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

[Quickfixj-users] JDBC storage not working properly

[Jeff S. <jsc...@cq...>]

I am using the JDBC message store and logging.
I set the JdbcLogHeartBeats to N, but I still get all the heartbeat 
messages stored in my DB.
Also, I am only seeing my outbound messages stored.  I want to record 
all non-heartbeat messages going out and coming into my application.
Can anyone help me?

Thanks,
Jeff

-- 
Jeff Schwartz
Senior Programmer
Cornerstone Quantitative Investment Group
203-327-0888
 

Re: [Quickfixj-users] Spring beans

[Toli K. <to...@ma...>]

Danilo,

We've switched to using Spring to configure Marketcetera trading
platform and Quickfix/J a while back, and our approach was based on
the example you mentioned. We had to create a few wrapper classes
around some Quickfix/J code, but otherwise it's been fairly
straight-forward.

our code is open-sourced as well, so you can take a look at our config
files here:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/oms/src/main/resources
Specifically, the oms.xml and quickfixj.xml are probably what you are
interested in.

The wrapper classes are at
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main/java/quickfix/spring

You can download the OMS (or appliance) at
http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Download and
play with it to see how the configuration stuff is set up. there's a
lot of documentation describing how to modify the Spring beans to
setup quickfix/j, and i'd be happy to answer any questions you have
too.

On 8/3/07, Danilo Tuler <tu...@po...> wrote:
> Hi,
>
> Is the code described at
> http://www.quickfixj.org/confluence/display/qfj/Example+-+Barry+Kaplan
> public?
>
> Where can I find it?
>
> Thanks,
> Danilo
>

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

[Quickfixj-users] Spring beans

[Danilo T. <tu...@po...>]

Hi,

Is the code described at
http://www.quickfixj.org/confluence/display/qfj/Example+-+Barry+Kaplan
public?

Where can I find it?

Thanks,
Danilo

Re: [Quickfixj-users] Help with samples.

[Steve B. <st...@te...>]

By default, the executor only supports limit orders. You can configure
the executor to accept market orders by adding the ValidOrderTypes
setting to the settings file. For example,

[default]
ValidOrderTypes=1,2

However, the executor will not send a fill for the order. In the
latest code in the SVN trunk, the executor has been extended to
support specifying either a default market price for market orders
or a custom market data provider can be use to get quotes from
an a real quote source.

Steve

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi all,
>
> I recently built the sample Banzai and Executor and am able to get them
> to run.
>
> However when I attempt to send a new order from the Banzai interface  it
> gets a session reject response with tag 58=Value is incorrect (out of
> range) for this tag.   The tag being referenced is tag 40 (OrderType).
> The ordertype sent was set to 1.
>
> Any help is much appreciated.
>
> Thanks
> Tom
>
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>

[Quickfixj-users] Help with samples.

[Burns, T. <Tho...@fm...>]

Hi all,

I recently built the sample Banzai and Executor and am able to get them
to run. =20

However when I attempt to send a new order from the Banzai interface  it
gets a session reject response with tag 58=3DValue is incorrect (out of
range) for this tag.   The tag being referenced is tag 40 (OrderType).
The ordertype sent was set to 1.

Any help is much appreciated.

Thanks
Tom

Re: [Quickfixj-users] is there an automatical file cleanup?

[Cezar <mha...@mu...>]

I found the answer: files are cleared at logout.

Anyhow, there is a problem with the seqnums file: they are not
re-initialized on the counterparty's side, while they become 0 by default on
my side!

C.


-- 
View this message in context: http://www.nabble.com/is-there-an-automatical-file-cleanup--tf4168863.html#a11860803
Sent from the QuickFIX/J mailing list archive at Nabble.com.

[Quickfixj-users] is there an automatical file cleanup?

[Cezar <mha...@mu...>]

Hi, everybody!

I have a simple question: does Quickfix automatically clean up the body
files it stores?

I need to know this before starting to write some code for FIX message file
purging.
Thanks.
Cezar
-- 
View this message in context: http://www.nabble.com/is-there-an-automatical-file-cleanup--tf4168863.html#a11860440
Sent from the QuickFIX/J mailing list archive at Nabble.com.

Re: [Quickfixj-users] a bug in quickfix generation code

[Lev G. <lev...@db...>]

Done. QFJ-216 <http://www.quickfixj.org/jira/browse/QFJ-216> .

=20

Thanks.

=20

Lev Grevnin, Rates IT
+7 495 644 3191

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Steve
Bate
Sent: Friday, July 27, 2007 7:25 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Hi Lev,

=20

This is a bug in the code generation for the group factories. Do you mind
adding a bug report in Jira?=20

=20

Thanks,

=20

Steve

=20

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Lev
Grevnin
Sent: Thursday, July 26, 2007 2:14 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Anyone ? ):

=20

Lev Grevnin, Rates IT
+7 495 644 3191

  _____ =20

From: Lev Grevnin=20
Sent: Wednesday, July 18, 2007 6:38 PM
To: qui...@li...
Cc: Lev Grevnin
Subject: RE: [Quickfixj-users] a bug in quickfix generation code

=20

This is fine.

So, any one else has encountered this problem?

=20

=20

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:33 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Yes. My mistake. I misread the original entry. No reason this shouldn't
work.

=20

--oren

=20

On Jul 18, 2007, at 9:27 AM, Lev Grevnin wrote:

=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Oren,

Hmm. I don=12t see anything illegal with this usage of NoPriceEntries field:
I use it in the main body of the message. That=12s OK. Also one of its
subcomponents try to use it for their own needs.That=12s OK as well. What is
wrong with that? I am indeed having this field appear multiple times, but
it appears in different =13scopes=14, so to speak  under the global (or
message) =13scope=14, and then under the individual subcomponent =13scope=
=14.

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:16 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

Why should it be? You cannot have a field appear more than once. You are
forcing the NoPriceEntries field to appear multiple times. Why are the
Price and Leg components not placed into the same group?

--oren

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:

=20

=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Hello all.=20

Perhaps this is a bug, or perhaps it=12s me who=12s not understanding
something.

Suppose I have the following xml message definition

<message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">

<field name=3D"Symbol" required=3D"Y"/>

<field name=3D"Size" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

<group name=3D"NoLegEntries" required=3D"N">

<component name=3D"LegComponent" required=3D"N"/>

</group>

</message>

...

<component name=3D"LegComponent">

<field name=3D"Size" required=3D"Y"/>

<field name=3D"Symbol" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

</component>

The message generation creates a MessageFactory.java which has the
following snippet of code in it:

if("UN020".equals(msgType)) {

switch(correspondingFieldID) {

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

case liquidity.quickfix.fields.NoLegEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

}

}

This cannot compile, obviously, as it has a duplicate case label. So, it
seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

Any ideas?

Thanks much!!

Lev Grevnin
Rates IT
Deutsche Bank


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=20


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---

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) plea=
se notify the sender immediately and delete this e-mail. Any unauthorized c=
opying, disclosure or distribution of the material in this e-mail is strict=
ly forbidden.

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Re: [Quickfixj-users] a bug in quickfix generation code

[Steve B. <st...@te...>]

Hi Lev,

=20

This is a bug in the code generation for the group factories. Do you =
mind
adding a bug report in Jira?=20

=20

Thanks,

=20

Steve

=20

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Lev
Grevnin
Sent: Thursday, July 26, 2007 2:14 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Anyone ? ):

=20

Lev Grevnin, Rates IT
+7 495 644 3191

  _____ =20

From: Lev Grevnin=20
Sent: Wednesday, July 18, 2007 6:38 PM
To: qui...@li...
Cc: Lev Grevnin
Subject: RE: [Quickfixj-users] a bug in quickfix generation code

=20

This is fine.

So, any one else has encountered this problem?

=20

=20

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:33 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Yes. My mistake. I misread the original entry. No reason this shouldn't
work.

=20

--oren

=20

On Jul 18, 2007, at 9:27 AM, Lev Grevnin wrote:

=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Oren,

Hmm. I don=12t see anything illegal with this usage of NoPriceEntries =
field: I
use it in the main body of the message. That=12s OK. Also one of its
subcomponents try to use it for their own needs.That=12s OK as well. =
What is
wrong with that? I am indeed having this field appear multiple times, =
but it
appears in different =13scopes=14, so to speak  under the global (or =
message)
=13scope=14, and then under the individual subcomponent =13scope=14.

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:16 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

Why should it be? You cannot have a field appear more than once. You are
forcing the NoPriceEntries field to appear multiple times. Why are the =
Price
and Leg components not placed into the same group?

--oren

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:

=20

=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Hello all.=20

Perhaps this is a bug, or perhaps it=12s me who=12s not understanding =
something.

Suppose I have the following xml message definition

<message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">

<field name=3D"Symbol" required=3D"Y"/>

<field name=3D"Size" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

<group name=3D"NoLegEntries" required=3D"N">

<component name=3D"LegComponent" required=3D"N"/>

</group>

</message>

...

<component name=3D"LegComponent">

<field name=3D"Size" required=3D"Y"/>

<field name=3D"Symbol" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

</component>

The message generation creates a MessageFactory.java which has the =
following
snippet of code in it:

if("UN020".equals(msgType)) {

switch(correspondingFieldID) {

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

case liquidity.quickfix.fields.NoLegEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

}

}

This cannot compile, obviously, as it has a duplicate case label. So, it
seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

Any ideas?

Thanks much!!

Lev Grevnin
Rates IT
Deutsche Bank


---

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.

-------------------------------------------------------------------------=


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Download DB2 Express C - the FREE version of DB2 express and take

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_______

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Download DB2 Express C - the FREE version of DB2 express and take

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=20


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Re: [Quickfixj-users] a bug in quickfix generation code

[Lev G. <lev...@db...>]

Anyone ? ):

=20

Lev Grevnin, Rates IT
+7 495 644 3191

  _____ =20

From: Lev Grevnin=20
Sent: Wednesday, July 18, 2007 6:38 PM
To: qui...@li...
Cc: Lev Grevnin
Subject: RE: [Quickfixj-users] a bug in quickfix generation code

=20

This is fine.

So, any one else has encountered this problem?

=20

=20

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:33 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Yes. My mistake. I misread the original entry. No reason this shouldn't
work.

=20

--oren

=20

On Jul 18, 2007, at 9:27 AM, Lev Grevnin wrote:

=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Oren,

Hmm. I don=12t see anything illegal with this usage of NoPriceEntries field:
I use it in the main body of the message. That=12s OK. Also one of its
subcomponents try to use it for their own needs.That=12s OK as well. What is
wrong with that? I am indeed having this field appear multiple times, but
it appears in different =13scopes=14, so to speak  under the global (or
message) =13scope=14, and then under the individual subcomponent =13scope=
=14.

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:16 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

Why should it be? You cannot have a field appear more than once. You are
forcing the NoPriceEntries field to appear multiple times. Why are the
Price and Leg components not placed into the same group?

--oren

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:





=20

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Hello all.=20

Perhaps this is a bug, or perhaps it=12s me who=12s not understanding
something.

Suppose I have the following xml message definition

<message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">

<field name=3D"Symbol" required=3D"Y"/>

<field name=3D"Size" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

<group name=3D"NoLegEntries" required=3D"N">

<component name=3D"LegComponent" required=3D"N"/>

</group>

</message>

...

<component name=3D"LegComponent">

<field name=3D"Size" required=3D"Y"/>

<field name=3D"Symbol" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

</component>

The message generation creates a MessageFactory.java which has the
following snippet of code in it:

if("UN020".equals(msgType)) {

switch(correspondingFieldID) {

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

case liquidity.quickfix.fields.NoLegEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

}

}

This cannot compile, obviously, as it has a duplicate case label. So, it
seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

Any ideas?

Thanks much!!

Lev Grevnin
Rates IT
Deutsche Bank


---

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
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e-mail is strictly forbidden.

Please refer to http://www.db.com/en/content/eu_disclosures.htm for
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_________

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Download DB2 Express C - the FREE version of DB2 express and take

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_________

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https://lists.sourceforge.net/lists/listinfo/quickfixj-users

=20


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This e-mail may contain confidential and/or privileged information. If you =
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Re: [Quickfixj-users] Is anybody seeing issues disconnecting from LinuxQFJ acceptors with Windows initators?

[Steve B. <st...@te...>]

We upgraded MINA recently and made a few changes (including adding
the join() on close()). I hadn't seen the deadlock behavior but from your
description, it should be easy to reproduce. I'll look into and let
you know what I find.

Regards,

Steve

> -----Original Message-----
> From: qui...@li... [mailto:quickfixj-
> use...@li...] On Behalf Of Toli Kuznets
> Sent: Wednesday, July 25, 2007 10:59 PM
> To: qui...@li...; Graham Miller
> Subject: [Quickfixj-users] Is anybody seeing issues disconnecting from
> LinuxQFJ acceptors with Windows initators?
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi,
> 
> I've just noticed some very bizarre behavior with HEAD revision.
> Seems that if I have a Windows initiator connected to a non-Windows
> acceptor, when the Windows initiator disconnects it leaves the
> acceptor in a deadlocked state.
> 
> i've written up a bug about this at
> http://www.quickfixj.org/jira/browse/QFJ-215, but wanted to see if
> anybody else is seeing similar behaviour.
> 
> any ideas will be greatly appreciated.
> 
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
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[Quickfixj-users] Is anybody seeing issues disconnecting from Linux QFJ acceptors with Windows initators?

[Toli K. <to...@ma...>]

Hi,

I've just noticed some very bizarre behavior with HEAD revision.
Seems that if I have a Windows initiator connected to a non-Windows
acceptor, when the Windows initiator disconnects it leaves the
acceptor in a deadlocked state.

i've written up a bug about this at
http://www.quickfixj.org/jira/browse/QFJ-215, but wanted to see if
anybody else is seeing similar behaviour.

any ideas will be greatly appreciated.

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfixj-users] Few questions of a beginer...

[Lev G. <lev...@db...>]

Not sure about the Gap Fill, but from my experience a Resend Message is
send when for a particular sequence number, the QFJ received a message
which had something wrong with it (invalid or missing fields, for
example). So it asks the counterparty to send it once more with the
administrative Resend Message.

So, say, for seqno=40 it received a message with invalid XML data length
field 212.  (this is what happened to me). Then QFJ sends a Resend Message
asking the counterparty to send it again what was send for seqno=40. In
practice, once all the messaging has been stabilized and correctly
formatted messages are being sent and received, this should never happen
(unless, possibly, there is a fault with the network). The way you tell if
there was something wrong with the message, is that QFJ prints something
like "SEVERE: .. ".

Hope this helps.

 

 

Lev Grevnin, Rates IT
+7 495 644 3191

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Shamir
Yahav
Sent: Sunday, July 22, 2007 6:19 PM
To: qui...@li...
Subject: [Quickfixj-users] Few questions of a beginer...

 

Hi all as i mentioned i'm a beginer but...

i allready made my own acceptor using the "Aplication" Interface.

actualy it's working fine but...

when it dosn't work properly i don't know how exactly to find what was
wrong .Most of my problem is with all the gapfill and resend messages
which being handeled by the QuickFixJ engine.

 

i was trying to find out some more documantation about the following
issues :

- when exactly a a Resend Message is being sent ?

- while Gap Fill is being sent : does it sent all the messages from the
last one that recieved OK (what about keep alive messages). or it just
send the next MsgSeqNun of the next message to be send.

- concerning the sesion time - can i set it to be GMT without changing the
server time?.

 

 

as a metter of fact i need some redirection to (detailed) documantation of
this stuff if there any.

Of course if there is none i'll be glad to get some answers.

 

thanks and regards.

 

shamir.

 

  


---

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Please refer to http://www.db.com/en/content/eu_disclosures.htm for additional EU corporate and regulatory disclosures.

[Quickfixj-users] Few questions of a beginer...

[Shamir Y. <sha...@gm...>]

Hi all as i mentioned i'm a beginer but...
i allready made my own acceptor using the "Aplication" Interface.
actualy it's working fine but...
when it dosn't work properly i don't know how exactly to find what was wrong
.Most of my problem is with all the gapfill and resend messages which being
handeled by the QuickFixJ engine.

i was trying to find out some more documantation about the following issues
:
- when exactly a a Resend Message is being sent ?
- while Gap Fill is being sent : does it sent all the messages from the last
one that recieved OK (what about keep alive messages). or it just send the
next MsgSeqNun of the next message to be send.
- concerning the sesion time - can i set it to be GMT without changing the
server time?.


as a metter of fact i need some redirection to (detailed) documantation of
this stuff if there any.
Of course if there is none i'll be glad to get some answers.

thanks and regards.

shamir.

[Quickfixj-users] Is anybody else seeing their changes to log4j.properties ignored when using SLF4JLogFactory with Log4j?

[Toli K. <to...@ma...>]

Hey,

I have an app that's using SLF4JLogFactory and i have the slf4j-logj4
jar in the path, so in the end it's using log4j to print log messages.

The entries in the log4j.properties file are parsed and used when the
app starts up, so whatever i have setup drives the filtering of the
output.
However, if i modify the log4j file after the app starts up, the
changes never take effect - the same messages get printed, regardless
of whether or not i turn certain categories on/off.

Anybody else seeing something similar? I couldn't trace through in the
QFJ code where that would make a difference - seems that SLF4J/Log4J
would handle that on their own.

Just wondering if maybe we are not setting SLF4J/Log4J up correctly.

i also filed a JIRA question for this at
http://www.quickfixj.org/jira/browse/QFJ-214

thanks.

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfixj-users] Field Validation

[Alex M. <ale...@eu...>]

Yes, my QFJ settings file includes the DataDictionary setting which
points to my FIX44.xml file.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Vladimir Kvasov
Sent: 19 July 2007 14:41
To: qui...@li...
Subject: Re: [Quickfixj-users] Field Validation

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/

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Any views and opinions expressed may be personal to the sender and are =
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Privileged / confidential information may be contained in this message =
and /or any attachments. This E-mail is intended for the use of the =
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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 =
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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.

Re: [Quickfixj-users] Field Validation

[Vladimir K. <vla...@db...>]

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[Quickfixj-users] Field Validation

[Alex M. <ale...@eu...>]

My client is sending me a QuoteRequest with an invalid SettlType (i.e.
the value does not exist in the data dictionary) however the
QuoteRequest is not rejected.  Interestingly, when a Quote is returned
with the same SettlType, their QFJ engine does respond with a Reject
message "Value is incorrect (out of range) for this tag".  The data
dictionaries and QFJ versions are identical.

=20

Any ideas why the validation is inconsistent?

=20

Alex


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 =
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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.

Re: [Quickfixj-users] a bug in quickfix generation code

[Lev G. <lev...@db...>]

This is fine.

So, any one else has encountered this problem?

=20

=20

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:33 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Yes. My mistake. I misread the original entry. No reason this shouldn't
work.

=20

--oren

=20

On Jul 18, 2007, at 9:27 AM, Lev Grevnin wrote:





QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Oren,

Hmm. I don=12t see anything illegal with this usage of NoPriceEntries field:
I use it in the main body of the message. That=12s OK. Also one of its
subcomponents try to use it for their own needs.That=12s OK as well. What is
wrong with that? I am indeed having this field appear multiple times, but
it appears in different =13scopes=14, so to speak  under the global (or
message) =13scope=14, and then under the individual subcomponent =13scope=
=14.

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:16 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

Why should it be? You cannot have a field appear more than once. You are
forcing the NoPriceEntries field to appear multiple times. Why are the
Price and Leg components not placed into the same group?

--oren

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:






QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Hello all.=20

Perhaps this is a bug, or perhaps it=12s me who=12s not understanding
something.

Suppose I have the following xml message definition

<message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">

<field name=3D"Symbol" required=3D"Y"/>

<field name=3D"Size" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

<group name=3D"NoLegEntries" required=3D"N">

<component name=3D"LegComponent" required=3D"N"/>

</group>

</message>

...

<component name=3D"LegComponent">

<field name=3D"Size" required=3D"Y"/>

<field name=3D"Symbol" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

</component>

The message generation creates a MessageFactory.java which has the
following snippet of code in it:

if("UN020".equals(msgType)) {

switch(correspondingFieldID) {

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

case liquidity.quickfix.fields.NoLegEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

}

}

This cannot compile, obviously, as it has a duplicate case label. So, it
seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

Any ideas?

Thanks much!!

Lev Grevnin
Rates IT
Deutsche Bank


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=20


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This e-mail may contain confidential and/or privileged information. If you =
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se notify the sender immediately and delete this e-mail. Any unauthorized c=
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ly forbidden.

Please refer to http://www.db.com/en/content/eu_disclosures.htm for additio=
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Re: [Quickfixj-users] a bug in quickfix generation code

[Oren M. <or...@qu...>]

Yes.  My mistake.  I misread the original entry.  No reason this =20
shouldn't work.

--oren

On Jul 18, 2007, at 9:27 AM, Lev Grevnin wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Oren,
>
>
>
> Hmm. I don=92t see anything illegal with this usage of NoPriceEntries =20=

> field: I use it in the main body of the message. That=92s OK. Also =20
> one of its subcomponents try to use it for their own needs.That=92s =20=

> OK as well.  What is wrong with that?  I am indeed having this =20
> field appear multiple times, but it appears in different =93scopes=94, =
=20
> so to speak =96 under the global (or message) =93scope=94, and then =
under =20
> the individual subcomponent =93scope=94.
>
>
>
>
>
> Lev Grevnin
> Rates IT
>
> From: qui...@li... =20
> [mailto:qui...@li...] On Behalf Of =20=

> or...@qu...
> Sent: Wednesday, July 18, 2007 6:16 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] a bug in quickfix generation code
>
>
>
> Why should it be? You cannot have a field appear more than once. =20
> You are forcing the NoPriceEntries field to appear multiple times. =20
> Why are the Price and Leg components not placed into the same group?
>
>
>
> --oren
>
>
>
> On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:
>
>
>
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Hello all.
>
> Perhaps this is a bug, or perhaps it=12s me who=12s not understanding =20=

> something.
>
> Suppose I have the following xml message definition
>
> <message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">
>
> <field name=3D"Symbol" required=3D"Y"/>
>
> <field name=3D"Size" required=3D"Y"/>
>
> <group name=3D"NoPriceEntries" required=3D"Y">
>
> <component name=3D"PriceComponent" required=3D"Y"/>
>
> </group>
>
> <group name=3D"NoLegEntries" required=3D"N">
>
> <component name=3D"LegComponent" required=3D"N"/>
>
> </group>
>
> </message>
>
> ...
>
> <component name=3D"LegComponent">
>
> <field name=3D"Size" required=3D"Y"/>
>
> <field name=3D"Symbol" required=3D"Y"/>
>
> <group name=3D"NoPriceEntries" required=3D"Y">
>
> <component name=3D"PriceComponent" required=3D"Y"/>
>
> </group>
>
> </component>
>
> The message generation creates a MessageFactory.java which has the =20
> following snippet of code in it:
>
> if("UN020".equals(msgType)) {
>
> switch(correspondingFieldID) {
>
> case liquidity.quickfix.fields.NoPriceEntries.FIELD:
>
> return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();
>
> case liquidity.quickfix.fields.NoLegEntries.FIELD:
>
> return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();
>
> case liquidity.quickfix.fields.NoPriceEntries.FIELD:
>
> return new =20
> liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();
>
> }
>
> }
>
> This cannot compile, obviously, as it has a duplicate case label. =20
> So, it seems like the usage of a field in both, the enclosing =20
> message and the nested component is not handled properly by the =20
> generated code.
>
> Any ideas?
>
> Thanks much!!
>
> Lev Grevnin
> Rates IT
> Deutsche Bank
>
>
> ---
>
> This e-mail may contain confidential and/or privileged information. =20=

> If you are not the intended recipient (or have received this e-mail =20=

> in error) please notify the sender immediately and delete this e-=20
> mail. Any unauthorized copying, disclosure or distribution of the =20
> material in this e-mail is strictly forbidden.
>
> Please refer to http://www.db.com/en/content/eu_disclosures.htm for =20=

> additional EU corporate and regulatory disclosures.
>
> ----------------------------------------------------------------------=20=

> ---
>
> This SF.net email is sponsored by DB2 Express
>
> Download DB2 Express C - the FREE version of DB2 express and take
>
> control of your XML. No limits. Just data. Click to get it now.
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>
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>
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>
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>
>
>
>
> ---
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> This e-mail may contain confidential and/or privileged information. =20=

> If you are not the intended recipient (or have received this e-mail =20=

> in error) please notify the sender immediately and delete this e-=20
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> additional EU corporate and regulatory disclosures.
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> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] a bug in quickfix generation code

[Lev G. <lev...@db...>]

Oren,

=20

Hmm. I don't see anything illegal with this usage of NoPriceEntries field:
I use it in the main body of the message. That's OK. Also one of its
subcomponents try to use it for their own needs.That's OK as well.  What
is wrong with that?  I am indeed having this field appear multiple times,
but it appears in different "scopes", so to speak - under the global (or
message) "scope", and then under the individual subcomponent "scope".

=20

=20

Lev Grevnin
Rates IT

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Wednesday, July 18, 2007 6:16 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] a bug in quickfix generation code

=20

Why should it be? You cannot have a field appear more than once. You are
forcing the NoPriceEntries field to appear multiple times. Why are the
Price and Leg components not placed into the same group?

=20

--oren

=20

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:





QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/

Hello all.=20

Perhaps this is a bug, or perhaps it=12s me who=12s not understanding
something.

Suppose I have the following xml message definition

<message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">

<field name=3D"Symbol" required=3D"Y"/>

<field name=3D"Size" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

<group name=3D"NoLegEntries" required=3D"N">

<component name=3D"LegComponent" required=3D"N"/>

</group>

</message>

...

<component name=3D"LegComponent">

<field name=3D"Size" required=3D"Y"/>

<field name=3D"Symbol" required=3D"Y"/>

<group name=3D"NoPriceEntries" required=3D"Y">

<component name=3D"PriceComponent" required=3D"Y"/>

</group>

</component>

The message generation creates a MessageFactory.java which has the
following snippet of code in it:

if("UN020".equals(msgType)) {

switch(correspondingFieldID) {

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

case liquidity.quickfix.fields.NoLegEntries.FIELD:

return new liquidity.quickfix.messages.FirmPrice.NoLegEntries();

case liquidity.quickfix.fields.NoPriceEntries.FIELD:

return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

}

}

This cannot compile, obviously, as it has a duplicate case label. So, it
seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

Any ideas?

Thanks much!!

Lev Grevnin
Rates IT
Deutsche Bank


---

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are not the intended recipient (or have received this e-mail in error)
please notify the sender immediately and delete this e-mail. Any
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e-mail is strictly forbidden.

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-------------------------------------------------------------------------

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=20


---

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are not the intended recipient (or have received this e-mail in error) plea=
se notify the sender immediately and delete this e-mail. Any unauthorized c=
opying, disclosure or distribution of the material in this e-mail is strict=
ly forbidden.

Please refer to http://www.db.com/en/content/eu_disclosures.htm for additio=
nal EU corporate and regulatory disclosures.

Re: [Quickfixj-users] a bug in quickfix generation code

[Oren M. <or...@qu...>]

Why should it be?  You cannot have a field appear more than once.  =20
You are forcing the NoPriceEntries field to appear multiple times.  =20
Why are the Price and Leg components not placed into the same group?

--oren

On Jul 18, 2007, at 2:49 AM, Lev Grevnin wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hello all.
>
> Perhaps this is a bug, or perhaps it=92s me who=92s not understanding =20=

> something.
>
>
>
> Suppose I have the following xml message definition
>
>
>
>
>
>         <message name=3D"FirmPrice" msgtype=3D"UN020" msgcat=3D"app">
>
>             <field name=3D"Symbol" required=3D"Y"/>
>
>             <field name=3D"Size" required=3D"Y"/>
>
>             <group name=3D"NoPriceEntries" required=3D"Y">
>
>                 <component name=3D"PriceComponent" required=3D"Y"/>
>
>             </group>
>
>             <group name=3D"NoLegEntries" required=3D"N">
>
>                 <component name=3D"LegComponent" required=3D"N"/>
>
>             </group>
>
>         </message>
>
>
>
>          ...
>
>
>
>         <component name=3D"LegComponent">
>
>             <field name=3D"Size" required=3D"Y"/>
>
>             <field name=3D"Symbol" required=3D"Y"/>
>
>             <group name=3D"NoPriceEntries" required=3D"Y">
>
>                 <component name=3D"PriceComponent" required=3D"Y"/>
>
>             </group>
>
>         </component>
>
>
>
>
>
> The message generation creates a MessageFactory.java which has the =20
> following snippet of code in it:
>
>
>
>        if("UN020".equals(msgType)) {
>
>          switch(correspondingFieldID) {
>
>
>
>            case liquidity.quickfix.fields.NoPriceEntries.FIELD:
>
>                 return new =20
> liquidity.quickfix.messages.FirmPrice.NoPriceEntries();
>
>
>
>            case liquidity.quickfix.fields.NoLegEntries.FIELD:
>
>                 return new =20
> liquidity.quickfix.messages.FirmPrice.NoLegEntries();
>
>
>
>            case liquidity.quickfix.fields.NoPriceEntries.FIELD:
>
>                 return new =20
> liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();
>
>
>
>          }
>
>        }
>
>
>
> This cannot compile, obviously, as it has a duplicate case =20
> label.    So, it seems like the usage of a field in both, the =20
> enclosing message and the nested component is not handled properly =20
> by the generated code.
>
>
>
> Any ideas?
>
>
>
>
>
> Thanks much!!
>
>
>
>
>
> Lev Grevnin
> Rates IT
> Deutsche Bank
>
>
>
>
>
>
> ---
>
> This e-mail may contain confidential and/or privileged information. =20=

> If you are not the intended recipient (or have received this e-mail =20=

> in error) please notify the sender immediately and delete this e-=20
> mail. Any unauthorized copying, disclosure or distribution of the =20
> material in this e-mail is strictly forbidden.
>
> Please refer to http://www.db.com/en/content/eu_disclosures.htm for =20=

> additional EU corporate and regulatory disclosures.
> ----------------------------------------------------------------------=20=

> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/=20
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

[Quickfixj-users] a bug in quickfix generation code

[Lev G. <lev...@db...>]

Hello all. 

Perhaps this is a bug, or perhaps it's me who's not understanding
something.

 

Suppose I have the following xml message definition

 

 

        <message name="FirmPrice" msgtype="UN020" msgcat="app">

            <field name="Symbol" required="Y"/>

            <field name="Size" required="Y"/>

            <group name="NoPriceEntries" required="Y">

                <component name="PriceComponent" required="Y"/>

            </group>

            <group name="NoLegEntries" required="N">

                <component name="LegComponent" required="N"/>

            </group>

        </message>

 

         ...

 

        <component name="LegComponent">

            <field name="Size" required="Y"/>

            <field name="Symbol" required="Y"/>

            <group name="NoPriceEntries" required="Y">

                <component name="PriceComponent" required="Y"/>

            </group>

        </component>

 

 

The message generation creates a MessageFactory.java which has the
following snippet of code in it:

 

       if("UN020".equals(msgType)) {

         switch(correspondingFieldID) {

         

           case liquidity.quickfix.fields.NoPriceEntries.FIELD:

                return new
liquidity.quickfix.messages.FirmPrice.NoPriceEntries();

                         

           case liquidity.quickfix.fields.NoLegEntries.FIELD:

                return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries();

                         

           case liquidity.quickfix.fields.NoPriceEntries.FIELD:

                return new
liquidity.quickfix.messages.FirmPrice.NoLegEntries.NoPriceEntries();

                         

         }

       }

 

This cannot compile, obviously, as it has a duplicate case label.    So,
it seems like the usage of a field in both, the enclosing message and the
nested component is not handled properly by the generated code.

 

Any ideas?

 

 

Thanks much!!

 

 

Lev Grevnin
Rates IT
Deutsche Bank

 

 


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Please refer to http://www.db.com/en/content/eu_disclosures.htm for additional EU corporate and regulatory disclosures.

[Quickfixj-users] Further debugging on messages

[Benjamin C. <ben...@db...>]

All

When we pass a message i am seeing the following come up on each message.

<Message 12646 Rejected: Conditionally Required Field Missing>


I can see that the message has the required fields, but it still rejects 
it. Is there a way to find out which field is missing as with all of 
the debugging i can't see any indication to the field.. 

My Tag 58 just says Conditionally Required Field Missing

---

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[Quickfixj-users] Feledy, Zoltan is out of the office.

[<Zol...@ss...>]

I will be out of the office starting  07/13/2007 and will not return until
07/23/2007.

I will respond to your message when I return.