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From: Robert N. <rob...@gm...> - 2020-04-21 00:05:37
|
What I mean is that when I failover to the other machine that the other machine has the correct nextTarget and nextSender sequence numbers. So how do you persist these efficiently across machines when you want to support failover of your process to another machine? For example I’ve seen cases before that use IMDG or JDBC Store but the later takes a hit with any out of the box implementation. > On Apr 18, 2020, at 9:03 AM, Colin DuPlantis <co...@ma...> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > What exactly do you mean "sequence numbers are available"? Do you mean making sure that the new master node uses the correct sequence number? > > If so, when we fail over, before starting a session, we look back and figure out the last sequence number we processed. We set the session next sequence number to that value on the new node before starting the session. > > On 4/18/20 5:18 AM, Robert Nicholson wrote: >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> So how are folks ensuring that sequence numbers are available when you have to fail over to another machine. JDBC doesn’t seem scalable as it’s a synchronous write when the sequence number is updated isn’t it? What asynchronous methods are folks using instead? >> >> _______________________________________________ >> 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 |
|
From: Philip W. <ph...@wh...> - 2020-04-20 14:26:25
|
fromApp is called once for every app message. I suspect the problem is not in this code fragment but the rest of your code Please provide a more complete computable example. Best, Philip Whitehouse > On 20 Apr 2020, at 15:05, Fuad Azhar <fua...@gm...> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > hi all i have question i have set of list transaction for new order single using quickfixj fix42 format > > System.out.println(" FromApp " + message); > StringField msgType = message.getHeader().getField(new MsgType()); > String msgTypeString = msgType.toString(); > String[] msgTipe = msgTypeString.split("=", 0); > String TipeMessage = msgTipe[1]; > System.out.println(" FromApp " + TipeMessage); > if(message.getHeader().getField(msgType).valueEquals("8")){ > getExecutionReport(message,TipeMessage); > } > here my example code for get information about replay from my broker. in my console i only see one replay > > Message 8=FIX.4.29=35935=834=7943=Y49=Fastmatch152=20200420-13:54:09.68656=TRValueTrade2UAT1122=20200420-12:06:05.4016=1.2425911=FM11429214=311111.0015=GBP17=UX02:042020:01026855:B20=031=1.2425932=311111.0037=124206903838=311111.1139=140=P44=1.2481154=155=GBP/USD60=20200420-12:06:05.40164=2020042275=20200420150=1151=0.11375=BASF9200=S9300=6259500=010=232getExecutionReport 8 > but in my log i got several replay from them. > like this one > 8=FIX.4.2^A9=359^A35=8^A34=79^A43=Y^A49=Fastmatch1^A122=20200420-12:06:05.401^A52=20200420-13:54:09.686^A56=TRValueTrade2UAT1^A20=0^A39=1^A150=1^A17=UX02:042020:01026855:B^A40=P^A55=GBP/USD^A54=1^A38=311111.11^A151=0.11^A14=311111.00^A32=311111.00^A31=1.24259^A6=1.24259^A64==20200422^A60=20200420-12:06:05.401^A75=20200420^A9200=S^A9300=625^A9500=0^A37=1242069038^A15=GBP^A44=1.24811^A375=BASF^A11=FM114292^A > 8=FIX.4.2^A9=359^A35=8^A34=90^A43=Y^A49=Fastmatch1^A122=20200420-12:06:05.415^A52=20200420-13:54:09.686^A56=TRValueTrade2UAT1^A20=0^A39=1^A150=1^A17=UX01:042020:04054405:S^A40=P^A55=EUR/JPY^A54=2^A38=266666.66^A151=0.66^A14=266666.00^A32=266666.00^A31=117.01500^A6=117.01500 > > so my question is how to get all of the request from them ?because i need the data from them to insert to my database > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: Fuad A. <fua...@gm...> - 2020-04-20 14:04:05
|
hi all i have question i have set of list transaction for new order single
using quickfixj fix42 format
System.out.println(" FromApp " + message);
StringField msgType = message.getHeader().getField(new MsgType());
String msgTypeString = msgType.toString();
String[] msgTipe = msgTypeString.split("=", 0);
String TipeMessage = msgTipe[1];
System.out.println(" FromApp " + TipeMessage);
if(message.getHeader().getField(msgType).valueEquals("8")){
getExecutionReport(message,TipeMessage);
}
here my example code for get information about replay from my broker. in my
console i only see one replay
Message
8=FIX.4.29=35935=834=7943=Y49=Fastmatch152=20200420-13:54:09.68656=TRValueTrade2UAT1122=20200420-12:06:05.4016=1.2425911=FM11429214=311111.0015=GBP17=UX02:042020:01026855:B20=031=1.2425932=311111.0037=124206903838=311111.1139=140=P44=1.2481154=155=GBP/USD60=20200420-12:06:05.40164=2020042275=20200420150=1151=0.11375=BASF9200=S9300=6259500=010=232getExecutionReport
8
but in my log i got several replay from them.
like this one
8=FIX.4.2^A9=359^A35=8^A34=79^A43=Y^A49=Fastmatch1^A122=20200420-12:06:05.401^A52=20200420-13:54:09.686^A56=TRValueTrade2UAT1^A20=0^A39=1^A150=1^A17=UX02:042020:01026855:B^A40=P^A55=GBP/USD^A54=1^A38=311111.11^A151=0.11^A14=311111.00^A32=311111.00^A31=1.24259^A6=1.24259^A64==20200422^A60=20200420-12:06:05.401^A75=20200420^A9200=S^A9300=625^A9500=0^A37=1242069038^A15=GBP^A44=1.24811^A375=BASF^A11=FM114292^A
8=FIX.4.2^A9=359^A35=8^A34=90^A43=Y^A49=Fastmatch1^A122=20200420-12:06:05.415^A52=20200420-13:54:09.686^A56=TRValueTrade2UAT1^A20=0^A39=1^A150=1^A17=UX01:042020:04054405:S^A40=P^A55=EUR/JPY^A54=2^A38=266666.66^A151=0.66^A14=266666.00^A32=266666.00^A31=117.01500^A6=117.01500
so my question is how to get all of the request from them ?because i need
the data from them to insert to my database
|
|
From: Colin D. <co...@ma...> - 2020-04-18 14:04:11
|
What exactly do you mean "sequence numbers are available"? Do you mean making sure that the new master node uses the correct sequence number? If so, when we fail over, before starting a session, we look back and figure out the last sequence number we processed. We set the session next sequence number to that value on the new node before starting the session. On 4/18/20 5:18 AM, Robert Nicholson wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > So how are folks ensuring that sequence numbers are available when you have to fail over to another machine. JDBC doesn’t seem scalable as it’s a synchronous write when the sequence number is updated isn’t it? What asynchronous methods are folks using instead? > > _______________________________________________ > 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 |
|
From: Robert N. <rob...@gm...> - 2020-04-18 12:18:24
|
So how are folks ensuring that sequence numbers are available when you have to fail over to another machine. JDBC doesn’t seem scalable as it’s a synchronous write when the sequence number is updated isn’t it? What asynchronous methods are folks using instead? |
|
From: Philip W. <ph...@wh...> - 2020-04-17 12:19:20
|
No Best, Philip Whitehouse > On 17 Apr 2020, at 12:47, Robert Nicholson <rob...@gm...> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Is this ever considered valid FIX? > > I have a counterparty that is choosing to send their group members before the numingroup tag. > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: Robert N. <rob...@gm...> - 2020-04-17 11:45:20
|
Is this ever considered valid FIX? I have a counterparty that is choosing to send their group members before the numingroup tag. |
|
From: Fuad A. <fua...@gm...> - 2020-04-16 07:18:51
|
thanks for help me.. but after i try newordersingle.setField(new StringField(9000, "MIDPOINT")); this is will run now. Pada tanggal Kam, 16 Apr 2020 pukul 14.10 bhavishya goyal < bha...@gm...> menulis: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > yes > > On Thu, Apr 16, 2020 at 12:21 PM Fuad Azhar <fua...@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/ >> >> >> for example this one ? >> <field number='9000' name='PegInstruction' type='STRING' /> >> so i can set like newordersingle.setField(9000.MIDPOINT); right ? >> >> Pada tanggal Kam, 16 Apr 2020 pukul 13.40 bhavishya goyal < >> bha...@gm...> menulis: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> why you want to create class . you can set by calling >>> SetFiled(_FIELD_ID, _VALUE_ ); >>> >>> On Thu, Apr 16, 2020 at 11:48 AM Fuad Azhar <fua...@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 all i have question about how to create new class field in quickfixj? >>>> i have new class like this one >>>> newordersingle.setField(new PegInstruction("MIDPOINT")); >>>> and how to create it ? >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> >>> >>> -- >>> Regards >>> Bhavishya Goyal >>> _______________________________________________ >>> 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 >> > > > -- > Regards > Bhavishya Goyal > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
|
From: bhavishya g. <bha...@gm...> - 2020-04-16 07:08:04
|
yes On Thu, Apr 16, 2020 at 12:21 PM Fuad Azhar <fua...@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/ > > > for example this one ? > <field number='9000' name='PegInstruction' type='STRING' /> > so i can set like newordersingle.setField(9000.MIDPOINT); right ? > > Pada tanggal Kam, 16 Apr 2020 pukul 13.40 bhavishya goyal < > bha...@gm...> menulis: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> why you want to create class . you can set by calling SetFiled(_FIELD_ID, >> _VALUE_ ); >> >> On Thu, Apr 16, 2020 at 11:48 AM Fuad Azhar <fua...@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 all i have question about how to create new class field in quickfixj? >>> i have new class like this one >>> newordersingle.setField(new PegInstruction("MIDPOINT")); >>> and how to create it ? >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> -- >> Regards >> Bhavishya Goyal >> _______________________________________________ >> 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 > -- Regards Bhavishya Goyal |
|
From: Fuad A. <fua...@gm...> - 2020-04-16 06:55:01
|
this is what i set in my dictionary fix42.xml <field number='9000' name='PegInstruction' type='STRING' /> i have try using this newordersingle.setField(9000.MIDPOINT); but i still got error. how to fix the problem ? Pada tanggal Kam, 16 Apr 2020 pukul 13.40 bhavishya goyal < bha...@gm...> menulis: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > why you want to create class . you can set by calling SetFiled(_FIELD_ID, > _VALUE_ ); > > On Thu, Apr 16, 2020 at 11:48 AM Fuad Azhar <fua...@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 all i have question about how to create new class field in quickfixj? >> i have new class like this one >> newordersingle.setField(new PegInstruction("MIDPOINT")); >> and how to create it ? >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > -- > Regards > Bhavishya Goyal > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
|
From: Fuad A. <fua...@gm...> - 2020-04-16 06:48:51
|
for example this one ? <field number='9000' name='PegInstruction' type='STRING' /> so i can set like newordersingle.setField(9000.MIDPOINT); right ? Pada tanggal Kam, 16 Apr 2020 pukul 13.40 bhavishya goyal < bha...@gm...> menulis: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > why you want to create class . you can set by calling SetFiled(_FIELD_ID, > _VALUE_ ); > > On Thu, Apr 16, 2020 at 11:48 AM Fuad Azhar <fua...@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 all i have question about how to create new class field in quickfixj? >> i have new class like this one >> newordersingle.setField(new PegInstruction("MIDPOINT")); >> and how to create it ? >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > -- > Regards > Bhavishya Goyal > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
|
From: bhavishya g. <bha...@gm...> - 2020-04-16 06:37:39
|
why you want to create class . you can set by calling SetFiled(_FIELD_ID, _VALUE_ ); On Thu, Apr 16, 2020 at 11:48 AM Fuad Azhar <fua...@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 all i have question about how to create new class field in quickfixj? > i have new class like this one > newordersingle.setField(new PegInstruction("MIDPOINT")); > and how to create it ? > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Regards Bhavishya Goyal |
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From: Fuad A. <fua...@gm...> - 2020-04-16 06:16:47
|
Hi all i have question about how to create new class field in quickfixj?
i have new class like this one
newordersingle.setField(new PegInstruction("MIDPOINT"));
and how to create it ?
|
|
From: Nik G. <nik...@gm...> - 2020-04-15 07:44:58
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Fuad, Breaking apart the error you've got... 45=24 : field 45 (RefSeqNum) is the sequenceId of the message being rejected 371=35 : field 371 (RefTagID) is the tag number of the field that has an incorrect value 372=72 : field 372 (RefMsgType) is the message type of the message being rejected So the receiver of the message thinks that they have received 35=72 as part of your message. Interestingly that is the ASCII value of 'H' so I would guess that either you are sending it as ascii or they are processing it as ascii. Nik On Wed, 15 Apr 2020 at 07:33, Fuad Azhar <fua...@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/ > > > dear all of quickfixj-user, > > i have question about when i send my broker for orderstatusrequest > > 8=FIX.4.2^A9=115^A35=H^A34=24^A49=TRValueTrade2UAT1^A52=20200415-06:20:34.146^A56=Fastmatch1^A11=VT_020^A37=862337082^A40=1^A54=1^A55=EUR/USD^A10=006^A > > i got error like this one > 8=FIX.4.2^A9=121^A35=3^A34=2411^A49=Fastmatch1^A52=20200415-06:20:34.156^A56=TRValueTrade2UAT1^A45=24^A371=35^A372=72^A58=Unsupported > message type^A10=009^A why like that ? i have check all of my broker > document that request are all of the request. > > best regards, > > Fuad > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Fuad A. <fua...@gm...> - 2020-04-15 06:30:51
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dear all of quickfixj-user, i have question about when i send my broker for orderstatusrequest 8=FIX.4.2^A9=115^A35=H^A34=24^A49=TRValueTrade2UAT1^A52=20200415-06:20:34.146^A56=Fastmatch1^A11=VT_020^A37=862337082^A40=1^A54=1^A55=EUR/USD^A10=006^A i got error like this one 8=FIX.4.2^A9=121^A35=3^A34=2411^A49=Fastmatch1^A52=20200415-06:20:34.156^A56=TRValueTrade2UAT1^A45=24^A371=35^A372=72^A58=Unsupported message type^A10=009^A why like that ? i have check all of my broker document that request are all of the request. best regards, Fuad |
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From: Colin D. <co...@ma...> - 2020-04-04 21:31:38
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Just check the SessionId in toApp when you receive the message. It contains the SenderCompId. The message itself also contains the SenderCompId in the message header. On 4/4/20 8:27 AM, Minh Kha wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > I dont know but the simulator just send normally as it was before, I > just set the new TargetCompID and the send out method using from the > library, and can eventually come to that party, could u do me a favor > that show me how to check if the ER was on another session or not ? > > Vào Th 7, 4 thg 4, 2020 vào lúc 20:03 Colin DuPlantis > <co...@ma... <mailto:co...@ma...>> đã viết: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> > Support: http://www.quickfixj.org/support/ > > > This sounds like it would be incorrect behavior in your simulator. > You should use the incoming order's SenderCompId as the ER's > TargetCompId. > > If you change the TargetCompId, you are sending the ER to another > party on another session. > > > On 4/3/20 8:25 PM, Minh Kha wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ >> QuickFIX/J Support:http://www.quickfixj.org/support/ >> >> >> >> I mean, from our system: Send new order (SenderCompID = Sth) > >> From simulator:Send back Execution Report (Before send back, I >> set the new value for TargetCompID = Sth01). If two session, how >> the simulator can look up the exact session of that order, so >> that it response the ER exactly for this order. >> >> Vào Th 7, 4 thg 4, 2020 vào lúc 09:32 Minh Kha >> <min...@gm... <mailto:min...@gm...>> đã viết: >> >> Thank u for your help. I did it by set CheckCompID = N. The >> case that I tested is: Send new order (SenderCompID = Sth) > >> Send back Execution Report (TargetCompID = Sth01) > After >> receiving ER, the system can change the status for that Order >> to Queue. You mean now I have two session ? How can turn >> status into Queue for that order if there are two session ? >> Please let me know if I missed something. >> >> Vào Th 6, 3 thg 4, 2020 vào lúc 20:46 Colin DuPlantis >> <co...@ma... <mailto:co...@ma...>> đã viết: >> >> QuickFIX/J Documentation: >> http://www.quickfixj.org/documentation/ >> QuickFIX/J >> <http://www.quickfixj.org/documentation/QuickFIX/J> >> Support: http://www.quickfixj.org/support/ >> >> >> A different TargetCompId means a different session. See >> the QFJ doc for how to create multiple sessions. >> >> On Thu, Apr 2, 2020, 8:37 PM Minh Kha >> <min...@gm... >> <mailto:min...@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 team, >> >> Firstly, I am appreciated for such an amazing project >> that you made for the community. >> Now I am working on the custom FIX project based on >> quickfixj, and the situation have to face now is that >> need to send message with different TargetCompID in >> the same session. For example: >> - A message sent with SenderCompID = CompanyID >> - After receiving that message, send back with >> TargetCompID = CompanyNumber (Which is slightly >> different from CompanyID) >> >> I want to ask that is it possible to handle this >> situation ? Could u pls give me some advice about this ? >> >> Thank in advance. >> >> Best regards, >> Kha Phan >> >> -- >> *Phan Nguyen Minh Kha* >> min...@gm... >> <mailto:min...@gm...> / 0938499460 >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> >> >> -- >> *Phan Nguyen Minh Kha* >> min...@gm... <mailto:min...@gm...> / >> 0938499460 >> >> >> >> -- >> *Phan Nguyen Minh Kha* >> min...@gm... <mailto:min...@gm...> / 0938499460 >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... <mailto: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... > <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > -- > *Phan Nguyen Minh Kha* > min...@gm... <mailto:min...@gm...> / 0938499460 > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Minh K. <min...@gm...> - 2020-04-04 15:27:49
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I dont know but the simulator just send normally as it was before, I just set the new TargetCompID and the send out method using from the library, and can eventually come to that party, could u do me a favor that show me how to check if the ER was on another session or not ? Vào Th 7, 4 thg 4, 2020 vào lúc 20:03 Colin DuPlantis < co...@ma...> đã viết: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > This sounds like it would be incorrect behavior in your simulator. You > should use the incoming order's SenderCompId as the ER's TargetCompId. > > If you change the TargetCompId, you are sending the ER to another party on > another session. > > > On 4/3/20 8:25 PM, Minh Kha wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > I mean, from our system: Send new order (SenderCompID = Sth) > From > simulator:Send back Execution Report (Before send back, I set the new value > for TargetCompID = Sth01). If two session, how the simulator can look up > the exact session of that order, so that it response the ER exactly for > this order. > > Vào Th 7, 4 thg 4, 2020 vào lúc 09:32 Minh Kha <min...@gm...> > đã viết: > >> Thank u for your help. I did it by set CheckCompID = N. The case that I >> tested is: Send new order (SenderCompID = Sth) > Send back Execution Report >> (TargetCompID = Sth01) > After receiving ER, the system can change the >> status for that Order to Queue. You mean now I have two session ? How can >> turn status into Queue for that order if there are two session ? Please let >> me know if I missed something. >> >> Vào Th 6, 3 thg 4, 2020 vào lúc 20:46 Colin DuPlantis < >> co...@ma...> đã viết: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> A different TargetCompId means a different session. See the QFJ doc for >>> how to create multiple sessions. >>> >>> On Thu, Apr 2, 2020, 8:37 PM Minh Kha <min...@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 team, >>>> >>>> Firstly, I am appreciated for such an amazing project that you made for >>>> the community. >>>> Now I am working on the custom FIX project based on quickfixj, and the >>>> situation have to face now is that need to send message with different >>>> TargetCompID in the same session. For example: >>>> - A message sent with SenderCompID = CompanyID >>>> - After receiving that message, send back with TargetCompID = >>>> CompanyNumber (Which is slightly different from CompanyID) >>>> >>>> I want to ask that is it possible to handle this situation ? Could u >>>> pls give me some advice about this ? >>>> >>>> Thank in advance. >>>> >>>> Best regards, >>>> Kha Phan >>>> >>>> -- >>>> *Phan Nguyen Minh Kha* >>>> min...@gm... / 0938499460 >>>> _______________________________________________ >>>> 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 >>> >> >> >> -- >> *Phan Nguyen Minh Kha* >> min...@gm... / 0938499460 >> > > > -- > *Phan Nguyen Minh Kha* > min...@gm... / 0938499460 > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Colin DuPlantis > Chief Architect, Marketcetera > Download, Run, Trade > 888.868.4884https://www.marketcetera.com > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- *Phan Nguyen Minh Kha* min...@gm... / 0938499460 |
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From: Colin D. <co...@ma...> - 2020-04-04 13:01:41
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This sounds like it would be incorrect behavior in your simulator. You should use the incoming order's SenderCompId as the ER's TargetCompId. If you change the TargetCompId, you are sending the ER to another party on another session. On 4/3/20 8:25 PM, Minh Kha wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > I mean, from our system: Send new order (SenderCompID = Sth) > From > simulator:Send back Execution Report (Before send back, I set the new > value for TargetCompID = Sth01). If two session, how the simulator can > look up the exact session of that order, so that it response the ER > exactly for this order. > > Vào Th 7, 4 thg 4, 2020 vào lúc 09:32 Minh Kha > <min...@gm... <mailto:min...@gm...>> đã viết: > > Thank u for your help. I did it by set CheckCompID = N. The case > that I tested is: Send new order (SenderCompID = Sth) > Send back > Execution Report (TargetCompID = Sth01) > After receiving ER, the > system can change the status for that Order to Queue. You mean now > I have two session ? How can turn status into Queue for that order > if there are two session ? Please let me know if I missed something. > > Vào Th 6, 3 thg 4, 2020 vào lúc 20:46 Colin DuPlantis > <co...@ma... <mailto:co...@ma...>> đã viết: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> > Support: http://www.quickfixj.org/support/ > > > A different TargetCompId means a different session. See the > QFJ doc for how to create multiple sessions. > > On Thu, Apr 2, 2020, 8:37 PM Minh Kha <min...@gm... > <mailto:min...@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 team, > > Firstly, I am appreciated for such an amazing project that > you made for the community. > Now I am working on the custom FIX project based on > quickfixj, and the situation have to face now is that need > to send message with different TargetCompID in the same > session. For example: > - A message sent with SenderCompID = CompanyID > - After receiving that message, send back with > TargetCompID = CompanyNumber (Which is slightly different > from CompanyID) > > I want to ask that is it possible to handle this situation > ? Could u pls give me some advice about this ? > > Thank in advance. > > Best regards, > Kha Phan > > -- > *Phan Nguyen Minh Kha* > min...@gm... <mailto:min...@gm...> / > 0938499460 > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > <mailto:Qui...@li...> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > -- > *Phan Nguyen Minh Kha* > min...@gm... <mailto:min...@gm...> / 0938499460 > > > > -- > *Phan Nguyen Minh Kha* > min...@gm... <mailto:min...@gm...> / 0938499460 > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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From: Minh K. <min...@gm...> - 2020-04-04 03:25:53
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I mean, from our system: Send new order (SenderCompID = Sth) > From simulator:Send back Execution Report (Before send back, I set the new value for TargetCompID = Sth01). If two session, how the simulator can look up the exact session of that order, so that it response the ER exactly for this order. Vào Th 7, 4 thg 4, 2020 vào lúc 09:32 Minh Kha <min...@gm...> đã viết: > Thank u for your help. I did it by set CheckCompID = N. The case that I > tested is: Send new order (SenderCompID = Sth) > Send back Execution Report > (TargetCompID = Sth01) > After receiving ER, the system can change the > status for that Order to Queue. You mean now I have two session ? How can > turn status into Queue for that order if there are two session ? Please let > me know if I missed something. > > Vào Th 6, 3 thg 4, 2020 vào lúc 20:46 Colin DuPlantis < > co...@ma...> đã viết: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> A different TargetCompId means a different session. See the QFJ doc for >> how to create multiple sessions. >> >> On Thu, Apr 2, 2020, 8:37 PM Minh Kha <min...@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 team, >>> >>> Firstly, I am appreciated for such an amazing project that you made for >>> the community. >>> Now I am working on the custom FIX project based on quickfixj, and the >>> situation have to face now is that need to send message with different >>> TargetCompID in the same session. For example: >>> - A message sent with SenderCompID = CompanyID >>> - After receiving that message, send back with TargetCompID = >>> CompanyNumber (Which is slightly different from CompanyID) >>> >>> I want to ask that is it possible to handle this situation ? Could u pls >>> give me some advice about this ? >>> >>> Thank in advance. >>> >>> Best regards, >>> Kha Phan >>> >>> -- >>> *Phan Nguyen Minh Kha* >>> min...@gm... / 0938499460 >>> _______________________________________________ >>> 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 >> > > > -- > *Phan Nguyen Minh Kha* > min...@gm... / 0938499460 > -- *Phan Nguyen Minh Kha* min...@gm... / 0938499460 |
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From: Minh K. <min...@gm...> - 2020-04-04 02:32:50
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Thank u for your help. I did it by set CheckCompID = N. The case that I tested is: Send new order (SenderCompID = Sth) > Send back Execution Report (TargetCompID = Sth01) > After receiving ER, the system can change the status for that Order to Queue. You mean now I have two session ? How can turn status into Queue for that order if there are two session ? Please let me know if I missed something. Vào Th 6, 3 thg 4, 2020 vào lúc 20:46 Colin DuPlantis < co...@ma...> đã viết: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > A different TargetCompId means a different session. See the QFJ doc for > how to create multiple sessions. > > On Thu, Apr 2, 2020, 8:37 PM Minh Kha <min...@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 team, >> >> Firstly, I am appreciated for such an amazing project that you made for >> the community. >> Now I am working on the custom FIX project based on quickfixj, and the >> situation have to face now is that need to send message with different >> TargetCompID in the same session. For example: >> - A message sent with SenderCompID = CompanyID >> - After receiving that message, send back with TargetCompID = >> CompanyNumber (Which is slightly different from CompanyID) >> >> I want to ask that is it possible to handle this situation ? Could u pls >> give me some advice about this ? >> >> Thank in advance. >> >> Best regards, >> Kha Phan >> >> -- >> *Phan Nguyen Minh Kha* >> min...@gm... / 0938499460 >> _______________________________________________ >> 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 > -- *Phan Nguyen Minh Kha* min...@gm... / 0938499460 |
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From: Colin D. <co...@ma...> - 2020-04-03 13:44:45
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A different TargetCompId means a different session. See the QFJ doc for how to create multiple sessions. On Thu, Apr 2, 2020, 8:37 PM Minh Kha <min...@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 team, > > Firstly, I am appreciated for such an amazing project that you made for > the community. > Now I am working on the custom FIX project based on quickfixj, and the > situation have to face now is that need to send message with different > TargetCompID in the same session. For example: > - A message sent with SenderCompID = CompanyID > - After receiving that message, send back with TargetCompID = > CompanyNumber (Which is slightly different from CompanyID) > > I want to ask that is it possible to handle this situation ? Could u pls > give me some advice about this ? > > Thank in advance. > > Best regards, > Kha Phan > > -- > *Phan Nguyen Minh Kha* > min...@gm... / 0938499460 > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Minh K. <min...@gm...> - 2020-04-03 03:36:46
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Hi team, Firstly, I am appreciated for such an amazing project that you made for the community. Now I am working on the custom FIX project based on quickfixj, and the situation have to face now is that need to send message with different TargetCompID in the same session. For example: - A message sent with SenderCompID = CompanyID - After receiving that message, send back with TargetCompID = CompanyNumber (Which is slightly different from CompanyID) I want to ask that is it possible to handle this situation ? Could u pls give me some advice about this ? Thank in advance. Best regards, Kha Phan -- *Phan Nguyen Minh Kha* min...@gm... / 0938499460 |
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From: Fuad A. <fua...@gm...> - 2020-04-01 15:26:40
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I have check my broker document they send me 35 MsgType Y Defines message Type X 262 MDReqID Y A unique ID of your Market Data Request clientMD_123 268 NoMDEntries Y Number of entries 4 279 MDUpdateAction Y Action type of this entry. Possible values: 0 = New 2 = Delete 0 55 Symbol Y Currency pair in form CCY1/CCY2 EUR/USD 269 MDEntryType Y The type of this entry. Possible values: 0 = Bid 1 = Ask 2 = Last H = Mid Price V = Volatility A = MarketOnClose 1 277 TradeCondition N This will be populated only on trades (Tag 269=2) where a Quote is on one side of the trade. The tag will not be populated when the trade is between orders Values: I = Traded with Last Look I 9700 MatchTime N This will be populated only on trades (Tag 269=2) where Quote is on one side of the trade. UTC time at which the match happened. 20110403- 18:06:23.551 278 MDEntryID Y Identifier of the entry. MDEntryID is unique per symbol. . When an MDEntryID value is repeated, the new value replaces the old value in the order book. E123 270 MDEntryPX N Price of the entry 1.1234 271 MDEntrySize N Size for which that price is quoted. 1000000 110 MinQty N Minimum quantity of an order to be executed. 200000 All of the field are in group if i check in my fix42.xml so if i want get the value i must using repeating group as receive message right? Or what i must to do? On Wed, Apr 1, 2020, 22:21 Grant Birchmeier <gbi...@co... wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > Yes. > > And of course, you'll need to verify every other message too, but not for > this immediate problem. > > On Wed, Apr 1, 2020 at 9:37 AM Fuad Azhar <fua...@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/ >> >> >> Oke i will check my fix42.xml and my broker document... So i check >> marketdataincrementalrefresh in my fix42.xml and my broker right? >> >> On Wed, Apr 1, 2020, 21:34 Grant Birchmeier <gbi...@co... >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> Yes, I told you: Go look at my answer to your SO question. >>> >>> On Wed, Apr 1, 2020 at 9:23 AM Fuad Azhar <fua...@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/ >>>> >>>> >>>> Yes i create question in here and in stackoverflow...if anyone can help >>>> me how to fix it i very appreciate it... >>>> >>>> Best regards >>>> >>>> Fuad >>>> >>>> On Wed, Apr 1, 2020, 21:19 Grant Birchmeier <gbi...@co... >>>> wrote: >>>> >>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>>> Support: http://www.quickfixj.org/support/ >>>>> >>>>> >>>>> I just saw your StackOverflow question where you provided more >>>>> information. >>>>> >>>>> https://stackoverflow.com/q/60969300/650475 >>>>> >>>>> FieldNotFound is not your real problem, but a fake problem created by >>>>> your misguided configuration. You cannot configure your way out of having >>>>> a bad data dictionary. Please see my StackOverflow answer to your question. >>>>> >>>>> >>>>> On Wed, Apr 1, 2020 at 8:37 AM Grant Birchmeier < >>>>> gbi...@co...> wrote: >>>>> >>>>>> None of these configs will solve your problem. They might even make >>>>>> your problem harder to find and fix. Delete them. >>>>>> >>>>>> ValidateUserDefinedFields=N >>>>>> ValidateIncomingMessage=N >>>>>> ValidateUnorderedGroupFields=N >>>>>> >>>>>> >>>>>> Your FieldNotFound error has nothing to do with how you are >>>>>> constructing messages. This is an error that occurs when you are >>>>>> *receiving* messages that were sent by your counterparty. >>>>>> >>>>>> FieldNotFound means you are trying to read a field that isn't there >>>>>> (or maybe it's in a group but you are attempting to read it from the >>>>>> top-level body). Did you look at TestMarketdataRequest.java line 38? >>>>>> >>>>>> On Wed, Apr 1, 2020 at 5:47 AM Fuadazhar73 <fua...@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/ >>>>>>> >>>>>>> >>>>>>> First i have problem with my fix about >>>>>>> >>>>>>> Out of order repeating group members >>>>>>> and for the solution i want to try add in my initiator config >>>>>>> ValidateUserDefinedFields=N >>>>>>> ValidateIncomingMessage=N >>>>>>> ValidateUnorderedGroupFields=N >>>>>>> >>>>>>> but when i want to hit my broker for market data request i got this >>>>>>> error >>>>>>> >>>>>>> quickfix.FieldNotFound: Field was not found in message, field=55 >>>>>>> at quickfix.FieldMap.getField(FieldMap.java:223) >>>>>>> at quickfix.FieldMap.getString(FieldMap.java:237) >>>>>>> at >>>>>>> >>>>>>> com.dxtr.fastmatch.marketdatarequestapps.TestMarketdataRequest.fromApp(TestMarketdataRequest.java:38) >>>>>>> at quickfix.Session.fromCallback(Session.java:1847) >>>>>>> at quickfix.Session.verify(Session.java:1791) >>>>>>> at quickfix.Session.verify(Session.java:1862) >>>>>>> at quickfix.Session.next(Session.java:1047) >>>>>>> at quickfix.Session.next(Session.java:1204) >>>>>>> at >>>>>>> >>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:163) >>>>>>> at >>>>>>> >>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:113) >>>>>>> at >>>>>>> >>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.lambda$blockInThread$1(SingleThreadedEventHandlingStrategy.java:145) >>>>>>> at >>>>>>> >>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$ThreadAdapter$RunnableWrapper.run(SingleThreadedEventHandlingStrategy.java:267) >>>>>>> at java.lang.Thread.run(Thread.java:748) >>>>>>> >>>>>>> i use this code for make marketdatarequest >>>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym group1 = new >>>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym(); >>>>>>> group1.set(new Symbol("ALL")); >>>>>>> marketDataRequest.addGroup(group1); >>>>>>> Session.sendToTarget(marketDataRequest, sessionID); >>>>>>> >>>>>>> so how to fix my problem ? and the next question is how to get value >>>>>>> from >>>>>>> field like symbol, avgprice,etc >>>>>>> i have code like this >>>>>>> >>>>>>> MDReqID mdreqid = new MDReqID(); >>>>>>> SendingTime sendingtime = new SendingTime(); >>>>>>> NoMDEntries nomdentries = new NoMDEntries(); >>>>>>> >>>>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries group >>>>>>> = new >>>>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries(); >>>>>>> MDUpdateAction mdupdateaction = new MDUpdateAction(); >>>>>>> DeleteReason deletereason = new DeleteReason(); >>>>>>> MDEntryType mdentrytype = new MDEntryType(); >>>>>>> MDEntryID mdentryid = new MDEntryID(); >>>>>>> Symbol symbol = new Symbol(); >>>>>>> MDEntryOriginator mdentryoriginator = new >>>>>>> MDEntryOriginator(); >>>>>>> MDEntryPx mdentrypx = new MDEntryPx(); >>>>>>> Currency currency = new Currency(); >>>>>>> MDEntrySize mdentrysize = new MDEntrySize(); >>>>>>> ExpireDate expiredate = new ExpireDate(); >>>>>>> ExpireTime expiretime = new ExpireTime(); >>>>>>> NumberOfOrders numberoforders = new NumberOfOrders(); >>>>>>> MDEntryPositionNo mdentrypositionno = new >>>>>>> MDEntryPositionNo(); >>>>>>> >>>>>>> message.getField(nomdentries); >>>>>>> message.getField(sendingtime); >>>>>>> >>>>>>> message.getGroup(1, group); >>>>>>> >>>>>>> int list = nomdentries.getValue(); >>>>>>> for (int i = 0; i < list; i++) >>>>>>> { >>>>>>> message.getGroup(i + 1, group); >>>>>>> group.get(mdupdateaction); >>>>>>> if (mdupdateaction.getValue() == '2') >>>>>>> System.out.println("Enter"); >>>>>>> group.get(deletereason); >>>>>>> group.get(mdentrytype); >>>>>>> group.get(mdentryid); >>>>>>> group.get(symbol); >>>>>>> group.get(mdentryoriginator); >>>>>>> if (mdupdateaction.getValue() == '0') >>>>>>> group.get(mdentrypx); >>>>>>> group.get(currency); >>>>>>> if (mdupdateaction.getValue() == '0') >>>>>>> group.get(mdentrysize); >>>>>>> } >>>>>>> >>>>>>> System.out.printf("Got Symbol {0} Price {1}", >>>>>>> symbol.getValue(), mdentrypx.getValue()); >>>>>>> >>>>>>> >>>>>>> best regards, >>>>>>> >>>>>>> Fuad >>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>>>> -- >>>>>>> Sent from: http://quickfix-j.364392.n2.nabble.com/ >>>>>>> >>>>>>> >>>>>>> _______________________________________________ >>>>>>> Quickfixj-users mailing list >>>>>>> Qui...@li... >>>>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>>>> >>>>>> >>>>>> >>>>>> -- >>>>>> Grant Birchmeier >>>>>> *Connamara Systems, LLC* >>>>>> *Made-To-Measure Trading Solutions.* >>>>>> Exactly what you need. No more. No less. >>>>>> http://connamara.com >>>>>> >>>>> >>>>> >>>>> -- >>>>> Grant Birchmeier >>>>> *Connamara Systems, LLC* >>>>> *Made-To-Measure Trading Solutions.* >>>>> Exactly what you need. No more. No less. >>>>> http://connamara.com >>>>> >>>>> This email, along with any attachments, is confidential. If you >>>>> believe you received this message in error, please contact the sender >>>>> immediately and delete all copies of the message. Thank you from Connamara >>>>> Systems, LLC._______________________________________________ >>>>> Quickfixj-users mailing list >>>>> Qui...@li... >>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> >>> >>> -- >>> Grant Birchmeier >>> *Connamara Systems, LLC* >>> *Made-To-Measure Trading Solutions.* >>> Exactly what you need. No more. No less. >>> http://connamara.com >>> >>> This email, along with any attachments, is confidential. If you believe >>> you received this message in error, please contact the sender immediately >>> and delete all copies of the message. Thank you from Connamara Systems, LLC. >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > This email, along with any attachments, is confidential. If you believe > you received this message in error, please contact the sender immediately > and delete all copies of the message. Thank you from Connamara Systems, LLC. > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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From: Grant B. <gbi...@co...> - 2020-04-01 15:18:49
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Yes. And of course, you'll need to verify every other message too, but not for this immediate problem. On Wed, Apr 1, 2020 at 9:37 AM Fuad Azhar <fua...@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/ > > > Oke i will check my fix42.xml and my broker document... So i check > marketdataincrementalrefresh in my fix42.xml and my broker right? > > On Wed, Apr 1, 2020, 21:34 Grant Birchmeier <gbi...@co... > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> Yes, I told you: Go look at my answer to your SO question. >> >> On Wed, Apr 1, 2020 at 9:23 AM Fuad Azhar <fua...@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/ >>> >>> >>> Yes i create question in here and in stackoverflow...if anyone can help >>> me how to fix it i very appreciate it... >>> >>> Best regards >>> >>> Fuad >>> >>> On Wed, Apr 1, 2020, 21:19 Grant Birchmeier <gbi...@co... >>> wrote: >>> >>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> >>>> Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> I just saw your StackOverflow question where you provided more >>>> information. >>>> >>>> https://stackoverflow.com/q/60969300/650475 >>>> >>>> FieldNotFound is not your real problem, but a fake problem created by >>>> your misguided configuration. You cannot configure your way out of having >>>> a bad data dictionary. Please see my StackOverflow answer to your question. >>>> >>>> >>>> On Wed, Apr 1, 2020 at 8:37 AM Grant Birchmeier < >>>> gbi...@co...> wrote: >>>> >>>>> None of these configs will solve your problem. They might even make >>>>> your problem harder to find and fix. Delete them. >>>>> >>>>> ValidateUserDefinedFields=N >>>>> ValidateIncomingMessage=N >>>>> ValidateUnorderedGroupFields=N >>>>> >>>>> >>>>> Your FieldNotFound error has nothing to do with how you are >>>>> constructing messages. This is an error that occurs when you are >>>>> *receiving* messages that were sent by your counterparty. >>>>> >>>>> FieldNotFound means you are trying to read a field that isn't there >>>>> (or maybe it's in a group but you are attempting to read it from the >>>>> top-level body). Did you look at TestMarketdataRequest.java line 38? >>>>> >>>>> On Wed, Apr 1, 2020 at 5:47 AM Fuadazhar73 <fua...@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/ >>>>>> >>>>>> >>>>>> First i have problem with my fix about >>>>>> >>>>>> Out of order repeating group members >>>>>> and for the solution i want to try add in my initiator config >>>>>> ValidateUserDefinedFields=N >>>>>> ValidateIncomingMessage=N >>>>>> ValidateUnorderedGroupFields=N >>>>>> >>>>>> but when i want to hit my broker for market data request i got this >>>>>> error >>>>>> >>>>>> quickfix.FieldNotFound: Field was not found in message, field=55 >>>>>> at quickfix.FieldMap.getField(FieldMap.java:223) >>>>>> at quickfix.FieldMap.getString(FieldMap.java:237) >>>>>> at >>>>>> >>>>>> com.dxtr.fastmatch.marketdatarequestapps.TestMarketdataRequest.fromApp(TestMarketdataRequest.java:38) >>>>>> at quickfix.Session.fromCallback(Session.java:1847) >>>>>> at quickfix.Session.verify(Session.java:1791) >>>>>> at quickfix.Session.verify(Session.java:1862) >>>>>> at quickfix.Session.next(Session.java:1047) >>>>>> at quickfix.Session.next(Session.java:1204) >>>>>> at >>>>>> >>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:163) >>>>>> at >>>>>> >>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:113) >>>>>> at >>>>>> >>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.lambda$blockInThread$1(SingleThreadedEventHandlingStrategy.java:145) >>>>>> at >>>>>> >>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$ThreadAdapter$RunnableWrapper.run(SingleThreadedEventHandlingStrategy.java:267) >>>>>> at java.lang.Thread.run(Thread.java:748) >>>>>> >>>>>> i use this code for make marketdatarequest >>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym group1 = new >>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym(); >>>>>> group1.set(new Symbol("ALL")); >>>>>> marketDataRequest.addGroup(group1); >>>>>> Session.sendToTarget(marketDataRequest, sessionID); >>>>>> >>>>>> so how to fix my problem ? and the next question is how to get value >>>>>> from >>>>>> field like symbol, avgprice,etc >>>>>> i have code like this >>>>>> >>>>>> MDReqID mdreqid = new MDReqID(); >>>>>> SendingTime sendingtime = new SendingTime(); >>>>>> NoMDEntries nomdentries = new NoMDEntries(); >>>>>> >>>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries group >>>>>> = new >>>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries(); >>>>>> MDUpdateAction mdupdateaction = new MDUpdateAction(); >>>>>> DeleteReason deletereason = new DeleteReason(); >>>>>> MDEntryType mdentrytype = new MDEntryType(); >>>>>> MDEntryID mdentryid = new MDEntryID(); >>>>>> Symbol symbol = new Symbol(); >>>>>> MDEntryOriginator mdentryoriginator = new >>>>>> MDEntryOriginator(); >>>>>> MDEntryPx mdentrypx = new MDEntryPx(); >>>>>> Currency currency = new Currency(); >>>>>> MDEntrySize mdentrysize = new MDEntrySize(); >>>>>> ExpireDate expiredate = new ExpireDate(); >>>>>> ExpireTime expiretime = new ExpireTime(); >>>>>> NumberOfOrders numberoforders = new NumberOfOrders(); >>>>>> MDEntryPositionNo mdentrypositionno = new >>>>>> MDEntryPositionNo(); >>>>>> >>>>>> message.getField(nomdentries); >>>>>> message.getField(sendingtime); >>>>>> >>>>>> message.getGroup(1, group); >>>>>> >>>>>> int list = nomdentries.getValue(); >>>>>> for (int i = 0; i < list; i++) >>>>>> { >>>>>> message.getGroup(i + 1, group); >>>>>> group.get(mdupdateaction); >>>>>> if (mdupdateaction.getValue() == '2') >>>>>> System.out.println("Enter"); >>>>>> group.get(deletereason); >>>>>> group.get(mdentrytype); >>>>>> group.get(mdentryid); >>>>>> group.get(symbol); >>>>>> group.get(mdentryoriginator); >>>>>> if (mdupdateaction.getValue() == '0') >>>>>> group.get(mdentrypx); >>>>>> group.get(currency); >>>>>> if (mdupdateaction.getValue() == '0') >>>>>> group.get(mdentrysize); >>>>>> } >>>>>> >>>>>> System.out.printf("Got Symbol {0} Price {1}", >>>>>> symbol.getValue(), mdentrypx.getValue()); >>>>>> >>>>>> >>>>>> best regards, >>>>>> >>>>>> Fuad >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> -- >>>>>> Sent from: http://quickfix-j.364392.n2.nabble.com/ >>>>>> >>>>>> >>>>>> _______________________________________________ >>>>>> Quickfixj-users mailing list >>>>>> Qui...@li... >>>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>>> >>>>> >>>>> >>>>> -- >>>>> Grant Birchmeier >>>>> *Connamara Systems, LLC* >>>>> *Made-To-Measure Trading Solutions.* >>>>> Exactly what you need. No more. No less. >>>>> http://connamara.com >>>>> >>>> >>>> >>>> -- >>>> Grant Birchmeier >>>> *Connamara Systems, LLC* >>>> *Made-To-Measure Trading Solutions.* >>>> Exactly what you need. No more. No less. >>>> http://connamara.com >>>> >>>> This email, along with any attachments, is confidential. If you believe >>>> you received this message in error, please contact the sender immediately >>>> and delete all copies of the message. Thank you from Connamara Systems, LLC. >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> -- >> Grant Birchmeier >> *Connamara Systems, LLC* >> *Made-To-Measure Trading Solutions.* >> Exactly what you need. No more. No less. >> http://connamara.com >> >> This email, along with any attachments, is confidential. If you believe >> you received this message in error, please contact the sender immediately >> and delete all copies of the message. Thank you from Connamara Systems, LLC. >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com -- This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC. |
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From: Fuad A. <fua...@gm...> - 2020-04-01 14:37:20
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Oke i will check my fix42.xml and my broker document... So i check marketdataincrementalrefresh in my fix42.xml and my broker right? On Wed, Apr 1, 2020, 21:34 Grant Birchmeier <gbi...@co... wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > Yes, I told you: Go look at my answer to your SO question. > > On Wed, Apr 1, 2020 at 9:23 AM Fuad Azhar <fua...@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/ >> >> >> Yes i create question in here and in stackoverflow...if anyone can help >> me how to fix it i very appreciate it... >> >> Best regards >> >> Fuad >> >> On Wed, Apr 1, 2020, 21:19 Grant Birchmeier <gbi...@co... >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >>> http://www.quickfixj.org/support/ >>> >>> >>> I just saw your StackOverflow question where you provided more >>> information. >>> >>> https://stackoverflow.com/q/60969300/650475 >>> >>> FieldNotFound is not your real problem, but a fake problem created by >>> your misguided configuration. You cannot configure your way out of having >>> a bad data dictionary. Please see my StackOverflow answer to your question. >>> >>> >>> On Wed, Apr 1, 2020 at 8:37 AM Grant Birchmeier < >>> gbi...@co...> wrote: >>> >>>> None of these configs will solve your problem. They might even make >>>> your problem harder to find and fix. Delete them. >>>> >>>> ValidateUserDefinedFields=N >>>> ValidateIncomingMessage=N >>>> ValidateUnorderedGroupFields=N >>>> >>>> >>>> Your FieldNotFound error has nothing to do with how you are >>>> constructing messages. This is an error that occurs when you are >>>> *receiving* messages that were sent by your counterparty. >>>> >>>> FieldNotFound means you are trying to read a field that isn't there (or >>>> maybe it's in a group but you are attempting to read it from the top-level >>>> body). Did you look at TestMarketdataRequest.java line 38? >>>> >>>> On Wed, Apr 1, 2020 at 5:47 AM Fuadazhar73 <fua...@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/ >>>>> >>>>> >>>>> First i have problem with my fix about >>>>> >>>>> Out of order repeating group members >>>>> and for the solution i want to try add in my initiator config >>>>> ValidateUserDefinedFields=N >>>>> ValidateIncomingMessage=N >>>>> ValidateUnorderedGroupFields=N >>>>> >>>>> but when i want to hit my broker for market data request i got this >>>>> error >>>>> >>>>> quickfix.FieldNotFound: Field was not found in message, field=55 >>>>> at quickfix.FieldMap.getField(FieldMap.java:223) >>>>> at quickfix.FieldMap.getString(FieldMap.java:237) >>>>> at >>>>> >>>>> com.dxtr.fastmatch.marketdatarequestapps.TestMarketdataRequest.fromApp(TestMarketdataRequest.java:38) >>>>> at quickfix.Session.fromCallback(Session.java:1847) >>>>> at quickfix.Session.verify(Session.java:1791) >>>>> at quickfix.Session.verify(Session.java:1862) >>>>> at quickfix.Session.next(Session.java:1047) >>>>> at quickfix.Session.next(Session.java:1204) >>>>> at >>>>> >>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:163) >>>>> at >>>>> >>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:113) >>>>> at >>>>> >>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.lambda$blockInThread$1(SingleThreadedEventHandlingStrategy.java:145) >>>>> at >>>>> >>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$ThreadAdapter$RunnableWrapper.run(SingleThreadedEventHandlingStrategy.java:267) >>>>> at java.lang.Thread.run(Thread.java:748) >>>>> >>>>> i use this code for make marketdatarequest >>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym group1 = new >>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym(); >>>>> group1.set(new Symbol("ALL")); >>>>> marketDataRequest.addGroup(group1); >>>>> Session.sendToTarget(marketDataRequest, sessionID); >>>>> >>>>> so how to fix my problem ? and the next question is how to get value >>>>> from >>>>> field like symbol, avgprice,etc >>>>> i have code like this >>>>> >>>>> MDReqID mdreqid = new MDReqID(); >>>>> SendingTime sendingtime = new SendingTime(); >>>>> NoMDEntries nomdentries = new NoMDEntries(); >>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries >>>>> group >>>>> = new >>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries(); >>>>> MDUpdateAction mdupdateaction = new MDUpdateAction(); >>>>> DeleteReason deletereason = new DeleteReason(); >>>>> MDEntryType mdentrytype = new MDEntryType(); >>>>> MDEntryID mdentryid = new MDEntryID(); >>>>> Symbol symbol = new Symbol(); >>>>> MDEntryOriginator mdentryoriginator = new >>>>> MDEntryOriginator(); >>>>> MDEntryPx mdentrypx = new MDEntryPx(); >>>>> Currency currency = new Currency(); >>>>> MDEntrySize mdentrysize = new MDEntrySize(); >>>>> ExpireDate expiredate = new ExpireDate(); >>>>> ExpireTime expiretime = new ExpireTime(); >>>>> NumberOfOrders numberoforders = new NumberOfOrders(); >>>>> MDEntryPositionNo mdentrypositionno = new >>>>> MDEntryPositionNo(); >>>>> >>>>> message.getField(nomdentries); >>>>> message.getField(sendingtime); >>>>> >>>>> message.getGroup(1, group); >>>>> >>>>> int list = nomdentries.getValue(); >>>>> for (int i = 0; i < list; i++) >>>>> { >>>>> message.getGroup(i + 1, group); >>>>> group.get(mdupdateaction); >>>>> if (mdupdateaction.getValue() == '2') >>>>> System.out.println("Enter"); >>>>> group.get(deletereason); >>>>> group.get(mdentrytype); >>>>> group.get(mdentryid); >>>>> group.get(symbol); >>>>> group.get(mdentryoriginator); >>>>> if (mdupdateaction.getValue() == '0') >>>>> group.get(mdentrypx); >>>>> group.get(currency); >>>>> if (mdupdateaction.getValue() == '0') >>>>> group.get(mdentrysize); >>>>> } >>>>> >>>>> System.out.printf("Got Symbol {0} Price {1}", >>>>> symbol.getValue(), mdentrypx.getValue()); >>>>> >>>>> >>>>> best regards, >>>>> >>>>> Fuad >>>>> >>>>> >>>>> >>>>> >>>>> -- >>>>> Sent from: http://quickfix-j.364392.n2.nabble.com/ >>>>> >>>>> >>>>> _______________________________________________ >>>>> Quickfixj-users mailing list >>>>> Qui...@li... >>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>>>> >>>> >>>> >>>> -- >>>> Grant Birchmeier >>>> *Connamara Systems, LLC* >>>> *Made-To-Measure Trading Solutions.* >>>> Exactly what you need. No more. No less. >>>> http://connamara.com >>>> >>> >>> >>> -- >>> Grant Birchmeier >>> *Connamara Systems, LLC* >>> *Made-To-Measure Trading Solutions.* >>> Exactly what you need. No more. No less. >>> http://connamara.com >>> >>> This email, along with any attachments, is confidential. If you believe >>> you received this message in error, please contact the sender immediately >>> and delete all copies of the message. Thank you from Connamara Systems, LLC. >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > This email, along with any attachments, is confidential. If you believe > you received this message in error, please contact the sender immediately > and delete all copies of the message. Thank you from Connamara Systems, LLC. > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |
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