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Re: [Quickfixj-users] quickfixj and CME
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From: Chris H. <chr...@ho...> - 2007-03-05 12:13:59
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<html><div style='background-color:'><DIV class=RTE> <P>Ok, didn't follow the point you were making.</P> <P>Our Session.java (QuickFixJ) handles backup adapters etc. as part of this we detect the FTI flag and allow for its prescence, currently on each QuickFixJ we merge in our code over the top (its not a lot of code). I haven't looked to see if there are any message pre processing hooks you could make use of via a listener or whatver to achieve the same effect but it does look like you can't just use the code out of the box, as you just need to ignore the flag it may be a bit easier for you.</P> <P>We actually use the FIT functionality have backup adapters etc.</P></DIV> <DIV></DIV> <BLOCKQUOTE style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #a0c6e5 2px solid; MARGIN-RIGHT: 0px"><FONT style="FONT-SIZE: 11px; FONT-FAMILY: tahoma,sans-serif"> <HR color=#a0c6e5 SIZE=1> <DIV></DIV>From: <I>Vladimir Kvasov <vla...@db...></I><BR>Reply-To: <I>qui...@li...</I><BR>To: <I>chr...@ho..., qui...@li...</I><BR>Subject: <I>Re: [Quickfixj-users] quickfixj and CME</I><BR>Date: <I>Mon, 5 Mar 2007 14:53:05 +0300</I><BR>>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/<BR>>QuickFIX/J Support: http://www.quickfixj.org/support/<BR> <P> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>Hi Chris</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>I know the reason why I received logout. <DIV></DIV>Yes, I didn't supply SenderSubID field. </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>the problem is that quickfix can't handle <DIV></DIV>this logout correctly because of SenderCompID/TargetCompID discrepancy</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>and instead of processing logout message <DIV></DIV>it tries to send reject back to the market and fails to do so because I'm <DIV></DIV>not logged in.</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>wbr</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>_________________________________<BR> <DIV></DIV>Vladimir Kvasov<BR> <DIV></DIV></FONT> <DIV></DIV><BR> <DIV></DIV><BR> <DIV></DIV><BR> <DIV></DIV> <TABLE width="100%"> <DIV></DIV> <TBODY> <TR vAlign=top> <DIV></DIV> <TD width="40%"><FONT face=sans-serif size=1><B>"Chris Hurst" <DIV></DIV><chr...@ho...></B> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=1>Sent by: qui...@li...</FONT> <DIV></DIV> <P><FONT face=sans-serif size=1>05.03.2007 14:32</FONT> <DIV></DIV> <TABLE border=1> <DIV></DIV> <TBODY> <TR vAlign=top> <DIV></DIV> <TD bgColor=white> <DIV></DIV> <DIV align=center><FONT face=sans-serif size=1>Please respond to<BR></DIV>Ch...@hu...; Please respond to<BR> <DIV></DIV>qui...@li...</FONT> <DIV></DIV></TR></TBODY></TABLE> <DIV></DIV><BR> <DIV></DIV> <TD width="59%"> <DIV></DIV> <TABLE width="100%"> <DIV></DIV> <TBODY> <TR> <DIV></DIV> <TD> <DIV></DIV> <DIV align=right><FONT face=sans-serif size=1>To</FONT></DIV> <DIV></DIV> <TD vAlign=top><FONT face=sans-serif size=1>qui...@li...</FONT> <DIV></DIV> <TR> <DIV></DIV> <TD> <DIV></DIV> <DIV align=right><FONT face=sans-serif size=1>cc</FONT></DIV> <DIV></DIV> <TD vAlign=top> <DIV></DIV> <TR> <DIV></DIV> <TD> <DIV></DIV> <DIV align=right><FONT face=sans-serif size=1>Subject</FONT></DIV> <DIV></DIV> <TD vAlign=top><FONT face=sans-serif size=1>Re: [Quickfixj-users] quickfixj <DIV></DIV>and CME</FONT></TR></TBODY></TABLE> <DIV></DIV><BR> <DIV></DIV> <TABLE> <DIV></DIV> <TBODY> <TR vAlign=top> <DIV></DIV> <TD> <DIV></DIV> <TD></TR></TBODY></TABLE> <DIV></DIV><BR></TR></TBODY></TABLE> <DIV></DIV><BR> <DIV></DIV><BR> <DIV></DIV><BR><TT><FONT size=2>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/<BR> <DIV></DIV>QuickFIX/J Support: http://www.quickfixj.org/support/<BR> <DIV></DIV></FONT></TT><FONT size=3>Yeah we do, for the FIX conversations we use I <DIV></DIV>have some documentation on my desk that says SenderSubID is CME required <DIV></DIV>as opposed to FIX required , which is fine I think.</FONT> <DIV></DIV> <P><FONT size=3>QuickFIXJ is doing the raw FIX fine, the CME has added <DIV></DIV>restrictions to the FIX message in defining their message specification <DIV></DIV>, i.e. they have writen their own message specification on top of FIX which <DIV></DIV>is more restrictive on the header but still a valid thing to do.</FONT> <DIV></DIV> <P><FONT size=3>a) You MUST populate tag 50 on logon, for a CME logon as <DIV></DIV>opposed to a generic FIX logon, this is the issue with your failed logon <DIV></DIV>not what you highlight ...</FONT> <DIV></DIV> <P><FONT size=3>b) (The change you highlight in bold is because the last <DIV></DIV>letter the missing U is the FTI (fault tolerance indicator van be U or <DIV></DIV>P or B or N) i.e. its not part of the identifier as such) its NOT <DIV></DIV>this that causes your error is a)<BR> <DIV></DIV></FONT> <DIV></DIV> <P> <DIV></DIV> <HR> <DIV></DIV> <P><FONT face=Tahoma size=1>From: <I>Vladimir Kvasov <vla...@db...></I><BR> <DIV></DIV>Reply-To: <I>qui...@li...</I><BR> <DIV></DIV>To: <I>qui...@li...</I><BR> <DIV></DIV>Subject: <I>[Quickfixj-users] quickfixj and CME</I><BR> <DIV></DIV>Date: <I>Mon, 5 Mar 2007 13:51:00 +0300</I><BR> <DIV></DIV>>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/<BR> <DIV></DIV>>QuickFIX/J Support: http://www.quickfixj.org/support/</FONT> <DIV></DIV> <P> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>Hi</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>is there anyone who tried to use quickfixj </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>to connect CME?</FONT><FONT face=Tahoma size=1> <DIV></DIV></FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>I sent logon message:</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>8=FIX.4.2</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>9=83</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>35=A</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>34=1</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><B><BR> <DIV></DIV>49=XXX123U</B></FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>52=20070301-12:18:22.505</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>56=CME</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>95=3</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>96=KXX</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>98=0</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>108=30</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>141=Y</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>10=021</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>and received logout as a result. </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>8=FIX.4.2</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>9=110</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>35=5</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>34=413</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>49=CME</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>50=G</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>52=20070301-12:47:32.372</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><B><BR> <DIV></DIV>56=XXX123</B></FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>369=0</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>58=SenderSubId (50) tag is not present</FONT><FONT face=Tahoma size=1> <DIV></DIV></FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>789=1</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>10=063</FONT><FONT face=Tahoma size=1> </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>as you can see SenderCompID in logon </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>message and TargetCompID in logout message <DIV></DIV>differs and this fact causes </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>validation failure in quckfixj code.</FONT><FONT face=Tahoma size=1> <DIV></DIV></FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>does CME breaks FIX protocol or quickfixj </FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>is too strict?</FONT><FONT face=Tahoma size=1> <DIV></DIV></FONT> <DIV></DIV><BR> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2><BR> <DIV></DIV>_________________________________</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>Vladimir Kvasov</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>---</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>This e-mail may contain confidential <DIV></DIV>and/or privileged information. 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