|
From: Vladimir K. <vla...@db...> - 2007-03-05 12:37:29
|
Hi
private boolean isCorrectCompID(String senderCompID, String
targetCompID) {
return sessionID.getSenderCompID().equals(targetCompID)
&& sessionID.getTargetCompID().equals(senderCompID);
}
thank you
it looks like I'll need to hack Session.java
not very convinient. we use quickfixj in several projects so need to be
careful with updates.
wbr
_________________________________
Vladimir Kvasov
"Chris Hurst" <chr...@ho...>
Sent by: qui...@li...
05.03.2007 15:13
Please respond to
Ch...@hu...; Please respond to
qui...@li...
To
qui...@li...
cc
Subject
Re: [Quickfixj-users] quickfixj and CME
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Ok, didn't follow the point you were making.
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.
We actually use the FIT functionality have backup adapters etc.
From: Vladimir Kvasov <vla...@db...>
Reply-To: qui...@li...
To: chr...@ho..., qui...@li...
Subject: Re: [Quickfixj-users] quickfixj and CME
Date: Mon, 5 Mar 2007 14:53:05 +0300
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/
Hi Chris
I know the reason why I received logout.
Yes, I didn't supply SenderSubID field.
the problem is that quickfix can't handle
this logout correctly because of SenderCompID/TargetCompID discrepancy
and instead of processing logout message
it tries to send reject back to the market and fails to do so because I'm
not logged in.
wbr
_________________________________
Vladimir Kvasov
"Chris Hurst"
<chr...@ho...>
Sent by: qui...@li...
05.03.2007 14:32
Please respond to
Ch...@hu...; Please respond to
qui...@li...
To
qui...@li...
cc
Subject
Re: [Quickfixj-users] quickfixj
and CME
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Yeah we do, for the FIX conversations we use I
have some documentation on my desk that says SenderSubID is CME required
as opposed to FIX required , which is fine I think.
QuickFIXJ is doing the raw FIX fine, the CME has added
restrictions to the FIX message in defining their message specification
, i.e. they have writen their own message specification on top of FIX
which
is more restrictive on the header but still a valid thing to do.
a) You MUST populate tag 50 on logon, for a CME logon as
opposed to a generic FIX logon, this is the issue with your failed logon
not what you highlight ...
b) (The change you highlight in bold is because the last
letter the missing U is the FTI (fault tolerance indicator van be U or
P or B or N) i.e. its not part of the identifier as such) its NOT
this that causes your error is a)
From: Vladimir Kvasov <vla...@db...>
Reply-To: qui...@li...
To: qui...@li...
Subject: [Quickfixj-users] quickfixj and CME
Date: Mon, 5 Mar 2007 13:51:00 +0300
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/
Hi
is there anyone who tried to use quickfixj
to connect CME?
I sent logon message:
8=FIX.4.2
9=83
35=A
34=1
49=XXX123U
52=20070301-12:18:22.505
56=CME
95=3
96=KXX
98=0
108=30
141=Y
10=021
and received logout as a result.
8=FIX.4.2
9=110
35=5
34=413
49=CME
50=G
52=20070301-12:47:32.372
56=XXX123
369=0
58=SenderSubId (50) tag is not present
789=1
10=063
as you can see SenderCompID in logon
message and TargetCompID in logout message
differs and this fact causes
validation failure in quckfixj code.
does CME breaks FIX protocol or quickfixj
is too strict?
_________________________________
Vladimir Kvasov
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