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

[Quickfixj-users] SenderSubID in [SESSION] configuration?

[andre m. <an...@gm...>]

Hey All,

how can i set the SenderSubID in [SESSION] configuration?

this doesn't seem to send the sendersubid correctly to my counterparty.

[SESSION]
BeginString=FIX.4.4
SenderCompID=Foo
SenderSubID=Bar
TargetCompID=Baz
-- 
View this message in context: http://www.nabble.com/SenderSubID-in--SESSION--configuration--tf3555943.html#a9928945
Sent from the QuickFIX/J mailing list archive at Nabble.com.

[Quickfixj-users] UtcTimeStampField and millisecond preservation

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

Hey all,

I have a question about the way you think that UtcTimeStampField
should preserve milliseconds.

This is related to bug qfj-146: http://www.quickfixj.org/jira/browse/QFJ-146.

I'm testing the QFJ-1.1 RC1 candidate, and i noticed that the way i've
implemented the fix for the bug makes the milliseconds be created only
if it is specified, and the default behaviour is not to preserve
milliseconds.

I'm starting to think that's incorrect behaviour - and that it may
make more sense to *always* preserve milliseconds. So I would make
appropriate changes to the UtcTimeStampField.

Any other thoughts on this? Is there a particular
backwards-compatibility use case where we don't want to make that
change?



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

Re: [Quickfixj-users] FIX 4.3 SecurityType

[Alvin W. <AW...@FF...>]

Hi Robert,

I believe CFI Code should be used for option and futures. Hope this helps.
Alvin





                                                                           
             "Robert                                                       
             Brueckmann"                                                   
             <rbrueckmann@merl                                          To 
             insecurities.com>         <qui...@li.... 
             Sent by:                  net>                                
             quickfixj-users-b                                          cc 
             ou...@li...                                             
             ceforge.net                                           Subject 
                                       Re: [Quickfixj-users] FIX 4.3       
                                       SecurityType                        
             04/03/2007 04:15                                              
             PM                                                            
                                                                           
                                                                           
             Please respond to                                             
             quickfixj-users@l                                             
             ists.sourceforge.                                             
                    net                                                    
                                                                           
                                                                           



QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
My email was sent in HTML format originally so I apologize for the
duplicate emails but here's the text-version:

-----
I'm getting an ExecutionReport message from a vendor and they're sending
me a FIX4.3 message with 167=OPT, which translates to SecurityType of
Option...but according to the FIX4.3.xml file for the version of
Quickfix/J I'm using (1.0.3), it's rejecting the message because OPT
isn't a viable SecurityType...but it is in FIX 4.2...is this fixed in
the newer engine release?  Do I just manually update the FIX4.3.xml file
and re-jar it up?  I haven't looked at the official 4.3 specs but is
this a valid rejection or does 1.0.3 have an invalid data dictionary for
4.3?  I didn't see anything in JIRA related to this...that I could
search for successfully, anyway...



Thanks for any help,

rlb

-----



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Re: [Quickfixj-users] FIX 4.3 SecurityType

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

Oh man...I should have just checked the official FIX protocol specs
before submitting this question...I answered my own question by doing
so...and for those out there wondering, the official 4.3 specs state:

Futures and Options should be specified using the CFICode[461]
field instead of SecurityType[167] (Refer to Volume 7 -
Recommendations and Guidelines for Futures and Options
Markets.")

Sorry for the unnecessary emails!  Thanks,

robert l. brueckmann
vice president
merlin securities
712 fifth avenue
new york, ny 10019
p: 212.822.4821
f: 212.822.4820

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Robert Brueckmann
Sent: Tuesday, April 03, 2007 4:15 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] FIX 4.3 SecurityType

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
My email was sent in HTML format originally so I apologize for the
duplicate emails but here's the text-version:

-----
I'm getting an ExecutionReport message from a vendor and they're sending
me a FIX4.3 message with 167=3DOPT, which translates to SecurityType of
Option...but according to the FIX4.3.xml file for the version of
Quickfix/J I'm using (1.0.3), it's rejecting the message because OPT
isn't a viable SecurityType...but it is in FIX 4.2...is this fixed in
the newer engine release?  Do I just manually update the FIX4.3.xml file
and re-jar it up?  I haven't looked at the official 4.3 specs but is
this a valid rejection or does 1.0.3 have an invalid data dictionary for
4.3?  I didn't see anything in JIRA related to this...that I could
search for successfully, anyway...

=20

Thanks for any help,

rlb

-----



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Re: [Quickfixj-users] FIX 4.3 SecurityType

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

My email was sent in HTML format originally so I apologize for the
duplicate emails but here's the text-version:

-----
I'm getting an ExecutionReport message from a vendor and they're sending
me a FIX4.3 message with 167=3DOPT, which translates to SecurityType of
Option...but according to the FIX4.3.xml file for the version of
Quickfix/J I'm using (1.0.3), it's rejecting the message because OPT
isn't a viable SecurityType...but it is in FIX 4.2...is this fixed in
the newer engine release?  Do I just manually update the FIX4.3.xml file
and re-jar it up?  I haven't looked at the official 4.3 specs but is
this a valid rejection or does 1.0.3 have an invalid data dictionary for
4.3?  I didn't see anything in JIRA related to this...that I could
search for successfully, anyway...

=20

Thanks for any help,

rlb

-----

[Quickfixj-users] FIX 4.3 SecurityType

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

I'm getting an ExecutionReport message from a vendor and they're sending
me a FIX4.3 message with 167=3DOPT, which translates to SecurityType of
Option...but according to the FIX4.3.xml file for the version of
Quickfix/J I'm using (1.0.3), it's rejecting the message because OPT
isn't a viable SecurityType...but it is in FIX 4.2...is this fixed in
the newer engine release?  Do I just manually update the FIX4.3.xml file
and re-jar it up?  I haven't looked at the official 4.3 specs but is
this a valid rejection or does 1.0.3 have an invalid data dictionary for
4.3?  I didn't see anything in JIRA related to this...that I could
search for successfully, anyway...

=20

Thanks for any help,

=20

robert l. brueckmann

vice president

merlin securities

712 fifth avenue

new york, ny 10019

p: 212.822.4821
f: 212.822.4820

=20

[Quickfixj-users] MsgSeqNum too low!!

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

Hi there!!

What configurations do I need on client and server side to avoid the *MsgSeqNum
too low* error?
Please mention the tags I need for it.Moreover do I need to do anything in
the code to set the values for MsgSeqNum on both sides?


Thanks in advance,
Kamran.

Re: [Quickfixj-users] Message Cracker and Testing

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

Hi Stacy,

> 2-For testing purposes is there a way to read a FIX message defined in the
> code or a text file?

In the upcoming QFJ 1.1 release the FIXMessageDecoder can be used to extract
messages from a file that can also contain any other content. You can
request a list of messages to be returned or you can have the messages
streamed to you if the file is so large that memory might be a problem.

Steve

Re: [Quickfixj-users] Can DataDictionary be used to create messages?

[Naresh B. <NB...@sa...>]

That's the best explanation of FIX version differences I have seen thus =
far. Somehow, it did not come across from the FIX manuals. Thanks so =
much J=F6rg!
=20
Naresh

________________________________

From: qui...@li... on behalf of Joerg =
Thoennes
Sent: Thu 3/29/2007 3:56 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] Can DataDictionary be used to create =
messages?



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

On 03/29/07 14:48, Naresh Bhatia wrote:
> Just out of curiosity, are message types and field tags compatible =
between the various FIX
> versions? I understand that messages and fields may be added / removed =
between various versions,
> but is it possible that the same message can have a different MsgType =
or the same field can have
> a different field tag?

Actually, field tags are never removed, just deprecated. Sometimes the =
names change, ie from
IDSource in FIX 4.2 to SecurityIDSource in FIX 4.4, but the tag value =
stays the same.

In addition, the tags are independent from the message type: The same =
tag value has the same meaning
in every message which uses it.

So if you upgrade from one FIX version to the next, either a tag is =
continued to be used with the
same meaning (possibly a changed name) or it is deprecated (not used any =
longer).

Hope that makes thing clearer for you.

Cheers, J=F6rg

--
Joerg Thoennes
http://www.macd.com <http://www.macd.com/>                  Tel.: +49 =
(0)241 44597-24
Macdonald Associates GmbH           Gesch=C3=A4ftsf=C3=BChrer: Roger =
Macdonald
Lothringer Str. 52, D-52070 Aachen  Amtsgericht Aachen, HRB 8151, =
Ust.-Id DE813021663

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Re: [Quickfixj-users] Can DataDictionary be used to create messages?

[Joerg T. <Joe...@ma...>]

Hi Naresh,

On 03/29/07 14:48, Naresh Bhatia wrote:
> Just out of curiosity, are message types and field tags compatible between the various FIX
> versions? I understand that messages and fields may be added / removed between various versions,
> but is it possible that the same message can have a different MsgType or the same field can have
> a different field tag?

Actually, field tags are never removed, just deprecated. Sometimes the names change, ie from 
IDSource in FIX 4.2 to SecurityIDSource in FIX 4.4, but the tag value stays the same.

In addition, the tags are independent from the message type: The same tag value has the same meaning 
in every message which uses it.

So if you upgrade from one FIX version to the next, either a tag is continued to be used with the 
same meaning (possibly a changed name) or it is deprecated (not used any longer).

Hope that makes thing clearer for you.

Cheers, Jörg

-- 
Joerg Thoennes
http://www.macd.com                 Tel.: +49 (0)241 44597-24
Macdonald Associates GmbH           Geschäftsführer: Roger Macdonald
Lothringer Str. 52, D-52070 Aachen  Amtsgericht Aachen, HRB 8151, Ust.-Id DE813021663

Re: [Quickfixj-users] Message Cracker and Testing

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

Stacy,

> 1 - If I use Message Cracker when receiving a message, does that mean that I
> must define ALL the fields that might be in the FIX message I'm receiving?
> Or only the ones I care about. I looked at the documentation and the section
> called 'receiving messages' and I'm still not clear on this.

You can only override the methods you are interested in. Look at the
Ordermatch example, it's only dealing with incoming NewOrderSingle
messages:
http://quickfixj.svn.sourceforge.net/viewvc/quickfixj/trunk/examples/src/main/java/quickfix/examples/ordermatch/Application.java?revision=464&view=markup

I'm not sure i understand your question.  What do you mean by "define
all fields that may be in FIX message"?
You only "subscribe" to the kinds of messages you want (by overriding
the right onMessage functions) and deal with them, extracting whatever
fields you want.

> 2-For testing purposes is there a way to read a FIX message defined in the
> code or a text file?

You can use the Message(String text) constructor to create a message
from an existing string (so you can iterate over your file):
Here's an example of it in our code:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main/java/org/marketcetera/spring/JMSFIXMessageConverter.java#L58
and an example in the test code in QFJ (line 85):
http://quickfixj.svn.sourceforge.net/viewvc/quickfixj/trunk/core/src/test/java/quickfix/MessageTest.java?revision=601&view=markup

You can also take a look at our OrderLoader code that reads orders
from a file and sends them to our OMS:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/orderloader/src/main/java/org/marketcetera/orderloader/OrderLoader.java

and if you want to try it out (sorry, this is a plug) you can just
download the entire Marketcetera platform and mess with our code
directly, it may be a better way to get started by looking at
examples: http://trac.marketcetera.org

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

[Quickfixj-users] Message Cracker and Testing

[stacyann_1 <sta...@gs...>]

I a super newbie with QuickFix/J, so please bear with me.

2 Questions
1 - If I use Message Cracker when receiving a message, does that mean that I
must define ALL the fields that might be in the FIX message I'm receiving?
Or only the ones I care about. I looked at the documentation and the section
called 'receiving messages' and I'm still not clear on this.

2-For testing purposes is there a way to read a FIX message defined in the
code or a text file?

Thanks,
Stacy
-- 
View this message in context: http://www.nabble.com/Message-Cracker-and-Testing-tf3488232.html#a9740394
Sent from the QuickFIX/J mailing list archive at Nabble.com.

Re: [Quickfixj-users] How to set order type??

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

Mohammad,

The log file you've attached doesn't show the same errors that you
mentioned, only errors about MsgSeqNum resets.

Your message looks almost right:
> >             Date date=new Date();
> >             NewOrderSingle order = new NewOrderSingle();
> >             order.setField(new MsgType("D"));
you don't need this - creating a NewOrderSignle sets the MsgType
already. Also, you need to set it in the header:
order.getHeader().setField(new MsgType(MsgType.ORDER_SINGLE));

> >             order.setField(new HandlInst('2'));
> >             order.setField(new HeartBtInt(30));
> >             order.setField(new BeginString("FIX.4.2"));
> >             order.setField(new SenderCompID("client1"));
> >             order.setField(new TargetCompID("ifkaar"));
These also need to go into the message header:
 order.getHeader().setField(new SenderCompID("client1"));
 order.getHeader().setField(new TargetCompID("ifkaar"));

> >             order.setField(new OrdType(OrdType.LIMIT));
> >             order.setField(new ClOrdID("clor"));
> >             order.setField(new Symbol("symbol"));
> >             order.setField(new Side('c'));

Looking at Side class, i'm not seeing anything with the 'c' value. Is
this a typo or are you setting some custom value? There's
Side.OPPOSITE but that's an upper-case 'C'

> >             order.setField(new TransactTime(date));
> >             order.setField(new Text("New Order"));
> >             Session.sendToTarget(order,"sender","target");

Your senderCompID and targetCompID should match between what you've
set in the message and what you pass to the sendToTarget() function.
currently, they don't.

I was able to take the above code and send it through, didn't have any
problems with ClOrdID or Side fields.

> > I have attached the messages log file as well,, according to which my
> ClOrdID and Side fields are missing in the message but you can see I have
> included them in my order,,can u plz help me sort it out?

Again, the attached logs didn't show anything so you'll need to send
me the right logs.

good luck.

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

Re: [Quickfixj-users] Can DataDictionary be used to create messages?

[Naresh B. <NB...@sa...>]

Thanks Toli. I have added an enhancement request to JIRA: QFJ-159.
=20
Just out of curiosity, are message types and field tags compatible =
between the various FIX versions? I understand that messages and fields =
may be added / removed between various versions, but is it possible that =
the same message can have a different MsgType or the same field can have =
a different field tag?
=20
Thanks.
Naresh

________________________________

From: qui...@li... on behalf of Toli =
Kuznets
Sent: Thu 3/29/2007 2:40 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] Can DataDictionary be used to create =
messages?



QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Ah, the context helps. Now it makes sense.

Looking at the DataDictionary, it seems that it doesn't actually track
msgTypeName -> msgType mappings. But it can be easily done in the
DataDictionary.addValueName() function

You should file an RFE: http://www.quickfixj.org/jira/, including your
use case.

It's pretty easy to implement, but i'd defer to Steve Bate to make a
decision on whether or not and how to implement this, or to perhaps
suggest an alternative work flow.

On 3/28/07, Naresh Bhatia <NB...@sa...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Maybe I need to give some more context. The requirement I have is to =
be
> able to change the message metadata dynamically. For example, if a
> custom field tag value is wrong in a running system, then I should be
> able to correct it without bouncing the system. Hence message creation
> and parsing should be completely metadata driven (no hard coding is
> allowed in code). I think message parsing can be completely driven by
> the DataDictionary, but I am not sure if message creation can be =
driven
> by the same metadata, especially due to issue #1. What I need is a
> simple method on the DataDictionary that returns a msgType given the
> message name. For example,
>
>     String getMsgType(String msgName);
>
>     Thus dd.getMsgType("NewOrderSingle") will return "D".
>
> I think the DataDictionary has this information, I just don't see a
> method to get it out of there.
>
> Naresh
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of =
Toli
> Kuznets
> Sent: Wednesday, March 28, 2007 8:47 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Can DataDictionary be used to create
> messages?
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Naresh,
>
> Maybe i'm not understanding what you ultimately want to do.
>
> > 1) Given a message name (e.g. "NewOrderSingle"), how can I get the
> msgType
> > (e.g. "D") using the DataDictionary? I do not readily see an method =
to
> do
> > this.
> The usual pattern is to use a MessageFactory to create a message:
> factory.create(MsgType.ORDER_SINGLE)
>
> > 2) Is it safe to create fields using code like new ClOrdID("321")? I
> see
> > that the constructor of ClOrdID hard codes the field tag to "11". =
Are
> these
> > tags values same across all FIX versions? I am thinking of this
> alternate
> > approach to pick up the tag value from the data dictionary - does it
> make
> > sense or is it needlessly complicated?
>
> The ClOrdID.FIELD value is the same across all FIX versions. the
> quickfix.field.xxx objects are auto-generated from the FIX4x.xml data
> dictionary files so the values should be constant.
>
> >     new StringField(dd.getFieldTag("ClOrdID"), "321")
>
> so this may be better written as: new ClOrdID("321") or new
> StringField(ClOrdID.FIELD, "321") if you don't want to be specific.
>
> If you are adding your own custom fields to the FIX4x.xml file, then
> go ahead and create the objects for them - that's what we did, you can
> see the example at
> =
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/m
> =
ain/java/org/marketcetera/quickfix/customfields/NoMarketDataSnapshots.ja
> va
>
> hope this helps.
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> =
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--
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http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

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[Quickfixj-users] How to handle scheduled sequence number resets?

[BEDARD G. <Gui...@sg...>]

Hi,

=20

What is the recommended way to handle scheduled sequence number resets
(initiated by the counterparty once per day) ?

=20

I would greatly appreciate a few pointers.

=20

Thanking you in advance.

=20

Guillaume

Ce message et toutes les pieces jointes (ci-apres le "message") sont confid=
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Toute utilisation ou diffusion non autorisee est interdite.=20
Tout message electronique est susceptible d'alteration.=20
Societe Generale Asset Management et ses filiales declinent toute responsab=
ilite au titre de ce message s'il a ete altere, deforme ou falsifie.=20
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Decouvrez l'offre et les services de Societe Generale Asset Management sur =
le site www.sgam.fr=20
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Re: [Quickfixj-users] How to set order type??

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

Hi Toli,,

Thanks it all works now but am being faced by an unexpected error,,

here's my code,,



            *Date date=new Date();

            NewOrderSingle order = new NewOrderSingle();
            order.setField(new MsgType("D"));
            order.setField(new HandlInst('2'));
            order.setField(new HeartBtInt(30));
            order.setField(new BeginString("FIX.4.2"));
            order.setField(new SenderCompID("client1"));
            order.setField(new TargetCompID("ifkaar"));
            order.setField(new OrdType(OrdType.LIMIT));
            order.setField(new ClOrdID("clor"));
            order.setField(new Symbol("symbol"));
            order.setField(new Side('c'));
            order.setField(new TransactTime(date));
            order.setField(new Text("New Order"));
            Session.sendToTarget(order,"sender","target");
*

I have attached the messages log file as well,, according to which my *
ClOrdID* and *Side* fields are missing in the message but you can see I have
included them in my order,,can u plz help me sort it out?

Hope I'm not disturbing you by asking questions so often,,,

Thanks for your kind help...


On 3/29/07, Toli Kuznets <to...@ma...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Oh, my bad. my misunderstanding.
>
> you can do something like this:
> order.setField(new OrdType(OrdType.LIMIT
>
> You want to use quickfix.OrdType not OrderType.
>
> See the newLimitOrder() function in the Marketcetera code:
>
> http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main/java/org/marketcetera/quickfix/FIXMessageFactory.java#L127
>
> > Secondly can u plz clarify what's the difference between a message and
> an
> > order?
>
> Oh, there's no difference. I'm assuming the order is of
> quickfix.Message type, so i used the words interchangeably.
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] How to set order type??

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

Oh, my bad. my misunderstanding.

you can do something like this:
order.setField(new OrdType(OrdType.LIMIT

You want to use quickfix.OrdType not OrderType.

See the newLimitOrder() function in the Marketcetera code:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main/java/org/marketcetera/quickfix/FIXMessageFactory.java#L127

> Secondly can u plz clarify what's the difference between a message and an
> order?

Oh, there's no difference. I'm assuming the order is of
quickfix.Message type, so i used the words interchangeably.

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

Re: [Quickfixj-users] How to set order type??

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

Hi Toli,

In fact I'm trying to set the OrderType to LIMIT not the MsgType,,can't find
a way to do that,,here's the code line for it but it gives me an error,,

*order.set(new OrderType(OrderType.LIMIT));*

Secondly can u plz clarify what's the difference between a message and an
order?

Thanks.

**



On 3/29/07, Toli Kuznets <to...@ma...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hey,
>
> You can use MessageFactory.create(MsgType.<your msg type>) to create
> your message
> or you can do
> Message msg = new Message()
> msg.getHeaders().setField(new MsgType(MsgType.some_type))
>
> You can use FIXopaedia to check what the required fields are, choose
> the appropriate FIX version. Pick the message you are interested in,
> and look at the "required" field in the table:
> http://www.btobits.com/fixopaedia/fixdic42/index.html
>
> On 3/28/07, Mohammad Kamran Liaqat <kam...@gm...> wrote:
> > QuickFIX/J Documentation:
> > http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/
> >
> > Hi there!!
> >
> > Can anybody please help me what code to use to set the ordertype for my
> > order?Moreover,what fields are mendatory to be set for an outgoing
> order?
> >
> > Thanks.
> >
> >
> >
> -------------------------------------------------------------------------
> > Take Surveys. Earn Cash. Influence the Future of IT
> > Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> > opinions on IT & business topics through brief surveys-and earn cash
> >
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> > _______________________________________________
> > 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.
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] Can DataDictionary be used to create messages?

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

Ah, the context helps. Now it makes sense.

Looking at the DataDictionary, it seems that it doesn't actually track
msgTypeName -> msgType mappings. But it can be easily done in the
DataDictionary.addValueName() function

You should file an RFE: http://www.quickfixj.org/jira/, including your
use case.

It's pretty easy to implement, but i'd defer to Steve Bate to make a
decision on whether or not and how to implement this, or to perhaps
suggest an alternative work flow.

On 3/28/07, Naresh Bhatia <NB...@sa...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Maybe I need to give some more context. The requirement I have is to be
> able to change the message metadata dynamically. For example, if a
> custom field tag value is wrong in a running system, then I should be
> able to correct it without bouncing the system. Hence message creation
> and parsing should be completely metadata driven (no hard coding is
> allowed in code). I think message parsing can be completely driven by
> the DataDictionary, but I am not sure if message creation can be driven
> by the same metadata, especially due to issue #1. What I need is a
> simple method on the DataDictionary that returns a msgType given the
> message name. For example,
>
>     String getMsgType(String msgName);
>
>     Thus dd.getMsgType("NewOrderSingle") will return "D".
>
> I think the DataDictionary has this information, I just don't see a
> method to get it out of there.
>
> Naresh
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of Toli
> Kuznets
> Sent: Wednesday, March 28, 2007 8:47 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Can DataDictionary be used to create
> messages?
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Naresh,
>
> Maybe i'm not understanding what you ultimately want to do.
>
> > 1) Given a message name (e.g. "NewOrderSingle"), how can I get the
> msgType
> > (e.g. "D") using the DataDictionary? I do not readily see an method to
> do
> > this.
> The usual pattern is to use a MessageFactory to create a message:
> factory.create(MsgType.ORDER_SINGLE)
>
> > 2) Is it safe to create fields using code like new ClOrdID("321")? I
> see
> > that the constructor of ClOrdID hard codes the field tag to "11". Are
> these
> > tags values same across all FIX versions? I am thinking of this
> alternate
> > approach to pick up the tag value from the data dictionary - does it
> make
> > sense or is it needlessly complicated?
>
> The ClOrdID.FIELD value is the same across all FIX versions. the
> quickfix.field.xxx objects are auto-generated from the FIX4x.xml data
> dictionary files so the values should be constant.
>
> >     new StringField(dd.getFieldTag("ClOrdID"), "321")
>
> so this may be better written as: new ClOrdID("321") or new
> StringField(ClOrdID.FIELD, "321") if you don't want to be specific.
>
> If you are adding your own custom fields to the FIX4x.xml file, then
> go ahead and create the objects for them - that's what we did, you can
> see the example at
> http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/m
> ain/java/org/marketcetera/quickfix/customfields/NoMarketDataSnapshots.ja
> va
>
> hope this helps.
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> ------------------------------------------------------------------------
> -
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDE
> V
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> 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.

Re: [Quickfixj-users] How to set order type??

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

Hey,

You can use MessageFactory.create(MsgType.<your msg type>) to create
your message
or you can do
Message msg = new Message()
msg.getHeaders().setField(new MsgType(MsgType.some_type))

You can use FIXopaedia to check what the required fields are, choose
the appropriate FIX version. Pick the message you are interested in,
and look at the "required" field in the table:
http://www.btobits.com/fixopaedia/fixdic42/index.html

On 3/28/07, Mohammad Kamran Liaqat <kam...@gm...> wrote:
> QuickFIX/J Documentation:
> http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Hi there!!
>
> Can anybody please help me what code to use to set the ordertype for my
> order?Moreover,what fields are mendatory to be set for an outgoing order?
>
> Thanks.
>
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> 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] How to set order type??

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

Hi there!!

Can anybody please help me what code to use to set the ordertype for my
order?Moreover,what fields are mendatory to be set for an outgoing order?

Thanks.

Re: [Quickfixj-users] Can DataDictionary be used to create messages?

[Naresh B. <NB...@sa...>]

Maybe I need to give some more context. The requirement I have is to be
able to change the message metadata dynamically. For example, if a
custom field tag value is wrong in a running system, then I should be
able to correct it without bouncing the system. Hence message creation
and parsing should be completely metadata driven (no hard coding is
allowed in code). I think message parsing can be completely driven by
the DataDictionary, but I am not sure if message creation can be driven
by the same metadata, especially due to issue #1. What I need is a
simple method on the DataDictionary that returns a msgType given the
message name. For example,

    String getMsgType(String msgName);

    Thus dd.getMsgType("NewOrderSingle") will return "D".

I think the DataDictionary has this information, I just don't see a
method to get it out of there.

Naresh

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Toli
Kuznets
Sent: Wednesday, March 28, 2007 8:47 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] Can DataDictionary be used to create
messages?

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

Maybe i'm not understanding what you ultimately want to do.

> 1) Given a message name (e.g. "NewOrderSingle"), how can I get the
msgType
> (e.g. "D") using the DataDictionary? I do not readily see an method to
do
> this.
The usual pattern is to use a MessageFactory to create a message:
factory.create(MsgType.ORDER_SINGLE)

> 2) Is it safe to create fields using code like new ClOrdID("321")? I
see
> that the constructor of ClOrdID hard codes the field tag to "11". Are
these
> tags values same across all FIX versions? I am thinking of this
alternate
> approach to pick up the tag value from the data dictionary - does it
make
> sense or is it needlessly complicated?

The ClOrdID.FIELD value is the same across all FIX versions. the
quickfix.field.xxx objects are auto-generated from the FIX4x.xml data
dictionary files so the values should be constant.

>     new StringField(dd.getFieldTag("ClOrdID"), "321")

so this may be better written as: new ClOrdID("321") or new
StringField(ClOrdID.FIELD, "321") if you don't want to be specific.

If you are adding your own custom fields to the FIX4x.xml file, then
go ahead and create the objects for them - that's what we did, you can
see the example at
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/m
ain/java/org/marketcetera/quickfix/customfields/NoMarketDataSnapshots.ja
va

hope this helps.

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

------------------------------------------------------------------------
-
Take Surveys. Earn Cash. Influence the Future of IT
Join SourceForge.net's Techsay panel and you'll get the chance to share
your
opinions on IT & business topics through brief surveys-and earn cash
http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D=
DEVDE
V
_______________________________________________
Quickfixj-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] Can DataDictionary be used to create messages?

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

Naresh,

Maybe i'm not understanding what you ultimately want to do.

> 1) Given a message name (e.g. "NewOrderSingle"), how can I get the msgTyp=
e
> (e.g. "D") using the DataDictionary? I do not readily see an method to do
> this.
The usual pattern is to use a MessageFactory to create a message:
factory.create(MsgType.ORDER_SINGLE)

> 2) Is it safe to create fields using code like new ClOrdID("321")? I see
> that the constructor of ClOrdID hard codes the field tag to "11". Are the=
se
> tags values same across all FIX versions? I am thinking of this alternate
> approach to pick up the tag value from the data dictionary =96 does it ma=
ke
> sense or is it needlessly complicated?

The ClOrdID.FIELD value is the same across all FIX versions. the
quickfix.field.xxx objects are auto-generated from the FIX4x.xml data
dictionary files so the values should be constant.

>     new StringField(dd.getFieldTag("ClOrdID"), "321")

so this may be better written as: new ClOrdID("321") or new
StringField(ClOrdID.FIELD, "321") if you don't want to be specific.

If you are adding your own custom fields to the FIX4x.xml file, then
go ahead and create the objects for them - that's what we did, you can
see the example at
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main=
/java/org/marketcetera/quickfix/customfields/NoMarketDataSnapshots.java

hope this helps.

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

[Quickfixj-users] Can DataDictionary be used to create messages?

[Naresh B. <NB...@sa...>]

Hi,

=20

I am just starting out with QuickFIX/J and was wondering if the
DataDictionary can be used to create messages. I want to use a different
DataDictionary for every targetComp in my system - these dictionaries
will store customizations for each targetComp. I have two questions:

=20

1) Given a message name (e.g. "NewOrderSingle"), how can I get the
msgType (e.g. "D") using the DataDictionary? I do not readily see an
method to do this.

=20

2) Is it safe to create fields using code like new ClOrdID("321")? I see
that the constructor of ClOrdID hard codes the field tag to "11". Are
these tags values same across all FIX versions? I am thinking of this
alternate approach to pick up the tag value from the data dictionary -
does it make sense or is it needlessly complicated?

=20

    new StringField(dd.getFieldTag("ClOrdID"), "321")

=20

Thanks.

Naresh

=20

Re: [Quickfixj-users] Failover and Recovery

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

Chris and Alex,

I've create a wiki page describing the QFJ failover support
and how to configure it.

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

If there's problems with it, please post some related issues
or bugs on the Jira site and we can improve on it in future
releases. Feel free to edit the wiki page if the instructions
are clear (or if there is some error in the description).

Regards,

Steve