Re: [Quickfixj-users] (no subject)

[Colin D. <co...@ma...>]

FIN is a TCP-level message. You're looking at too low a level. There are 
1 to several TCP messages that make up a single QFJ message.

On 10/2/19 12:03 AM, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> I use Quickfix/J to send requests to LMAX. Right after openning a new 
> order LMAX disconnects me. According to their support, my server sends 
> TCP FIN. Here is a log from their server:
>
> 2019-09-27 UTC 12:54:39.830189  MY_IP ADDRESS > THEIR_IP_ADDRESS 
> 8=TCP|35=FIN
>
> Why Quickfix/J (installed on my machine) sends a message of type FIN? 
> Here is how I open a new order:
> publicvoidsendNewOrderSingle(Stringp, charSideValue, charOrdTypeValue, 
> doubleprice, doubleOrderQty) throwsSessionNotFound {
> System.out.println("\nNewOrderSingle");
> // Prepare
> StringClOrdID=generateRandomString(20);
> LocalDateTimenow=LocalDateTime.now();
> // Save data in Strategy
> StrategySwitcher.setClOrdID(p, ClOrdID);
> // Build and send request
> quickfix.fix44.NewOrderSinglemessage=new quickfix.fix44.NewOrderSingle();
> message.setField(newClOrdID(ClOrdID)); //11
> message.setField(newSecurityID("4001")); //48
> message.setField(newSecurityIDSource("8")); //22
> message.setField(newSymbol(p)); //55 Ticker symbol
> message.setField(newSide(SideValue)); //54 Side. 1 = Buy, 2 = Sell
> message.setField(newExecInst("H")); 
> //18 H = Reinstate on System Failure (Do not cancel on disconnect); Q = Cancel on System Failure (Cancel on disconnect)
> message.setField(newTransactTime(now)); 
> //60 Time this order request was initiated/released by the trader, trading system, or intermediary. Ignored by LMAX.
> message.setField(newOrderQty(OrderQty)); 
> //38 The number of contracts that an order is for.
> message.setField(newOrdType(OrdTypeValue)); 
> //40 Order type. 1 = Market, 2 = Limit, 3 = Stop, 4 = Stop Limit
> switch (String.valueOf(OrdTypeValue)) {
> case"2":// LIMIT
> message.setField(newPrice(price)); 
> // 44 Price. Required for limit OrdTypes.
> break;
> case"3":// STOP
> message.setField(newStopPx(price)); 
> // 99 StopPx. Required for stop OrdTypes.
> break;
>         }
> message.setField(newTimeInForce(TimeInForceMap.get("GOOD_TILL_CANCEL"))); 
> // 59 Specifies how long the order remains in effect. 0 = Day (trading session), 1 = Good Till Cancel  (GTC), 3 = Immediate or Cancel  (IOC), 4 = Fill or Kill  (FOK)
> Session.sendToTarget(message, senderCompID, tradeTargetCompID);
>     }
>
> In my case:
> SideValue => SELL which is 2
> OrdTypeValue => LIMIT which is 2
>
>
>
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-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
888.868.4884
https://www.marketcetera.com