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

[Quickfixj-users] On Holiday...

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

Just FYI, I'll be out of town with limited email connectivity for the next
9 days.

Regards,

Steve Bate

Re: [Quickfixj-users] problem with repeating groups in securityDefinition

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

Makarand,

You can find info on the FIX protocol at http://www.fixprotocol.org/. It has
the full specs for all FIX versions, or you can look through FIXopaedia at
http://b2bits.com/fixopaedia/index.html?r=0.3870077017607625.

You should start the sample apps in Quickfix/J to send some messages, or you
can download our Marketcetera Platform from
http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Download, run it
against the exchange simulator and use our Photon order entry tool to send
buy/sell orders.
You can then look through the FIX message history to see all the fields in
the outgoing and incoming messages. That should give you a good overview on
what kinds of messages are sent and what fields are present in each message.

You can then look at the docs in QFJ on how to send/receive messages:
http://www.quickfixj.org/quickfixj/usermanual/usage/sending_messages.html

Good luck!

On 7/12/07, Makarand Sinkar <ms...@ns...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi guys,
>
>         Can anybody help me give the information of the  URL's where I can
> find material for studying FIX protocol for preparation
>         of Interviews and good FAQ's.
>
>         This is really urgent and any help on this information will be
> greatly appreciated.
>         Thanking you all.
>
> Regards,
> Makarand Sinkar
> www.nseit.biz
> NSEiT
> Phone No.:912228268841-48 Extn. 7824
> Mumbai
> India
>
>
>  *Jerald Dawson <jd...@mr...>*
> Sent by: qui...@li...
>
> 07/12/2007 07:51 PM  Please respond to
> qui...@li...
>
>   To
> qui...@li...  cc
>
>  Subject
> Re: [Quickfixj-users] problem with repeating groups in
>  securityDefinition
>
>
>
>
>
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Ah, never mind. I was not setting UseDataDictionary to Y in my cfg
> file. Is there anywhere in the documentation that says this is needed
> to make groups work? I only figured it out by looking at the source
> code for message parsing.
>
> On Jul 11, 2007, at 10:35 PM, Jerald Dawson wrote:
>
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/
> > Hi all
> >
> > I'm trying to process a securityDefinition message and can't seem to
> > get the groups out of it. I can look at the raw FIX message and I see
> > the NoRelatedSym tag and value but if I try to get the group iterator
> > out, it doesn't have any elements in it, even though the groups are
> > clearly defined in the message.
> >
> > Here is the snippet of code I'm using to pull the group iterator out:
> >
> >          Iterator<?> groupsKeys = fieldMap.groupKeyIterator();
> >
> >          while (groupsKeys.hasNext()) {
> >                                   // never get here since hasNext()
> returns false.
> >                  }
> >
> > Any ideas would be appreciated.
> >
> > Jerald Dawson
> >
> > ----------------------------------------------------------------------
> > ---
> > 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/
> > _______________________________________________
> > Quickfixj-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> -------------------------------------------------------------------------
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> Qui...@li...
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>
>
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>


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

Re: [Quickfixj-users] problem with repeating groups in securityDefinition

[Makarand S. <ms...@ns...>]

Hi guys, 

        Can anybody help me give the information of the  URL's where I can 
find material for studying FIX protocol for preparation 
        of Interviews and good FAQ's. 

        This is really urgent and any help on this information will be 
greatly appreciated. 
        Thanking you all. 

Regards, 
Makarand Sinkar
www.nseit.biz
NSEiT
Phone No.:912228268841-48 Extn. 7824
Mumbai
India



Jerald Dawson <jd...@mr...> 
Sent by: qui...@li...
07/12/2007 07:51 PM
Please respond to
qui...@li...


To
qui...@li...
cc

Subject
Re: [Quickfixj-users] problem with repeating groups in  securityDefinition






QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Ah, never mind. I was not setting UseDataDictionary to Y in my cfg 
file. Is there anywhere in the documentation that says this is needed 
to make groups work? I only figured it out by looking at the source 
code for message parsing.

On Jul 11, 2007, at 10:35 PM, Jerald Dawson wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi all
>
> I'm trying to process a securityDefinition message and can't seem to
> get the groups out of it. I can look at the raw FIX message and I see
> the NoRelatedSym tag and value but if I try to get the group iterator
> out, it doesn't have any elements in it, even though the groups are
> clearly defined in the message.
>
> Here is the snippet of code I'm using to pull the group iterator out:
>
>          Iterator<?> groupsKeys = fieldMap.groupKeyIterator();
>
>          while (groupsKeys.hasNext()) {
>                                // never get here since hasNext() returns 
false.
>                }
>
> Any ideas would be appreciated.
>
> Jerald Dawson
>
> ---------------------------------------------------------------------- 
> ---
> 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/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users


-------------------------------------------------------------------------
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Re: [Quickfixj-users] problem with repeating groups in securityDefinition

[Jerald D. <jd...@mr...>]

Ah, never mind. I was not setting UseDataDictionary to Y in my cfg  
file. Is there anywhere in the documentation that says this is needed  
to make groups work? I only figured it out by looking at the source  
code for message parsing.

On Jul 11, 2007, at 10:35 PM, Jerald Dawson wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi all
>
> I'm trying to process a securityDefinition message and can't seem to
> get the groups out of it. I can look at the raw FIX message and I see
> the NoRelatedSym tag and value but if I try to get the group iterator
> out, it doesn't have any elements in it, even though the groups are
> clearly defined in the message.
>
> Here is the snippet of code I'm using to pull the group iterator out:
>
>          Iterator<?> groupsKeys = fieldMap.groupKeyIterator();
>
>          while (groupsKeys.hasNext()) {
> 		// never get here since hasNext() returns false.
> 	}
>
> Any ideas would be appreciated.
>
> Jerald Dawson
>
> ---------------------------------------------------------------------- 
> ---
> 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/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

[Quickfixj-users] problem with repeating groups in securityDefinition

[Jerald D. <jd...@mr...>]

Hi all

I'm trying to process a securityDefinition message and can't seem to  
get the groups out of it. I can look at the raw FIX message and I see  
the NoRelatedSym tag and value but if I try to get the group iterator  
out, it doesn't have any elements in it, even though the groups are  
clearly defined in the message.

Here is the snippet of code I'm using to pull the group iterator out:

         Iterator<?> groupsKeys = fieldMap.groupKeyIterator();

         while (groupsKeys.hasNext()) {
		// never get here since hasNext() returns false.
	}

Any ideas would be appreciated.

Jerald Dawson

[Quickfixj-users] 24 hour connectivity

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

Hi,

=20

The FIX specification states the following regarding 24 hour
connectivity:

=20

When using the ResetSeqNumFlag to maintain 24 hour connectivity and
establish a new set of sequence numbers, the process should be as
follows.  Both sides should agree on a reset time and the party that
will be the initiator of the process.  Note that the initiator of the
ResetSeqNum process may be different than the initiator of the Logon
process. One side will initiate the process by sending a TestRequest and
wait for a Heartbeat in response to ensure of no sequence number gaps.
Once the Heartbeat has been received, the initiator should send a Logon
with ResetSeqNumFlag set to Y and with MsgSeqNum of 1.  The acceptor
should respond with a Logon with ResetSeqNumFlag set to Y and with
MsgSeqNum of 1.  At this point new messages from either side should
continue with MsgSeqNum of 2.  It should be noted that once the
initiator sends the Logon with the ResetSeqNumFlag set, the acceptor
must obey this request and the message with the last sequence number
transmitted "yesterday" may no longer be available.  The connection
should be shutdown and manual intervention taken if this process is
initiated but not followed properly.

=20

Does anyone know whether QFJ can be configured to enable this
automatically or do I have to code for this manually?

=20

Thanks in advance,

Alex


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Privileged / confidential information may be contained in this message =
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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] Problem sending QuoteRequest!!

[Mohammad K. L. <kam...@gm...>]

Thanks a lot Alex,it's working now...

On 7/9/07, Alex McGlashan <ale...@eu...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi Mohammad,
>
> You don't need to set the header fields directly - QFJ builds the header
> for you.  If you remove the following code then it should work ok:
>
>            Message message = new Message();
>            quickfix.Message.Header header = quoteRequest.getHeader();
>            header.setField(new BeginString("FIX.4.2"));
>            header.setField(new BodyLength());
>            header.setField (new MsgType("R"));
>            header.setField(new SenderCompID("client1"));
>            header.setField(new TargetCompID("client2"));
>            message.setField(new HeartBtInt(30));
>
> Regards,
> Alex
>
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Mohammad Kamran Liaqat
> Sent: 09 July 2007 08:28
> To: qui...@li...
> Subject: [Quickfixj-users] Problem sending QuoteRequest!!
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Eurobase International Limited and its subsidiaries (Eurobase) are unable
> to exercise control over the content of information in E-Mails. Any views
> and opinions expressed may be personal to the sender and are not necessarily
> those of Eurobase. Eurobase will not enter into any contractual obligations
> in respect of any part of its business in any E-mail.
>
> Privileged / confidential information may be contained in this message and
> /or any attachments. This E-mail is intended for the use of the addressee(s)
> only and may contain confidential information. If you are not the / an
> intended recipient, you are hereby notified that any use or dissemination of
> this communication is strictly prohibited.  If you receive this transmission
> in error, please notify us immediately, and then delete this E-mail.
>
> Neither the sender nor Eurobase accepts any liability whatsoever for any
> defects of any kind either in or arising from this E-mail transmission.
> E-Mail transmission cannot be guaranteed to be secure or error-free, as
> messages can be intercepted, lost, corrupted, destroyed, contain viruses, or
> arrive late or incomplete. Eurobase does not accept any responsibility for
> viruses and it is your responsibility to scan any attachments.
>
> Eurobase Systems Limited is the main trading company in the Eurobase
> International Group; registered in England and Wales as company number
> 02251162; registered address: Essex House, 2 County Place, Chelmsford, Essex
> CM2 0RE, UK.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by 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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>

Re: [Quickfixj-users] Problem sending QuoteRequest!!

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

Hi Mohammad,

You don't need to set the header fields directly - QFJ builds the header
for you.  If you remove the following code then it should work ok:

            Message message =3D new Message();=20
            quickfix.Message.Header header =3D quoteRequest.getHeader();
            header.setField(new BeginString("FIX.4.2"));
            header.setField(new BodyLength());
            header.setField (new MsgType("R"));
            header.setField(new SenderCompID("client1"));
            header.setField(new TargetCompID("client2"));
            message.setField(new HeartBtInt(30));=20

Regards,
Alex


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mohammad Kamran Liaqat
Sent: 09 July 2007 08:28
To: qui...@li...
Subject: [Quickfixj-users] Problem sending QuoteRequest!!

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

Eurobase International Limited and its subsidiaries (Eurobase) are =
unable to exercise control over the content of information in E-Mails. =
Any views and opinions expressed may be personal to the sender and are =
not necessarily those of Eurobase. Eurobase will not enter into any =
contractual obligations in respect of any part of its business in any =
E-mail.=20

Privileged / confidential information may be contained in this message =
and /or any attachments. This E-mail is intended for the use of the =
addressee(s) only and may contain confidential information. If you are =
not the / an intended recipient, you are hereby notified that any use or =
dissemination of this communication is strictly prohibited.  If you =
receive this transmission in error, please notify us immediately, and =
then delete this E-mail.=20

Neither the sender nor Eurobase accepts any liability whatsoever for any =
defects of any kind either in or arising from this E-mail transmission. =
E-Mail transmission cannot be guaranteed to be secure or error-free, as =
messages can be intercepted, lost, corrupted, destroyed, contain =
viruses, or arrive late or incomplete. Eurobase does not accept any =
responsibility for viruses and it is your responsibility to scan any =
attachments.

Eurobase Systems Limited is the main trading company in the Eurobase =
International Group; registered in England and Wales as company number =
02251162; registered address: Essex House, 2 County Place, Chelmsford, =
Essex CM2 0RE, UK.

[Quickfixj-users] Problem sending QuoteRequest!!

[Mohammad K. L. <kam...@gm...>]

Hi all!!

I'm having some problems sending QuoteRequest,here's my code,,


           * System.out.println("SENDING REQUEST FOR QUOTES");
            quickfix.fix42.QuoteRequest quoteRequest=new
quickfix.fix42.QuoteRequest();
            Message message = new Message();
            quickfix.Message.Header header = quoteRequest.getHeader();
            header.setField(new BeginString("FIX.4.2"));
            header.setField(new BodyLength());
            header.setField(new MsgType("R"));
            header.setField(new SenderCompID("client1"));
            header.setField(new TargetCompID("client2"));
            message.setField(new HeartBtInt(30));

            quoteRequest.setField(new QuoteReqID("QUOTEREQID"));
            quickfix.fix42.QuoteRequest.NoRelatedSym relatedSym=new
quickfix.fix42.QuoteRequest.NoRelatedSym();
            relatedSym.setField(new Symbol("symbol"));
            quoteRequest.addGroup(relatedSym);


            Session.sendToTarget(quoteRequest,"client1","client2");*


Can anybody please help?Thanks in advance,,

Re: [Quickfixj-users] spec tags with custom values

[Robert B. <rbr...@me...>]

Thanks so much Toli.  Much appreciated.  Makes sense.  I think I like
#3.  Have a great weekend,

robert l. brueckmann

vice president

merlin securities

712 fifth avenue

new york, ny 10019

phone: 212.822.4821

fax: 212.822.4820




Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single S=
trategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007


From: qui...@li...
[mailto:qui...@li...] On Behalf Of Toli
Kuznets
Sent: Friday, July 06, 2007 5:42 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] spec tags with custom values

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

You have a couple of options, in order of difficulty

1. You can disable the validation altogether (UseDataDictionary=3DN)
which is probably not what you want.

2. you can modify the FIX42.xml file to add the custom field so that
the messages aren't rejected

3. do #2, but save it as a custom file, and specify that as a
DataDictionary=3DFIX42-custom.xml in your session settings file

4. you can do #3, and re-generate the FIX message classes so that you
get the new constant and use that in your code. It's pretty easy to
do, you just modify the quickfixj/core/src/main/resources/FIX42.xml
file, and run "ant" to regenerate the jars.

hope this helps.

On 7/6/07, Robert Brueckmann <rbr...@me...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> One of our trading vendors wants to send GTC orders to INET with tag
59
> (TimeInForce) having a value of C...according to the FIX 4.2 specs
only
> 0-6 are valid values.  Whenever messages for GTC orders come through
> this vendor sent from INET, they're rejected by my engine because of
its
> strict adherence to the FIX 4.2 specifications.  How do I overcome
this
> custom value and allow it to flow in and not be rejected?
>
> Thanks for any help!
>
> robert l. brueckmann
>
> vice president
>
> merlin securities
>
> 712 fifth avenue
>
> new york, ny 10019
>
> phone: 212.822.4821
>
> fax: 212.822.4820
>
> Merlin Securities - #1 Prime Broker North America, #1 Prime Broker
Single Strategy Funds, #1 Prime Broker Funds Under $100M - Global
Custodian 2007
>
>
>
>
> --------------------------------------------------------
>
> This message contains information from Merlin Securities, LLC, or from
one of its affiliates, that may be confidential and privileged. If you
are not an intended recipient, please refrain from any disclosure,
copying, distribution or use of this information and note that such
actions are prohibited. If you have received this transmission in error,
please notify the sender immediately by telephone or by replying to this
transmission.
>
> Merlin Securities, LLC is a registered broker-dealer. Services offered
through Merlin Securities, LLC are not insured by the FDIC or any other
Federal Government Agency, are not deposits of or guaranteed by Merlin
Securities, LLC and may lose value. Nothing in this communication shall
constitute a solicitation or recommendation to buy or sell a particular
security.
>
>
>
>
------------------------------------------------------------------------
-
> This SF.net email is sponsored by 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/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>


--=20
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

------------------------------------------------------------------------
-
This SF.net email is sponsored by DB2 Express
Download DB2 Express C - the FREE version of DB2 express and take
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_______________________________________________
Quickfixj-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
=20

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

This message contains information from Merlin Securities, LLC, or from one =
of its affiliates, that may be confidential and privileged. If you are not =
an intended recipient, please refrain from any disclosure, copying, distrib=
ution or use of this information and note that such actions are prohibited.=
 If you have received this transmission in error, please notify the sender =
immediately by telephone or by replying to this transmission.
=20
Merlin Securities, LLC is a registered broker-dealer. Services offered thro=
ugh Merlin Securities, LLC are not insured by the FDIC or any other Federal=
 Government Agency, are not deposits of or guaranteed by Merlin Securities,=
 LLC and may lose value. Nothing in this communication shall constitute a s=
olicitation or recommendation to buy or sell a particular security.

Re: [Quickfixj-users] spec tags with custom values

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

Robert,

You have a couple of options, in order of difficulty

1. You can disable the validation altogether (UseDataDictionary=N)
which is probably not what you want.

2. you can modify the FIX42.xml file to add the custom field so that
the messages aren't rejected

3. do #2, but save it as a custom file, and specify that as a
DataDictionary=FIX42-custom.xml in your session settings file

4. you can do #3, and re-generate the FIX message classes so that you
get the new constant and use that in your code. It's pretty easy to
do, you just modify the quickfixj/core/src/main/resources/FIX42.xml
file, and run "ant" to regenerate the jars.

hope this helps.

On 7/6/07, Robert Brueckmann <rbr...@me...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> One of our trading vendors wants to send GTC orders to INET with tag 59
> (TimeInForce) having a value of C...according to the FIX 4.2 specs only
> 0-6 are valid values.  Whenever messages for GTC orders come through
> this vendor sent from INET, they're rejected by my engine because of its
> strict adherence to the FIX 4.2 specifications.  How do I overcome this
> custom value and allow it to flow in and not be rejected?
>
> Thanks for any help!
>
> robert l. brueckmann
>
> vice president
>
> merlin securities
>
> 712 fifth avenue
>
> new york, ny 10019
>
> phone: 212.822.4821
>
> fax: 212.822.4820
>
> Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single Strategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007
>
>
>
>
> --------------------------------------------------------
>
> This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission.
>
> Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security.
>
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by 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/
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>


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

[Quickfixj-users] spec tags with custom values

[Robert B. <rbr...@me...>]

One of our trading vendors wants to send GTC orders to INET with tag 59
(TimeInForce) having a value of C...according to the FIX 4.2 specs only
0-6 are valid values.  Whenever messages for GTC orders come through
this vendor sent from INET, they're rejected by my engine because of its
strict adherence to the FIX 4.2 specifications.  How do I overcome this
custom value and allow it to flow in and not be rejected?

Thanks for any help!

robert l. brueckmann

vice president

merlin securities

712 fifth avenue

new york, ny 10019

phone: 212.822.4821

fax: 212.822.4820

Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single S=
trategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007


=20

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This message contains information from Merlin Securities, LLC, or from one =
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an intended recipient, please refrain from any disclosure, copying, distrib=
ution or use of this information and note that such actions are prohibited.=
 If you have received this transmission in error, please notify the sender =
immediately by telephone or by replying to this transmission.
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Re: [Quickfixj-users] procedure for separating custom messages

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

Hi Colin,

I'm interested in seeing your implementation. I've been thinking about
replacing the XSLT-based code generation with a different approach like
Velocity, FreeMarker or Groovy Templates.

Thanks,

Steve

Re: [Quickfixj-users] procedure for separating custom messages

[Colin C. <col...@he...>]

I've replaced the quickfix code generator with an Apache Velocity one (I
prefer templates to xsl fun) and used it to generate a completely custom set
of messages inheriting from the base quickfix ones that I used with Mina and
a custom (code generated) codec.  It does not use a fix session, its just a
custom codec but it parses fine as it does not use session tags.  Its in
production and works well. Its removed ikky java serialisation to make it
cross platform from a project that needed to stream timeseries data over TCP
and I'm no fan of creating a new payload encoding as life is too short. 
 
If anyone is interested I can add to the todo list to share...
 
Colin.
http://hermesjms.com


  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Steve
Bate
Sent: 04 July 2007 15:12
To: qui...@li...
Subject: Re: [Quickfixj-users] procedure for separating custom messages



Hi Lev,

 

I've put together a short tutorial/example for generating messages into
custom packages and using a custom message JAR. It's on the wiki at.

 

http://www.quickfixj.org/confluence/x/iAI

 

There is also example code attached to the article. I wrote the article
quickly so feel free to fix any typos or incorrect information. :-)

 

Regards,

 

Steve

 


  _____  


From: qui...@li...
[mailto:qui...@li...] On Behalf Of Lev
Grevnin
Sent: Wednesday, July 04, 2007 3:17 AM
To: qui...@li...
Cc: Andrey Tapekha
Subject: [Quickfixj-users] procedure for separating custom messages

 

Hi all.

First off, to those of you who helped release 1.2.1 THANKS for your hard
work.

 

Now, are there any docs which specify how to separate the custom messages
from the core quickfixj and it's core messages?

I mean, there are some instructions, like:

 

set the ant proprties "specification", "messagePackage", "fieldPackage". But
what is the actual format of the CUSTOM_FIX.xml file?

What I did was I setup the 3 ant properties above, created my CUSTOM_FIX.xml
with additional messages (trying to follow the format of the main xml spec
files, like FIX44.xml) and tried to generate java classes. I couldn't manage
to get the custom file to get picked up for some reason, so no custom
message packages were generated. Am I missing something? Where can I find
more detailed instructions on how to add custom messages, while keeping the
rest of quickfix (along with it's FIX4.* messages) intact?

 

Thanks much!!

 

Lev Grevnin
Rates IT
work: 7 495 644 3191, mobile: 7 917 504 3004

 


---

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.

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Re: [Quickfixj-users] procedure for separating custom messages

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

Hi Lev,

 

I've put together a short tutorial/example for generating messages into
custom packages and using a custom message JAR. It's on the wiki at.

 

http://www.quickfixj.org/confluence/x/iAI

 

There is also example code attached to the article. I wrote the article
quickly so feel free to fix any typos or incorrect information. :-)

 

Regards,

 

Steve

 

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Lev
Grevnin
Sent: Wednesday, July 04, 2007 3:17 AM
To: qui...@li...
Cc: Andrey Tapekha
Subject: [Quickfixj-users] procedure for separating custom messages

 

Hi all.

First off, to those of you who helped release 1.2.1 THANKS for your hard
work.

 

Now, are there any docs which specify how to separate the custom messages
from the core quickfixj and it's core messages?

I mean, there are some instructions, like:

 

set the ant proprties "specification", "messagePackage", "fieldPackage". But
what is the actual format of the CUSTOM_FIX.xml file?

What I did was I setup the 3 ant properties above, created my CUSTOM_FIX.xml
with additional messages (trying to follow the format of the main xml spec
files, like FIX44.xml) and tried to generate java classes. I couldn't manage
to get the custom file to get picked up for some reason, so no custom
message packages were generated. Am I missing something? Where can I find
more detailed instructions on how to add custom messages, while keeping the
rest of quickfix (along with it's FIX4.* messages) intact?

 

Thanks much!!

 

Lev Grevnin
Rates IT
work: 7 495 644 3191, mobile: 7 917 504 3004

 


---

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.

[Quickfixj-users] procedure for separating custom messages

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

Hi all.

First off, to those of you who helped release 1.2.1 THANKS for your hard
work.

 

Now, are there any docs which specify how to separate the custom messages
from the core quickfixj and it's core messages?

I mean, there are some instructions, like:

 

set the ant proprties "specification", "messagePackage", "fieldPackage".
But what is the actual format of the CUSTOM_FIX.xml file?

What I did was I setup the 3 ant properties above, created my
CUSTOM_FIX.xml with additional messages (trying to follow the format of
the main xml spec files, like FIX44.xml) and tried to generate java
classes. I couldn't manage to get the custom file to get picked up for
some reason, so no custom message packages were generated. Am I missing
something? Where can I find more detailed instructions on how to add
custom messages, while keeping the rest of quickfix (along with it's
FIX4.* messages) intact?

 

Thanks much!!

 

Lev Grevnin
Rates IT
work: 7 495 644 3191, mobile: 7 917 504 3004

 


---

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.

[Quickfixj-users] QuickFIX/J 1.2.1 Released

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

I've released 1.2.1 with a small change for the initiator
heartbeat timing. Other than that, it's identical to the
1.2.0 release.

Downloads:
http://sourceforge.net/project/showfiles.php?group_id=163099

Steve

Re: [Quickfixj-users] QuickFIX/J 1.2.0 Released

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

> Great job, thanks for the release!

Don't congratulate me to soon. :-) Thomas Hügel has found a small, but
significant bug in the heartbeat timing code. It slipped through the
automated and manual tests. It's a simple fix and I expect to be able
to create another release within 2-4 hours. I'll send a note to the
list when it's ready. In the meantime I've disabled the downloads on
1.2.0 at SourceForge. Thanks for your patience.

Steve

Re: [Quickfixj-users] QuickFIX/J 1.2.0 Released

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

Steve,

Great job, thanks for the release!

For those of you using Maven, i've uploaded the jars to
http://repo.marketcetera.org/maven/quickfixj/

You'll need to add our repository to your POM:
	<repositories>
	  <repository>
        <id>MarketceteraRepo</id>
        <url>http://repo.marketcetera.org/maven</url>
        <releases>
            <enabled>true</enabled>
        </releases>
	  </repository>
	</repositories>

And  the following section for dependencies:
            <!-- QuickFIX/J dependencies -->
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-core</artifactId>
                <version>1.2.0</version>
            </dependency>
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-msg-fix40</artifactId>
                <version>1.2.0</version>
            </dependency>
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-msg-fix41</artifactId>
                <version>1.2.0</version>
            </dependency>
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-msg-fix42</artifactId>
                <version>1.2.0</version>
            </dependency>
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-msg-fix43</artifactId>
                <version>1.2.0</version>
            </dependency>
            <dependency>
                <groupId>quickfixj</groupId>
                <artifactId>quickfixj-msg-fix44</artifactId>
                <version>1.2.0</version>
            </dependency>

See our POM for reference:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/pom.xml.

Happy compiling.

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

Re: [Quickfixj-users] SSL Support

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

Also, you may want to try it in QFJ 1.2 (released today) since there
was a slight improvement to SSL support.

But the technique described in the docs worked for us.

On 7/3/07, Steve Bate <st...@te...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> > I see Embedded Java Support for SSL has been added to QuickFixJ/1.1
> > However can't find any samples or documentation. Has anyone tried it.
>
> You can find more information at...
>
> http://www.quickfixj.org/quickfixj/usermanual/usage/secure_communications.html
>
> Steve

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

Re: [Quickfixj-users] SSL Support

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

> I see Embedded Java Support for SSL has been added to QuickFixJ/1.1
> However can't find any samples or documentation. Has anyone tried it.

You can find more information at...

http://www.quickfixj.org/quickfixj/usermanual/usage/secure_communications.html

Steve

[Quickfixj-users] SSL Support

[<bha...@jp...>]

I see Embedded Java Support for SSL has been added to QuickFixJ/1.1 
However can't find any samples or documentation. Has anyone tried it.

thanks
Bhaskar

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Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.

[Quickfixj-users] QuickFIX/J 1.2.0 Released

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

QuickFIX/J - Version 1.2.0

This release includes both new features and bug fixes. Some of the
notable new features are more code generation features, improved SSL
support, Oracle support, and improved thread synchronization strategies. 
An upgrade is highly recommended.

Downloads: http://tinyurl.com/2y58l5

// TinyURL points to following long URL:
// https://sourceforge.net/project/showfiles.php?
// group_id=163099&package_id=184307&release_id=519927

** New Feature
    * [QFJ-74] - Explicitly control the String encoding of the FIX messages
    * [QFJ-76] - Support ordering of non-group fields 
    * [QFJ-77] - Support big decimal in message generation.
    * [QFJ-78] - Support session configuration to use closed range for
                 resend request.
    * [QFJ-194] - Allow timezones in start/end time in session specification
    * [QFJ-166] - Add version information to JAR files

** Improvement
    * [QFJ-160] - Break up the code base into logical jars
    * [QFJ-164] - Add ability to set JDBC data sources programatically
    * [QFJ-173] - SessionID constructor taking a single string
    * [QFJ-179] - Improve session thread synchronization
    * [QFJ-184] - Support multibyte characters in session settings
    * [QFJ-193] - Make code generation more flexible
    * [QFJ-199] - Add support for Oracle databases
    * [QFJ-188] - Extended SSL support (client certificates, additional
                  settings)
    * [QFJ-192] - Format generated message source code to adhere to Java
                  indentation standards

** Bug Fixes
    * [QFJ-90] - No PossDup checks are run if the SeqNum is the expected
                 next one.
    * [QFJ-142,QFJ-162] - Fixed weekday scheduling problem with non-US
                 locales
    * [QFJ-171] - MessageFactory cannot create certain groups
    * [QFJ-172] - SessionID.fromString(...) not setting 'id' property
    * [QFJ-174] - App Callback, toXML(Dictionary) function does not contain
                   repeating groups
    * [QFJ-176] - BenchmarkSecurityIDSource valid value constants missing
    * [QFJ-181] - Problem with multiple qualifier settings in JMX object
                  name
    * [QFJ-182] - JMX Connector object names are not unique
    * [QFJ-185] - Improper use of synchronized keyword
    * [QFJ-186] - Session.isLogoutTimedOut() calls isLogonTimedOut()
    * [QFJ-190] - User manual refers to Settings rather than SessionSettings
    * [QFJ-198] - Comment line ending file creates infinite loop in Session
                  Settings
    * [QFJ-200] - Session.enabled is accessed in both synchronized and
                  unsynchronized contexts.

Re: [Quickfixj-users] RES: separating custom messages

[Brad H. <Bra...@gb...>]

Makes perfect sense, thanks :)=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Tuesday, 3 July 2007 10:17 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] RES: separating custom messages

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
> Doesn't the core have a runtime dependency on the generated messages=20
> classes and fields anyway?  Eg, if you receive a fix 4.4 message=20
> you'll need the corresponding fix 4.4 generated message class on the=20
> classpath, which in turn will depend on any fields it uses.  Or does=20
> it know to use generic Message if the classes aren't found?

That's true if you are using the DefaultMessageFactory. Even though this
factory implementation is in the core library, I don't really consider
it a core class. At some point, I'd like to create the notion of a
message "module", a JAR file that has meta-data describing it's default
data dictionary and message factory. The module could be specified in
the settings instead of the data dictionary or a module could be
specified with an overridden custom dictionary file. It's just a rough
idea right now, but I'd like to eventually have ready-to-go message
modules for various exchanges.
=20
> I'm actually relying on this behaviour at the moment.  The=20
> MessageCracker seemed a bit redundant (giant elseif + casts IIRC) so=20
> instead of using that my fromApp does instanceof checks and casts on=20
> the message types I expect to receive.

I don't usually use MessageCrackers either. Some of these parts of QFJ
are remnants of the C++ JNI implementation.

Steve






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Re: [Quickfixj-users] RES: separating custom messages

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

> Doesn't the core have a runtime dependency on the generated messages
> classes and fields anyway?  Eg, if you receive a fix 4.4 message you'll
> need the corresponding fix 4.4 generated message class on the classpath,
> which in turn will depend on any fields it uses.  Or does it know to use
> generic Message if the classes aren't found?

That's true if you are using the DefaultMessageFactory. Even though this
factory implementation is in the core library, I don't really consider
it a core class. At some point, I'd like to create the notion of a message
"module", a JAR file that has meta-data describing it's default
data dictionary and message factory. The module could be specified in
the settings instead of the data dictionary or a module could be specified
with an overridden custom dictionary file. It's just a rough idea right
now, but I'd like to eventually have ready-to-go message modules for 
various exchanges.
 
> I'm actually relying on this behaviour at the moment.  The
> MessageCracker seemed a bit redundant (giant elseif + casts IIRC) so
> instead of using that my fromApp does instanceof checks and casts on the
> message types I expect to receive.

I don't usually use MessageCrackers either. Some of these parts of QFJ
are remnants of the C++ JNI implementation.

Steve