quickfixj-users — General mailing list for QuickFIX/J topics.

Re: [Quickfixj-users] The time of SendingTime and TransactionTime is different

[Christoph J. <chr...@ma...>]

Hi,

how do you initialize the TransactTime in your code?
SendingTime is set by the engine when the message is sent out.

Cheers,
Chris.


On 24.03.21 12:06, Minh Kha wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi team,
>
> I got a problem when message is showing different time between tag 52 and tag 60
>
> /|parse: 
> 8=FIX.4.2^A9=158^A35=D^A34=3^A49=CMB^A*52=20210322-11:33:19.923*^A56=CITI^A11=20210322-14051690^A21=1^A38=3000^A40=2^A44=15.2^A54=2^A55=DOYU^A58=20334649^A59=0^A*60=20210322-19:33:19.904*^A207=N^A10=105^A/
> /
> /
> Tag 60 I just initialize: new TransactionTime(), as for tag 52 I cannot find the place init it, 
> and think that would be set by default in quickfix ?
>
> Could you please give me some advice about this ?
>
> Thank you
>
> Best regards,
> Kha Phan
>
> -- 
> *Phan Nguyen Minh Kha*
> min...@gm... <mailto:min...@gm...> / 0938499460
>
>
> _______________________________________________
> 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

[Quickfixj-users] The time of SendingTime and TransactionTime is different

[Minh K. <min...@gm...>]

Hi team,

I got a problem when message is showing different time between tag 52 and
tag 60

*|parse:
8=FIX.4.2^A9=158^A35=D^A34=3^A49=CMB^A52=20210322-11:33:19.923^A56=CITI^A11=20210322-14051690^A21=1^A38=3000^A40=2^A44=15.2^A54=2^A55=DOYU^A58=20334649^A59=0^A60=20210322-19:33:19.904^A207=N^A10=105^A*

Tag 60 I just initialize: new TransactionTime(), as for tag 52 I cannot
find the place init it, and think that would be set by default in quickfix ?

Could you please give me some advice about this ?

Thank you

Best regards,
Kha Phan

-- 
*Phan Nguyen Minh Kha*
min...@gm... / 0938499460

Re: [Quickfixj-users] Quickfix-core-2.1.1-sources.jar

[M J <mje...@gm...>]

Reason:
I need to expand Field PriceType possible values to all supported by 5.0
SP2 EP240.

Regards

Matjaz


On Wed, 24 Mar 2021, 11:50 M J, <mje...@gm...> wrote:

> Dear All
>
> I have Quickfix-core-2.1.1-sources.jar but it does not have sources java
> files for fields. Normal or i need something more?
>
> Thanks
>
> Regards
>
> Matjaz
>

Re: [Quickfixj-users] Field 1523

[M J <mje...@gm...>]

Hi,

Therefore I need to wait for quickfix/J will implement EP that includes
this field?

Kind regards

Matjaz

On Wed, 24 Mar 2021, 10:46 Philip Whitehouse, <ph...@wh...> wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Following FIX 5.0, the FIX community has updated the spec with a series of
> extension packs, (EPs).
>
> A first and second batch of these EPs were collected into SP1 and SP2.
>
> However since SP2 many more extension packs have been released and there
> is no subsequent SP.
>
> It’s now most organised via negotiation with counter parties as to which
> precise EP-based spec to follow.
>
> Best,
>
> Philip Whitehouse
>
> On 24 Mar 2021, at 08:48, Andrew Marlow <mar...@gm...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hello everyone,
>
> According to
> https://www.inforeachinc.com/fix-dictionary/FIX.5.0SP2_EP240/fields/TrdAckStatus.html
> this tag was added in fix50-sp2 107. I am not sure what the 107 means but
> maybe it is an addition. The web site that I normally use to check FIX
> values, https://www.onixs.biz/fix-dictionary/5.0.SP2/fields_by_tag.html,
> doesn't have this tag. Maybe it is a recent addition?
>
>
>
> On Wed, 24 Mar 2021 at 08:26, M J <mje...@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,
>>
>> Using fix50sp2 I am missing field 1523 - TrdAckStatus.
>>
>> What did I miss?
>>
>> Thanks
>>
>> Matjaz
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>
>
> --
> Regards,
>
> Andrew Marlow
> http://www.andrewpetermarlow.co.uk
>
> _______________________________________________
> 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
>

[Quickfixj-users] Quickfix-core-2.1.1-sources.jar

[M J <mje...@gm...>]

Dear All

I have Quickfix-core-2.1.1-sources.jar but it does not have sources java
files for fields. Normal or i need something more?

Thanks

Regards

Matjaz

Re: [Quickfixj-users] Field 1523

[Philip W. <ph...@wh...>]

Following FIX 5.0, the FIX community has updated the spec with a series of extension packs, (EPs).

A first and second batch of these EPs were collected into SP1 and SP2.

However since SP2 many more extension packs have been released and there is no subsequent SP.

It’s now most organised via negotiation with counter parties as to which precise EP-based spec to follow.

Best,

Philip Whitehouse

> On 24 Mar 2021, at 08:48, Andrew Marlow <mar...@gm...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> Hello everyone,
> 
> According to https://www.inforeachinc.com/fix-dictionary/FIX.5.0SP2_EP240/fields/TrdAckStatus.html this tag was added in fix50-sp2 107. I am not sure what the 107 means but maybe it is an addition. The web site that I normally use to check FIX values, https://www.onixs.biz/fix-dictionary/5.0.SP2/fields_by_tag.html, doesn't have this tag. Maybe it is a recent addition?
> 
> 
> 
>> On Wed, 24 Mar 2021 at 08:26, M J <mje...@gm...> wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>> 
>> 
>> Hi,
>> 
>> Using fix50sp2 I am missing field 1523 - TrdAckStatus. 
>> 
>> What did I miss?
>> 
>> Thanks
>> 
>> Matjaz
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
> 
> 
> -- 
> Regards,
> 
> Andrew Marlow
> http://www.andrewpetermarlow.co.uk
> 
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] Field 1523

[Andrew M. <mar...@gm...>]

Hello everyone,

According to
https://www.inforeachinc.com/fix-dictionary/FIX.5.0SP2_EP240/fields/TrdAckStatus.html
this tag was added in fix50-sp2 107. I am not sure what the 107 means but
maybe it is an addition. The web site that I normally use to check FIX
values, https://www.onixs.biz/fix-dictionary/5.0.SP2/fields_by_tag.html,
doesn't have this tag. Maybe it is a recent addition?



On Wed, 24 Mar 2021 at 08:26, M J <mje...@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,
>
> Using fix50sp2 I am missing field 1523 - TrdAckStatus.
>
> What did I miss?
>
> Thanks
>
> Matjaz
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>


-- 
Regards,

Andrew Marlow
http://www.andrewpetermarlow.co.uk

[Quickfixj-users] Field 1523

[M J <mje...@gm...>]

Hi,

Using fix50sp2 I am missing field 1523 - TrdAckStatus.

What did I miss?

Thanks

Matjaz

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

[Christoph J. <chr...@ma...>]

My question:

again, do I understand this correctly? You are saying that for some types of messages with too low a 
seqnum you do NOT get logged out?
Can you paste some example messages that you sent/received?

Cheers,
Chris.


On 11.03.21 04:18, Robert Nicholson wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> This does work pretty well but you have to ensure that you match the pattern correctly.
>
> It seems that the pattern differs for a lower sequence number with a logon vs say next heart beat.
>
> So that’s why there’s two separate patterns.
>
>> On Mar 4, 2021, at 11:16 AM, Colin DuPlantis <co...@ma...> wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> I would like to help, but, I, too, didn't really understand the question.
>>
>> I think, Robert, you're looking for the pattern of messages you'd expect if you change the sequence without logging off. I can't help you there because we found this just didn't work well. However, if you stop the session, change the sequence in the store, and log on again, it works well.
>>
>> In fact, we used this technique to help us address messages that we might have dropped during a failover event. Under appropriate circumstances, you can set the sequence number to be a few less than what the counter is looking for and you'll get some messages replayed.
>>
>> On 3/3/21 5:14 AM, Christoph John via Quickfixj-users wrote:
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>>
>>>
>>> Hi,
>>>
>>> sorry, I don't fully understand the question (non-native speaker here).
>>> Which messages are used in tag 58? Can you paste some example FIX messages and what you did to trigger these?
>>>
>>> Are you saying that although you are choosing too low a sequence number on Logon that sometimes the Logon works and sometimes it is rejected because the seqnum is too low? If yes then that would be strange to me.
>>>
>>> Cheers,
>>> Chris.
>>>
>>> On 02.03.21 18:11, Robert Nicholson wrote:
>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>>>
>>>>
>>>> Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?
>>>>
>>>> I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.
>>>>
>>>> Are there any rules or conventions that say when each of these is used?
>>>>
>>>> The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.
>>>>
>>>> _______________________________________________
>>>> 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
>
>
> _______________________________________________
> 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

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

[Robert N. <rob...@gm...>]

This does work pretty well but you have to ensure that you match the pattern correctly.

It seems that the pattern differs for a lower sequence number with a logon vs say next heart beat.

So that’s why there’s two separate patterns.

> On Mar 4, 2021, at 11:16 AM, Colin DuPlantis <co...@ma...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> I would like to help, but, I, too, didn't really understand the question.
> 
> I think, Robert, you're looking for the pattern of messages you'd expect if you change the sequence without logging off. I can't help you there because we found this just didn't work well. However, if you stop the session, change the sequence in the store, and log on again, it works well.
> 
> In fact, we used this technique to help us address messages that we might have dropped during a failover event. Under appropriate circumstances, you can set the sequence number to be a few less than what the counter is looking for and you'll get some messages replayed.
> 
> On 3/3/21 5:14 AM, Christoph John via Quickfixj-users wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>> 
>> 
>> Hi,
>> 
>> sorry, I don't fully understand the question (non-native speaker here).
>> Which messages are used in tag 58? Can you paste some example FIX messages and what you did to trigger these?
>> 
>> Are you saying that although you are choosing too low a sequence number on Logon that sometimes the Logon works and sometimes it is rejected because the seqnum is too low? If yes then that would be strange to me.
>> 
>> Cheers,
>> Chris.
>> 
>> On 02.03.21 18:11, Robert Nicholson wrote:
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>> 
>>> 
>>> Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?
>>> 
>>> I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.
>>> 
>>> Are there any rules or conventions that say when each of these is used?
>>> 
>>> The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.
>>> 
>>> _______________________________________________
>>> 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

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

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

I would like to help, but, I, too, didn't really understand the question.

I think, Robert, you're looking for the pattern of messages you'd expect 
if you change the sequence without logging off. I can't help you there 
because we found this just didn't work well. However, if you stop the 
session, change the sequence in the store, and log on again, it works well.

In fact, we used this technique to help us address messages that we 
might have dropped during a failover event. Under appropriate 
circumstances, you can set the sequence number to be a few less than 
what the counter is looking for and you'll get some messages replayed.

On 3/3/21 5:14 AM, Christoph John via Quickfixj-users wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
>
> sorry, I don't fully understand the question (non-native speaker here).
> Which messages are used in tag 58? Can you paste some example FIX 
> messages and what you did to trigger these?
>
> Are you saying that although you are choosing too low a sequence 
> number on Logon that sometimes the Logon works and sometimes it is 
> rejected because the seqnum is too low? If yes then that would be 
> strange to me.
>
> Cheers,
> Chris.
>
> On 02.03.21 18:11, Robert Nicholson wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Does anybody have any experience to know when if you lower the sender 
>> sequence number for say a logon vs heartbeat etc when each of the 
>> above kinds of messages are used in tag 58 on logout from the other 
>> side?
>>
>> I think I see cases where if I lower the next heartbeat it won’t use 
>> the “too low” message but if I perform a logon too low it will.
>>
>> Are there any rules or conventions that say when each of these is used?
>>
>> The reason I ask this question is because as an initiator I have 
>> logic in fromAdmin to simply take the advice of the other side and 
>> immediately move to where they want me rather than waiting until I 
>> eventually get there after N logon attempts.
>>
>> _______________________________________________
>> 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

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

[Christoph J. <chr...@ma...>]

Hi,

sorry, I don't fully understand the question (non-native speaker here).
Which messages are used in tag 58? Can you paste some example FIX messages and what you did to 
trigger these?

Are you saying that although you are choosing too low a sequence number on Logon that sometimes the 
Logon works and sometimes it is rejected because the seqnum is too low? If yes then that would be 
strange to me.

Cheers,
Chris.

On 02.03.21 18:11, Robert Nicholson wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?
>
> I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.
>
> Are there any rules or conventions that say when each of these is used?
>
> The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.
>
> _______________________________________________
> 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

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

[Robert N. <rob...@gm...>]

I’m interested under which circumstances convention suggests I should see each form of message even if in either case I’m deliberately lowering the sequence number in my tests.

> On Mar 2, 2021, at 11:14 AM, Colin DuPlantis <co...@ma...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> We played around with this quite a bit. It is possible to change the expected sequence number on the fly, but we found it to be more reliable to stop the session, change the message in the store, and restart it. This avoids caching problems. The new sequence number sent would be in the logon as normal, then.
> 
> On 3/2/21 9:11 AM, Robert Nicholson wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>> 
>> 
>> Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?
>> 
>> I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.
>> 
>> Are there any rules or conventions that say when each of these is used?
>> 
>> The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.
>> 
>> _______________________________________________
>> 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

Re: [Quickfixj-users] Sequence number too low vs Sequence number expecting?

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

We played around with this quite a bit. It is possible to change the 
expected sequence number on the fly, but we found it to be more reliable 
to stop the session, change the message in the store, and restart it. 
This avoids caching problems. The new sequence number sent would be in 
the logon as normal, then.

On 3/2/21 9:11 AM, Robert Nicholson wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?
>
> I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.
>
> Are there any rules or conventions that say when each of these is used?
>
> The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.
>
> _______________________________________________
> 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] Sequence number too low vs Sequence number expecting?

[Robert N. <rob...@gm...>]

Does anybody have any experience to know when if you lower the sender sequence number for say a logon vs heartbeat etc when each of the above kinds of messages are used in tag 58 on logout from the other side?

I think I see cases where if I lower the next heartbeat it won’t use the “too low” message but if I perform a logon too low it will.

Are there any rules or conventions that say when each of these is used?

The reason I ask this question is because as an initiator I have logic in fromAdmin to simply take the advice of the other side and immediately move to where they want me rather than waiting until I eventually get there after N logon attempts.

Re: [Quickfixj-users] JDBC MessageStore with several number of sessions / connection pooling library

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

We do something like this. We have a custom Hibernate message store that 
batches inserts and is fronted by the off-the-shelf in-memory message 
store. While this addresses the performance needs, there's clearly a 
potential consistency problem in case of unexpected shutdown. We address 
this on session creating by looking for a discrepancy between what the 
message store says is the last message and what we show as the last 
message successfully processes by the business system.

Our message store is open-source, so you'd be welcome to have a go at it 
if you want more info.

On 3/2/21 8:05 AM, Robert Nicholson wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> I have a related question but is there anything that allows you to 
> batch these since the current implementation will perform roundtrip 
> per message and that is nowhere near optimal.
>
> ie. think that you have N sessions configured and you want to keep the 
> state in sync separate with one round trip to the database covering 
> multiple sessions.
>
> Is there anything where it will fire on a delayed timer for example 
> where you sacrifice not being completely in sync at all times but 
> don’t have to round trip to the database for every single message?
>
> "We manually run over 500 sessions spread across about 10 processes in 
> prod between staging and dropcopy connections and have had no issues.”
>
> Is that a network write or a database close to where the FIX client is?
>
>> On Feb 22, 2021, at 10:05 AM, Ajay Patwardhan 
>> <ap...@en... <mailto:ap...@en...>> 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/>
>>
>>
>> Yes Chris
>> we use c3p0. https://www.mchange.com/projects/c3p0/ 
>> <https://www.mchange.com/projects/c3p0/>
>> We configure it in our code and manually set it into the factories 
>> where we need it
>> ((JdbcStoreFactory)storeFactory).setDataSource(ourDatasource);
>> ((JdbcLogFactory)jdbcLogFactory).setDataSource(ourDatasource);
>>
>> We manually run over 500 sessions spread across about 10 processes in 
>> prod between staging and dropcopy connections and have had no issues.
>>
>>
>> Ajay Patwardhan
>> Enfusion LLC
>> 125 South Clark Street, Suite 750, Chicago, IL 60603
>> Main  : 312-253-9800
>> Direct: 312-253-7659
>> Fax   : 312-253-9888
>> email : ap...@en... <mailto:ap...@en...>
>>
>>
>> On Mon, Feb 22, 2021 at 5:25 AM Christoph John via Quickfixj-users 
>> <qui...@li... 
>> <mailto:qui...@li...>> 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,
>>
>>     does anyone have the JDBC MessageStore in use with a larger
>>     number of sessions? Let's say 50+ sessions?
>>     I currently struggle to use it because the connection pooling lib
>>     Proxool (which QFJ uses) is not
>>     maintained anymore and if I ran into issues then probably there
>>     would be no bug fixes.
>>
>>     Probably it would be not such a big deal to replace it with
>>     something better, e.g. HikariCP...?
>>     Did someone already replace Proxool with something different?
>>
>>     Feedback is highly appreciated.
>>
>>     There also is
>>     https://github.com/quickfix-j/quickfixj/discussions/373
>>     <https://github.com/quickfix-j/quickfixj/discussions/373> if you
>>     want to leave comments
>>     on Github.
>>
>>     Thanks,
>>     Chris.
>>
>>     -- 
>>     Christoph John
>>     Software Engineering
>>     T +49 241 557080-28
>>     chr...@ma... <mailto:chr...@ma...>
>>
>>     MACD GmbH
>>     Oppenhoffallee 103
>>     52066 Aachen, Germany
>>     www.macd.com <http://www.macd.com/>
>>
>>     Amtsgericht Aachen: HRB 8151
>>     Ust.-Id: DE 813021663
>>     Geschäftsführer: George Macdonald
>>
>>
>>
>>     _______________________________________________
>>     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>
>>
>>
>> <https://www.linkedin.com/uas/login?session_redirect=https%3A%2F%2Fwww.linkedin.com%2Fcompany%2Fenfusion-systems-llc%2Fmycompany> 
>> <https://twitter.com/enfusion>
>> _Agility-on-demand. What is it as applied to middle and back office 
>> operations, when do you need it, and how can you get it? Read more 
>> here 
>> <https://www.enfusion.com/how-agile-is-your-asset-management-team/> 
>> and follow us for future insights. 
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li... 
>> <mailto:Qui...@li...>
>> 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

Re: [Quickfixj-users] JDBC MessageStore with several number of sessions / connection pooling library

[Robert N. <rob...@gm...>]

I have a related question but is there anything that allows you to batch these since the current implementation will perform roundtrip per message and that is nowhere near optimal.

ie. think that you have N sessions configured and you want to keep the state in sync separate with one round trip to the database covering multiple sessions.

Is there anything where it will fire on a delayed timer for example where you sacrifice not being completely in sync at all times but don’t have to round trip to the database for every single message?

"We manually run over 500 sessions spread across about 10 processes in prod between staging and dropcopy connections and have had no issues.”

Is that a network write or a database close to where the FIX client is?

> On Feb 22, 2021, at 10:05 AM, Ajay Patwardhan <ap...@en...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> Yes Chris
> we use c3p0. https://www.mchange.com/projects/c3p0/ <https://www.mchange.com/projects/c3p0/>
> We configure it in our code and manually set it into the factories where we need it
> ((JdbcStoreFactory)storeFactory).setDataSource(ourDatasource);
> ((JdbcLogFactory)jdbcLogFactory).setDataSource(ourDatasource); 
> 
> We manually run over 500 sessions spread across about 10 processes in prod between staging and dropcopy connections and have had no issues.
> 
> 
> Ajay Patwardhan
> Enfusion LLC
> 125 South Clark Street, Suite 750, Chicago, IL 60603
> Main  : 312-253-9800
> Direct: 312-253-7659
> Fax   : 312-253-9888
> email : ap...@en... <mailto:ap...@en...>
> 
> On Mon, Feb 22, 2021 at 5:25 AM Christoph John via Quickfixj-users <qui...@li... <mailto:qui...@li...>> 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,
> 
> does anyone have the JDBC MessageStore in use with a larger number of sessions? Let's say 50+ sessions?
> I currently struggle to use it because the connection pooling lib Proxool (which QFJ uses) is not 
> maintained anymore and if I ran into issues then probably there would be no bug fixes.
> 
> Probably it would be not such a big deal to replace it with something better, e.g. HikariCP...?
> Did someone already replace Proxool with something different?
> 
> Feedback is highly appreciated.
> 
> There also is https://github.com/quickfix-j/quickfixj/discussions/373 <https://github.com/quickfix-j/quickfixj/discussions/373> if you want to leave comments 
> on Github.
> 
> Thanks,
> Chris.
> 
> -- 
> Christoph John
> Software Engineering
> T +49 241 557080-28
> chr...@ma... <mailto:chr...@ma...>
> 
> MACD GmbH
> Oppenhoffallee 103
> 52066 Aachen, Germany
> www.macd.com <http://www.macd.com/>
> 
> Amtsgericht Aachen: HRB 8151
> Ust.-Id: DE 813021663
> Geschäftsführer: George Macdonald
> 
> 
> 
> _______________________________________________
> 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>
> 
>  <https://www.linkedin.com/uas/login?session_redirect=https%3A%2F%2Fwww.linkedin.com%2Fcompany%2Fenfusion-systems-llc%2Fmycompany>  <https://twitter.com/enfusion>Agility-on-demand. What is it as applied to middle and back office operations, when do you need it, and how can you get it? Read more here <https://www.enfusion.com/how-agile-is-your-asset-management-team/> and follow us for future insights._______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] QuickfixJ and resend request message

[Christoph J. <chr...@ma...>]

Hi

In general it should work as you describe. Could you please supply the message log, that would make it easier to help you. 

Cheers
Chris. 

Am 24. Februar 2021 12:13:12 MEZ schrieb seb...@or...:
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/

[Quickfixj-users] QuickfixJ and resend request message

[<seb...@or...>]

Hello,

In context of failovers tests on our module using QuickFixJ, I am trying to activate the resend request message (35=2).
My module has the role of acceptor, I have a little client (base on QuickFixJ too) that have the role of initiator.
The acceptor and the initiator have desactivate the ResetOnLogon parameter (value = 'N') and the acceptor work with mysql jdbc to store message, the initiator use a file to store them.

Here is the scenario I try to  execute :

-          The initiator launch an authenticate message (35=A)

-          The acceptor answer (35=A)

-          The initiator launch a newOrderSingle message (35=D)

-          The acceptor answer with an ExecutionReportAck (35=8)

-          Then I kill the initiator

-          The acceptor try to launch the ExecutionReport (35=8) but he can't join the initiator

-          The initiator restart and launch an authenticate message (35=A)

-          The acceptor answer to this message (35=A)

-          Then no message (35=2) is launched by the initiator to ask the acceptor to resend the missing ExecutionReport (35=8).

I try a second method to receive this message :
I change the sequence number on the initiator side, to set a lower sequence number than the number on the acceptor side.
But after the exchange of authenticate message (35=A), I don't see any resend request message (35=2).

Do anyone have a suggestion to provoke this message to be sent ?

Cheers,


[Logo Orange Business Services]<http://www.orange-business.com/fr>

Sebastien Medard
ORANGE/OBS/SCE/DD SUBS/NEWOAB/DPS/PS/ATSI

seb...@or...<mailto:seb...@or...>

Tel Mobile : 06 07 02 09 71


_________________________________________________________________________________________________________________________

Ce message et ses pieces jointes peuvent contenir des informations confidentielles ou privilegiees et ne doivent donc
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a l'expediteur et le detruire ainsi que les pieces jointes. Les messages electroniques etant susceptibles d'alteration,
Orange decline toute responsabilite si ce message a ete altere, deforme ou falsifie. Merci.

This message and its attachments may contain confidential or privileged information that may be protected by law;
they should not be distributed, used or copied without authorisation.
If you have received this email in error, please notify the sender and delete this message and its attachments.
As emails may be altered, Orange is not liable for messages that have been modified, changed or falsified.
Thank you.

Re: [Quickfixj-users] Default settings and Session settings

[Christoph J. <chr...@ma...>]

 Hi
How do you access the setting?
Cheers
Chris

Am 23. Februar 2021 17:10:21 MEZ schrieb Minh Kha <min...@gm...>:
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/

[Quickfixj-users] Default settings and Session settings

[Minh K. <min...@gm...>]

Hi team,

I experienced an issue that SESSION level config is not affected and it use
the DEFAULT config value instead.
For ex: I set a config UseSecurityID = N in DEFAULT, then UseSecurityID = Y
in SESSION
=> But when the session start it end up with UseSecurityID = N instead of Y

Could you please help me confirm about the actual behavior of Default and
Session, does the config in Session would override those in Default
settings?

Thank you.

Best regards,
Kha Phan
-- 
*Phan Nguyen Minh Kha*
min...@gm... / 0938499460

Re: [Quickfixj-users] JDBC MessageStore with several number of sessions / connection pooling library

[Ajay P. <ap...@en...>]

Yes Chris
we use c3p0. https://www.mchange.com/projects/c3p0/
We configure it in our code and manually set it into the factories where we
need it
((JdbcStoreFactory)storeFactory).setDataSource(ourDatasource);
((JdbcLogFactory)jdbcLogFactory).setDataSource(ourDatasource);

We manually run over 500 sessions spread across about 10 processes in prod
between staging and dropcopy connections and have had no issues.


Ajay Patwardhan
Enfusion LLC
125 South Clark Street, Suite 750, Chicago, IL 60603
Main  : 312-253-9800
Direct: 312-253-7659
Fax   : 312-253-9888
email : ap...@en...


On Mon, Feb 22, 2021 at 5:25 AM Christoph John via Quickfixj-users <
qui...@li...> 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,
>
> does anyone have the JDBC MessageStore in use with a larger number of
> sessions? Let's say 50+ sessions?
> I currently struggle to use it because the connection pooling lib Proxool
> (which QFJ uses) is not
> maintained anymore and if I ran into issues then probably there would be
> no bug fixes.
>
> Probably it would be not such a big deal to replace it with something
> better, e.g. HikariCP...?
> Did someone already replace Proxool with something different?
>
> Feedback is highly appreciated.
>
> There also is https://github.com/quickfix-j/quickfixj/discussions/373 if
> you want to leave comments
> on Github.
>
> Thanks,
> Chris.
>
> --
> 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
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

-- 
 
<https://www.linkedin.com/uas/login?session_redirect=https%3A%2F%2Fwww.linkedin.com%2Fcompany%2Fenfusion-systems-llc%2Fmycompany> 
 <https://twitter.com/enfusion>
Agility-on-demand. What is it as applied to 
middle and back office operations, when do you need it, and how can you get 
it? Read more here 
<https://www.enfusion.com/how-agile-is-your-asset-management-team/> and 
follow us for future insights.

Re: [Quickfixj-users] JDBC MessageStore with several number of sessions / connection pooling library

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

Not sure if this helps, exactly, but, we replaced the JDBC message store 
with a Hibernate-based one that's fronted by the in-memory message store.

It's fundamentally Spring-based, so allows you to swap in your own pool. 
We've used Hikari and C3P0 successfully.

Here are the pieces:

https://github.com/Marketcetera/marketcetera/blob/master/fix/fix-core/src/main/java/org/marketcetera/fix/store/


On 2/22/21 3:24 AM, Christoph John via Quickfixj-users wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
>
> does anyone have the JDBC MessageStore in use with a larger number of 
> sessions? Let's say 50+ sessions?
> I currently struggle to use it because the connection pooling lib 
> Proxool (which QFJ uses) is not maintained anymore and if I ran into 
> issues then probably there would be no bug fixes.
>
> Probably it would be not such a big deal to replace it with something 
> better, e.g. HikariCP...?
> Did someone already replace Proxool with something different?
>
> Feedback is highly appreciated.
>
> There also is https://github.com/quickfix-j/quickfixj/discussions/373 
> if you want to leave comments on Github.
>
> Thanks,
> Chris.
>
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
888.868.4884
https://www.marketcetera.com

[Quickfixj-users] JDBC MessageStore with several number of sessions / connection pooling library

[Christoph J. <chr...@ma...>]

Hi,

does anyone have the JDBC MessageStore in use with a larger number of sessions? Let's say 50+ sessions?
I currently struggle to use it because the connection pooling lib Proxool (which QFJ uses) is not 
maintained anymore and if I ran into issues then probably there would be no bug fixes.

Probably it would be not such a big deal to replace it with something better, e.g. HikariCP...?
Did someone already replace Proxool with something different?

Feedback is highly appreciated.

There also is https://github.com/quickfix-j/quickfixj/discussions/373 if you want to leave comments 
on Github.

Thanks,
Chris.

-- 
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

Re: [Quickfixj-users] Problem with SSL and JdK 11

[Christoph J. <chr...@ma...>]

Hi Sebastien,

great, thanks for the update. Good that you included that version information on MINA in your 
earlier mails...

Cheers,
Chris.


On 02.02.21 15:28, seb...@or... wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi Christoph,
>
> Thank you for your answers, I have succeeded yesterday evening in finding a solution.
>
> I had two problems :
>
> ·There was a missing rule in our AWS IaaS for allowing mina to create its SSL session
>
> ·Since Jdk11 migration, we have a libraries versions problem : mina-core-2.0.17 was used instead 
> of mina-core-2.0.19. The 2.0.17 version was imported by another maven dependency. We force to use 
> the more recent version. You mentionned this difference in a previous post, and you were right.
>
> With theese two fixes, I was abled to make our module working with QuickfixJ and SSL activated on 
> Jdk11 (amazon correto).
>
> Thank you for your help.
>
> Cheers,
>
> Sebastien.
>
> *De :*Christoph John <chr...@ma...>
> *Envoyé :* mardi 2 février 2021 15:06
> *À :* qui...@li...; MEDARD Sebastien OBS/DD <seb...@or...>
> *Objet :* Re: [Quickfixj-users] Problem with SSL and JdK 11
>
> Hi Sebastien,
>
> as Philip has pointed out earlier in this thread it might as well be the case that this Exception 
> should be ignored. https://bugs.mysql.com/bug.php?id=93590 <https://bugs.mysql.com/bug.php?id=93590>
> MySQL and Netty seemed to have "solved" this by ignoring the Exception. Maybe MINA (connection 
> framework used by QFJ) needs to do the same although it is ugly.
>
> But hopefully your comparison against JDK 8 will lead you to a solution.
>
> Cheers,
> Chris.
>
> On 28.01.21 10:31, seb...@or... <mailto:seb...@or...> 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 Christoph,
>
>     Thank for your answer, I follow your suggestion, you’re right, I made the change.
>
>     I try to add my certificate in the jdk cacerts, and use it as truststore for QuickfixJ, but it
>     don’t slove my problem.
>
>     I try another idea, get back on openjdk8, with ssl and handshake in debug mode. I got this :
>
>     2021-01-28 08:45:50.184 INFO 10 --- [ NioProcessor-1] q.mina.acceptor.AcceptorIoHandler : MINA
>     session created: local=/172.18.12.72:1085, class
>     org.apache.mina.transport.socket.nio.NioSocketSession, remote=/172.18.0.91:23463
>     NioProcessor-1, called closeOutbound()
>     NioProcessor-1, closeOutboundInternal()
>     NioProcessor-1, called closeInbound()
>     NioProcessor-1, fatal error: 80: Inbound closed before receiving peer's close_notify: possible
>     truncation attack?
>     javax.net.ssl.SSLException: Inbound closed before receiving peer's close_notify: possible
>     truncation attack?
>     NioProcessor-1, SEND TLSv1.2 ALERT: fatal, description = internal_error
>     NioProcessor-1, Exception sending alert: java.io.IOException: writer side was already closed.
>     NioProcessor-1, called closeOutbound()
>     NioProcessor-1, closeOutboundInternal()
>     NioProcessor-2, called closeInbound()
>     NioProcessor-2, fatal error: 80: Inbound closed before receiving peer's close_notify: possible
>     truncation attack?
>     javax.net.ssl.SSLException: Inbound closed before receiving peer's close_notify: possible
>     truncation attack?
>     NioProcessor-2, SEND TLSv1.2 ALERT: fatal, description = internal_error
>     NioProcessor-2, Exception sending alert: java.io.IOException: writer side was already closed.
>     NioProcessor-2, called closeOutbound()
>     NioProcessor-2, closeOutboundInternal()
>     Using SSLEngineImpl.
>     Allow unsafe renegotiation: false
>     Allow legacy hello messages: true
>     Is initial handshake: true
>     Is secure renegotiation: false
>
>     In fact it seems the errors was already present with openjdk8, but doesn’t block, because we
>     were able to establish securised connection with QuickFixJ.
>
>     I will try to investigate on this logs.
>
>     Cheers,
>
>     Sebastien.
>
>     _________________________________________________________________________________________________________________________
>
>     Ce message et ses pieces jointes peuvent contenir des informations confidentielles ou privilegiees et ne doivent donc
>
>     pas etre diffuses, exploites ou copies sans autorisation. Si vous avez recu ce message par erreur, veuillez le signaler
>
>     a l'expediteur et le detruire ainsi que les pieces jointes. Les messages electroniques etant susceptibles d'alteration,
>
>     Orange decline toute responsabilite si ce message a ete altere, deforme ou falsifie. Merci.
>
>     This message and its attachments may contain confidential or privileged information that may be protected by law;
>
>     they should not be distributed, used or copied without authorisation.
>
>     If you have received this email in error, please notify the sender and delete this message and its attachments.
>
>     As emails may be altered, Orange is not liable for messages that have been modified, changed or falsified.
>
>     Thank you.
>
>

-- 
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