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

[Quickfixj-users] Typo in sample configuration

[Graham M. <gm...@ma...>]

Here's a quick one.  "initiator" is misspelled in the sample configuration
found at:

http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html#Sample%20Settings%20File

(search the page for "initator")  It means that QuickFIX cannot startup
using this configuration file.

graham

Re: [Quickfixj-users] Adding messages to data dictionary

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

Hello,
 
What happened when you tried adding the new message to the dictionary? Did
you see any
dictionary-related log messages while loading the custom dictionary?
 
Steve


  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alex
McGlashan
Sent: Friday, August 25, 2006 4:56 PM
To: qui...@li...
Subject: [Quickfixj-users] Adding messages to data dictionary



Hi,

 

I'm new to QuickFIX/J and to FIX in general so apologies in advance if this
is a common problem.

 

My client has introduced a new FIX message type which I am unable to handle.
QuickFIX responds to the message with a Reject message (msgtype="3"),
however, my fromApp callback method is not invoked.  I have tried adding the
new message type to the data dictionary (FIX42.xml) to no avail.

 

Any help/ideas gratefully received!

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[Quickfixj-users] Adding messages to data dictionary

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

Hi,

=20

I'm new to QuickFIX/J and to FIX in general so apologies in advance if
this is a common problem...

=20

My client has introduced a new FIX message type which I am unable to
handle.  QuickFIX responds to the message with a Reject message
(msgtype=3D"3"), however, my fromApp callback method is not invoked.  I
have tried adding the new message type to the data dictionary
(FIX42.xml) to no avail.

=20

Any help/ideas gratefully received!


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. =
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viruses, or arrive late or incomplete. Eurobase does not accept any =
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attachments.

Registered Address:  Essex House, 2 County Place, Chelmsford, Essex CM2 =
0RE, United Kingdom

Re: [Quickfixj-users] Disconnect before a new login

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

Hi Richard,
 
A direct call to disconnect shouldn't be sending a logout. Are you asking
about Session.reset() which is called when a session's scheduled time period
ends? It does send a logout before disconnect (per the FIX spec). Can you
describe your scenario a little further?
 
Steve


  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Richard
Pike
Sent: Friday, August 25, 2006 1:32 AM
To: 'qui...@li...'
Subject: [Quickfixj-users] Disconnect before a new login



I am having an issue with a vendor who does not like a logout as the very
first message of a session.  The issue occurs at restart time.  Is there
anyway we can stop sending this logout message issued on a call to
Session.disconnect() ?

[Quickfixj-users] What is right behaviour when counterparty ignores ResetSeqNumFlag?

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

Hi all,

I have a scenario where my FIX counterparty ignores the sequence
number reset request in my logon message: when i send the
ResetSeqNumFlag, the Logon message coming back does not contain the
reset field, and QF/J gets confused (see fuller discussion below).

I wonder what the right behaviour is. I don't think the FIX protocol
specifies it.

Here are the details for the transaction:

    OMS (mine)          FIX-broker  (counterparty)
1)  Logon (141=Y) --->
2)                <---  Logon
3)  Logon         --->
4)                <---  Logon

Where 141 is field ResetSeqNumFlag.  After 4, QuickFIX is throwing an exception.

We send the logon message with ResetSeqNumFlag, counterparty replies
with regular Logon message w/out the flag.
Our side of QFJ expects a Logon message in return that also has
ResetSeqNumFlag set to 'Y', but receives a logon request without
ResetSeqNumFlag in it (message 2).  At this point the counterparty
believes the logon handshake is done.  Our OMS however treats message
2 as a new logon request and replies with a logon response (message 3,
which according to the FIX protocol is syntactically identical to a
new logon request).  The OMS now believes the Logon handshake is
complete. The counterparty replies to what it sees as a logon request
(message 3) with another logon response (message 4).

At this point QF/J on our side believes to be in an inconsistent logon
state and quits with (quickfix.SessionException>  Logon state is not
valid for message (MsgType=A))

Looking through the code in quickfix.Session i can see where the 2nd
logon from our side (message 3) is generated. It's in the
Session.nextLogon() method (line 1305 in the HEAD)
        if (!state.isInitiator() || (state.isResetSent() &&
!state.isResetReceived())) {
            getLog().onEvent("Received logon request");
            generateLogon(logon);
            getLog().onEvent("Responding to logon request");
        } else {
            getLog().onEvent("Received logon response");


Since the counterparty doesn't send the ResetSeqNumFlag, we end up
inside the if case and think that someone is trying to connect to us,
generate a logon and that's how it all falls apart.

Any  thoughts on what the right behavior should be? From our side, we
can disable auto-sequence-number reset and figure out some other way
to handle that.

However, the underlying ambiguity is in QF/J and not application code.
It's the same behaviour in the C++ QF code too

Any thoughts?

thanks!

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

[Quickfixj-users] Disconnect before a new login

[Richard P. <Ric...@tu...>]

I am having an issue with a vendor who does not like a logout as the very
first message of a session.  The issue occurs at restart time.  Is there
anyway we can stop sending this logout message issued on a call to
Session.disconnect() ?

Re: [Quickfixj-users] [JIRA] Commented: (QFJ-54) Occasional NPE in block method during acceptor start.

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

Steve,

another follow-up question on this.
As you've correctly noticed, in the log file it shows that we receive
a disconnect right after we connect to the acceptor side.
That's not a problem when 2 sides are both using QFJ - they
auto-negotiate agian and relogin.
However, it's sometimes problematic when we connect to other systems
that don't like 2 logons in a row.

Do you have an idea why the "initiator" gets disconnected immediately
after the first logon attempt?

this ususally happens with the acceptor process has been running for a
while, but not if both the initator and acceptor are started fresh...

thanks

>Looking at your log, it appears you are receiving a logout
immediately after the network connection > is established (before the
logon). That would trigger the NPE.

Re: [Quickfixj-users] Modifying default SessionSettings programmatically

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

Steve,

SessionSettings.set() is exactly what i needed. Must've misread the
documentation when i looked at the class the first time I was looking
for this.

thanks a lot!


On 8/15/06, Steve Bate <st...@te...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi Toli,
>
> You can create a Map (or a quickfix.Dictionary) and use the
> Session.set() method to set the defaults. This is how it's
> done in the JNI API also.
>
> Regards,
>
> Steve
>
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> 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] NullPointerException in QFJ 1.0.2 thatdidn'tused to exist in 1.0.0-final

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

> Toli Kuznets wrote:
> This appears to be a "heisen-bug". I've spent a fair amount of time
> trying to isolate and reproduce it, but it seems to have disappeared.
> There was nothing relevant in the log when the error was reproducible.

This sounds like a race condition. I'll try to reproduce with my own
test case. The only test I have for block() right now is on the initiator
side and I don't use block() myself. I'll also review the code again and
see if I can visually spot any potential problems. Of course, if you
find more information then send it my way.

Regards,

Steve

Re: [Quickfixj-users] Modifying default SessionSettings programmatically

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

Hi Toli,

You can create a Map (or a quickfix.Dictionary) and use the 
Session.set() method to set the defaults. This is how it's
done in the JNI API also.

Regards,

Steve

[Quickfixj-users] Modifying default SessionSettings programmatically

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

Hey everyone,

We have a situation where we must create and populate a
SessionSettings object programmatically.  The one problem is that it
seems difficult to reproduce the "default" settings funtionality from
the actual configuration file.  Looking through the source, I see that
those settings are stored under a session ID defined in
SessionSettings.DEFAULT_SESSION_ID, but unfortunately that member is
declared private.  Is there a reason for this?  Would it be possible
to change the modifier to public so that we could do something like

settings.setString(SessionSettings.DEFAULT_SESSION_ID, "UseDataDictionary", "N")

alternatively, is there another approach that we can take instead?

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

Re: [Quickfixj-users] NullPointerException in QFJ 1.0.2 that didn'tused to exist in 1.0.0-final

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

Steve,

This appears to be a "heisen-bug". I've spent a fair amount of time
trying to isolate and reproduce it, but it seems to have disappeared.
There was nothing relevant in the log when the error was reproducible.

I have two apps, one is an OrderManagementSystem an the other an
ExchangeSimulator.
Both use the same underlying core library that uses QFJ, and both
send/receive QFJ.

However, only the ExchangeSimulator unit tests exhibited this problem,
and that code is an Acceptor, while OMS is an Initiator and didn't
have the problem.

Interestingly, after i went from using 1.0.2 to 1.0.0-final back a
forth a few times, the bug has disappeared. I tried it on fresh
checkouts, different machines and different users, and it's gone.

I'll keep an eye out on its reemergence, and will let the list know.

Joerg, if you end up being able to reproduce it as well, please keep
me posted and perhaps we can figure the problem out together.

thanks for your help!

On 8/14/06, Steve Bate <st...@te...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hello Toli,
>
> It appears that somehow block() is processing a message and session
> object is null. I've looked at the code and I don't see how this would
> happen. Is it possible for you to send me your failing unit test
> failing (off list)? If not, is your application an acceptor or an
> initiator? Is there anything relevant in the log file?
>
> Thanks,
>
> Steve
>
>
>
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On
> > Behalf Of Toli Kuznets
> > Sent: Tuesday, August 15, 2006 2:24 AM
> > Cc: qui...@li...
> > Subject: [Quickfixj-users] NullPointerException in QFJ 1.0.2
> > that didn'tused to exist in 1.0.0-final
> >
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/
> > Hi,
> >
> > I have a basic app that uses QFJ to communicate. I have a bunch of uni
> > tests running continiously, and they've been passing with the app
> > linked to 1.0.0-final of QuickFix/J.
> >
> > However, as soon as i tried switching to 1.0.2 i get the
> > following error:
> > Exception in thread "QFJ Socket Acceptor 126f75b"
> > java.lang.NullPointerException
> >         at
> > quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessa
> geEvent.processMessage(SingleThreadedEventHandlingStrategy.java:131)
> >         at
> > quickfix.mina.SingleThreadedEventHandlingStrategy.block(Single
> > ThreadedEventHandlingStrategy.java:70)
> >         at
> > quickfix.mina.SingleThreadedEventHandlingStrategy$1.run(Single
> > ThreadedEventHandlingStrategy.java:86)
> >         at java.lang.Thread.run(Unknown Source)
> >
> > There's no nested exception, and it's a thread created by QFJ
> > and not my app.
> >
> > Switching the code back to using 1.0.0-final fixes the problem. I
> > never used 1.0.1 so i can't tell if the problem manifests itself there
> > as well.
> >
> > Any ideas on what could be causing this?
> > This is happening both on Ubuntu Linux and MacOSX. Not even sure how
> > to debug this since the exception is coming from a QFJ/mina code.
> >
> > thanks
> >
> > --------------------------------------------------------------
> > -----------
> > Using Tomcat but need to do more? Need to support web
> > services, security?
> > Get stuff done quickly with pre-integrated technology to make
> > your job easier
> > Download IBM WebSphere Application Server v.1.0.1 based on
> > Apache Geronimo
> > http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&
> > dat=121642
> > _______________________________________________
> > Quickfixj-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users
> >
>
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> 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] NullPointerException in QFJ 1.0.2 that didn'tused to exist in 1.0.0-final

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

On 08/15/06 08:54, Steve Bate wrote:
> It appears that somehow block() is processing a message and session
> object is null. I've looked at the code and I don't see how this would
> happen. Is it possible for you to send me your failing unit test
> failing (off list)? If not, is your application an acceptor or an
> initiator? Is there anything relevant in the log file?

Steve, the same happened to me. Today I got with version 1.0.1 this error=
:

[2006-08-15 17:41:47,472] [INFO ] [quickfix.mina.acceptor.AcceptorIoHandl=
er] (SocketAcceptor-0) MINA
	session created: /192.168.1.8:57611
[2006-08-15 17:41:47,573] [DEBUG] [FixLogFactory] (AnonymousIoService-1-2=
)
	FIX.4.2:FixGateway->FixClient: incoming:
	8=3DFIX.4.2|9=3D62|35=3D5|34=3D1|49=3DFixClient|52=3D20060815-15:41:47.5=
40|56=3DFixGateway|10=3D091|
Exception in thread "QFJ Socket Acceptor 992bae" java.lang.NullPointerExc=
eption
         at=20
quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.pro=
cessMessage(SingleThreadedEventHandlingStrategy.java:131)
         at=20
quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEve=
ntHandlingStrategy.java:70)
         at=20
quickfix.mina.SingleThreadedEventHandlingStrategy$1.run(SingleThreadedEve=
ntHandlingStrategy.java:86)
         at java.lang.Thread.run(Thread.java:595)

If I can reproduce this error tomorrow, I will send you more details.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfixj-users] NullPointerException in QFJ 1.0.2 that didn'tused to exist in 1.0.0-final

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

Hello Toli,

It appears that somehow block() is processing a message and session
object is null. I've looked at the code and I don't see how this would
happen. Is it possible for you to send me your failing unit test
failing (off list)? If not, is your application an acceptor or an
initiator? Is there anything relevant in the log file?

Thanks,

Steve

 

> -----Original Message-----
> From: qui...@li... 
> [mailto:qui...@li...] On 
> Behalf Of Toli Kuznets
> Sent: Tuesday, August 15, 2006 2:24 AM
> Cc: qui...@li...
> Subject: [Quickfixj-users] NullPointerException in QFJ 1.0.2 
> that didn'tused to exist in 1.0.0-final
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Hi,
> 
> I have a basic app that uses QFJ to communicate. I have a bunch of uni
> tests running continiously, and they've been passing with the app
> linked to 1.0.0-final of QuickFix/J.
> 
> However, as soon as i tried switching to 1.0.2 i get the 
> following error:
> Exception in thread "QFJ Socket Acceptor 126f75b" 
> java.lang.NullPointerException
>         at 
> quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessa
geEvent.processMessage(SingleThreadedEventHandlingStrategy.java:131)
>         at 
> quickfix.mina.SingleThreadedEventHandlingStrategy.block(Single
> ThreadedEventHandlingStrategy.java:70)
>         at 
> quickfix.mina.SingleThreadedEventHandlingStrategy$1.run(Single
> ThreadedEventHandlingStrategy.java:86)
>         at java.lang.Thread.run(Unknown Source)
> 
> There's no nested exception, and it's a thread created by QFJ 
> and not my app.
> 
> Switching the code back to using 1.0.0-final fixes the problem. I
> never used 1.0.1 so i can't tell if the problem manifests itself there
> as well.
> 
> Any ideas on what could be causing this?
> This is happening both on Ubuntu Linux and MacOSX. Not even sure how
> to debug this since the exception is coming from a QFJ/mina code.
> 
> thanks
> 
> --------------------------------------------------------------
> -----------
> Using Tomcat but need to do more? Need to support web 
> services, security?
> Get stuff done quickly with pre-integrated technology to make 
> your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on 
> Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&
> dat=121642
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
> 

[Quickfixj-users] NullPointerException in QFJ 1.0.2 that didn't used to exist in 1.0.0-final

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

Hi,

I have a basic app that uses QFJ to communicate. I have a bunch of uni
tests running continiously, and they've been passing with the app
linked to 1.0.0-final of QuickFix/J.

However, as soon as i tried switching to 1.0.2 i get the following error:
Exception in thread "QFJ Socket Acceptor 126f75b" java.lang.NullPointerException
        at quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:131)
        at quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:70)
        at quickfix.mina.SingleThreadedEventHandlingStrategy$1.run(SingleThreadedEventHandlingStrategy.java:86)
        at java.lang.Thread.run(Unknown Source)

There's no nested exception, and it's a thread created by QFJ and not my app.

Switching the code back to using 1.0.0-final fixes the problem. I
never used 1.0.1 so i can't tell if the problem manifests itself there
as well.

Any ideas on what could be causing this?
This is happening both on Ubuntu Linux and MacOSX. Not even sure how
to debug this since the exception is coming from a QFJ/mina code.

thanks

[Quickfixj-users] [ANN] QuickFIX/J 1.0.2 Released

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

This is primarily a maintenance release with several
bug fixes and a few a few minor improvements. Thanks to
Brad Harvey, Nick Fortescue, Eddie Robertsson, Matyas Barakonyi,
Scott Harrington, Christian Braeuner and Lin Lejiang for
their 1.0.1 problem reports and assistance.

File can be downloaded from SourceForge at:

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

Release Notes - QuickFIX/J - Version 1.0.2

** Bug
    * [QFJ-30] - Weekly session does not work 
    * [QFJ-32] - SessionSchedule race condition causes disconnect at
midnight UTC
    * [QFJ-34] - Thread leak in socket connector
    * [QFJ-36] - Missing enums for SecurityTradingStatus (Tag #326)
    * [QFJ-39] - ClassCastException in MessageCracker
    * [QFJ-40] - MarketDepth enum status inconsistent
    * [QFJ-51] - QuickFIX/J Initiator failover multi-address has a wrong
rolling sequence

** Improvement
    * [QFJ-37] - Make executor in examples handle Forex limit orders too
    * [QFJ-41] - AllocLinkType has different descriptions for enum in
FIX42.xml and FIX44.xml

--
Steve Bate

[Quickfixj-users] quickfixj 1.0.2 release date?

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

Hi Steve,

Is there a planned release date for quickfixj 1.0.2?

Thanks,
Brad.

[Quickfixj-users] FIX & QF/J Training - St. Louis - Sept. 13-15, 2006

[Kristin M. <men...@oc...>]

OCI is currently accepting registrations for the upcoming QuickFIX for Java
Developers open enrollment training class.  
 
Here are the details:
 
Title: Intro to FIX (day 1) & QuickFIX for Java Developers (days 2-3)
Course Description:
http://www.ociweb.com/education/services/descrip/FINC02-01.html
Dates: September 13-15, 2006
Location: OCI Education Center (St. Louis, MO)
Online Registration Available at
http://www.ociweb.com/education/services/descrip/finc02-01/untitled?proxiedU
rl=http%3A%2F%2Fwww.ociweb.com%2Feducation%2Fscripts%2Fregister.cgi%3Fcourse
Code%3DFINC02-01%26type%3Done%26time%3D2006-09-13%252000%3A00%3A00;func=view
 
Please feel free to contact me directly with additional questions.  We can
also provide private onsite training at your facility, anywhere in the US
and internationally!
 
Best regards,
 
Kristin Menefee
Education Services Manager
Object Computing, Inc. (OCI)
314-579-0066 x203 tel
314-579-0065 fax
www.ociweb.com/education

 
 

Re: [Quickfixj-users] ClassCastException in MessageCracker

[Edde <edd...@gm...>]

Hi Sankalp,

> file "Fix.*.seqnums" contain the last exchanged sequence numbers between
> the applications. A possible hack which worked for me was delete the
> contents of client and server folders and restart the application .

Well, this won't work for me since I'm trying to relogon to a previous
session. This means that my counterparty are expecting a certain
seqnum for the session and if I remove the .seqnums file I will try to
logon with seqnum =3D 1 which isn't going to work.

> An appropriate solution seems to be is to  set "ResetOnLogout",
> "ResetOnDisconnect","SendResetSeqNumFlag"(http://www.quickfixj.org/quick
> fixj/usermanual/usage/configuration.html) in the application's .cfg file
> for both the communicating applications.

No, this is not a solution for me either.

Since you've had the same problem I guess this makes the problem a bug
in QuickFIX/J so I'll report this as a bug.

Thanks,
/Eddie

> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of Edde
> Sent: Wednesday, July 19, 2006 5:09 AM
> To: qui...@li...; edd...@gm...
> Subject: [Quickfixj-users] ClassCastException in MessageCracker
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Guys,
>
> I've been using QuickFIX/J for a couple of weeks now and for the most
> part I'm very happy with the result. Thanks to Steve and the rest for
> finally making QuickFIX a pure Java application!
>
> However, yesterday when I had to restart our application I had some
> issues when QuickFIX didn't respond correctly to a ResendRequest from
> our counterparty.
>
> Normally this is what happens when I have to restart during the day:
>
> XXX =3D Me
> YYY =3D Counterparty
>
> 8=3DFIX.4.2=019=3D53=0135=3DA=0134=3D7200=0149=3DXXX=0152=3D20060718-08:0=
7:30.231=0156=3DYYY=0110=3D10
> 8=01
> 8=3DFIX.4.2=019=3D66=0135=3DA=0134=3D7201=0149=3DXXX=0152=3D20060718-08:0=
7:30.261=0156=3DYYY=0198=3D0=01
> 108=3D180=0110=3D195=01
> 8=3DFIX.4.2=019=3D66=0135=3DA=0134=3D14225=0149=3DYYY=0152=3D20060718-08:=
07:29.596=0156=3DXXX=0198=3D0
> =01108=3D30=0110=3D212=01
> 8=3DFIX.4.2=019=3D62=0135=3D2=0134=3D7202=0149=3DXXX=0152=3D20060718-08:0=
7:32.134=0156=3DYYY=017=3D1=011
> 6=3D0=0110=3D222=01
> 8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7203=0149=3DXXX=0152=3D20060718-08:0=
7:32.134=0156=3DYYY=01112=3DR
> esendHasFinished=0110=3D224=01
>
> ResendRequest from YYY:
> 8=3DFIX.4.2=019=3D66=0135=3D2=0134=3D14226=0149=3DYYY=0152=3D20060718-08:=
07:29.600=0156=3DXXX=017=3D71
> 50=0116=3D0=0110=3D182=01
>
> Correct respons from QuickFIX/J:
> 8=3DFIX.4.2=019=3D94=0135=3D4=0134=3D7150=0143=3DY=0149=3DXXX=0152=3D2006=
0718-08:07:32.184=0156=3DYYY=01
> 122=3D20060718-08:07:32=0136=3D7204=01123=3DY=0110=3D080=01
> 8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7204=0149=3DXXX=0152=3D20060718-08:0=
7:38.143=0156=3DYYY=01112=3DT
> est
> OS, 10:07:38=0110=3D149=01
> 8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7205=0149=3DXXX=0152=3D20060718-08:0=
7:41.147=0156=3DYYY=01112=3DT
> est
> OS, 10:07:41=0110=3D142=01
>
> Yesterday's scenario:
>
> 8=3DFIX.4.2=019=3D67=0135=3DA=0134=3D30499=0149=3DXXX=0152=3D20060718-11:=
29:33.504=0156=3DYYY=0198=3D0
> =01108=3D180=0110=3D004=01
> 8=3DFIX.4.2=019=3D67=0135=3DA=0134=3D61254=0149=3DYYY=0152=3D20060718-11:=
29:34.083=0156=3DXXX=0198=3D0
> =01108=3D180=0110=3D000=01
> 8=3DFIX.4.2=019=3D63=0135=3D2=0134=3D30500=0149=3DXXX=0152=3D20060718-11:=
29:36.728=0156=3DYYY=017=3D1=01
> 16=3D0=0110=3D023=01
> 8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30501=0149=3DXXX=0152=3D20060718-11:=
29:36.738=0156=3DYYY=01112=3D
> ResendHasFinished=0110=3D026=01
>
> ResendRequest from YYY:
> 8=3DFIX.4.2=019=3D67=0135=3D2=0134=3D61255=0149=3DYYY=0152=3D20060718-11:=
29:34.087=0156=3DXXX=017=3D30
> 498=0116=3D0=0110=3D249=01
>
> The correct Sequence Reset message is missing from QuickFIX/J...
>
> 8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30502=0149=3DXXX=0152=3D20060718-11:=
29:42.757=0156=3DYYY=01112=3D
> Test
> OS, 13:29:42=0110=3D201=01
> 8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30503=0149=3DXXX=0152=3D20060718-11:=
29:45.761=0156=3DYYY=01112=3D
> Test
> OS, 13:29:45=0110=3D203=01
>
> When checking the Event log I found the following:
>
> 20060718-11:29:31.220: Session FIX.4.2:XXX->YYY schedule is daily,
> 00:00:00 UTC - 00:00:00 UTC
> 20060718-11:29:31.241: Created session: FIX.4.2:XXX->YYY
> 20060718-11:29:33.554: Initiated logon request
> 20060718-11:29:36.728: Received logon response
> 20060718-11:29:36.728: MsgSeqNum too high, expecting 1 but received
> 61254
> 20060718-11:29:36.738: Sent ResendRequest FROM: 1 TO: 0
> 20060718-11:29:36.788: Received ResendRequest FROM: 30498 TO: 0
> 20060718-11:29:36.819: Error during message processing
> java.lang.ClassCastException: quickfix.Message
>        at quickfix.MessageCracker.crack(MessageCracker.java:48)
>        at
> trader.quickfix.QuickFIXApplication.toApp(QuickFIXApplication.java:373)
>        at quickfix.Session.resend(Session.java:757)
>        at quickfix.Session.nextResendRequest(Session.java:698)
>        at quickfix.Session.next(Session.java:585)
>        at
> quickfix.mina.ThreadPerSessionEventHandlingStrategy$MessageDispatchingTh
> read.run(ThreadPerSessionEventHandlingStrategy.java:75)
>
> I'm sure that this ClassCastException is the problem but I have no idea
> what might be the cause. Anyone experienced the same thing?
> I'll check if I can recreate the problem and add some debug code to
> check what object type is passed when problem occurs.
>
> Thanks,
> /Eddie
>
> ------------------------------------------------------------------------
> -
> Take Surveys. Earn Cash. Influence the Future of IT Join
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Re: [Quickfixj-users] mutiple values in tag / repeating tags

[Nayak, S. \(IT\) <San...@mo...>]

Hi Toli

Thanks for the response .My question concerns having repeating tags at
the same message/group . Just for illustration purpose, suppose  I want
to have more than one MDEntryPx in the same NoMDEntries group as long as
my communicating applications understand what each of MDEntryPx stand
for .=20

group.set(new MDEntryType('0'));
group.set(new MDEntryPx(12.32));
group.set(new MDEntryPx(10.00));
group.set(new MDEntrySize(50));
group.set(new OrderID("ORDERID"));
message.addGroup(group);

I was wondering whether I can have multiple tags at same hierarchical
level either message or any group=20
But my concern is will the message break while being validated ? OR how
do I support such functionality ?

Thanks
Sankalp

=20


Sankalp Nayak=20
Morgan Stanley | Technology
NY | 750 Seventh Avenue
Office:  +1  212 762 1973     =20
Mobile: +1 716 480 0550
San...@mo...

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Toli
Kuznets
Sent: Wednesday, July 19, 2006 3:50 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] mutiple values in tag / repeating tags

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

not sure about the first part of your question.
you can definitely have repeating tags/groups in a message, just depends
on what kind of message.

Have you seen this example:
http://www.quickfixj.org/quickfixj/usermanual/usage/repeating_groups.htm
l

You can definitely have repeating groups in MarketDataRequest and
MarketDataSnapshotFullRefresh, for example.

does that answer your question? My company will actually be posting our
open-source product up online in a few days, you can look there for
usage examples soon.

toli

On 7/19/06, Nayak, Sankalp (IT) <San...@mo...> wrote:
> QuickFIX/J Documentation:
> http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
>
> Hi
>
> I had two quick questions :
>
> 1. whether we can make a single tag  contain multiple values seperated

> by a predefined delimeter .
> 2. can we have repeating tags in a message/group as long as it does=20
> not break the message semantics . I think old versions of FIX protocol

> used to support it .
>
>  thanks
> Sankalp
>
>
>  ________________________________
>
>
> NOTICE: If received in error, please destroy and notify sender. =20
> Sender does not waive confidentiality or privilege, and use is
prohibited.
>
> ----------------------------------------------------------------------
> --- Take Surveys. Earn Cash. Influence the Future of IT Join=20
> SourceForge.net's Techsay panel and you'll get the chance to share=20
> your opinions on IT & business topics through brief surveys -- and=20
> earn cash=20
> =
http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D=
DEV
> DEV
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>


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

------------------------------------------------------------------------
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_______________________________________________
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--------------------------------------------------------

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Re: [Quickfixj-users] mutiple values in tag / repeating tags

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

Sankalp,

not sure about the first part of your question.
you can definitely have repeating tags/groups in a message, just
depends on what kind of message.

Have you seen this example:
http://www.quickfixj.org/quickfixj/usermanual/usage/repeating_groups.html

You can definitely have repeating groups in MarketDataRequest and
MarketDataSnapshotFullRefresh, for example.

does that answer your question? My company will actually be posting
our open-source product up online in a few days, you can look there
for usage examples soon.

toli

On 7/19/06, Nayak, Sankalp (IT) <San...@mo...> wrote:
> QuickFIX/J Documentation:
> http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
>
> Hi
>
> I had two quick questions :
>
> 1. whether we can make a single tag  contain multiple values seperated by a
> predefined delimeter .
> 2. can we have repeating tags in a message/group as long as it does not
> break the message semantics . I think old versions of FIX protocol used to
> support it .
>
>  thanks
> Sankalp
>
>
>  ________________________________
>
>
> NOTICE: If received in error, please destroy and notify sender.  Sender does
> not waive confidentiality or privilege, and use is prohibited.
>
> -------------------------------------------------------------------------
> 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.org: Open-Source Trading Platform
download.run.trade.

[Quickfixj-users] mutiple values in tag / repeating tags

[Nayak, S. \(IT\) <San...@mo...>]

Hi=20
=20
I had two quick questions :
=20
1. whether we can make a single tag  contain multiple values seperated
by a predefined delimeter .
2. can we have repeating tags in a message/group as long as it does not
break the message semantics . I think old versions of FIX protocol used
to support it .
=20
 thanks
Sankalp
--------------------------------------------------------

NOTICE: If received in error, please destroy and notify sender.  Sender =
does not waive confidentiality or privilege, and use is prohibited.

Re: [Quickfixj-users] ClassCastException in MessageCracker

[Nayak, S. \(IT\) <San...@mo...>]

Hi Edde

I was facing similar problem while running the example applications,
Banjai and Executor respectively. This seems to be  because of mismatch
in sequence numbers between the two communicating applications .In
quickfix/output/data has two folders client and server for the
respective applications which store the session state information .The
file "Fix.*.seqnums" contain the last exchanged sequence numbers between
the applications. A possible hack which worked for me was delete the
contents of client and server folders and restart the application .=20

An appropriate solution seems to be is to  set "ResetOnLogout",
"ResetOnDisconnect","SendResetSeqNumFlag"(http://www.quickfixj.org/quick
fixj/usermanual/usage/configuration.html) in the application's .cfg file
for both the communicating applications.=20
I am not sure about your scenario but this worked for me.Maybee anybody
else can confirm this.
Regards
Sankalp


=20
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Edde
Sent: Wednesday, July 19, 2006 5:09 AM
To: qui...@li...; edd...@gm...
Subject: [Quickfixj-users] ClassCastException in MessageCracker

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

I've been using QuickFIX/J for a couple of weeks now and for the most
part I'm very happy with the result. Thanks to Steve and the rest for
finally making QuickFIX a pure Java application!

However, yesterday when I had to restart our application I had some
issues when QuickFIX didn't respond correctly to a ResendRequest from
our counterparty.

Normally this is what happens when I have to restart during the day:

XXX =3D Me
YYY =3D Counterparty

8=3DFIX.4.2=019=3D53=0135=3DA=0134=3D7200=0149=3DXXX=0152=3D20060718-08:0=
7:30.231=0156=3DYYY=0110=3D10
8=01
8=3DFIX.4.2=019=3D66=0135=3DA=0134=3D7201=0149=3DXXX=0152=3D20060718-08:0=
7:30.261=0156=3DYYY=0198=3D0=01
108=3D180=0110=3D195=01
8=3DFIX.4.2=019=3D66=0135=3DA=0134=3D14225=0149=3DYYY=0152=3D20060718-08:=
07:29.596=0156=3DXXX=0198=3D0
=01108=3D30=0110=3D212=01
8=3DFIX.4.2=019=3D62=0135=3D2=0134=3D7202=0149=3DXXX=0152=3D20060718-08:0=
7:32.134=0156=3DYYY=017=3D1=011
6=3D0=0110=3D222=01
8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7203=0149=3DXXX=0152=3D20060718-08:0=
7:32.134=0156=3DYYY=01112=3DR
esendHasFinished=0110=3D224=01

ResendRequest from YYY:
8=3DFIX.4.2=019=3D66=0135=3D2=0134=3D14226=0149=3DYYY=0152=3D20060718-08:=
07:29.600=0156=3DXXX=017=3D71
50=0116=3D0=0110=3D182=01

Correct respons from QuickFIX/J:
8=3DFIX.4.2=019=3D94=0135=3D4=0134=3D7150=0143=3DY=0149=3DXXX=0152=3D2006=
0718-08:07:32.184=0156=3DYYY=01
122=3D20060718-08:07:32=0136=3D7204=01123=3DY=0110=3D080=01
8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7204=0149=3DXXX=0152=3D20060718-08:0=
7:38.143=0156=3DYYY=01112=3DT
est
OS, 10:07:38=0110=3D149=01
8=3DFIX.4.2=019=3D75=0135=3D1=0134=3D7205=0149=3DXXX=0152=3D20060718-08:0=
7:41.147=0156=3DYYY=01112=3DT
est
OS, 10:07:41=0110=3D142=01

Yesterday's scenario:

8=3DFIX.4.2=019=3D67=0135=3DA=0134=3D30499=0149=3DXXX=0152=3D20060718-11:=
29:33.504=0156=3DYYY=0198=3D0
=01108=3D180=0110=3D004=01
8=3DFIX.4.2=019=3D67=0135=3DA=0134=3D61254=0149=3DYYY=0152=3D20060718-11:=
29:34.083=0156=3DXXX=0198=3D0
=01108=3D180=0110=3D000=01
8=3DFIX.4.2=019=3D63=0135=3D2=0134=3D30500=0149=3DXXX=0152=3D20060718-11:=
29:36.728=0156=3DYYY=017=3D1=01
16=3D0=0110=3D023=01
8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30501=0149=3DXXX=0152=3D20060718-11:=
29:36.738=0156=3DYYY=01112=3D
ResendHasFinished=0110=3D026=01

ResendRequest from YYY:
8=3DFIX.4.2=019=3D67=0135=3D2=0134=3D61255=0149=3DYYY=0152=3D20060718-11:=
29:34.087=0156=3DXXX=017=3D30
498=0116=3D0=0110=3D249=01

The correct Sequence Reset message is missing from QuickFIX/J...

8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30502=0149=3DXXX=0152=3D20060718-11:=
29:42.757=0156=3DYYY=01112=3D
Test
OS, 13:29:42=0110=3D201=01
8=3DFIX.4.2=019=3D76=0135=3D1=0134=3D30503=0149=3DXXX=0152=3D20060718-11:=
29:45.761=0156=3DYYY=01112=3D
Test
OS, 13:29:45=0110=3D203=01

When checking the Event log I found the following:

20060718-11:29:31.220: Session FIX.4.2:XXX->YYY schedule is daily,
00:00:00 UTC - 00:00:00 UTC
20060718-11:29:31.241: Created session: FIX.4.2:XXX->YYY
20060718-11:29:33.554: Initiated logon request
20060718-11:29:36.728: Received logon response
20060718-11:29:36.728: MsgSeqNum too high, expecting 1 but received
61254
20060718-11:29:36.738: Sent ResendRequest FROM: 1 TO: 0
20060718-11:29:36.788: Received ResendRequest FROM: 30498 TO: 0
20060718-11:29:36.819: Error during message processing
java.lang.ClassCastException: quickfix.Message
	at quickfix.MessageCracker.crack(MessageCracker.java:48)
	at
trader.quickfix.QuickFIXApplication.toApp(QuickFIXApplication.java:373)
	at quickfix.Session.resend(Session.java:757)
	at quickfix.Session.nextResendRequest(Session.java:698)
	at quickfix.Session.next(Session.java:585)
	at
quickfix.mina.ThreadPerSessionEventHandlingStrategy$MessageDispatchingTh
read.run(ThreadPerSessionEventHandlingStrategy.java:75)

I'm sure that this ClassCastException is the problem but I have no idea
what might be the cause. Anyone experienced the same thing?
I'll check if I can recreate the problem and add some debug code to
check what object type is passed when problem occurs.

Thanks,
/Eddie

------------------------------------------------------------------------
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Re: [Quickfixj-users] SecurityTradingStatus valid values VS. incorrecttag value

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

Hello Matyi,

The FIX*.xml files are hand maintained so occasionally we
find a missing enum. Like Toby suggested, a patch for the
FIX44.xml would be useful and will be included in the
release of QFJ. At a minimum, please enter a Jira issue
in the QFJ bug tracker and we'll correct the problem.

Thanks,

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Matyas Barakonyi
> Sent: Wednesday, July 19, 2006 11:55 AM
> To: qui...@li...
> Subject: [Quickfixj-users] SecurityTradingStatus valid values=20
> VS. incorrecttag value
>=20
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/ Hi All,
>=20
> We found a strange problem, when we made a FIX.4.4. testing=20
> application.=20
> When we send a SecurityStatusRequest (35=3De), the server sends=20
> the SecurityStatus (35=3Df) message with SecurityTradingStatus=20
> (Tag #326) =3D 17 ("Ready to trade!")!
>=20
> But the quickfix throws an incorrect tag value exception=20
> (<20060719-09:42:51, FIX.4.4:A81->XXXXX, event> (Message 371=20
> Rejected:=20
> Value is incorrect (out of range) for this tag:326)
> FixTester.toAdmin:=20
> =
8=3DFIX.4.4=019=3D131=0135=3D3=0134=3D103=0149=3DA81=0152=3D20060719-09:4=
2:51.591=0156
> =3DBAXTER=0145=3D371=0158=3DValue
> is incorrect (out of range) for this =
tag=01371=3D326=01372=3Df=01373=3D5=0110=3D253=01)
>=20
> We checked the constants on the quickfix javadoc  file:
>=20
> *quickfix.field.SecurityTradingStatus
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html>*=20
>=20
> |public static final int| 	|FIELD=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#FIELD>|=20
> 	|326|
> |public static final int| 	|MARKET_IMBALANCE_BUY=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#MARKET_IMBALANCE_BUY>|=20
> 	|7|
> |public static final int| 	|MARKET_IMBALANCE_SELL=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#MARKET_IMBALANCE_SELL>|=20
> 	|8|
> |public static final int| 	|MARKET_ON_CLOSE_IMBALANCE_BUY=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#MARKET_ON_CLOSE_IMBALANCE_BUY>|=20
> 	|9|
> |public static final int| 	|NO_OPEN_NO_RESUME=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#NO_OPEN_NO_RESUME>|=20
> 	|4|
> |public static final int| 	|OPENING_DELAY=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#OPENING_DELAY>|=20
> 	|1|
> |public static final int| 	|PRICE_INDICATION=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#PRICE_INDICATION>|=20
> 	|5|
> |public static final int| 	|RESUME=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#RESUME>|=20
> 	|3|
> |public static final int| 	|TRADING_HALT=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#TRADING_HALT>|=20
> 	|2|
> |public static final int| 	|TRADING_RANGE_INDICATION=20
> <http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/Sec
> urityTradingStatus.html#TRADING_RANGE_INDICATION>|=20
> 	|6|
>=20
> But, in the FIX.4.4 documentation contains this:
>=20
>   Valid values:
>   1 =3D Opening Delay
>   2 =3D Trading Halt
>   3 =3D Resume
>   4 =3D No Open/No Resume
>   5 =3D Price Indication
>   6 =3D Trading Range Indication
>   7 =3D Market Imbalance Buy
>   8 =3D Market Imbalance Sell
>   9 =3D Market On Close Imbalance Buy
>   10 =3D Market On Close Imbalance Sell
>   11 =3D (not assigned)
>   12 =3D No Market Imbalance
>   13 =3D No Market On Close Imbalance
>   14 =3D ITS Pre-Opening
>   15 =3D New Price Indication
>   16 =3D Trade Dissemination Time
>   17 =3D Ready to trade (start of session)
>   18 =3D Not Available for trading (end of session)
>   19 =3D Not Traded on this Market
>   20 =3D Unknown or Invalid
>   21 =3D Pre-Open
>   22 =3D Opening Rotation
>   23 =3D Fast Market
>=20
>=20
> Why hasn't the quickfix constants for every valid values of=20
> the SecurityTradingStatus?
> How can I solve this problem? (Catch the exception after the=20
> MessageCracker, or extend the constants wit the possible values...)
>=20
> Thank you,
>=20
>                              Matyi
>=20
>=20
> --------------------------------------------------------------
> -----------
> Take Surveys. Earn Cash. Influence the Future of IT Join=20
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>=20

Re: [Quickfixj-users] SecurityTradingStatus valid values VS. incorrecttag value

[Shepheard, T. \(London\) <Tob...@ml...>]

The message definitions for FIX 4.4 are held in the /etc/FIX44.xml file.
The classes are then generated based on this.

Your best course of action is to update the FIX44.xml file with the full
set of values and then regenerate the quickfix src-generated java and
classes. If you are feeling benevolent than submit the changes as a
patch too, so others will benefit in future and you won't have to repeat
this for future releases :)

If you don't want to recompile QFJ, I believe you can also get away with
just adding the values in the FIX44.xml file; this will prevent the
validation errors but obviously won't add them to the underlying
classes. There's a little more detail on this at
http://www.quickfixj.org/quickfixj/usermanual/usage/validation.html
which may help.=20

Regards,
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Matyas Barakonyi
Sent: 19 July 2006 10:55
To: qui...@li...
Subject: [Quickfixj-users] SecurityTradingStatus valid values VS.
incorrecttag value


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

We found a strange problem, when we made a FIX.4.4. testing application.

When we send a SecurityStatusRequest (35=3De), the server sends the=20
SecurityStatus (35=3Df) message with SecurityTradingStatus (Tag #326) =
=3D 17

("Ready to trade!")!

But the quickfix throws an incorrect tag value exception
(<20060719-09:42:51, FIX.4.4:A81->XXXXX, event> (Message 371 Rejected:=20
Value is incorrect (out of range) for this tag:326)=20
FixTester.toAdmin:=20
8=3DFIX.4.4=019=3D131=0135=3D3=0134=3D103=0149=3DA81=0152=3D20060719-09:4=
2:51.591=0156=3DBAXTER=0145
=3D371=0158=3DValue=20
is incorrect (out of range) for this =
tag=01371=3D326=01372=3Df=01373=3D5=0110=3D253=01)

We checked the constants on the quickfix javadoc  file:

*quickfix.field.SecurityTradingStatus=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html>*=20

|public static final int| 	|FIELD=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#FIELD>|=20
	|326|
|public static final int| 	|MARKET_IMBALANCE_BUY=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#MARKET_IMBALANCE_BUY>|=20
	|7|
|public static final int| 	|MARKET_IMBALANCE_SELL=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#MARKET_IMBALANCE_SELL>|=20
	|8|
|public static final int| 	|MARKET_ON_CLOSE_IMBALANCE_BUY=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#MARKET_ON_CLOSE_IMBALANCE_BUY>|=20
	|9|
|public static final int| 	|NO_OPEN_NO_RESUME=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#NO_OPEN_NO_RESUME>|=20
	|4|
|public static final int| 	|OPENING_DELAY=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#OPENING_DELAY>|=20
	|1|
|public static final int| 	|PRICE_INDICATION=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#PRICE_INDICATION>|=20
	|5|
|public static final int| 	|RESUME=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#RESUME>|=20
	|3|
|public static final int| 	|TRADING_HALT=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#TRADING_HALT>|=20
	|2|
|public static final int| 	|TRADING_RANGE_INDICATION=20
<http://www.quickfixj.org/quickfixj/javadoc/quickfix/field/SecurityTradi
ngStatus.html#TRADING_RANGE_INDICATION>|=20
	|6|

But, in the FIX.4.4 documentation contains this:

  Valid values:
  1 =3D Opening Delay
  2 =3D Trading Halt
  3 =3D Resume
  4 =3D No Open/No Resume
  5 =3D Price Indication
  6 =3D Trading Range Indication
  7 =3D Market Imbalance Buy
  8 =3D Market Imbalance Sell
  9 =3D Market On Close Imbalance Buy
  10 =3D Market On Close Imbalance Sell
  11 =3D (not assigned)
  12 =3D No Market Imbalance
  13 =3D No Market On Close Imbalance
  14 =3D ITS Pre-Opening
  15 =3D New Price Indication
  16 =3D Trade Dissemination Time
  17 =3D Ready to trade (start of session)
  18 =3D Not Available for trading (end of session)
  19 =3D Not Traded on this Market
  20 =3D Unknown or Invalid
  21 =3D Pre-Open
  22 =3D Opening Rotation
  23 =3D Fast Market


Why hasn't the quickfix constants for every valid values of the=20
SecurityTradingStatus?
How can I solve this problem? (Catch the exception after the=20
MessageCracker, or extend the constants wit the possible values...)

Thank you,

                             Matyi


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