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From: Ajit G. <aji...@gm...> - 2021-05-21 16:32:35
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Hi, I added two custom fields in financing details component of Quote request. I added these two custom fields in before start date field in financing details component. I added the field number as well as added in financing details component in FIX 44 XML data dictionary. After rebuilding, While sending data from my FIX Initiator, these two custom fields are appending at the end of my message structure. Thus , I m receiving a error- "Out of order repeating group members". I would appreciate if anyone can help me on this. Regards Ajit Gautam |
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From: Ajit G. <aji...@gm...> - 2021-05-21 13:02:52
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Hi Chris, I changed the order of repeating group and placed the tag in order relevant to my business structure. I added one custom field as well in the data dictionary. But now I am getting an error message- 58 = Out of order repeating group members. I would appreciate if you suggest some steps to avoid the above error. Is there any help available where we can get the list of Quickfix files where we need to add the custom fields. Regards Ajit Gautam On Fri, May 21, 2021, 17:49 Christoph John <chr...@ma...> wrote: > One more thing: if you do not have a meaningful value for a String field > that you need to populate then use N/A . > > Am 21. Mai 2021 14:17:20 MESZ schrieb Christoph John < > chr...@ma...>: >> >> The tag order does not matter except in the case of repeating groups >> where it needs to be in the same order as in the dictionary. Especially the >> delimiter field needs to be set otherwise the instances of the repeating >> group cannot be parsed. >> >> Cheers >> Chris >> >> Am 21. Mai 2021 13:17:33 MESZ schrieb Ajit Gautam < >> aji...@gm...>: >>> >>> Hi Winfried, >>> >>> Thanks for acknowledging my request. >>> >>> Yes, I am building NoRelatedSym group and first field in group is tag >>> number 48. >>> I am using FIX 4.4 but in data dictionary, symbol (55) is defined first >>> field in this group. >>> >>> I don't have symbol field in my request message. >>> >>> Is this mean, ordering will matter in FIX. >>> >>> I was under impression that I just need >>> to set fields that are relevant to my business structure. >>> >>> Is there any way I can avoid this ordering or grouping mechanism. >>> I have many repeating group in my business which have custom fields too. >>> >>> Regards >>> Ajit Gautam >>> >>> >>> >>> On Fri, May 21, 2021, 15:06 Winfried Schleipen < >>> Win...@de...> wrote: >>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>> Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> Hi Ajit, >>>> >>>> from what you wrote I guess that you are building the NoRelatedSym >>>> group but do not have field 55/Symbol as the first field in each instance >>>> of the repeating group. >>>> If you use a standard FIX (please state the FIX version in your >>>> requests if possible) then the NoRelatedSym repeating group must have field >>>> 55 as the first field in each repeated instance. >>>> This is standard behaviour for all repeating groups. >>>> >>>> Hope this helps, >>>> >>>> Best regards, >>>> >>>> Winfried Schleipen >>>> Senior IT Specialist >>>> Global Business Services - Financial Services: Banking & Financial >>>> Markets >>>> IBM Services >>>> >>>> --------------------------------------------------------------------------------------- >>>> IBM Deutschland >>>> Im Klapperhof 3-5 >>>> 50670 Köln >>>> Mobile: +49-(0)151-11762672 >>>> E-Mail: win...@de... >>>> >>>> --------------------------------------------------------------------------------------- >>>> Vorsitzender des Aufsichtsrats: Sebastian Krause >>>> Geschäftsführung: Gregor Pillen (Vorsitzender), Agnes Heftberger, >>>> Norbert Janzen, Markus Koerner, Christian Noll, Nicole Reimer >>>> Sitz der Gesellschaft: Ehningen / Registergericht: Amtsgericht >>>> Stuttgart, HRB 14562 / WEEE-Reg.-Nr. DE 99369940 >>>> >>>> -----Ajit Gautam <aji...@gm...> wrote: ----- >>>> To: qui...@li... >>>> From: Ajit Gautam <aji...@gm...> >>>> Date: 05/21/2021 10:34AM >>>> Subject: [EXTERNAL] [Quickfixj-users] Error - The group 146 must set >>>> the delimiter field 55 >>>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> Hi, I was sending a RFQ Quote request with 146 tag number in repeating >>>> block. But I am getting an error message The group 146 must set the >>>> delimiter field 55 371 = 48 372 = R. I will appreciate if anyone can help >>>> on this issue. ZjQcmQRYFpfptBannerStart >>>> This Message Is From an External Sender >>>> This message came from outside your organization. >>>> ZjQcmQRYFpfptBannerEnd >>>> Hi, >>>> I was sending a RFQ Quote request with 146 tag number in repeating >>>> block. >>>> >>>> But I am getting an error message >>>> The group 146 must set the delimiter field 55 371 = 48 372 = R. >>>> >>>> I will appreciate if anyone can help on this issue. >>>> >>>> >>>> Regards >>>> Ajit Gautam >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> |
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From: Christoph J. <chr...@ma...> - 2021-05-21 12:19:30
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One more thing: if you do not have a meaningful value for a String field that you need to populate then use N/A . Am 21. Mai 2021 14:17:20 MESZ schrieb Christoph John <chr...@ma...>: >The tag order does not matter except in the case of repeating groups >where it needs to be in the same order as in the dictionary. Especially >the delimiter field needs to be set otherwise the instances of the >repeating group cannot be parsed. > >Cheers >Chris > >Am 21. Mai 2021 13:17:33 MESZ schrieb Ajit Gautam ><aji...@gm...>: >>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>QuickFIX/J Support: http://www.quickfixj.org/support/ |
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From: Christoph J. <chr...@ma...> - 2021-05-21 12:17:43
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The tag order does not matter except in the case of repeating groups where it needs to be in the same order as in the dictionary. Especially the delimiter field needs to be set otherwise the instances of the repeating group cannot be parsed. Cheers Chris Am 21. Mai 2021 13:17:33 MESZ schrieb Ajit Gautam <aji...@gm...>: >QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >QuickFIX/J Support: http://www.quickfixj.org/support/ |
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From: Ajit G. <aji...@gm...> - 2021-05-21 11:17:59
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Hi Winfried, Thanks for acknowledging my request. Yes, I am building NoRelatedSym group and first field in group is tag number 48. I am using FIX 4.4 but in data dictionary, symbol (55) is defined first field in this group. I don't have symbol field in my request message. Is this mean, ordering will matter in FIX. I was under impression that I just need to set fields that are relevant to my business structure. Is there any way I can avoid this ordering or grouping mechanism. I have many repeating group in my business which have custom fields too. Regards Ajit Gautam On Fri, May 21, 2021, 15:06 Winfried Schleipen < Win...@de...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > Hi Ajit, > > from what you wrote I guess that you are building the NoRelatedSym group > but do not have field 55/Symbol as the first field in each instance of the > repeating group. > If you use a standard FIX (please state the FIX version in your requests > if possible) then the NoRelatedSym repeating group must have field 55 as > the first field in each repeated instance. > This is standard behaviour for all repeating groups. > > Hope this helps, > > Best regards, > > Winfried Schleipen > Senior IT Specialist > Global Business Services - Financial Services: Banking & Financial Markets > IBM Services > > --------------------------------------------------------------------------------------- > IBM Deutschland > Im Klapperhof 3-5 > 50670 Köln > Mobile: +49-(0)151-11762672 > E-Mail: win...@de... > > --------------------------------------------------------------------------------------- > Vorsitzender des Aufsichtsrats: Sebastian Krause > Geschäftsführung: Gregor Pillen (Vorsitzender), Agnes Heftberger, Norbert > Janzen, Markus Koerner, Christian Noll, Nicole Reimer > Sitz der Gesellschaft: Ehningen / Registergericht: Amtsgericht Stuttgart, > HRB 14562 / WEEE-Reg.-Nr. DE 99369940 > > -----Ajit Gautam <aji...@gm...> wrote: ----- > To: qui...@li... > From: Ajit Gautam <aji...@gm...> > Date: 05/21/2021 10:34AM > Subject: [EXTERNAL] [Quickfixj-users] Error - The group 146 must set the > delimiter field 55 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi, I was sending a RFQ Quote request with 146 tag number in repeating > block. But I am getting an error message The group 146 must set the > delimiter field 55 371 = 48 372 = R. I will appreciate if anyone can help > on this issue. ZjQcmQRYFpfptBannerStart > This Message Is From an External Sender > This message came from outside your organization. > ZjQcmQRYFpfptBannerEnd > Hi, > I was sending a RFQ Quote request with 146 tag number in repeating block. > > But I am getting an error message > The group 146 must set the delimiter field 55 371 = 48 372 = R. > > I will appreciate if anyone can help on this issue. > > > Regards > Ajit Gautam > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Winfried S. <Win...@de...> - 2021-05-21 09:34:15
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<font face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif" size="2"><div>Hi Ajit,</div><div><br></div><div>from what you wrote I guess that you are building the NoRelatedSym group but do not have field 55/Symbol as the first field in each instance of the repeating group.</div><div>If you use a standard FIX (please state the FIX version in your requests if possible) then the NoRelatedSym repeating group must have field 55 as the first field in each repeated instance.</div><div>This is standard behaviour for all repeating groups.</div><div><br></div><span><div>Hope this helps,</div><div><br></div><div>Best regards,<br></div><br>Winfried Schleipen<br>Senior IT Specialist<br>Global Business Services - Financial Services: Banking & Financial Markets<br>IBM Services<br>---------------------------------------------------------------------------------------<br>IBM Deutschland <br>Im Klapperhof 3-5<br>50670 Köln<br>Mobile: +49-(0)151-11762672<br>E-Mail: <a href="mailto:win...@de...">win...@de...</a><br>---------------------------------------------------------------------------------------<br>Vorsitzender des Aufsichtsrats: Sebastian Krause<br>Geschäftsführung: Gregor Pillen (Vorsitzender), Agnes Heftberger, Norbert Janzen, Markus Koerner, Christian Noll, Nicole Reimer<br>Sitz der Gesellschaft: Ehningen / Registergericht: Amtsgericht Stuttgart, HRB 14562 / WEEE-Reg.-Nr. DE 99369940</span><br><br><font color="#990099">-----Ajit Gautam <<a href="mailto:aji...@gm..." target="_blank">aji...@gm...</a>> wrote: -----</font><div class="iNotesHistory" style="padding-left:5px;"><div style="padding-right:0px;padding-left:5px;border-left:solid black 2px;">To: <a href="mailto:qui...@li..." target="_blank">qui...@li...</a><br>From: Ajit Gautam <<a href="mailto:aji...@gm..." target="_blank">aji...@gm...</a>><br>Date: 05/21/2021 10:34AM<br>Subject: [EXTERNAL] [Quickfixj-users] Error - The group 146 must set the delimiter field 55<br><br><div><font size="2" face="Courier New,Courier,monospace">QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a> <br>QuickFIX/J Support: <a href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a> <br><br><br></font></div><!-- BaNnErBlUrFlE-HeAdEr-start --> <!-- BaNnErBlUrFlE-HeAdEr-end --> <!-- BaNnErBlUrFlE-BoDy-start --> <!-- Preheader Text : BEGIN --> <span class="pfptPreheader" style="display: none !important; visibility: hidden; font-size: 1px; line-height: 1px; max-height: 0px; max-width: 0px; opacity: 0; overflow: hidden;"><font color="#ffffff"> Hi, I was sending a RFQ Quote request with 146 tag number in repeating block. But I am getting an error message The group 146 must set the delimiter field 55 371 = 48 372 = R. I will appreciate if anyone can help on this issue. </font></span><!-- Preheader Text : END --> <!-- Email Banner : BEGIN --> <span style="display: none !important; visibility: hidden; font-size: 1px; line-height: 1px; max-height: 0px; max-width: 0px; opacity: 0; overflow: hidden;"><font color="#ffffff">ZjQcmQRYFpfptBannerStart</font></span> <!--[if ((ie)|(mso))]> <table border="0" cellspacing="0" cellpadding="0" width="100%" style="padding: 3px 0px 16px 0px;"><tr><td> <table class="pfptBannerTableMSO" border="0" cellspacing="0" cellpadding="0" style="padding: 0px 10px 5px 6px; width: 100%;border-radius:4px;border-top:4px solid #90a4ae;background-color:#d0d8dc;"><tr><td valign="top"> <table align="left" border="0" cellspacing="0" cellpadding="0" style="padding: 4px 8px 4px 8px"> <tr><td><span class="pfptTitleMSO" style="color:#000000 !important;font-family: 'Arial', sans-serif;font-weight:bold !important;font-size:14px !important;"> This Message Is From an External Sender </span></td></tr> <tr><td><span class="pfptSubtitleMSO" style="color:#000000 !important;font-weight:normal !important;font-family: 'Arial', sans-serif; font-size:12px !important;"> This message came from outside your organization. </span></td></tr> </table> </td></tr></table> </td></tr></table> <![endif]--> <!--[if !((ie)|(mso))]--> <div class="pfptBanner" style="margin:16px 0px 16px 0px; padding:8px 16px 8px 16px; border-radius: 4px; min-width: 200px;background-color: #d0d8dc; border-top: 4px solid #90a4ae;"> <div class="pfptMessageContainer" style="display: inline-block; margin: 0px 0px 1px 0px; max-width: 600px;"> <div class="pfptBannerTitle" style="font-family: "Arial", sans-serif !important; font-weight: bold !important; font-size: 14px !important; line-height: 18px; display: block;"><font color="#000000"> This Message Is From an External Sender </font></div> <div class="pfptBannerSubtitle" style="font-weight: normal !important; font-family: "Arial", sans-serif !important; font-size: 12px !important; line-height: 18px; margin-top: 2px; display: block;"><font color="#000000">This message came from outside your organization. </font></div> </div> </div><!--[endif]--> <span style="display: none !important; visibility: hidden; font-size: 1px; line-height: 1px; max-height: 0px; max-width: 0px; opacity: 0; overflow: hidden;"><font color="#ffffff">ZjQcmQRYFpfptBannerEnd<br></font></span><!-- Email Banner : END --> <!-- BaNnErBlUrFlE-BoDy-end --> <div dir="auto">Hi, <div dir="auto">I was sending a RFQ Quote request with 146 tag number in repeating block. </div><div dir="auto"><br></div><div dir="auto">But I am getting an error message</div><div dir="auto">The group 146 must set the delimiter field 55 371 = 48 372 = R.</div><div dir="auto"><br></div><div dir="auto">I will appreciate if anyone can help on this issue.</div><div dir="auto"><br></div><div dir="auto"><br></div><div dir="auto">Regards</div><div dir="auto">Ajit Gautam</div><div dir="auto"><br></div></div> <div><font size="2" face="Courier New,Courier,monospace">_______________________________________________<br>Quickfixj-users mailing list<br><a href="mailto:Qui...@li..." target="_blank">Qui...@li...</a><br><a href="https://lists.sourceforge.net/lists/listinfo/quickfixj-users">https://lists.sourceforge.net/lists/listinfo/quickfixj-users</a> <br></font></div></div></div></font><BR> |
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From: Ajit G. <aji...@gm...> - 2021-05-21 08:33:35
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Hi, I was sending a RFQ Quote request with 146 tag number in repeating block. But I am getting an error message The group 146 must set the delimiter field 55 371 = 48 372 = R. I will appreciate if anyone can help on this issue. Regards Ajit Gautam |
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From: Colin D. <co...@ma...> - 2021-05-20 13:22:46
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There's no way to do this, even at the TCP level, from the address alone. The only way this could be done is if you had a list of allowed IP addresses and you knew ahead of time which was which. Sometimes, depending on datacenter setup, leased lines will come in from a known set of IP addresses. On 5/20/21 12:15 AM, Ajit Gautam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > I am using an Quickfix acceptor and get connection request either via > leased line or via Internet. > > I wanted to get the connection details of client whether client is > connecting via leased line or Internet, but I don't find related to it > in Quickfix using which I get the connection type. > > I will appreciate if anyone can help me in this. > > I was thinking to assign different port number for leased line and > Internet connection. But that will be a hard-coded and non standard > approach. > > > Regards > Ajit Gautam > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Christoph J. <chr...@ma...> - 2021-05-20 08:45:01
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What would be the standard approach to get this information? How can you tell from an incoming connection (speak an incoming SYN packet) whether it is leased line or internet? Cheers Chris. Am 20. Mai 2021 09:15:41 MESZ schrieb Ajit Gautam <aji...@gm...>: >QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >QuickFIX/J Support: http://www.quickfixj.org/support/ |
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From: Ajit G. <aji...@gm...> - 2021-05-20 07:16:07
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Hi, I am using an Quickfix acceptor and get connection request either via leased line or via Internet. I wanted to get the connection details of client whether client is connecting via leased line or Internet, but I don't find related to it in Quickfix using which I get the connection type. I will appreciate if anyone can help me in this. I was thinking to assign different port number for leased line and Internet connection. But that will be a hard-coded and non standard approach. Regards Ajit Gautam |
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From: Christoph J. <chr...@ma...> - 2021-05-19 12:32:51
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Every connector (i.e. acceptor or initiator) has a method "getManagedSessions()" which returns a list of SessionIDs managed by that connector. You can lookup the session by using Session.lookupSession(SessionID). Chris. On 18.05.21 14:55, Ajit Gautam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > I have Quickfix FIX acceptor and below is the scenario: > > I receive a Quote request message from a client and need to send a Quote response message to a > specific client as well as broadcast a message to all active sessions. > > I was thinking of creating a method SendToAllActiveSessions and inside using SendToTarget method > passing active sessionID object parameters. > I was wondering whether I can create a global variable to store all active sessions and pass it to > the SendToTarget method inside SendToAllActiveSessions or should I store the active sessionIds in > database and put lookup logic for active Session Ids in the method. > > > Regards > Ajit Gautam > > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Software Engineering T +49 241 557080-28 chr...@ma... MACD GmbH Oppenhoffallee 103 52066 Aachen, Germany www.macd.com Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald |
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From: Christoph J. <chr...@ma...> - 2021-05-19 10:28:34
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Did you look at your log file? The IP should be printed there on connection attempt. Cheers Chris Am 19. Mai 2021 11:41:06 MESZ schrieb Ajit Gautam <aji...@gm...>: >QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >QuickFIX/J Support: http://www.quickfixj.org/support/ |
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From: Ajit G. <aji...@gm...> - 2021-05-19 09:41:35
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Hi, Is there any way to get client IP information with which Client FIX initiator is connecting to FIX Acceptor server. I have two FIX Acceptor one with WAF and with stunnel firewall configuration. I want to keep the IP address of client for regulatory and audit purposes. Regards Ajit Gautam |
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From: Colin D. <co...@ma...> - 2021-05-18 16:10:19
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So, I'll resist the urge to question sending quote requests to counter-parties that haven't requested them. I don't believe there is a way to find all active sessions within the QFJ library, though that seems to me to be a reasonable static method to have on Session, similar to Session.lookupSession, Session.doesSessionExist, and Session.numSessions. Luckily, it would be very easy to keep an in-memory collection of sessions simply by tracking login and logout calls in Application. I don't think looking up in the DB would be as efficient, but, you could certainly do that if you also checked Session.lookupSession or Session.doesSessionExist before sending the update. On 5/18/21 5:55 AM, Ajit Gautam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > I have Quickfix FIX acceptor and below is the scenario: > > I receive a Quote request message from a client and need to send a > Quote response message to a specific client as well as broadcast a > message to all active sessions. > > I was thinking of creating a method SendToAllActiveSessions and inside > using SendToTarget method passing active sessionID object parameters. > I was wondering whether I can create a global variable to store all > active sessions and pass it to the SendToTarget method inside > SendToAllActiveSessions or should I store the active sessionIds in > database and put lookup logic for active Session Ids in the method. > > > Regards > Ajit Gautam > > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Ajit G. <aji...@gm...> - 2021-05-18 12:55:42
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Hi, I have Quickfix FIX acceptor and below is the scenario: I receive a Quote request message from a client and need to send a Quote response message to a specific client as well as broadcast a message to all active sessions. I was thinking of creating a method SendToAllActiveSessions and inside using SendToTarget method passing active sessionID object parameters. I was wondering whether I can create a global variable to store all active sessions and pass it to the SendToTarget method inside SendToAllActiveSessions or should I store the active sessionIds in database and put lookup logic for active Session Ids in the method. Regards Ajit Gautam |
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From: Colin D. <co...@ma...> - 2021-05-17 23:51:38
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I'll leave it to Sam to say whether that's what he was thinking of or not, but, it was certainly what I meant, yes. On 5/17/21 12:54 PM, Philip Whitehouse wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Doesn’t QFJ already support chunked resend requests as an option? > > If you’re talking about chunked storage access when a large block is requested to limit heap usage that might be something I have time to look at. > > Best, > > Philip Whitehouse > |
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From: Philip W. <ph...@wh...> - 2021-05-17 20:10:59
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Doesn’t QFJ already support chunked resend requests as an option? If you’re talking about chunked storage access when a large block is requested to limit heap usage that might be something I have time to look at. Best, Philip Whitehouse > On 17 May 2021, at 17:34, Colin DuPlantis <co...@ma...> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > That's a good point and a separate use-case from Ajit's. It would be easy enough to implement pagination in the QF message provider, however, it would still need some work in the core code where the provider is invoked to resend messages. Not horribly difficult to do, though, and if there were six of me, I would probably do it. > >> On 5/17/21 8:24 AM, Browne, Sam wrote: >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> I'd like to see pagination in terms of Resend Request messages, if a user requests resend of seqnNum 1 - infinity that could be a lot of messages pulled from the DB in 1 query, it would seem better to be have support for this to be retrieved in "chunks" from the DB and "drip fed" out to the session. >> >> On 17/05/2021, 16:16, "Colin DuPlantis" <co...@ma...> wrote: >> >> Exercise Caution: This email is from an external source. >> >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> >> ________________________________ >> >> NOTICE: This message, and any attachments, are for the intended recipient(s) only, may contain information that is privileged, confidential and/or proprietary and subject to important terms and conditions available at E-Communication Disclaimer<http://www.cmegroup.com/tools-information/communications/e-communication-disclaimer.html>. If you are not the intended recipient, please delete this message. CME Group and its subsidiaries reserve the right to monitor all email communications that occur on CME Group information systems. >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884 > https://www.marketcetera.com > > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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From: Colin D. <co...@ma...> - 2021-05-17 16:34:08
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That's a good point and a separate use-case from Ajit's. It would be easy enough to implement pagination in the QF message provider, however, it would still need some work in the core code where the provider is invoked to resend messages. Not horribly difficult to do, though, and if there were six of me, I would probably do it. On 5/17/21 8:24 AM, Browne, Sam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > I'd like to see pagination in terms of Resend Request messages, if a user requests resend of seqnNum 1 - infinity that could be a lot of messages pulled from the DB in 1 query, it would seem better to be have support for this to be retrieved in "chunks" from the DB and "drip fed" out to the session. > > On 17/05/2021, 16:16, "Colin DuPlantis" <co...@ma...> wrote: > > Exercise Caution: This email is from an external source. > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > ________________________________ > > NOTICE: This message, and any attachments, are for the intended recipient(s) only, may contain information that is privileged, confidential and/or proprietary and subject to important terms and conditions available at E-Communication Disclaimer<http://www.cmegroup.com/tools-information/communications/e-communication-disclaimer.html>. If you are not the intended recipient, please delete this message. CME Group and its subsidiaries reserve the right to monitor all email communications that occur on CME Group information systems. > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Colin D. <co...@ma...> - 2021-05-17 16:33:46
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On 5/17/21 9:29 AM, Colin DuPlantis wrote: > > Use SenderSubID. PartyID has a very specific purpose within the > Parties recurring block. > > On 5/17/21 8:41 AM, Ajit Gautam wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ >> QuickFIX/J Support:http://www.quickfixj.org/support/ >> >> >> >> Hi, >> >> I will appreciate if you give your views on an another query for >> which I wanted a suggestion- >> >> There is a field SenderSubID which have trader name. >> Also, there is PartyID which can have buy-side trader name in request >> message. >> So, which methodology will be the standard to use. >> Note : I receive the data from trader , but gives response back to >> Member. I have a member level quickfix system. >> >> om <snip> -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Ajit G. <aji...@gm...> - 2021-05-17 15:41:54
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Hi, I will appreciate if you give your views on an another query for which I wanted a suggestion- There is a field SenderSubID which have trader name. Also, there is PartyID which can have buy-side trader name in request message. So, which methodology will be the standard to use. Note : I receive the data from trader , but gives response back to Member. I have a member level quickfix system. Regards Ajit Gautam On Mon, May 17, 2021, 21:07 Ajit Gautam <aji...@gm...> wrote: > Thanks Colin. > > On Mon, May 17, 2021, 20:58 Colin DuPlantis <co...@ma...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> You just send multiple messages. Or not, given the afore-mentioned >> confusion about the 64kb limit. >> >> If it were me, first, because I am lazy, I would try to find a way to >> avoid pagination altogether. Is it required? If so, why, what is the >> limitation? I would then try to do the minimum complexity to address that >> limitation. >> >> Then, if it is indeed the case that you need to split the payload, I >> would simply break my data up into chunks of that size and use unique News >> messages to break them up. >> >> I can't help but think you may be stretching the purpose of FIX if you >> need to send such large payloads. Another thing you could do is to make the >> payload available separately via REST URLs and simply send the URL in the >> payload of a FIX message. >> On 5/17/21 8:22 AM, Ajit Gautam wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> Hi, >> >> Thanks for the response. >> Agreed , I mixed up the TCP segment size and FIX message. >> >> If you could provide a suggestion to handle the pagination technique to >> send multiple news messages , that would be great. >> >> >> Regards >> Ajit Gautam >> >> >> On Mon, May 17, 2021, 20:45 Colin DuPlantis <co...@ma...> >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> The news message itself (35=B) is intended to be a "page" already. Why >>> not just send multiple news messages? >>> >>> I think you're mixing up the max size of a TCP packet and the max size >>> of a FIX message. A FIX message can be made up of multiple TCP packages and >>> will be transparently reassembled by the client into a single FIX message. >>> >>> There may still be a maximum practical size to FIX messages, which means >>> you could send multiple 35=B messages, but, it's larger than 64kb. >>> On 5/17/21 6:12 AM, Ajit Gautam wrote: >>> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>> >>> >>> Hi, >>> >>> It can be any message such as News inquiry response message or any >>> reference data message or any inquiry response which is of greater size in >>> MBs. >>> >>> Regards >>> Ajit Gautam >>> >>> On Mon, May 17, 2021, 18:24 Colin DuPlantis <co...@ma...> >>> wrote: >>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>> Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> What messages would you be using in your pagination scenario? >>>> On 5/17/21 2:51 AM, Ajit Gautam wrote: >>>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> Hi, >>>> >>>> It feels good to be back in touch with Quickfix, after my covid >>>> recovery phase. >>>> >>>> Below is the scenario for which I was exploring the pagination >>>> technique: >>>> >>>> An inquiry message is requested by the initiator, and in response the >>>> acceptor sends the inquiry response message which is of size greater than >>>> 5MB. >>>> Since on TCP, maximum size of message that can be sent over is 64kb, >>>> how the rest message can be sent. (Pagination technique). >>>> >>>> >>>> Another query for which I wanted a suggestion- >>>> There is a field SenderSubID which have trader name. >>>> Also, there is PartyID which can have buy-side trader name in request >>>> message. >>>> So, which methodology will be the standard to use. >>>> Note : I receive the data from trader , but gives response back to >>>> Member. I have a member level quickfix system. >>>> >>>> Regards >>>> Ajit Gautam >>>> >>>> >>>> >>>> On Wed, Apr 28, 2021, 19:54 Grant Birchmeier <gbi...@co...> >>>> wrote: >>>> >>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>>> Support: http://www.quickfixj.org/support/ >>>>> >>>>> >>>>> No, I'm sure that none of the QFs have this. >>>>> >>>>> To be honest, I'm not totally clear on the pagination process that you >>>>> desire, but I'm confident that no QF has it. >>>>> >>>>> If you provided a better example of what you need, we might be able to >>>>> give you guidance. >>>>> >>>>> >>>>> On Wed, Apr 28, 2021 at 5:35 AM Ajit Gautam <aji...@gm...> >>>>> wrote: >>>>> >>>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>>>> Support: http://www.quickfixj.org/support/ >>>>>> >>>>>> >>>>>> Hi, >>>>>> >>>>>> Is there any pagination technique used in Quickfix java version. >>>>>> I worked on Quickfix C++ package, I couldn't find any such thing. >>>>>> >>>>>> Also, if I am implementing quickfix java on camel, do I need to >>>>>> implement anything extra with respect to pagination. >>>>>> >>>>>> Note- I have a response message which is of size 5MB. >>>>>> >>>>>> >>>>>> Regards >>>>>> Ajit Gautam >>>>>> >>>>>> _______________________________________________ >>>>>> Quickfixj-users mailing list >>>>>> Qui...@li... >>>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>>> >>>>> >>>>> >>>>> -- >>>>> Grant Birchmeier >>>>> *Connamara Systems, LLC* >>>>> *Made-To-Measure Trading Solutions.* >>>>> Exactly what you need. No more. No less. >>>>> http://connamara.com >>>>> >>>>> This email, along with any attachments, is confidential. If you >>>>> believe you received this message in error, please contact the sender >>>>> immediately and delete all copies of the message. Thank you from Connamara >>>>> Systems, LLC._______________________________________________ >>>>> Quickfixj-users mailing list >>>>> Qui...@li... >>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>> >>>> >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>>> -- >>>> Colin DuPlantis >>>> Chief Architect, Marketcetera >>>> Download, Run, Trade >>>> 888.868.4884https://www.marketcetera.com >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> >>> >>> _______________________________________________ >>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >>> -- >>> Colin DuPlantis >>> Chief Architect, Marketcetera >>> Download, Run, Trade >>> 888.868.4884https://www.marketcetera.com >>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> _______________________________________________ >> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> -- >> Colin DuPlantis >> Chief Architect, Marketcetera >> Download, Run, Trade >> 888.868.4884https://www.marketcetera.com >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > |
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From: Browne, S. <Sam...@cm...> - 2021-05-17 15:39:22
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I'd like to see pagination in terms of Resend Request messages, if a user requests resend of seqnNum 1 - infinity that could be a lot of messages pulled from the DB in 1 query, it would seem better to be have support for this to be retrieved in "chunks" from the DB and "drip fed" out to the session.
On 17/05/2021, 16:16, "Colin DuPlantis" <co...@ma...> wrote:
Exercise Caution: This email is from an external source.
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
________________________________
NOTICE: This message, and any attachments, are for the intended recipient(s) only, may contain information that is privileged, confidential and/or proprietary and subject to important terms and conditions available at E-Communication Disclaimer<http://www.cmegroup.com/tools-information/communications/e-communication-disclaimer.html>. If you are not the intended recipient, please delete this message. CME Group and its subsidiaries reserve the right to monitor all email communications that occur on CME Group information systems.
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From: Ajit G. <aji...@gm...> - 2021-05-17 15:38:23
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Thanks Colin. On Mon, May 17, 2021, 20:58 Colin DuPlantis <co...@ma...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > You just send multiple messages. Or not, given the afore-mentioned > confusion about the 64kb limit. > > If it were me, first, because I am lazy, I would try to find a way to > avoid pagination altogether. Is it required? If so, why, what is the > limitation? I would then try to do the minimum complexity to address that > limitation. > > Then, if it is indeed the case that you need to split the payload, I would > simply break my data up into chunks of that size and use unique News > messages to break them up. > > I can't help but think you may be stretching the purpose of FIX if you > need to send such large payloads. Another thing you could do is to make the > payload available separately via REST URLs and simply send the URL in the > payload of a FIX message. > On 5/17/21 8:22 AM, Ajit Gautam wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi, > > Thanks for the response. > Agreed , I mixed up the TCP segment size and FIX message. > > If you could provide a suggestion to handle the pagination technique to > send multiple news messages , that would be great. > > > Regards > Ajit Gautam > > > On Mon, May 17, 2021, 20:45 Colin DuPlantis <co...@ma...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> The news message itself (35=B) is intended to be a "page" already. Why >> not just send multiple news messages? >> >> I think you're mixing up the max size of a TCP packet and the max size of >> a FIX message. A FIX message can be made up of multiple TCP packages and >> will be transparently reassembled by the client into a single FIX message. >> >> There may still be a maximum practical size to FIX messages, which means >> you could send multiple 35=B messages, but, it's larger than 64kb. >> On 5/17/21 6:12 AM, Ajit Gautam wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> Hi, >> >> It can be any message such as News inquiry response message or any >> reference data message or any inquiry response which is of greater size in >> MBs. >> >> Regards >> Ajit Gautam >> >> On Mon, May 17, 2021, 18:24 Colin DuPlantis <co...@ma...> >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> What messages would you be using in your pagination scenario? >>> On 5/17/21 2:51 AM, Ajit Gautam wrote: >>> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>> >>> >>> Hi, >>> >>> It feels good to be back in touch with Quickfix, after my covid recovery >>> phase. >>> >>> Below is the scenario for which I was exploring the pagination technique: >>> >>> An inquiry message is requested by the initiator, and in response the >>> acceptor sends the inquiry response message which is of size greater than >>> 5MB. >>> Since on TCP, maximum size of message that can be sent over is 64kb, how >>> the rest message can be sent. (Pagination technique). >>> >>> >>> Another query for which I wanted a suggestion- >>> There is a field SenderSubID which have trader name. >>> Also, there is PartyID which can have buy-side trader name in request >>> message. >>> So, which methodology will be the standard to use. >>> Note : I receive the data from trader , but gives response back to >>> Member. I have a member level quickfix system. >>> >>> Regards >>> Ajit Gautam >>> >>> >>> >>> On Wed, Apr 28, 2021, 19:54 Grant Birchmeier <gbi...@co...> >>> wrote: >>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>> Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> No, I'm sure that none of the QFs have this. >>>> >>>> To be honest, I'm not totally clear on the pagination process that you >>>> desire, but I'm confident that no QF has it. >>>> >>>> If you provided a better example of what you need, we might be able to >>>> give you guidance. >>>> >>>> >>>> On Wed, Apr 28, 2021 at 5:35 AM Ajit Gautam <aji...@gm...> >>>> wrote: >>>> >>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>>> Support: http://www.quickfixj.org/support/ >>>>> >>>>> >>>>> Hi, >>>>> >>>>> Is there any pagination technique used in Quickfix java version. >>>>> I worked on Quickfix C++ package, I couldn't find any such thing. >>>>> >>>>> Also, if I am implementing quickfix java on camel, do I need to >>>>> implement anything extra with respect to pagination. >>>>> >>>>> Note- I have a response message which is of size 5MB. >>>>> >>>>> >>>>> Regards >>>>> Ajit Gautam >>>>> >>>>> _______________________________________________ >>>>> Quickfixj-users mailing list >>>>> Qui...@li... >>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>> >>>> >>>> >>>> -- >>>> Grant Birchmeier >>>> *Connamara Systems, LLC* >>>> *Made-To-Measure Trading Solutions.* >>>> Exactly what you need. No more. No less. >>>> http://connamara.com >>>> >>>> This email, along with any attachments, is confidential. If you believe >>>> you received this message in error, please contact the sender immediately >>>> and delete all copies of the message. Thank you from Connamara Systems, LLC. >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> >>> >>> _______________________________________________ >>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >>> -- >>> Colin DuPlantis >>> Chief Architect, Marketcetera >>> Download, Run, Trade >>> 888.868.4884https://www.marketcetera.com >>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> _______________________________________________ >> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> -- >> Colin DuPlantis >> Chief Architect, Marketcetera >> Download, Run, Trade >> 888.868.4884https://www.marketcetera.com >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884https://www.marketcetera.com > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Colin D. <co...@ma...> - 2021-05-17 15:26:55
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You just send multiple messages. Or not, given the afore-mentioned confusion about the 64kb limit. If it were me, first, because I am lazy, I would try to find a way to avoid pagination altogether. Is it required? If so, why, what is the limitation? I would then try to do the minimum complexity to address that limitation. Then, if it is indeed the case that you need to split the payload, I would simply break my data up into chunks of that size and use unique News messages to break them up. I can't help but think you may be stretching the purpose of FIX if you need to send such large payloads. Another thing you could do is to make the payload available separately via REST URLs and simply send the URL in the payload of a FIX message. On 5/17/21 8:22 AM, Ajit Gautam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > Thanks for the response. > Agreed , I mixed up the TCP segment size and FIX message. > > If you could provide a suggestion to handle the pagination technique > to send multiple news messages , that would be great. > > > Regards > Ajit Gautam > > > On Mon, May 17, 2021, 20:45 Colin DuPlantis <co...@ma... > <mailto:co...@ma...>> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> > Support: http://www.quickfixj.org/support/ > <http://www.quickfixj.org/support/> > > > The news message itself (35=B) is intended to be a "page" already. > Why not just send multiple news messages? > > I think you're mixing up the max size of a TCP packet and the max > size of a FIX message. A FIX message can be made up of multiple > TCP packages and will be transparently reassembled by the client > into a single FIX message. > > There may still be a maximum practical size to FIX messages, which > means you could send multiple 35=B messages, but, it's larger than > 64kb. > > On 5/17/21 6:12 AM, Ajit Gautam wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/> >> QuickFIX/J Support:http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/> >> >> >> >> Hi, >> >> It can be any message such as News inquiry response message or >> any reference data message or any inquiry response which is of >> greater size in MBs. >> >> Regards >> Ajit Gautam >> >> On Mon, May 17, 2021, 18:24 Colin DuPlantis >> <co...@ma... <mailto:co...@ma...>> wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J >> <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> <http://www.quickfixj.org/support/> >> >> >> What messages would you be using in your pagination scenario? >> >> On 5/17/21 2:51 AM, Ajit Gautam wrote: >>> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/> >>> QuickFIX/J Support:http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/> >>> >>> >>> >>> Hi, >>> >>> It feels good to be back in touch with Quickfix, after my >>> covid recovery phase. >>> >>> Below is the scenario for which I was exploring the >>> pagination technique: >>> >>> An inquiry message is requested by the initiator, and in >>> response the acceptor sends the inquiry response message >>> which is of size greater than 5MB. >>> Since on TCP, maximum size of message that can be sent over >>> is 64kb, how the rest message can be sent. (Pagination >>> technique). >>> >>> >>> Another query for which I wanted a suggestion- >>> There is a field SenderSubID which have trader name. >>> Also, there is PartyID which can have buy-side trader name >>> in request message. >>> So, which methodology will be the standard to use. >>> Note : I receive the data from trader , but gives response >>> back to Member. I have a member level quickfix system. >>> >>> Regards >>> Ajit Gautam >>> >>> >>> >>> On Wed, Apr 28, 2021, 19:54 Grant Birchmeier >>> <gbi...@co... >>> <mailto:gbi...@co...>> wrote: >>> >>> QuickFIX/J Documentation: >>> http://www.quickfixj.org/documentation/ >>> QuickFIX/J >>> <http://www.quickfixj.org/documentation/QuickFIX/J> >>> Support: http://www.quickfixj.org/support/ >>> <http://www.quickfixj.org/support/> >>> >>> >>> No, I'm sure that none of the QFs have this. >>> >>> To be honest, I'm not totally clear on the pagination >>> process that you desire, but I'm confident that no QF >>> has it. >>> >>> If you provided a better example of what you need, we >>> might be able to give you guidance. >>> >>> >>> On Wed, Apr 28, 2021 at 5:35 AM Ajit Gautam >>> <aji...@gm... >>> <mailto:aji...@gm...>> wrote: >>> >>> QuickFIX/J Documentation: >>> http://www.quickfixj.org/documentation/ >>> QuickFIX/J >>> <http://www.quickfixj.org/documentation/QuickFIX/J> >>> Support: http://www.quickfixj.org/support/ >>> <http://www.quickfixj.org/support/> >>> >>> >>> Hi, >>> >>> Is there any pagination technique used in Quickfix >>> java version. >>> I worked on Quickfix C++ package, I couldn't find >>> any such thing. >>> >>> Also, if I am implementing quickfix java on camel, >>> do I need to implement anything extra with respect >>> to pagination. >>> >>> Note- I have a response message which is of size 5MB. >>> >>> >>> Regards >>> Ajit Gautam >>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> <mailto:Qui...@li...> >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >>> >>> >>> >>> -- >>> Grant Birchmeier >>> *Connamara Systems, LLC* >>> *Made-To-Measure Trading Solutions.* >>> Exactly what you need. No more. No less.* >>> * >>> http://connamara.com <http://connamara.com> >>> >>> This email, along with any attachments, is confidential. >>> If you believe you received this message in error, >>> please contact the sender immediately and delete all >>> copies of the message. Thank you from Connamara Systems, >>> LLC._______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> <mailto:Qui...@li...> >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >>> >>> >>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... <mailto:Qui...@li...> >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >> >> -- >> Colin DuPlantis >> Chief Architect, Marketcetera >> Download, Run, Trade >> 888.868.4884 >> https://www.marketcetera.com <https://www.marketcetera.com> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >> >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884 > https://www.marketcetera.com <https://www.marketcetera.com> > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> > > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Ajit G. <aji...@gm...> - 2021-05-17 15:23:04
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Hi, Thanks for the response. Agreed , I mixed up the TCP segment size and FIX message. If you could provide a suggestion to handle the pagination technique to send multiple news messages , that would be great. Regards Ajit Gautam On Mon, May 17, 2021, 20:45 Colin DuPlantis <co...@ma...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > The news message itself (35=B) is intended to be a "page" already. Why not > just send multiple news messages? > > I think you're mixing up the max size of a TCP packet and the max size of > a FIX message. A FIX message can be made up of multiple TCP packages and > will be transparently reassembled by the client into a single FIX message. > > There may still be a maximum practical size to FIX messages, which means > you could send multiple 35=B messages, but, it's larger than 64kb. > On 5/17/21 6:12 AM, Ajit Gautam wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi, > > It can be any message such as News inquiry response message or any > reference data message or any inquiry response which is of greater size in > MBs. > > Regards > Ajit Gautam > > On Mon, May 17, 2021, 18:24 Colin DuPlantis <co...@ma...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> What messages would you be using in your pagination scenario? >> On 5/17/21 2:51 AM, Ajit Gautam wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> Hi, >> >> It feels good to be back in touch with Quickfix, after my covid recovery >> phase. >> >> Below is the scenario for which I was exploring the pagination technique: >> >> An inquiry message is requested by the initiator, and in response the >> acceptor sends the inquiry response message which is of size greater than >> 5MB. >> Since on TCP, maximum size of message that can be sent over is 64kb, how >> the rest message can be sent. (Pagination technique). >> >> >> Another query for which I wanted a suggestion- >> There is a field SenderSubID which have trader name. >> Also, there is PartyID which can have buy-side trader name in request >> message. >> So, which methodology will be the standard to use. >> Note : I receive the data from trader , but gives response back to >> Member. I have a member level quickfix system. >> >> Regards >> Ajit Gautam >> >> >> >> On Wed, Apr 28, 2021, 19:54 Grant Birchmeier <gbi...@co...> >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> No, I'm sure that none of the QFs have this. >>> >>> To be honest, I'm not totally clear on the pagination process that you >>> desire, but I'm confident that no QF has it. >>> >>> If you provided a better example of what you need, we might be able to >>> give you guidance. >>> >>> >>> On Wed, Apr 28, 2021 at 5:35 AM Ajit Gautam <aji...@gm...> >>> wrote: >>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>> Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> Hi, >>>> >>>> Is there any pagination technique used in Quickfix java version. >>>> I worked on Quickfix C++ package, I couldn't find any such thing. >>>> >>>> Also, if I am implementing quickfix java on camel, do I need to >>>> implement anything extra with respect to pagination. >>>> >>>> Note- I have a response message which is of size 5MB. >>>> >>>> >>>> Regards >>>> Ajit Gautam >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> >>> >>> -- >>> Grant Birchmeier >>> *Connamara Systems, LLC* >>> *Made-To-Measure Trading Solutions.* >>> Exactly what you need. No more. No less. >>> http://connamara.com >>> >>> This email, along with any attachments, is confidential. If you believe >>> you received this message in error, please contact the sender immediately >>> and delete all copies of the message. Thank you from Connamara Systems, LLC. >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> _______________________________________________ >> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> -- >> Colin DuPlantis >> Chief Architect, Marketcetera >> Download, Run, Trade >> 888.868.4884https://www.marketcetera.com >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884https://www.marketcetera.com > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Colin D. <co...@ma...> - 2021-05-17 15:14:11
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The news message itself (35=B) is intended to be a "page" already. Why not just send multiple news messages? I think you're mixing up the max size of a TCP packet and the max size of a FIX message. A FIX message can be made up of multiple TCP packages and will be transparently reassembled by the client into a single FIX message. There may still be a maximum practical size to FIX messages, which means you could send multiple 35=B messages, but, it's larger than 64kb. On 5/17/21 6:12 AM, Ajit Gautam wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > It can be any message such as News inquiry response message or any > reference data message or any inquiry response which is of greater > size in MBs. > > Regards > Ajit Gautam > > On Mon, May 17, 2021, 18:24 Colin DuPlantis <co...@ma... > <mailto:co...@ma...>> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> > Support: http://www.quickfixj.org/support/ > <http://www.quickfixj.org/support/> > > > What messages would you be using in your pagination scenario? > > On 5/17/21 2:51 AM, Ajit Gautam wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/> >> QuickFIX/J Support:http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/> >> >> >> >> Hi, >> >> It feels good to be back in touch with Quickfix, after my covid >> recovery phase. >> >> Below is the scenario for which I was exploring the pagination >> technique: >> >> An inquiry message is requested by the initiator, and in response >> the acceptor sends the inquiry response message which is of size >> greater than 5MB. >> Since on TCP, maximum size of message that can be sent over is >> 64kb, how the rest message can be sent. (Pagination technique). >> >> >> Another query for which I wanted a suggestion- >> There is a field SenderSubID which have trader name. >> Also, there is PartyID which can have buy-side trader name in >> request message. >> So, which methodology will be the standard to use. >> Note : I receive the data from trader , but gives response back >> to Member. I have a member level quickfix system. >> >> Regards >> Ajit Gautam >> >> >> >> On Wed, Apr 28, 2021, 19:54 Grant Birchmeier >> <gbi...@co... <mailto:gbi...@co...>> wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J >> <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> <http://www.quickfixj.org/support/> >> >> >> No, I'm sure that none of the QFs have this. >> >> To be honest, I'm not totally clear on the pagination process >> that you desire, but I'm confident that no QF has it. >> >> If you provided a better example of what you need, we might >> be able to give you guidance. >> >> >> On Wed, Apr 28, 2021 at 5:35 AM Ajit Gautam >> <aji...@gm... <mailto:aji...@gm...>> wrote: >> >> QuickFIX/J Documentation: >> http://www.quickfixj.org/documentation/ >> QuickFIX/J >> <http://www.quickfixj.org/documentation/QuickFIX/J> >> Support: http://www.quickfixj.org/support/ >> <http://www.quickfixj.org/support/> >> >> >> Hi, >> >> Is there any pagination technique used in Quickfix java >> version. >> I worked on Quickfix C++ package, I couldn't find any >> such thing. >> >> Also, if I am implementing quickfix java on camel, do I >> need to implement anything extra with respect to pagination. >> >> Note- I have a response message which is of size 5MB. >> >> >> Regards >> Ajit Gautam >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >> >> >> >> -- >> Grant Birchmeier >> *Connamara Systems, LLC* >> *Made-To-Measure Trading Solutions.* >> Exactly what you need. No more. No less.* >> * >> http://connamara.com <http://connamara.com> >> >> This email, along with any attachments, is confidential. If >> you believe you received this message in error, please >> contact the sender immediately and delete all copies of the >> message. Thank you from Connamara Systems, >> LLC._______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> >> >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884 > https://www.marketcetera.com <https://www.marketcetera.com> > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > <https://lists.sourceforge.net/lists/listinfo/quickfixj-users> > > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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