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From: Robert B. <rbr...@me...> - 2007-09-17 18:02:42
|
Does anyone know of a way to increase the amount of time a SendingTime value is allowed to deviate from? Toli says 2 minutes below...I would like to increase this window...what is the point of this validation anyway? There's not way to override this or capture it in the code and handle these messages differently? In the meantime, I'm working with the vendor to ensure our clocks are synchronized. Very bizarre though that the 2 hours worth of messages that came through, you would have thought that ALL of them would have been rejected...nope...it's like the first 25% of them were rejected, them something repaired itself or something synched up or something happened and the remainder of the messages have all been flowing through without a hitch. robert l. brueckmann merlin securities 712 fifth avenue new york, ny 10019 p: 212.822.4821 f: 212.822.4820 Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single S= trategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007 From: qui...@li... [mailto:qui...@li...] On Behalf Of Toli Kuznets Sent: Monday, September 17, 2007 1:43 PM To: qui...@li... Subject: Re: [Quickfixj-users] SendingTime accuracy problem?!? QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Robert, The one time i've seen "Sending time accuracy problem" error was when the sender/receiver machines had their clock out of sequence for over 2 minutes. For example, if your acceptor machine was 2 minutes ahead/behind the initiator, the QFJ engine refuses to accept messages in that case. Check to make sure that your machine has its clock synchronized - that fixed the problem for us. hope this helps On 9/17/07, Robert Brueckmann <rbr...@me...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > We had an issue with one of our vendors this morning. Our engine fires > up at 7:15 am EST and waits as an acceptor for the vendor to connect and > push messages over to us starting at 7:30 am on their end. > > I'm not constantly monitoring the engine and for all intents and > purposes, according the logs, the engine was up and listening at the > appropriate time, so even if I was, it wouldn't have looked like > anything was wrong. 2 hours had gone by before one of our traders > called the IT desk to say they aren't seeing any of the trades they > place with the vendor flow over to the FIX Monitor utility we provide to > them. > > I contacted the vendor, they said they couldn't connect this morning to > us for some unspecified reason and never retried. They fired it back up > after we called them and we got bombarded with 2 hours worth of > messages. Looking at the EVENT_LOG table, I'm seeing hundreds of > entries for messages being rejected due to this ambiguous 'SendingTime > accuracy problem.' > > What the heck is this? Why would this happen? Why would 75% of their > messages flow through without a hitch and this other 25% get rejected? > Is there any way to avoid this from happening again? Is there any way > to get notified of these rejects (like some method I could put in place > somewhere in the application code to capture this rejection?) or to > ignore this issue so the engine does process them so they can at least > get into our database? We luckily have an end-of-day reconciliation > with this vendor in place to find out which ones we're missing but this > is going to be a huge pain today. > > Anyone have any experience with this error? Anyone have a better way to > handle them, than simply let the engine reject the message entirely with > no way to recover the message and reprocess it? > > Any help would be greatly appreciated! > > Thanks, > rlb > > Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single Strategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007 > > > > > -------------------------------------------------------- > > This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. > > Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. > > > > ------------------------------------------------------------------------ - > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > --=20 Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. ------------------------------------------------------------------------ - This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users =20 -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one = of its affiliates, that may be confidential and privileged. If you are not = an intended recipient, please refrain from any disclosure, copying, distrib= ution or use of this information and note that such actions are prohibited.= If you have received this transmission in error, please notify the sender = immediately by telephone or by replying to this transmission. =20 Merlin Securities, LLC is a registered broker-dealer. Services offered thro= ugh Merlin Securities, LLC are not insured by the FDIC or any other Federal= Government Agency, are not deposits of or guaranteed by Merlin Securities,= LLC and may lose value. Nothing in this communication shall constitute a s= olicitation or recommendation to buy or sell a particular security. |
|
From: Toli K. <to...@ma...> - 2007-09-17 17:43:35
|
Robert, The one time i've seen "Sending time accuracy problem" error was when the sender/receiver machines had their clock out of sequence for over 2 minutes. For example, if your acceptor machine was 2 minutes ahead/behind the initiator, the QFJ engine refuses to accept messages in that case. Check to make sure that your machine has its clock synchronized - that fixed the problem for us. hope this helps On 9/17/07, Robert Brueckmann <rbr...@me...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > We had an issue with one of our vendors this morning. Our engine fires > up at 7:15 am EST and waits as an acceptor for the vendor to connect and > push messages over to us starting at 7:30 am on their end. > > I'm not constantly monitoring the engine and for all intents and > purposes, according the logs, the engine was up and listening at the > appropriate time, so even if I was, it wouldn't have looked like > anything was wrong. 2 hours had gone by before one of our traders > called the IT desk to say they aren't seeing any of the trades they > place with the vendor flow over to the FIX Monitor utility we provide to > them. > > I contacted the vendor, they said they couldn't connect this morning to > us for some unspecified reason and never retried. They fired it back up > after we called them and we got bombarded with 2 hours worth of > messages. Looking at the EVENT_LOG table, I'm seeing hundreds of > entries for messages being rejected due to this ambiguous 'SendingTime > accuracy problem.' > > What the heck is this? Why would this happen? Why would 75% of their > messages flow through without a hitch and this other 25% get rejected? > Is there any way to avoid this from happening again? Is there any way > to get notified of these rejects (like some method I could put in place > somewhere in the application code to capture this rejection?) or to > ignore this issue so the engine does process them so they can at least > get into our database? We luckily have an end-of-day reconciliation > with this vendor in place to find out which ones we're missing but this > is going to be a huge pain today. > > Anyone have any experience with this error? Anyone have a better way to > handle them, than simply let the engine reject the message entirely with > no way to recover the message and reprocess it? > > Any help would be greatly appreciated! > > Thanks, > rlb > > Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single Strategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007 > > > > > -------------------------------------------------------- > > This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. > > Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. |
|
From: Robert B. <rbr...@me...> - 2007-09-17 17:27:33
|
We had an issue with one of our vendors this morning. Our engine fires up at 7:15 am EST and waits as an acceptor for the vendor to connect and push messages over to us starting at 7:30 am on their end. I'm not constantly monitoring the engine and for all intents and purposes, according the logs, the engine was up and listening at the appropriate time, so even if I was, it wouldn't have looked like anything was wrong. 2 hours had gone by before one of our traders called the IT desk to say they aren't seeing any of the trades they place with the vendor flow over to the FIX Monitor utility we provide to them. I contacted the vendor, they said they couldn't connect this morning to us for some unspecified reason and never retried. They fired it back up after we called them and we got bombarded with 2 hours worth of messages. Looking at the EVENT_LOG table, I'm seeing hundreds of entries for messages being rejected due to this ambiguous 'SendingTime accuracy problem.' What the heck is this? Why would this happen? Why would 75% of their messages flow through without a hitch and this other 25% get rejected? Is there any way to avoid this from happening again? Is there any way to get notified of these rejects (like some method I could put in place somewhere in the application code to capture this rejection?) or to ignore this issue so the engine does process them so they can at least get into our database? We luckily have an end-of-day reconciliation with this vendor in place to find out which ones we're missing but this is going to be a huge pain today. Anyone have any experience with this error? Anyone have a better way to handle them, than simply let the engine reject the message entirely with no way to recover the message and reprocess it? Any help would be greatly appreciated! Thanks, rlb Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single S= trategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007 =20 -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one = of its affiliates, that may be confidential and privileged. If you are not = an intended recipient, please refrain from any disclosure, copying, distrib= ution or use of this information and note that such actions are prohibited.= If you have received this transmission in error, please notify the sender = immediately by telephone or by replying to this transmission. =20 Merlin Securities, LLC is a registered broker-dealer. Services offered thro= ugh Merlin Securities, LLC are not insured by the FDIC or any other Federal= Government Agency, are not deposits of or guaranteed by Merlin Securities,= LLC and may lose value. Nothing in this communication shall constitute a s= olicitation or recommendation to buy or sell a particular security. |
|
From: gu h. <hai...@ho...> - 2007-09-17 07:15:15
|
hi, all When I run the Banzai examples, I find a phenomena: If I just start the Banzai,not run the Executor. I got the following output in the console: it seems an Iosession is built without the Executor. My environment is Windows 2000, eclipse 3.2. JDK1.5. Any one have any ideas? Thanks a lot. Regards, Mike The part output in the console: <20070917-07:08:26, FIX.4.2:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:27, FIX.4.3:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:28, FIX.4.1:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:29, FIX.4.4:BANZAI->EXEC, event> (Connection refused: no further information) 2007-9-17 15:08:30 quickfix.mina.initiator.InitiatorIoHandler sessionCreated info: MINA session created: null <20070917-07:08:30, FIX.4.0:BANZAI->EXEC, outgoing> (8=FIX.4.09=6135=A34=149=BANZAI52=20070917-07:08:3056=EXEC98=0108=3010=017) <20070917-07:08:30, FIX.4.0:BANZAI->EXEC, event> (Initiated logon request) 2007-9-17 15:08:30 org.apache.mina.common.support.DefaultExceptionMonitor exceptionCaught warning: Unexpected exception. java.nio.channels.NotYetConnectedException at sun.nio.ch.SocketChannelImpl.ensureWriteOpen(SocketChannelImpl.java:129) at sun.nio.ch.SocketChannelImpl.write(SocketChannelImpl.java:294) at org.apache.mina.transport.socket.nio.SocketIoProcessor.doFlush(SocketIoProcessor.java:477) at org.apache.mina.transport.socket.nio.SocketIoProcessor.doFlush(SocketIoProcessor.java:409) at org.apache.mina.transport.socket.nio.SocketIoProcessor.access$600(SocketIoProcessor.java:44) at org.apache.mina.transport.socket.nio.SocketIoProcessor$Worker.run(SocketIoProcessor.java:562) at org.apache.mina.util.NamePreservingRunnable.run(NamePreservingRunnable.java:43) at java.lang.Thread.run(Thread.java:595) <20070917-07:08:31, FIX.4.2:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:33, FIX.4.3:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:34, FIX.4.1:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:35, FIX.4.4:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:37, FIX.4.2:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:38, FIX.4.3:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:39, FIX.4.1:BANZAI->EXEC, event> (Connection refused: no further information) <20070917-07:08:40, FIX.4.4:BANZAI->EXEC, event> (Connection refused: no further information) _________________________________________________________________ 免费下载 MSN Explorer: http://explorer.msn.com/lccn/ |
|
From: Andrew <an...@oc...> - 2007-09-14 18:00:47
|
With the C++ QF I can edit my sequence number file, restart the app
and have the session attempt to start with the new #s. With QF/J I see
a couple odd things. In the vi editor the file looks like this:
^@^C3:2
Not sure why the ^@ and ^C appear before the #s. When I change the #s
and restart I get:
config error:quickfix.ConfigError: error during session initialization
quickfix.ConfigError: error during session initialization
at
quickfix.mina.initiator.AbstractSocketInitiator.createSessions(AbstractSocketInitiator.java:134)
at
quickfix.mina.initiator.AbstractSocketInitiator.<init>(AbstractSocketInitiator.java:73)
at
quickfix.mina.initiator.AbstractSocketInitiator.<init>(AbstractSocketInitiator.java:65)
at
quickfix.ThreadedSocketInitiator.<init>(ThreadedSocketInitiator.java:32)
at qf_handler.QfStartup.createInitiator(QfStartup.java:77)
at qf_handler.QfStartup.<init>(QfStartup.java:114)
at qf_handler.QfStartup.main(QfStartup.java:137)
Caused by: java.lang.RuntimeException: java.io.EOFException
at quickfix.FileStoreFactory.create(FileStoreFactory.java:65)
at quickfix.Session.<init>(Session.java:274)
at
quickfix.DefaultSessionFactory.create(DefaultSessionFactory.java:153)
at
quickfix.mina.SessionConnector.createSession(SessionConnector.java:112)
at
quickfix.mina.initiator.AbstractSocketInitiator.createSessions(AbstractSocketInitiator.java:128)
... 6 more
Caused by: java.io.EOFException
at java.io.RandomAccessFile.readFully(RandomAccessFile.java:383)
at java.io.DataInputStream.readUTF(DataInputStream.java:592)
at java.io.RandomAccessFile.readUTF(RandomAccessFile.java:887)
at quickfix.FileStore.initializeSequenceNumbers(FileStore.java:159)
at quickfix.FileStore.initializeCache(FileStore.java:114)
at quickfix.FileStore.initialize(FileStore.java:108)
at quickfix.FileStore.<init>(FileStore.java:95)
at quickfix.FileStoreFactory.create(FileStoreFactory.java:63)
... 10 more
Thanks,
Andrew
|
|
From: Gregg F. <gr...@br...> - 2007-09-14 17:14:21
|
Toli,
Perfect! Thanks! The following worked quite nicely:
final Message.Header header = msg.getHeader();
try {
if( header.getField(new MsgType()).valueEquals(MsgType.LOGON)){
msg.setField(new Username("*****"));
msg.setField(new Password("*****"));
}
} catch (FieldNotFound e) {
log.error("Message Type field not found in the message... This can't be
good!!!" );
}
Best Regards,
Gregg
----- Original Message -----
From: "Toli Kuznets" <to...@ma...>
To: <qui...@li...>
Sent: Friday, September 14, 2007 11:47 AM
Subject: Re: [Quickfixj-users] Logon message userid / password
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Gregg,
>
> There's no way to do it from config files, but you can easily add it
> in your fromAdmin() callback in the quickfix.Application.
>
> see this previous post:
> http://www.nabble.com/FIX-4.4-Logon-with-Username-and-password-tf3657137.html#a10217445
>
>
> On 9/14/07, Gregg Freeman <gr...@br...> wrote:
>> QuickFIX/J Documentation:
>> http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>>
>> Hopefully this is pretty simple.. :)
>>
>> I can't seem to figure out how to get a username (553) and password (554)
>> into the logon message when the session starts. I don't see a session
>> configuration option for that, and I can't seem to intercept the logon
>> message before it's sent either.
>>
>> Can anyone lend a hand?
>>
>> Best Regards,
>>
>> Gregg
>> -------------------------------------------------------------------------
>> This SF.net email is sponsored by: Microsoft
>> Defy all challenges. Microsoft(R) Visual Studio 2005.
>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
|
|
From: Toli K. <to...@ma...> - 2007-09-14 16:47:42
|
Gregg, There's no way to do it from config files, but you can easily add it in your fromAdmin() callback in the quickfix.Application. see this previous post: http://www.nabble.com/FIX-4.4-Logon-with-Username-and-password-tf3657137.html#a10217445 On 9/14/07, Gregg Freeman <gr...@br...> wrote: > QuickFIX/J Documentation: > http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hopefully this is pretty simple.. :) > > I can't seem to figure out how to get a username (553) and password (554) > into the logon message when the session starts. I don't see a session > configuration option for that, and I can't seem to intercept the logon > message before it's sent either. > > Can anyone lend a hand? > > Best Regards, > > Gregg > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. |
|
From: Gregg F. <gr...@br...> - 2007-09-14 16:40:44
|
Hopefully this is pretty simple.. :) I can't seem to figure out how to get a username (553) and password = (554) into the logon message when the session starts. I don't see a = session configuration option for that, and I can't seem to intercept the = logon message before it's sent either. Can anyone lend a hand? Best Regards, Gregg |
|
From: Steve B. <st...@te...> - 2007-09-14 15:46:41
|
Hi John,
I'm not sure I understand the question. The "field" field in the
FieldNotFound exception is populated by the FieldMap.getField() method if
the queried field is not found. Typically this exception is caught by the
Session and a business reject message is created with the appropriate text
for the error message. The details about the missing field are in the
exception, but there is no formatted text associated with the exception
(in that version of QFJ).
Regards,
Steve
> Do you know what populates the error parameter? I know it is the
> exception message text as you can see in my prior code, which works and
> delivers the text. I was hoping the engine would pass details of all
> exceptions back in some form that can easily be passed back to the
> initiator, and surprised I need to code for this.
>
> TIA
> John
>
>
> private void sendExecutionReportRejection(
> final NewOrderSingle message,
> final SessionID sessionID,
> final String error) throws FieldNotFound {
> final String methodName = "sendExecutionReportRejection: ";
> log.debug(methodName + " started: ");
> ExecutionReport rejectionReport =
> buildExecutionReport(message);
> rejectionReport.set(new ExecType(ExecType.REJECTED));
> rejectionReport.set(new OrdStatus(OrdStatus.REJECTED));
> rejectionReport.set(new OrdRejReason(OrdRejReason.OTHER));
> if (error != null) {
> rejectionReport.set(new Text(error));
> }
> send(rejectionReport, sessionID);
> log.debug(methodName + " finished: ");
> }
>
>
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Steve Bate
> Sent: 14 September 2007 12:16
> To: qui...@li...
> Subject: Re: [Quickfixj-users] FieldNotFound exceptions with null
> message
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Eurobase International Limited and its subsidiaries (Eurobase) are unable
> to exercise control over the content of information in E-Mails. Any views
> and opinions expressed may be personal to the sender and are not
> necessarily those of Eurobase. Eurobase will not enter into any
> contractual obligations in respect of any part of its business in any
> E-mail.
>
> Privileged / confidential information may be contained in this message and
> /or any attachments. This E-mail is intended for the use of the
> addressee(s) only and may contain confidential information. If you are not
> the / an intended recipient, you are hereby notified that any use or
> dissemination of this communication is strictly prohibited. If you
> receive this transmission in error, please notify us immediately, and then
> delete this E-mail.
>
> Neither the sender nor Eurobase accepts any liability whatsoever for any
> defects of any kind either in or arising from this E-mail transmission.
> E-Mail transmission cannot be guaranteed to be secure or error-free, as
> messages can be intercepted, lost, corrupted, destroyed, contain viruses,
> or arrive late or incomplete. Eurobase does not accept any responsibility
> for viruses and it is your responsibility to scan any attachments.
>
> Eurobase Systems Limited is the main trading company in the Eurobase
> International Group; registered in England and Wales as company number
> 02251162; registered address: Essex House, 2 County Place, Chelmsford,
> Essex CM2 0RE, UK.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
|
|
From: John C. <joh...@eu...> - 2007-09-14 15:07:46
|
Thanks Steve. We have some code as below that looks for this error
String and sets the text field if it finds it. I believe this is working
in some cases, but now I am not sure how, as I just inherited this
project.
Do you know what populates the error parameter? I know it is the
exception message text as you can see in my prior code, which works and
delivers the text. I was hoping the engine would pass details of all
exceptions back in some form that can easily be passed back to the
initiator, and surprised I need to code for this.
TIA
John
private void sendExecutionReportRejection(
final NewOrderSingle message,
final SessionID sessionID,
final String error) throws FieldNotFound {
final String methodName =3D "sendExecutionReportRejection: ";
log.debug(methodName + " started: ");
ExecutionReport rejectionReport =3D
buildExecutionReport(message);
rejectionReport.set(new ExecType(ExecType.REJECTED));
rejectionReport.set(new OrdStatus(OrdStatus.REJECTED));
rejectionReport.set(new OrdRejReason(OrdRejReason.OTHER));
if (error !=3D null) {
rejectionReport.set(new Text(error));
}
send(rejectionReport, sessionID);
log.debug(methodName + " finished: ");
}
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: 14 September 2007 12:16
To: qui...@li...
Subject: Re: [Quickfixj-users] FieldNotFound exceptions with null
message
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Eurobase International Limited and its subsidiaries (Eurobase) are =
unable to exercise control over the content of information in E-Mails. =
Any views and opinions expressed may be personal to the sender and are =
not necessarily those of Eurobase. Eurobase will not enter into any =
contractual obligations in respect of any part of its business in any =
E-mail.=20
Privileged / confidential information may be contained in this message =
and /or any attachments. This E-mail is intended for the use of the =
addressee(s) only and may contain confidential information. If you are =
not the / an intended recipient, you are hereby notified that any use or =
dissemination of this communication is strictly prohibited. If you =
receive this transmission in error, please notify us immediately, and =
then delete this E-mail.=20
Neither the sender nor Eurobase accepts any liability whatsoever for any =
defects of any kind either in or arising from this E-mail transmission. =
E-Mail transmission cannot be guaranteed to be secure or error-free, as =
messages can be intercepted, lost, corrupted, destroyed, contain =
viruses, or arrive late or incomplete. Eurobase does not accept any =
responsibility for viruses and it is your responsibility to scan any =
attachments.
Eurobase Systems Limited is the main trading company in the Eurobase =
International Group; registered in England and Wales as company number =
02251162; registered address: Essex House, 2 County Place, Chelmsford, =
Essex CM2 0RE, UK.
|
|
From: Steve B. <st...@te...> - 2007-09-14 11:15:47
|
Hello John,
The Session does not use the message string in the FieldNotFound exception.
It uses the "field" member to format a message in the business reject. The
constructor taking a string is there for compatibility with the C++ JNI
library. In recent versions of QFJ, a message string is created in the
integer-based constructor, which may be useful if the exception is printed.
However, the Session doesn't use the message.
You could modify your code to.
} catch (FieldNotFound ex) {
log.error(ex.field + " not found in message.");
.
}
You can also use the isSetField() methods to determine if the field is there
without raising an exception.
Regards,
Steve
_____
From: qui...@li...
[mailto:qui...@li...] On Behalf Of John
Coleman
Sent: Friday, September 14, 2007 6:17 AM
To: qui...@li...
Subject: [Quickfixj-users] FieldNotFound exceptions with null message
I am finding that newOrderSingle.getOrderQty() throws FieldNotFound, however
field 58 of the rejection message isn't passed back because the exception
message has no message text. I've had to rethrow the message with my own
text, see hacks below. I wonder how this occurs given that the exception is
supposed to be instantiated with either a field number or message string?
I'm using QFJ 1.04.
field = "OrderQty";
holder.setOrderQty(newOrderSingle.getOrderQty());
if (newOrderSingle.getOrderQty() != null &&
newOrderSingle.getOrderQty().getValue() == 0) {
throw new RuntimeException(
"OrderQty is zero in message with ClOrdID = " +
clOrdID.getValue());
}
field = "Symbol";
holder.setSymbol(newOrderSingle.getSymbol());
field = "SettlType";
holder.setSettlType(newOrderSingle.getSettlType());
field = "SettlDate";
holder.setSettlDate(newOrderSingle.getSettlDate());
} catch (FieldNotFound ex) {
log.error(
methodName + field + " not found in message "
+ "with ClOrdID = " + clOrdID.getValue());
throw new FieldNotFound("Field "+field+" was not found in
message.");
TIA
John Coleman, MSTA
Senior Java Developer
Eurobase Banking Solutions
Bury House, 31 Bury Street,
London EC3A 5AG, U.K.
Office: +44 (0)1245 496 706, Fax: +44 (0)20 7626 6203
Mobile: +44 (0)7734 506586
Eurobase International Limited and its subsidiaries (Eurobase) are unable to
exercise control over the content of information in E-Mails. Any views and
opinions expressed may be personal to the sender and are not necessarily
those of Eurobase. Eurobase will not enter into any contractual obligations
in respect of any part of its business in any E-mail.
Privileged / confidential information may be contained in this message and
/or any attachments. This E-mail is intended for the use of the addressee(s)
only and may contain confidential information. If you are not the / an
intended recipient, you are hereby notified that any use or dissemination of
this communication is strictly prohibited. If you receive this transmission
in error, please notify us immediately, and then delete this E-mail.
Neither the sender nor Eurobase accepts any liability whatsoever for any
defects of any kind either in or arising from this E-mail transmission.
E-Mail transmission cannot be guaranteed to be secure or error-free, as
messages can be intercepted, lost, corrupted, destroyed, contain viruses, or
arrive late or incomplete. Eurobase does not accept any responsibility for
viruses and it is your responsibility to scan any attachments.
Eurobase Systems Limited is the main trading company in the Eurobase
International Group; registered in England and Wales as company number
02251162; registered address: Essex House, 2 County Place, Chelmsford, Essex
CM2 0RE, UK.
|
|
From: John C. <joh...@eu...> - 2007-09-14 10:17:21
|
I am finding that newOrderSingle.getOrderQty() throws FieldNotFound,
however field 58 of the rejection message isn't passed back because the
exception message has no message text. I've had to rethrow the message
with my own text, see hacks below. I wonder how this occurs given that
the exception is supposed to be instantiated with either a field number
or message string? I'm using QFJ 1.04.
=20
field =3D "OrderQty";
holder.setOrderQty(newOrderSingle.getOrderQty());
if (newOrderSingle.getOrderQty() !=3D null &&
newOrderSingle.getOrderQty().getValue() =3D=3D 0) {
throw new RuntimeException(
"OrderQty is zero in message with ClOrdID =3D " =
+
clOrdID.getValue());
}
field =3D "Symbol";
holder.setSymbol(newOrderSingle.getSymbol());
field =3D "SettlType";
holder.setSettlType(newOrderSingle.getSettlType());
field =3D "SettlDate";
holder.setSettlDate(newOrderSingle.getSettlDate());
} catch (FieldNotFound ex) {
log.error(
methodName + field + " not found in message "
+ "with ClOrdID =3D " + clOrdID.getValue());
throw new FieldNotFound("Field "+field+" was not found in
message.");
=20
TIA
=20
=20
John Coleman, MSTA
Senior Java Developer
=20
Eurobase Banking Solutions=20
Bury House, 31 Bury Street,
London EC3A 5AG, U.K.
Office: +44 (0)1245 496 706, Fax: +44 (0)20 7626 6203
Mobile: +44 (0)7734 506586
=20
Eurobase International Limited and its subsidiaries (Eurobase) are =
unable to exercise control over the content of information in E-Mails. =
Any views and opinions expressed may be personal to the sender and are =
not necessarily those of Eurobase. Eurobase will not enter into any =
contractual obligations in respect of any part of its business in any =
E-mail.=20
Privileged / confidential information may be contained in this message =
and /or any attachments. This E-mail is intended for the use of the =
addressee(s) only and may contain confidential information. If you are =
not the / an intended recipient, you are hereby notified that any use or =
dissemination of this communication is strictly prohibited. If you =
receive this transmission in error, please notify us immediately, and =
then delete this E-mail.=20
Neither the sender nor Eurobase accepts any liability whatsoever for any =
defects of any kind either in or arising from this E-mail transmission. =
E-Mail transmission cannot be guaranteed to be secure or error-free, as =
messages can be intercepted, lost, corrupted, destroyed, contain =
viruses, or arrive late or incomplete. Eurobase does not accept any =
responsibility for viruses and it is your responsibility to scan any =
attachments.
Eurobase Systems Limited is the main trading company in the Eurobase =
International Group; registered in England and Wales as company number =
02251162; registered address: Essex House, 2 County Place, Chelmsford, =
Essex CM2 0RE, UK.
|
|
From: Andrew <an...@oc...> - 2007-09-12 18:19:31
|
I just finished that same mod. In case anyone is interested my updated files are here: http://www.nmedia.net/~andrew/qf/DefaultSessionFactory.java http://www.nmedia.net/~andrew/qf/Session.java -Andrew Feledy, Zoltan wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > Hi Andrew, > > SenderSubID (50) is often used to contain the trader's name. Certain > destinations may have specific configurations for traders that are being > driven off this. For instance, when a trader sends trades to an ATS > such as an algo platform. One trader may have different preferences or > use different algos that would be customized based on this value. > > TargetSubID (57) is often used to route to different destinations at the > broker. An example would be whether to send an order to the "Cash" or > the "Program" desk. This is the tag where that is often specified. > > Having said that, I also made the same modification that you're saying > to read it into the session object when all I needed was a static value. > > Zoltan > > Zoltan Feledy > State Street Global Advisors > One Lincoln Street - SFC26 > Boston, MA 02111 - 2900 > Telephone: 617.664.5697 > Mobile: 857.413.0135 > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Andrew > Sent: Friday, August 31, 2007 12:41 PM > To: qui...@li... > Subject: [Quickfixj-users] SenderSubID and TargetSubID in [SESSION] > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > This has been discussed before and it looks like the accepted > solution was always to set SenderSubID and TargetSubID > programmatically. I think setting them in the cfg file still looks more > > convenient in many cases. Is there some reason not to do that? > Otherwise I'll modify the code to read those tags from the cfg into the > session object on startup and then, if the tags were present, put them > in all msgs. > Thanks, > Andrew > > > ------------------------------------------------------------------------ > - > This SF.net email is sponsored by: Splunk Inc. > Still grepping through log files to find problems? Stop. > Now Search log events and configuration files using AJAX and a browser. > Download your FREE copy of Splunk now >> http://get.splunk.com/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Splunk Inc. > Still grepping through log files to find problems? Stop. > Now Search log events and configuration files using AJAX and a browser. > Download your FREE copy of Splunk now >> http://get.splunk.com/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
|
From: Jeff S. <jsc...@cq...> - 2007-09-12 12:36:52
|
Thanks Steve, That does help. I am not creating the session IDs explicitly, but now I have something to look for when I debug and try to reproduce this problem. Jeff Steve Bate wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > Jeff, > > The exception is being thrown from the MySQL JDBC driver. Apparently > there was an attempt to bind a prepared statement parameter to null. > The most likely way for this to happen is if some property of the > session ID is null. The properties are initialized to an empty string > but they could be explicitly initialized to through the constructors. > > Are you creating any session IDs explicitly? For example, are you > creating session settings programmatically? Some databases, specifically > Oracle, interpret empty strings as nulls. At least in the past, MySQL > handles empty strings correctly. I doubt that is your problem because > you'd see the exception on every message. > > Hope this helps, > > Steve > > >> -----Original Message----- >> From: qui...@li... [mailto:quickfixj- >> use...@li...] On Behalf Of Jeff Schwartz >> Sent: Tuesday, September 11, 2007 9:42 AM >> To: qui...@li... >> Subject: [Quickfixj-users] JDBC log problems >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> My application is hanging for 5-15 seconds at various times because of a >> SQL error using the JDBC log. >> Has anyone else seen this? Is the File based log sturdier? >> >> Thanks, >> Jeff >> Sep 11, 2007 9:31:17 AM org.apache.commons.logging.impl.SLF4JLog warn >> WARNING: #0002 was active for 12859 milliseconds and has been removed >> automatica >> ly. The Thread responsible was named 'Thread-4', but the last SQL it >> performed i >> s unknown because the trace property is not enabled. >> Sep 11, 2007 9:31:17 AM cqig.fixit.FixItApplication send >> INFO: null >> java.lang.NullPointerException >> at >> com.mysql.jdbc.ServerPreparedStatement.executeInternal(ServerPrepared >> Statement.java:673) >> at >> com.mysql.jdbc.PreparedStatement.execute(PreparedStatement.java:770) >> > > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Jeff Schwartz Senior Programmer Cornerstone Quantitative Investment Group 203-327-0888 |
|
From: Steve B. <st...@te...> - 2007-09-12 11:09:06
|
Jeff, The exception is being thrown from the MySQL JDBC driver. Apparently there was an attempt to bind a prepared statement parameter to null. The most likely way for this to happen is if some property of the session ID is null. The properties are initialized to an empty string but they could be explicitly initialized to through the constructors. Are you creating any session IDs explicitly? For example, are you creating session settings programmatically? Some databases, specifically Oracle, interpret empty strings as nulls. At least in the past, MySQL handles empty strings correctly. I doubt that is your problem because you'd see the exception on every message. Hope this helps, Steve > -----Original Message----- > From: qui...@li... [mailto:quickfixj- > use...@li...] On Behalf Of Jeff Schwartz > Sent: Tuesday, September 11, 2007 9:42 AM > To: qui...@li... > Subject: [Quickfixj-users] JDBC log problems > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > My application is hanging for 5-15 seconds at various times because of a > SQL error using the JDBC log. > Has anyone else seen this? Is the File based log sturdier? > > Thanks, > Jeff > Sep 11, 2007 9:31:17 AM org.apache.commons.logging.impl.SLF4JLog warn > WARNING: #0002 was active for 12859 milliseconds and has been removed > automatica > ly. The Thread responsible was named 'Thread-4', but the last SQL it > performed i > s unknown because the trace property is not enabled. > Sep 11, 2007 9:31:17 AM cqig.fixit.FixItApplication send > INFO: null > java.lang.NullPointerException > at > com.mysql.jdbc.ServerPreparedStatement.executeInternal(ServerPrepared > Statement.java:673) > at > com.mysql.jdbc.PreparedStatement.execute(PreparedStatement.java:770) |
|
From: Ashley W. <ash...@db...> - 2007-09-12 07:47:07
|
Thanks for the info, I'll do an upgrade and confirm. qui...@li... wrote on 11/09/2007 22:37:23: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > In that case you should find upgrading to a later version will help - > this was a bug fixed in 1.0.2. > > http://www.quickfixj.org/jira/browse/QFJ-34 > > Cheers, > Brad. > > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Ashley Williams > Sent: Tuesday, 11 September 2007 5:43 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] OutOfMemoryErrors with many Mina threads > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > I believe it's quickfix version 1.0 and mina version 0.9.3 > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users --- This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Please refer to http://www.db.com/en/content/eu_disclosures.htm for additional EU corporate and regulatory disclosures. |
|
From: Brad H. <Bra...@gb...> - 2007-09-11 21:37:40
|
In that case you should find upgrading to a later version will help - this was a bug fixed in 1.0.2. http://www.quickfixj.org/jira/browse/QFJ-34 Cheers, Brad. =20 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Ashley Williams Sent: Tuesday, 11 September 2007 5:43 PM To: qui...@li... Subject: Re: [Quickfixj-users] OutOfMemoryErrors with many Mina threads QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ I believe it's quickfix version 1.0 and mina version 0.9.3=20 |
|
From: Jeff S. <jsc...@cq...> - 2007-09-11 13:44:12
|
My application is hanging for 5-15 seconds at various times because of a
SQL error using the JDBC log.
Has anyone else seen this? Is the File based log sturdier?
Thanks,
Jeff
Sep 11, 2007 9:31:17 AM org.apache.commons.logging.impl.SLF4JLog warn
WARNING: #0002 was active for 12859 milliseconds and has been removed
automatica
ly. The Thread responsible was named 'Thread-4', but the last SQL it
performed i
s unknown because the trace property is not enabled.
Sep 11, 2007 9:31:17 AM cqig.fixit.FixItApplication send
INFO: null
java.lang.NullPointerException
at
com.mysql.jdbc.ServerPreparedStatement.executeInternal(ServerPrepared
Statement.java:673)
at
com.mysql.jdbc.PreparedStatement.execute(PreparedStatement.java:770)
at sun.reflect.GeneratedMethodAccessor18.invoke(Unknown Source)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(Unknown Source)
at java.lang.reflect.Method.invoke(Unknown Source)
at
org.logicalcobwebs.proxool.ProxyStatement.invoke(ProxyStatement.java:
100)
at
org.logicalcobwebs.proxool.ProxyStatement.intercept(ProxyStatement.ja
va:57)
at
$java.sql.PreparedStatement$$EnhancerByCGLIB$$ed00eb7f.execute(<gener
ated>)
at quickfix.JdbcLog.insert(JdbcLog.java:90)
at quickfix.JdbcLog.logOutgoing(JdbcLog.java:60)
at quickfix.AbstractLog.onOutgoing(AbstractLog.java:42)
at quickfix.Session.send(Session.java:1675)
at quickfix.Session.sendRaw(Session.java:1627)
at quickfix.Session.send(Session.java:1671)
at quickfix.Session.sendToTarget(Session.java:442)
at cqig.fixit.FixItApplication.send(FixItApplication.java:476)
--
Jeff Schwartz
Senior Programmer
Cornerstone Quantitative Investment Group
203-327-0888
|
|
From: Ashley W. <ash...@db...> - 2007-09-11 07:42:37
|
I believe it's quickfix version 1.0 and mina version 0.9.3 qui...@li... wrote on 10/09/2007 23:01:03: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > Hi Ashley, > > What versions of quickfixj & MINA are you using? > > Brad. > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Ashley Williams > Sent: Monday, 10 September 2007 7:38 PM > To: qui...@li... > Subject: [Quickfixj-users] OutOfMemoryErrors with many Mina threads > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users --- This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Please refer to http://www.db.com/en/content/eu_disclosures.htm for additional EU corporate and regulatory disclosures. |
|
From: Brad H. <Bra...@gb...> - 2007-09-10 22:08:02
|
Hi Ashley, What versions of quickfixj & MINA are you using? Brad.=20 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Ashley Williams Sent: Monday, 10 September 2007 7:38 PM To: qui...@li... Subject: [Quickfixj-users] OutOfMemoryErrors with many Mina threads QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ |
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From: Ashley W. <ash...@db...> - 2007-09-10 09:38:51
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Hi,
I'm a quickfix newbie assigned to look at some outofmemoryerrors when we
leave a quick fix application running for a length of time. I left our app
running over the weekend and when I got back this morning I did a
ctrl-break in the console, getting several minutes worth of the following
trace:
"AnonymousIoService-749-756" daemon prio=6 tid=0x2875be88 nid=0x2d74 in
Object.wait() [0x35f0f000..0x35f0fd98]
at java.lang.Object.wait(Native Method)
at java.lang.Object.wait(Object.java:474)
at
org.apache.mina.util.BlockingQueue.waitForNewItem(BlockingQueue.java:55)
- locked <0x0991a200> (a org.apache.mina.util.BlockingQueue)
at
org.apache.mina.filter.ThreadPoolFilter$Worker.fetchBuffer(ThreadPoolFilter.java:435)
- locked <0x0991a200> (a org.apache.mina.util.BlockingQueue)
at
org.apache.mina.filter.ThreadPoolFilter$Worker.run(ThreadPoolFilter.java:410)
Additionally the log files report over a thousand of the the following
snippet:
2007-08-04 22:09:56,662 INFO (QFJ Timer) [quickfixj.event] EVENT
[FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE] <Initiated logon re
quest>
2007-08-04 22:09:56,662 INFO (QF/J Session dispatcher:
FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE) [quickfixj.event] EVENT [FIX.4
.2:ABFODEV10_DEV10ABFO->SFEPRICE] <Received logout request>
2007-08-04 22:09:56,678 INFO (QF/J Session dispatcher:
FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE) [quickfixj.event] EVENT [FIX.4
.2:ABFODEV10_DEV10ABFO->SFEPRICE] <Sent logout response>
2007-08-04 22:09:56,678 INFO (QF/J Session dispatcher:
FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE) [quickfixj.event] EVENT [FIX.4
.2:ABFODEV10_DEV10ABFO->SFEPRICE] <Disconnecting>
2007-08-04 22:09:56,678 INFO (QF/J Session dispatcher:
FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE) [com.db.exlink.fix.price.serve
r.FixPriceServer] LOGOUT [FIX.4.2:ABFODEV10_DEV10ABFO->SFEPRICE]
I did download the quickfix sourcecode, but was unable to find any
references to the ThreadPoolFilter class. Is it possible we aren't closing
or otherwise releasing some quickfix resource?
Just a little more information, here is some source code of how the
application is being created:
ThreadedSocketInitiator initiator = new
ThreadedSocketInitiator(
application, messageStoreFactory, settings,
logFactory, messageFactory);
initiator.start();
BufferedReader cmdLine = new BufferedReader(new
InputStreamReader(System.in));
while(true) {
String cmd = cmdLine.readLine();
if(cmd != null && cmd.equalsIgnoreCase("exit")) {
break;
}
}
Many thanks
- Ashley
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From: David G. <Dav...@ig...> - 2007-09-07 20:36:40
|
Subscribe The information contained in this email is strictly confidential and for = the use of the addressee only, unless otherwise indicated. If you are not= the intended recipient, please do not read, copy, use or disclose to oth= ers this message or any attachment. Please also notify the sender by repl= ying to this email or by telephone +44 (0)20 7896 0011 and then delete th= e email and any copies of it. Opinions, conclusions (etc.) that do not re= late to the official business of this company shall be understood as neit= her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut= horised and regulated by the Financial Services Authority and, in Austral= ia, by the Australian Securities and Investments Commission. |
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From: gu h. <hai...@ho...> - 2007-09-05 06:54:52
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hi all,
Here is my situation.During the logout process, the initiator's Session
generateLogout() is first called, in the method
sendRaw(logout, 0);
state.setLogoutSent(true);
After send logout, it will set the state. But before set the state, I
reveive the logout from the acceptor. So the session will take the logout
as a logout request not as a logout a logout response, and it will send a
logout again. Obviously it's wrong. Noticing this strange behavoir, my
solution is
state.setLogoutSent(true);
sendRaw(logout, 0);
and this works well.
Has anyone have the same problem? Because I am still not believe that
logout arrives before state.setLogoutSent(true);.
regards,
mike
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From: Rhys Y. <rya...@ya...> - 2007-08-31 22:17:44
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We have seen flurries of checksum/length on two occasions. There were resend requests in the vicinity and higher than normal traffic both times. Has anyone seen anything like this?
Lots of these:
11:24:51,592 ERROR [quickfix.mina.message.FIXMessageDecoder] did not find checksum field, bad length?
A few of these:
11:24:51,600 ERROR [quickfix.mina.acceptor.AcceptorIoHandler] critical protocol codec error: did not find checksum field, bad length?
We are using QuickFIX/J 1.0.5 with the libraries as shipped, JDK 1.5.0_10-b03 64-Bit Server VM and RHEL (ES) 4 w/ a 2.6.9-42.0.3.ELsmp kernel.
Many thanks, r.
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From: Feledy, Z. <Zol...@ss...> - 2007-08-31 17:52:54
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Hi Andrew, SenderSubID (50) is often used to contain the trader's name. Certain destinations may have specific configurations for traders that are being driven off this. For instance, when a trader sends trades to an ATS such as an algo platform. One trader may have different preferences or use different algos that would be customized based on this value. TargetSubID (57) is often used to route to different destinations at the broker. An example would be whether to send an order to the "Cash" or the "Program" desk. This is the tag where that is often specified. Having said that, I also made the same modification that you're saying to read it into the session object when all I needed was a static value. Zoltan Zoltan Feledy State Street Global Advisors One Lincoln Street - SFC26 Boston, MA 02111 - 2900 Telephone: 617.664.5697 Mobile: 857.413.0135 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Andrew Sent: Friday, August 31, 2007 12:41 PM To: qui...@li... Subject: [Quickfixj-users] SenderSubID and TargetSubID in [SESSION] QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ This has been discussed before and it looks like the accepted=20 solution was always to set SenderSubID and TargetSubID=20 programmatically. I think setting them in the cfg file still looks more convenient in many cases. Is there some reason not to do that? =20 Otherwise I'll modify the code to read those tags from the cfg into the=20 session object on startup and then, if the tags were present, put them=20 in all msgs. Thanks, Andrew ------------------------------------------------------------------------ - This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users |