developer list.
And I was on vacation for two weeks...

> I've been sifting through the QuickFIX Class documentation trying to 
> determine if QuickFIX directly supports any form of session level 
> encryption.  SSL or PGP/DES/MD5 for example.  I've come up with nothing.
> 
> Any insight into this area would be greatly appreciated.

QuickFIX currently does not support any encryption method, but some recent changes were made to allow
binary data fields are needed for encryption. See a related post below.

Cheers, Jörg

----- BEGIN -----

From: Oren Miller <orenmnero@ya...>
Re: Encryption
2003-05-28 13:19




  Version 1.5 is the first version that theoritically would support encryption of fields, so
you will probably be among the first to try this.  The first go at this was simply to allow
you get/set encrypted values into fields.  You need to manually set the length before you
send messages.  You will also need to decrypt the fields after you pull the data out since
their are no encryption hooks at this point.  The other thing I think you have to do is
manually indicate which fields you have encrypted etc.  I believe there is a field in the
header for this.

  We do plan on providing more integrated encryption in the future, but you should be able to
do what you want with 1.5, even if it is a little ugly.

  Jon Dahl <jdahl@Li...> wrote:
  Hello all,

  I have a question about encryption in general with FIX and somewhat with quickfix.

  Is anyone encrptying their FIX messages right now and how has the process been of
  encrypting and decryting from either side?

  Any gotchas out there with the FIX protocol and excryption?

  I was thinking about using the OpenSSL library so we can write one code base (for the most
part)
  and run it on *NIX and Windows. Anyone use the same scenario.

  Will quickfix offer any encryption plugins in the future?

----- END ----

-- 
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] why threads

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

The only thing that I would add to this (probably
because it's not yet documented), is that 1.5.0 also
introduces the blockingStart call (contributed by Alex
Hornby). Used with the SocketInitiator or
SocketAcceptor, you can truly run QF with just one
thread.

This alleviates the need for using any tricks to keep
the application alive if you only need to respond to
FIX events and nothing else.

--- Bud Griffin <bud...@ya...> wrote:
> Hey,
> 
> It's kind of a hard time to try and answer the
> question because there
> are major differences between QuickFix 1.4.x or
> earlier and 1.5.0 when
> it comes to threads and the onRun method, you didn't
> state which version
> of QuickFix you were using.  But if you use the code
> for backwards
> compatibility that Oren describes in the 1.5.0
> Release Announcement or
> you're using 1.4.x then you can really ignore the
> onRun method and just
> put a while (true) sleep(1000000); statement as the
> body of the onRun
> method or something similar. It may take up an
> additional thread that
> sleeps a lot; but not a big deal, IMHO.  Now, when
> you write your
> callbacks for toApp/fromApp (or toAdmin/fromAdmin)
> they will be executed
> within a single thread and any concerns you have for
> making the
> application thread safe aren't necessary.  You code
> the callbacks just
> like the app is a single threaded, event driven
> application w/o having
> to worry about contention between global variables,
> containers or
> whatever.
> 
> If you want to use 1.5.0 as it was intended, it's
> really easier and
> reduces the thread count.  But there are not a lot
> of examples (at this
> point).  First move the while (true) sleep
> (1000000); to your main()
> routine (or do something more useful) just after
> your call to the
> initiator.start() method and don't bother overriding
> the onRun method.
> This make the main thread wait forever.  Once again
> all of the callbacks
> you overrode from the Application class will be
> within the same thread
> and you don't have to worry, plus there's 1 less
> thread.
> 
> If you're really concerned, QuickFix has a
> SynchronizedApplication class
> to use instead of the Application class that uses a
> set/clear a mutex
> around all of the FIX protocol callbacks.
> 
> I do disagree with your concern over multiple
> threads being used by
> QuickFix, the fact that I don't have to worry about
> QuickFix taking care
> of its own threads under Unix or Windows has made my
> life much easier.
> In the FIX apps I've written there always seems to
> be something else I
> have to deal with; another socket connection for
> non-FIX protocols or a
> market data feed vendor's API, etc. These situations
> seem to be more
> easily handled by another thread; even though I have
> to deal with the
> synchronization issues between the data
> classes/containers I've created
> to share the info.
> 
> Take care,
> Bud
> 
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]
> On Behalf Of
> ma...@Ge...
> Sent: Friday, May 30, 2003 2:55 PM
> To: QuickFix
> Subject: [Quickfix-users] why threads
> 
> 
> Hi,
> 
> I am using SocketInitiator expecting to have a
> non-threaded application.
> However, when my application starts in my debugger
> (gdb) it reports
> three
> threads running.  Why?  What do I have to do to make
> my application
> thread
> safe?
> 
>   (gdb) run
>   Starting program:
> /home/marc/src/quickfix/atoms/atoms 
>   [New Thread 1024 (LWP 21677)]
>   [New Thread 2049 (LWP 21678)]
>   [New Thread 1026 (LWP 21679)]
>   [Switching to Thread 1026 (LWP 21679)]
> 
>   Breakpoint 1, Application::onRun (this=0xbffffbf0)
> at
> Application.C:188
>   (gdb) 
> 
> Thank you,
> Marc
> 
> 
> PS. Hi Aaron!!!!
>
---------------------------------------------------------------------
> Marc Schwarzschild                                  
>   1-646-825-2163
> Gerber Capital Management Inc.                     
> 120 Broadway, NYC
> 
> Confidentiality note: This e-mail contains
> information from Gerber
> Capital
> Management,Inc and/or its affiliates that is
> confidential and/or legally
> privileged.   This information is intended only for
> the use of the
> individual
> or entity named on this e-mail.  This e-mail and its
> content may
> not be reproduced or retransmitted without the
> express written
> permission of
> Gerber Capital Management,Inc.
> Sent via wireless
> 
> 
>
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>
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> 
> 
> 
>
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RE: [Quickfix-users] why threads

[Bud G. <bud...@ya...>]

Hey,

It's kind of a hard time to try and answer the question because there
are major differences between QuickFix 1.4.x or earlier and 1.5.0 when
it comes to threads and the onRun method, you didn't state which version
of QuickFix you were using.  But if you use the code for backwards
compatibility that Oren describes in the 1.5.0 Release Announcement or
you're using 1.4.x then you can really ignore the onRun method and just
put a while (true) sleep(1000000); statement as the body of the onRun
method or something similar. It may take up an additional thread that
sleeps a lot; but not a big deal, IMHO.  Now, when you write your
callbacks for toApp/fromApp (or toAdmin/fromAdmin) they will be executed
within a single thread and any concerns you have for making the
application thread safe aren't necessary.  You code the callbacks just
like the app is a single threaded, event driven application w/o having
to worry about contention between global variables, containers or
whatever.

If you want to use 1.5.0 as it was intended, it's really easier and
reduces the thread count.  But there are not a lot of examples (at this
point).  First move the while (true) sleep (1000000); to your main()
routine (or do something more useful) just after your call to the
initiator.start() method and don't bother overriding the onRun method.
This make the main thread wait forever.  Once again all of the callbacks
you overrode from the Application class will be within the same thread
and you don't have to worry, plus there's 1 less thread.

If you're really concerned, QuickFix has a SynchronizedApplication class
to use instead of the Application class that uses a set/clear a mutex
around all of the FIX protocol callbacks.

I do disagree with your concern over multiple threads being used by
QuickFix, the fact that I don't have to worry about QuickFix taking care
of its own threads under Unix or Windows has made my life much easier.
In the FIX apps I've written there always seems to be something else I
have to deal with; another socket connection for non-FIX protocols or a
market data feed vendor's API, etc. These situations seem to be more
easily handled by another thread; even though I have to deal with the
synchronization issues between the data classes/containers I've created
to share the info.

Take care,
Bud

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
ma...@Ge...
Sent: Friday, May 30, 2003 2:55 PM
To: QuickFix
Subject: [Quickfix-users] why threads


Hi,

I am using SocketInitiator expecting to have a non-threaded application.
However, when my application starts in my debugger (gdb) it reports
three
threads running.  Why?  What do I have to do to make my application
thread
safe?

  (gdb) run
  Starting program: /home/marc/src/quickfix/atoms/atoms=20
  [New Thread 1024 (LWP 21677)]
  [New Thread 2049 (LWP 21678)]
  [New Thread 1026 (LWP 21679)]
  [Switching to Thread 1026 (LWP 21679)]

  Breakpoint 1, Application::onRun (this=3D0xbffffbf0) at
Application.C:188
  (gdb)=20

Thank you,
Marc


PS. Hi Aaron!!!!
---------------------------------------------------------------------
Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC

Confidentiality note: This e-mail contains information from Gerber
Capital
Management,Inc and/or its affiliates that is confidential and/or legally
privileged.=A0=A0 This information is intended only for the use of the
individual
or entity named on this e-mail.=A0 This e-mail and its content may
not be reproduced or retransmitted without the express written
permission of
Gerber Capital Management,Inc.
Sent via wireless


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[Quickfix-users] why threads

[<ma...@Ge...>]

Hi,

I am using SocketInitiator expecting to have a non-threaded application=
.
However, when my application starts in my debugger (gdb) it reports thr=
ee
threads running.  Why?  What do I have to do to make my application thr=
ead
safe?

  (gdb) run
  Starting program: /home/marc/src/quickfix/atoms/atoms=20
  [New Thread 1024 (LWP 21677)]
  [New Thread 2049 (LWP 21678)]
  [New Thread 1026 (LWP 21679)]
  [Switching to Thread 1026 (LWP 21679)]

  Breakpoint 1, Application::onRun (this=3D0xbffffbf0) at Application.C=
:188
  (gdb)=20

Thank you,
Marc


PS. Hi Aaron!!!!
---------------------------------------------------------------------
Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC

Confidentiality note: This e-mail contains information from Gerber Capi=
tal
Management,Inc and/or its affiliates that is confidential and/or legall=
y
privileged.=A0=A0 This information is intended only for the use of the =
individual
or entity named on this e-mail.=A0 This e-mail and its content may
not be reproduced or retransmitted without the express written permissi=
on of
Gerber Capital Management,Inc.
Sent via wireless

Re: [Quickfix-users] Unit Test Errors + missing library

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

Yeah, the unit test uses the logon credentials of
whatever user is running the test. I believe on most
systems, running the test as root will take care of
this.  You can modify the test so you pass in your own
credentials (username, password etc).

That missing library in 1.5.0 is because quickfix no
longer creates a static library unless you force it. 
So in the general case it will not show up.  We should
change it so the link does not get created unless the
library does.

--- Jim Morgan <per...@my...> wrote:
> At 06:18 AM 5/29/2003 -0700, Oren Miller wrote:
> >Those are the MySQL unit tests.  You probably don't
> have mysqld running, 
> >or you havn't creating the quickfix database (from
> the sql directory)
> 
> Hi Oren.
> 
> Thanks for your help. I can confirm that mysqld is
> running, and the 
> quickfix database has been created.  How is the unit
> test trying to log 
> into the database - perhaps its a database
> permission issue? Is there 
> anyway I can pass it a specified username and
> password?
> 
> I don't know if you saw the second question in my
> post relating to the 
> missing library after compiling 1.5.0. Here it is
> again in case it got lost 
> at the bottom of my last email. Is this cause for
> concern?
> 
> 2) I'm not sure if this is related, but in the
> quickfix/libs directory
> >there is a symlink from libquickfix.a to
> ../src/C++/.libs/libquickfix.a.
> >The target for this symlink doesn't exist. There is
> an old version of
> >lib quickfix.a in the /usr/local/lib/ directory
> though, from the previous
> >version of quickfix 1.4.1.
> 
> Jim 
> 

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Re: [Quickfix-users] Unit Test Errors + missing library

[Jim M. <per...@my...>]

At 06:18 AM 5/29/2003 -0700, Oren Miller wrote:
>Those are the MySQL unit tests.  You probably don't have mysqld running, 
>or you havn't creating the quickfix database (from the sql directory)

Hi Oren.

Thanks for your help. I can confirm that mysqld is running, and the 
quickfix database has been created.  How is the unit test trying to log 
into the database - perhaps its a database permission issue? Is there 
anyway I can pass it a specified username and password?

I don't know if you saw the second question in my post relating to the 
missing library after compiling 1.5.0. Here it is again in case it got lost 
at the bottom of my last email. Is this cause for concern?

2) I'm not sure if this is related, but in the quickfix/libs directory
>there is a symlink from libquickfix.a to ../src/C++/.libs/libquickfix.a.
>The target for this symlink doesn't exist. There is an old version of
>lib quickfix.a in the /usr/local/lib/ directory though, from the previous
>version of quickfix 1.4.1.

Jim 

[Quickfix-users] QuickFIX and Encryption

[Kornberg R. <Rob...@ca...>]

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Re: [Quickfix-users] Unit Test Errors + missing library

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

Those are the MySQL unit tests.  You probably don't have mysqld running, or you havn't creating the quickfix database (from the sql directory)

Jim Morgan <per...@my...> wrote:After compiling QuickFIX on RedHat 9 with mysql support, I get no errors. 
However there I'm experiencing two issues:

1) when I run the unit tests I get:

[root@localhost test]# ./runut 9999


..............................................................................................FF.................................





















The acceptance tests seem to run fine though.

2) I'm not sure if this is related, but in the quickfix/libs directory 
there is a symlink from libquickfix.a to ../src/C++/.libs/libquickfix.a. 
The target for this symlink doesn't exist. There is an old version of 
libquickfix.a in the /usr/local/lib/ directory though, from the previous 
version of quickfix 1.4.1.

Has anyone else experienced this? I'd appreciate any pointers.

Jim



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[Quickfix-users] Unit Test Errors + missing library

[Jim M. <per...@my...>]

After compiling QuickFIX on RedHat 9 with mysql support, I get no errors. 
However there I'm experiencing two issues:

1) when I run the unit tests I get:

[root@localhost test]# ./runut 9999
<ut>
   <output>
..............................................................................................FF.................................
   </output>
   <results total="129" failures="2">
     <failure  line= "0" file= "unknown">
       <test>
         <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
       </test>
       <text>
         <![CDATA[ assert(no futher information available)]]>
       </text>
     </failure>
     <failure  line= "0" file= "unknown">
       <test>
         <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
       </test>
       <text>
         <![CDATA[ assert(no futher information available)]]>
       </text>
     </failure>
   </results>
</ut>

The acceptance tests seem to run fine though.

2) I'm not sure if this is related, but in the quickfix/libs directory 
there is a symlink from libquickfix.a to ../src/C++/.libs/libquickfix.a. 
The target for this symlink doesn't exist. There is an old version of 
libquickfix.a in the /usr/local/lib/ directory though, from the previous 
version of quickfix 1.4.1.

Has anyone else experienced this? I'd appreciate any pointers.

Jim

Re: [Quickfix-users] Compile with MySQL

[Jim M. <per...@my...>]

Well I got MySQL support to compile, so for the benefit of anyone in the 
future going through this, here's the deal.

System is RedHat 9, QuickFIX version is 1.5.0
Using rpm, install the MySQL server, client and development headers. In 
MySQL 4.0 the files are installed as follows:
  /var/lib/mysql     - MySQL library files
  /usr/include/mysql - MySQL header files *.h
  /usr/bin           - MySQL Executable files
  /usr/share/mysql   - MySQL configuration and language files

In fact, NONE of these directories work when used with the ./configure 
directive. The correct invocation is:

  ./configure --with-mysql=/usr

make and make install will run fine after this.

Hope this saves someone a few hours of pain.

Cheers

Jim

[Quickfix-users] NewOrderList

[<ma...@Ge...>]

Does anyone have an example using NewOrderList to send a basket of orde=
rs?

Thank you,
Marc

---------------------------------------------------------------------
Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC

Confidentiality note: This e-mail contains information from Gerber Capi=
tal
Management,Inc and/or its affiliates that is confidential and/or legall=
y
privileged.=A0=A0 This information is intended only for the use of the =
individual
or entity named on this e-mail.=A0 This e-mail and its content may
not be reproduced or retransmitted without the express written permissi=
on of
Gerber Capital Management,Inc.
Sent via wireless

Re: [Quickfix-users] Compile with MySQL

[Jim M. <per...@my...>]

At 06:35 AM 5/28/2003 -0700, Oren Miller wrote:
>Are you sure that is the right root path to your MySQL
>installation?  Do you have the development headers for
>mysql on your system?

Oren,

Thanks for your help. The documentation only mentions ./configure 
--with-mysql=<path to mysql>, without specifying which element of mysql the 
path is to. There are many mysql files around my system. I tried

         ./configure --with-mysql=/var/lib/mysql

which seemed logical and worked, but the make failed.

So I assumed it was after the executables rather than the libraries and tried
         ./configure --with-mysql=/usr/local/mysql
But that didn't work at the configure stage.

I'm not with my server now, but if anyone knows the correct path for the 
configure command, could they let me know. I'll summarise and forward to 
Oren for inclusion in the documentation.

Jim

Re: [Quickfix-users] Compile with MySQL

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

Are you sure that is the right root path to your MySQL
installation?  Do you have the development headers for
mysql on your system?

--- Jim Morgan <per...@my...> wrote:
> Hi,
> 
> Just trying to compile QuickFIX 1.5.0 on RedHat 9
> with MySQL support.
> 
> Configure runs OK with
> 	./configure --with-mysql=/var/lib/mysql
> 
> Make has problems towards the end. Everything is
> fine until ...
> 
> ---------- begin log ------------
> ---- lines 1 to 198 removed -----
> 
> c++ -DHAVE_CONFIG_H -I. -I. -I../.. -I. -I.. -I../..
> -I../../.. -g -O2 
> -Wall -I/var/lib/mysql/include/mysql
> -I/usr/include/libxml2 
> -I/usr/java/j2sdk1.4.1_02/include
> -I/usr/java/j2sdk1.4.1_02/include/linux 
> -Wp,-MD,.deps/MySQLStore.pp -c MySQLStore.cpp  -fPIC
> -DPIC -o MySQLStore.lo
> MySQLStore.cpp:65:19: mysql.h: No such file or
> directory
> MySQLStore.cpp: In constructor
> `FIX::MySQLStore::MySQLStore(const
>     FIX::SessionID&, const std::string&, const
> std::string&, const 
> std::string&,
>     const std::string&, short int)':
> MySQLStore.cpp:82: `mysql_init' undeclared (first
> use this function)
> MySQLStore.cpp:82: (Each undeclared identifier is
> reported only once for each
>     function it appears in.)
> MySQLStore.cpp:84: `MYSQL' undeclared (first use
> this function)
> MySQLStore.cpp:84: `pConnection' undeclared (first
> use this function)
> MySQLStore.cpp:84: parse error before `*' token
> MySQLStore.cpp:86: `mysql_real_connect' undeclared
> (first use this function)
> MySQLStore.cpp: In destructor `virtual
> FIX::MySQLStore::~MySQLStore()':
> MySQLStore.cpp:96: parse error before `*' token
> MySQLStore.cpp:97: `mysql_close' undeclared (first
> use this function)
> MySQLStore.cpp: In member function `void
> FIX::MySQLStore::populateCache()':
> MySQLStore.cpp:103: parse error before `*' token
> MySQLStore.cpp:110: `mysql_query' undeclared (first
> use this function)
> MySQLStore.cpp:112: `MYSQL_RES' undeclared (first
> use this function)
> MySQLStore.cpp:112: `result' undeclared (first use
> this function)
> MySQLStore.cpp:112: `mysql_store_result' undeclared
> (first use this function)
> MySQLStore.cpp:115: `my_ulonglong' undeclared (first
> use this function)
> MySQLStore.cpp:115: parse error before `=' token
> MySQLStore.cpp:116: `num_rows' undeclared (first use
> this function)
> MySQLStore.cpp:120: `MYSQL_ROW' undeclared (first
> use this function)
> MySQLStore.cpp:120: parse error before `=' token
> MySQLStore.cpp:122: `row' undeclared (first use this
> function)
> MySQLStore.cpp: In member function `virtual bool
> FIX::MySQLStore::set(int,
>     const std::string&)':
> MySQLStore.cpp:202: parse error before `*' token
> MySQLStore.cpp: In member function `virtual bool
> FIX::MySQLStore::get(int,
>     std::string&) const':
> MySQLStore.cpp:233: parse error before `*' token
> MySQLStore.cpp:244: `mysql_num_rows' undeclared
> (first use this function)
> MySQLStore.cpp:245: parse error before `=' token
> MySQLStore.cpp: In member function `virtual void
> FIX::MySQLStore::get(int, int,
>     std::vector<std::string,
> std::allocator<std::string> >&) const':
> MySQLStore.cpp:258: parse error before `*' token
> MySQLStore.cpp:270: `sqlResult' undeclared (first
> use this function)
> MySQLStore.cpp:272: parse error before `=' token
> MySQLStore.cpp: In member function `virtual void
>     FIX::MySQLStore::setNextSenderMsgSeqNum(int)':
> MySQLStore.cpp:293: parse error before `*' token
> MySQLStore.cpp: In member function `virtual void
>     FIX::MySQLStore::setNextTargetMsgSeqNum(int)':
> MySQLStore.cpp:309: parse error before `*' token
> MySQLStore.cpp: In member function `virtual void
> FIX::MySQLStore::reset()':
> MySQLStore.cpp:345: parse error before `*' token
> make[4]: *** [MySQLStore.lo] Error 1
> make[4]: Leaving directory
> `/root/quickfix_1.5/src/C++'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory
> `/root/quickfix_1.5/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/root/quickfix_1.5/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/root/quickfix_1.5'
> make: *** [all-recursive-am] Error 2
> ----------- end log --------------------------
> 
> Any idea what's going on here? Thanks.
> 
> Jim 
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

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Re: [Quickfix-users] understandign message gap filling

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

This depends on which message store you use.  I'm
assuming that you are using the FileMessageStore.  The
location of the files that keeps track of the engin
state are determined by the FileStorePath
configuration parameters for each session.  If you
look in your configuration file, you should see the
paths being used by your sessions.

--- ma...@Ge... wrote:
> 
> Hi
> 
> I have been experimenting with crashing my QuickFix
> application to see how
> recovery can work.  I noticed that QF is taking care
> of managing message holes
> or gaps.  It seems that if I send an order and
> immediately call abort() then
> obviously I don't get the execution report.  I check
> the logs and it is not
> there.  Then, I started my application and send no
> orders and no aborts.  After
> logon I get the missing execution report.  Very
> nice, it seems QF will manage
> that part of recovery for me.
> 
> I suspected that QF was using the log files on
> startup to determine what had
> been received and what not.  So, I deleted all my
> logs before restarting my
> application.  It picked up where it left off.  How
> does QF determine what
> messages were not received?
> 
> Thank you,
> Marc
> 
> 
>
---------------------------------------------------------------------
> Marc Schwarzschild                                  
>   1-646-825-2163
> Gerber Capital Management Inc.                     
> 120 Broadway, NYC
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

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RE: [Quickfix-users] House-Keeping quickfix 1.4.1

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

This is something that we have considered adding at
some point, but currently does not exist.  I have done
this for clients however by setting up an acceptor
session using custom FIX messages.

You can set up an acceptor acceptd takes these
messages and based on their content, takes various
administrative actions.

--- SOL ZADEH <sol...@ya...> wrote:
> Hello 
> Are there any fix messages that could be used to
> control the "operations" of the fix engine so that
> unscheduled start & stop  can be handled easier?
> So lets say instead of CtrlC a message be sent to
> the
> server & instead of updated the config files &
> restarting the server, things be done dynamically.
> Regards
> 
> 
> --- Oren Miller <ore...@ya...> wrote:
> > These will actually only do a reset during a
> proper
> > disconnect or logoff.  Ctrl-c stops the app dead
> in
> > it's tracks, so they probably won't get cleaned up
> > if you use the FileStore.  But, you use these
> > setting + use the MemoryStore, then it should
> reset
> > for normal and abnormal interuptions. since
> > MemoryStore will always start at 1 when the app is
> > loaded.
> > 
> > Juergen Jetmar <je...@gm...> wrote:
> > Hello, 
> > 
> > take a look at
> >
>
http://quickfix.thoughtworks.com/documentation/configuration.html
> > 
> > ResetOnLogout and ResetOnDisconnect. 
> > 
> > Regards, 
> > jj
> > 
> > -----Original Message-----
> > From: qui...@li...
> >
> [mailto:qui...@li...]
> > On Behalf Of SOL
> > ZADEH
> > Sent: Donnerstag, 22. Mai 2003 16:23
> > To: qui...@li...
> > Subject: [Quickfix-users] House-Keeping quickfix
> > 1.4.1
> > 
> > I've been stopping the examples such as
> > "run_executor_cpp_debug using 'control c'
> > Now I'm getting the following problem:
> > 
> > (MsgSeqNum too high RECEIVED: 143 EXPECTED: 1)
> > 
> > How could I safely reset the MsgSeqNum?
> > 
> > 
> > 
> > __________________________________
> > Do you Yahoo!?
> > The New Yahoo! Search - Faster. Easier. Bingo.
> > http://search.yahoo.com
> > 
> > 
> >
>
-------------------------------------------------------
> > This SF.net email is sponsored by: ObjectStore.
> > If flattening out C++ or Java code to make your
> > application fit in a
> > relational database is painful, don't do it! Check
> > out ObjectStore.
> > Now part of Progress Software.
> > http://www.objectstore.net/sourceforge
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> >
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > 
> > 
> > 
> >
>
-------------------------------------------------------
> > This SF.net email is sponsored by: ObjectStore.
> > If flattening out C++ or Java code to make your
> > application fit in a
> > relational database is painful, don't do it! Check
> > out ObjectStore.
> > Now part of Progress Software.
> > http://www.objectstore.net/sourceforge
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> >
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > 
> > ---------------------------------
> > Do you Yahoo!?
> > The New Yahoo! Search - Faster. Easier. Bingo.
> 
> 
> __________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
> http://search.yahoo.com

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[Quickfix-users] Compile with MySQL

[Jim M. <per...@my...>]

Hi,

Just trying to compile QuickFIX 1.5.0 on RedHat 9 with MySQL support.

Configure runs OK with
	./configure --with-mysql=/var/lib/mysql

Make has problems towards the end. Everything is fine until ...

---------- begin log ------------
---- lines 1 to 198 removed -----

c++ -DHAVE_CONFIG_H -I. -I. -I../.. -I. -I.. -I../.. -I../../.. -g -O2 
-Wall -I/var/lib/mysql/include/mysql -I/usr/include/libxml2 
-I/usr/java/j2sdk1.4.1_02/include -I/usr/java/j2sdk1.4.1_02/include/linux 
-Wp,-MD,.deps/MySQLStore.pp -c MySQLStore.cpp  -fPIC -DPIC -o MySQLStore.lo
MySQLStore.cpp:65:19: mysql.h: No such file or directory
MySQLStore.cpp: In constructor `FIX::MySQLStore::MySQLStore(const
    FIX::SessionID&, const std::string&, const std::string&, const 
std::string&,
    const std::string&, short int)':
MySQLStore.cpp:82: `mysql_init' undeclared (first use this function)
MySQLStore.cpp:82: (Each undeclared identifier is reported only once for each
    function it appears in.)
MySQLStore.cpp:84: `MYSQL' undeclared (first use this function)
MySQLStore.cpp:84: `pConnection' undeclared (first use this function)
MySQLStore.cpp:84: parse error before `*' token
MySQLStore.cpp:86: `mysql_real_connect' undeclared (first use this function)
MySQLStore.cpp: In destructor `virtual FIX::MySQLStore::~MySQLStore()':
MySQLStore.cpp:96: parse error before `*' token
MySQLStore.cpp:97: `mysql_close' undeclared (first use this function)
MySQLStore.cpp: In member function `void FIX::MySQLStore::populateCache()':
MySQLStore.cpp:103: parse error before `*' token
MySQLStore.cpp:110: `mysql_query' undeclared (first use this function)
MySQLStore.cpp:112: `MYSQL_RES' undeclared (first use this function)
MySQLStore.cpp:112: `result' undeclared (first use this function)
MySQLStore.cpp:112: `mysql_store_result' undeclared (first use this function)
MySQLStore.cpp:115: `my_ulonglong' undeclared (first use this function)
MySQLStore.cpp:115: parse error before `=' token
MySQLStore.cpp:116: `num_rows' undeclared (first use this function)
MySQLStore.cpp:120: `MYSQL_ROW' undeclared (first use this function)
MySQLStore.cpp:120: parse error before `=' token
MySQLStore.cpp:122: `row' undeclared (first use this function)
MySQLStore.cpp: In member function `virtual bool FIX::MySQLStore::set(int,
    const std::string&)':
MySQLStore.cpp:202: parse error before `*' token
MySQLStore.cpp: In member function `virtual bool FIX::MySQLStore::get(int,
    std::string&) const':
MySQLStore.cpp:233: parse error before `*' token
MySQLStore.cpp:244: `mysql_num_rows' undeclared (first use this function)
MySQLStore.cpp:245: parse error before `=' token
MySQLStore.cpp: In member function `virtual void FIX::MySQLStore::get(int, int,
    std::vector<std::string, std::allocator<std::string> >&) const':
MySQLStore.cpp:258: parse error before `*' token
MySQLStore.cpp:270: `sqlResult' undeclared (first use this function)
MySQLStore.cpp:272: parse error before `=' token
MySQLStore.cpp: In member function `virtual void
    FIX::MySQLStore::setNextSenderMsgSeqNum(int)':
MySQLStore.cpp:293: parse error before `*' token
MySQLStore.cpp: In member function `virtual void
    FIX::MySQLStore::setNextTargetMsgSeqNum(int)':
MySQLStore.cpp:309: parse error before `*' token
MySQLStore.cpp: In member function `virtual void FIX::MySQLStore::reset()':
MySQLStore.cpp:345: parse error before `*' token
make[4]: *** [MySQLStore.lo] Error 1
make[4]: Leaving directory `/root/quickfix_1.5/src/C++'
make[3]: *** [all-recursive] Error 1
make[3]: Leaving directory `/root/quickfix_1.5/src/C++'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory `/root/quickfix_1.5/src'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/root/quickfix_1.5'
make: *** [all-recursive-am] Error 2
----------- end log --------------------------

Any idea what's going on here? Thanks.

Jim 

RE: [Quickfix-users] House-Keeping quickfix 1.4.1

[SOL Z. <sol...@ya...>]

Hello 
Are there any fix messages that could be used to
control the "operations" of the fix engine so that
unscheduled start & stop  can be handled easier?
So lets say instead of CtrlC a message be sent to the
server & instead of updated the config files &
restarting the server, things be done dynamically.
Regards


--- Oren Miller <ore...@ya...> wrote:
> These will actually only do a reset during a proper
> disconnect or logoff.  Ctrl-c stops the app dead in
> it's tracks, so they probably won't get cleaned up
> if you use the FileStore.  But, you use these
> setting + use the MemoryStore, then it should reset
> for normal and abnormal interuptions. since
> MemoryStore will always start at 1 when the app is
> loaded.
> 
> Juergen Jetmar <je...@gm...> wrote:
> Hello, 
> 
> take a look at
>
http://quickfix.thoughtworks.com/documentation/configuration.html
> 
> ResetOnLogout and ResetOnDisconnect. 
> 
> Regards, 
> jj
> 
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]
> On Behalf Of SOL
> ZADEH
> Sent: Donnerstag, 22. Mai 2003 16:23
> To: qui...@li...
> Subject: [Quickfix-users] House-Keeping quickfix
> 1.4.1
> 
> I've been stopping the examples such as
> "run_executor_cpp_debug using 'control c'
> Now I'm getting the following problem:
> 
> (MsgSeqNum too high RECEIVED: 143 EXPECTED: 1)
> 
> How could I safely reset the MsgSeqNum?
> 
> 
> 
> __________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
> http://search.yahoo.com
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> ---------------------------------
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.


__________________________________
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Re: [Quickfix-developers] Re: [Quickfix-users] QuickFIX 1.5.0

[SOL Z. <sol...@ya...>]

I updated the config file now I get a more detailed
error:
An unexpected exception has been detected in native
code outside the VM.

__________________

D:\quickfix-1.5.0\quickfix\bin>run_banzai

D:\quickfix-1.5.0\quickfix\bin>set
CLASSPATH=../lib/banzai.jar;../lib/quickfix.j
ar;../lib/log4j.jar

D:\quickfix-1.5.0\quickfix\bin>java
-Djava.library.path=../lib; Banzai

An unexpected exception has been detected in native
code outside the VM.
Unexpected Signal : unknown exception code occurred at
PC=0x77E73887
Function=RaiseException+0x50
Library=C:\WINDOWS\system32\kernel32.dll

Current Java thread:
        at org.quickfix.SessionSettings.create(Native
Method)
        at org.quickfix.SessionSettings.<init>(Unknown
Source)
        at Banzai.<init>(Unknown Source)
        at Banzai.main(Unknown Source)

Dynamic libraries:
0x00400000 - 0x00406000        
C:\WINDOWS\system32\java.exe
0x77F50000 - 0x77FF7000        
C:\WINDOWS\System32\ntdll.dll
0x77E60000 - 0x77F46000        
C:\WINDOWS\system32\kernel32.dll
0x77DD0000 - 0x77E5D000        
C:\WINDOWS\system32\ADVAPI32.dll
0x78000000 - 0x7807F000        
C:\WINDOWS\system32\RPCRT4.dll
0x77C10000 - 0x77C63000        
C:\WINDOWS\system32\MSVCRT.dll
0x6D330000 - 0x6D445000         C:\Program
Files\Java\j2re1.4.0_01\bin\client\jvm.dll
0x77D40000 - 0x77DC6000        
C:\WINDOWS\system32\USER32.dll
0x77C70000 - 0x77CB0000        
C:\WINDOWS\system32\GDI32.dll
0x76B40000 - 0x76B6C000        
C:\WINDOWS\system32\WINMM.dll
0x76390000 - 0x763AC000        
C:\WINDOWS\System32\IMM32.DLL
0x629C0000 - 0x629C8000        
C:\WINDOWS\system32\LPK.DLL
0x72FA0000 - 0x72FFA000        
C:\WINDOWS\system32\USP10.dll
0x6D1D0000 - 0x6D1D7000         C:\Program
Files\Java\j2re1.4.0_01\bin\hpi.dll
0x6D300000 - 0x6D30D000         C:\Program
Files\Java\j2re1.4.0_01\bin\verify.dll
0x6D210000 - 0x6D228000         C:\Program
Files\Java\j2re1.4.0_01\bin\java.dll
0x6D320000 - 0x6D32D000         C:\Program
Files\Java\j2re1.4.0_01\bin\zip.dll
0x10000000 - 0x10070000        
D:\quickfix-1.5.0\quickfix\lib\quickfix_jni.dll
0x71AB0000 - 0x71AC5000        
C:\WINDOWS\system32\WS2_32.dll
0x71AA0000 - 0x71AA8000        
C:\WINDOWS\system32\WS2HELP.dll
0x771B0000 - 0x772D1000        
C:\WINDOWS\system32\ole32.dll
0x77120000 - 0x771AB000        
C:\WINDOWS\system32\OLEAUT32.dll
0x7C080000 - 0x7C0F7000        
C:\WINDOWS\system32\MSVCP70.dll
0x7C000000 - 0x7C054000        
C:\WINDOWS\system32\MSVCR70.dll
0x6D000000 - 0x6D0F6000         C:\Program
Files\Java\j2re1.4.0_01\bin\awt.dll
0x73000000 - 0x73023000        
C:\WINDOWS\system32\WINSPOOL.DRV
0x5AD70000 - 0x5ADA4000        
C:\WINDOWS\System32\uxtheme.dll
0x00970000 - 0x0097E000         C:\Program
Files\Sony\Jog Dial Utility\WMHook.dll
0x63000000 - 0x63014000        
C:\WINDOWS\System32\SynTPFcs.dll
0x77C00000 - 0x77C07000        
C:\WINDOWS\system32\VERSION.dll
0x74720000 - 0x74764000        
C:\WINDOWS\System32\MSCTF.dll
0x0B3B0000 - 0x0B3DB000        
C:\WINDOWS\System32\msctfime.ime
0x6D180000 - 0x6D1D0000         C:\Program
Files\Java\j2re1.4.0_01\bin\fontmanager.dll
0x76C90000 - 0x76CB2000        
C:\WINDOWS\system32\imagehlp.dll
0x6D510000 - 0x6D58D000        
C:\WINDOWS\system32\DBGHELP.dll
0x76BF0000 - 0x76BFB000        
C:\WINDOWS\system32\PSAPI.DLL

Local Time = Tue May 27 12:03:49 2003
Elapsed Time = 0
#
# The exception above was detected in native code
outside the VM
#
# Java VM: Java HotSpot(TM) Client VM (1.4.0_01-b03
mixed mode)
#
# An error report file has been saved as
hs_err_pid3156.log.
# Please refer to the file for further information.
#

--- Oren Miller <ore...@ya...> wrote:
> Yeah.  Looks like banzai.cfg wasn't updated to use
> the
> new configuration requirements for 1.5.0.  Add the
> setting UseDataDictionary=N in the DEFAULT section
> and
> it should load properly.
> 
> --- SOL ZADEH <sol...@ya...> wrote:
> > 
> > There were some errors with banzai. Please see
> > below:
> >  
> > ---------
> > 
> > D:\QUICKF~1.0\quickfix\bin>run_banzai
> > 
> > D:\QUICKF~1.0\quickfix\bin>set
> > CLASSPATH=../lib/banzai.jar;../lib/quickfix.jar;
> > ./lib/log4j.jar
> > 
> > D:\QUICKF~1.0\quickfix\bin>java
> > -Djava.library.path=../lib; Banzai
> > Exception in thread "main"
> org.quickfix.ConfigError:
> > DataDictionary not defined
> >         at
> > org.quickfix.SocketInitiator.create(Native
> > Method)
> >         at
> > org.quickfix.SocketInitiator.<init>(Unknown
> > Source)
> >         at Banzai.<init>(Unknown Source)
> >         at Banzai.main(Unknown Source)
> > 
> > 
> > __________________________________
> > Do you Yahoo!?
> > The New Yahoo! Search - Faster. Easier. Bingo.
> > http://search.yahoo.com
> > 
> > 
> >
>
-------------------------------------------------------
> > This SF.net email is sponsored by: ObjectStore.
> > If flattening out C++ or Java code to make your
> > application fit in a
> > relational database is painful, don't do it! Check
> > out ObjectStore.
> > Now part of Progress Software.
> > http://www.objectstore.net/sourceforge
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> >
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> __________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
> http://search.yahoo.com
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-users


__________________________________
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The New Yahoo! Search - Faster. Easier. Bingo.
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[Quickfix-users] understandign message gap filling

[<ma...@Ge...>]

Hi

I have been experimenting with crashing my QuickFix application to see how
recovery can work.  I noticed that QF is taking care of managing message holes
or gaps.  It seems that if I send an order and immediately call abort() then
obviously I don't get the execution report.  I check the logs and it is not
there.  Then, I started my application and send no orders and no aborts.  After
logon I get the missing execution report.  Very nice, it seems QF will manage
that part of recovery for me.

I suspected that QF was using the log files on startup to determine what had
been received and what not.  So, I deleted all my logs before restarting my
application.  It picked up where it left off.  How does QF determine what
messages were not received?

Thank you,
Marc


---------------------------------------------------------------------
Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC

Re: [Quickfix-developers] Re: [Quickfix-users] QuickFIX 1.5.0

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

Yeah.  Looks like banzai.cfg wasn't updated to use the
new configuration requirements for 1.5.0.  Add the
setting UseDataDictionary=N in the DEFAULT section and
it should load properly.

--- SOL ZADEH <sol...@ya...> wrote:
> 
> There were some errors with banzai. Please see
> below:
>  
> ---------
> 
> D:\QUICKF~1.0\quickfix\bin>run_banzai
> 
> D:\QUICKF~1.0\quickfix\bin>set
> CLASSPATH=../lib/banzai.jar;../lib/quickfix.jar;
> ./lib/log4j.jar
> 
> D:\QUICKF~1.0\quickfix\bin>java
> -Djava.library.path=../lib; Banzai
> Exception in thread "main" org.quickfix.ConfigError:
> DataDictionary not defined
>         at
> org.quickfix.SocketInitiator.create(Native
> Method)
>         at
> org.quickfix.SocketInitiator.<init>(Unknown
> Source)
>         at Banzai.<init>(Unknown Source)
>         at Banzai.main(Unknown Source)
> 
> 
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