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

Re: [Quickfixj-users] Usage of SocketInitiator

[Christoph J. <chr...@ma...>]

Hi,

you can safely use one SocketInitiator for multiple sessions. The default SocketInitiator has one 
thread for all sessions.
You might want to use a ThreadedSocketInitiator then (has one thread per session) but it is not 
required.

If you used one SocketInitiator per connection it is IMHO easier to start/stop dedicated sessions. 
You could then simply stop the whole SocketInitiator.
I don't know how many sessions you want to handle.

Cheers,
Chris.



On 12.09.19 11:51, Kodippili Arachchige, Asanka wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> What is the correct usage of SocketInitiator ? Is it recommended to create a separate session 
> initiator object for each connection? I came across some code that follows this approach.  Can’t 
> we safely use the same SocketInitiator for multiple connections in a multi-threaded application ? 
> The documentation suggests that this is possible. I wanted to check if there is might be any 
> reason to use the one  SocketInitiator per connection approach instead.
>
> Thanks,
>
> Asanka
>
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-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
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[Quickfixj-users] Usage of SocketInitiator

[Kodippili A. A. <as...@ls...>]

Hi,
What is the correct usage of SocketInitiator ? Is it recommended to create a separate session initiator object for each connection? I came across some code that follows this approach.  Can't we safely use the same SocketInitiator for multiple connections in a multi-threaded application ? The documentation suggests that this is possible. I wanted to check if there is might be any reason to use the one  SocketInitiator per connection approach instead.

Thanks,
Asanka

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Re: [Quickfixj-users] JPMS - split package issue

[Christoph J. <chr...@ma...>]

Hi Vlad,

oh well, yes. This is one of the things that were done to get the dependencies in Maven right IIRC. 
But I could be wrong, it was some years ago when this was done.
However, please feel free the open a PR for this, very much appreciated. 
https://github.com/quickfix-j/quickfixj/pulls

I think all users appreciate if QFJ could be used with a recent Java version without issues.

Thanks in advance and best regards
Chris.

On 12.09.19 09:55, vlad manuel via Quickfixj-users wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi all,
>
> I'm trying to use quickfixj in a Java11 environment with the new java modules.
> However, I'm facing some split package issues.
> E.g., each version of quickfix messages contain the same "quickfix.fiels" package.
> So if I'm using two versions of messages in my module, I'm facing a split package issue which is 
> no longer tolerated by the jvm.
>
> I would like to create a PR for this. Looking forward to hearing your opinion on this topic.
>
> Thanks,
> Vlad Muresan
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

[Quickfixj-users] JPMS - split package issue

[vlad m. <vla...@ya...>]

Hi all,
I'm trying to use quickfixj in a Java11 environment with the new java modules.However, I'm facing some split package issues.E.g., each version of quickfix messages contain the same "quickfix.fiels" package.So if I'm using two versions of messages in my module, I'm facing a split package issue which is no longer tolerated by the jvm.
I would like to create a PR for this. Looking forward to hearing your opinion on this topic.
Thanks,Vlad Muresan

Re: [Quickfixj-users] SSL handshake callback and socket handle access

[Aaron B. <aar...@gm...>]

Thanks Chris!
I was able to extract the information a few different ways. The one
that made the most sense to my particular use case was to run the check
during the onLogon callback. I was able to cleanly get the IoSession
and extract the information from the filterChain. This was late enough
to ensure the handshake had completed, and early enough that the
connection won't be able to make any further actions. Really appreciate
the pointers on this, they were quite helpful.
On Mon, 2019-09-02 at 15:05 +0200, Christoph John wrote:
>     Or could maybe this method
>       be extended:
> 
https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/main/java/quickfix/mina/ssl/X509TrustManagerWrapper.java#L58
> 
>       
> 
>       Cheers,
> 
>       Chris.
> 
>     
> 
>     On 29.08.19 19:09, Christoph John
>       wrote:
> 
>     
>     
> >       
> >       Maybe this helps a little: 
> > https://stackoverflow.com/questions/6813929/how-to-get-the-principal-after-a-successful-ssl-handshake-using-mina
> > 
> >       
> > 
> >       I cannot access the code currently but IIRC you could do
> > something
> >       with a custom TrustManager. But do not remember exactly 
> > 
> >       
> > 
> >       Cheers 
> > 
> >       Chris 
> > 
> >       
> > 
> >       Am 29. August 2019 16:41:59 MESZ schrieb
> >         Aaron Bedra <aar...@gm...>:
> >         
> > >           Thanks Chris. Yes, this is for the acceptor.
> > >             The goal is to obtain the client certificate subject
> > > dn as
> > >             early as possible and verify that it is authorized,
> > > killing
> > >             the connection if not. I'll dig further into the MINA
> > >             session to see if I can get a handle to the socket.
> > >           
> > > 
> > >           
> > >             On Tue, Aug 27, 2019 at
> > >               3:25 PM Christoph John <chr...@ma...>
> > >               wrote:
> > > 
> > >             
> > >             
> > > >                Hi,
> > > > 
> > > >                 
> > > > 
> > > >                 I did not understand if you want to do this
> > > > from client
> > > >                 code or do you want to extend the acceptor?
> > > > 
> > > >                 IMHO you can only get access to that lowlevel
> > > >                 information using reflection. QFJ uses MINA for
> > > > SSL
> > > >                 communication and does not get notified if the
> > > > handshake
> > > >                 is completed.
> > > > 
> > > >                 If I am not mistaken you can get access to the
> > > > MINA
> > > >                 SslSession via a session attribute.
> > > > 
> > > >                 For an example see here:
> > > > 
> > > >                 
> > > > https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/test/java/quickfix/mina/ssl/SSLCertificateTest.java#L470
> > > > 
> > > >                 
> > > > 
> > > >                 I hope I did not misunderstand your question.
> > > > 
> > > >                 
> > > > 
> > > >                 Cheers,
> > > > 
> > > >                 Chris.
> > > > 
> > > >                 
> > > > 
> > > >                 
> > > > 
> > > >                 On
> > > >                   27.08.19 19:30, Aaron Bedra wrote:
> > > > 
> > > >                 
> > > >                 
> > > > >                   QuickFIX/J Documentation: 
> > > > > http://www.quickfixj.org/documentation/QuickFIX/J Support: 
> > > > > http://www.quickfixj.org/support/
> > > > > 
> > > > > 
> > > > > 
> > > > >                   
> > > > > 
> > > > >                   
> > > > >                   Hello,
> > > > >                     
> > > > > 
> > > > >                     
> > > > >                     I've been digging through the source code
> > > > > for
> > > > >                       acceptors to figure out how to get a
> > > > > handle to the
> > > > >                       underlying socket as connections are
> > > > > established.
> > > > >                       I have two things I would like to do
> > > > > with that
> > > > >                       handle. In my case I am using SSL with
> > > > > client
> > > > >                       certificate authentication. All of that
> > > > > is working
> > > > >                       properly with the basic configuration
> > > > > options.
> > > > >                     
> > > > > 
> > > > >                     
> > > > >                     1) Add a handshake completed listener.
> > > > > The
> > > > >                       basic structure looks like
> > > > >                     
> > > > > 
> > > > >                     
> > > > >                     ((SSLSocket)
> > > > >                       socket).addHandshakeCompletedListener(h
> > > > > andshakeCompletedEvent
> > > > >                       -> {
> > > > > 
> > > > >                                   try {
> > > > > 
> > > > >                                       X509Certificate cert =
> > > > >                       (X509Certificate)handshakeCompletedEven
> > > > > t.getPeerCertificates()[0];
> > > > > 
> > > > >                                      
> > > > >                       System.out.println(cert.getSubjectDN().
> > > > > getName());
> > > > > 
> > > > >                                   } catch
> > > > > (SSLPeerUnverifiedException e)
> > > > >                       {
> > > > > 
> > > > >                                       e.printStackTrace();
> > > > > 
> > > > >                                   }
> > > > > 
> > > > >                               });
> > > > > 
> > > > >                     
> > > > >                     
> > > > > 
> > > > >                     
> > > > >                     Ultimately there are some things I would
> > > > > like
> > > > >                       to extract from the client certificate
> > > > > in order to
> > > > >                       authorize a connection and potentially
> > > > > kill it
> > > > >                       once the certificate is available.
> > > > >                     
> > > > > 
> > > > >                     
> > > > >                     2) Extract a handle to the connection so
> > > > > it can
> > > > >                       be terminated. There may be a reason to
> > > > > disable
> > > > >                       connections belonging to a session and
> > > > > I would
> > > > >                       like to be able to wire up a mechanism
> > > > > to do that
> > > > >                       through the broader management
> > > > > components of the
> > > > >                       platform.
> > > > >                   
> > > > >                   
> > > > > 
> > > > >                   
> > > > >                   
> > > > > 
> > > > >                   
> > > > >                   ___________________________________________
> > > > > ____Quickfixj-users mailing listQuickfixj-
> > > > > us...@li...
> > > > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users
> > > > > 
> > > > >                 
> > > > 
> > > >                 
> > > > 
> > > >                 -- Christoph JohnSoftware EngineeringT +49 241 
> > > > 557...@ma...
> > > > MACD GmbHOppenhoffallee 10352066 Aachen, Germanywww.macd.com
> > > > Amtsgericht Aachen: HRB 8151 Ust.-Id: DE
> > > > 813021663Geschäftsführer: George Macdonald
> > > >               
> > > >             
> > > 
> > >           
> > >         
> > 
> >       
> >     
> 
>     
> 
>     -- Christoph JohnSoftware EngineeringT +49 241 
> 557...@ma...
> MACD GmbHOppenhoffallee 10352066 Aachen, Germanywww.macd.com
> Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663Geschäftsführer:
> George Macdonald
>   
> 

Re: [Quickfixj-users] SSL handshake callback and socket handle access

[Christoph J. <chr...@ma...>]

Or could maybe this method be extended: 
https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/main/java/quickfix/mina/ssl/X509TrustManagerWrapper.java#L58

Cheers,
Chris.

On 29.08.19 19:09, Christoph John wrote:
> Maybe this helps a little: 
> https://stackoverflow.com/questions/6813929/how-to-get-the-principal-after-a-successful-ssl-handshake-using-mina
>
> I cannot access the code currently but IIRC you could do something with a custom TrustManager. But 
> do not remember exactly
>
> Cheers
> Chris
>
> Am 29. August 2019 16:41:59 MESZ schrieb Aaron Bedra <aar...@gm...>:
>
>     Thanks Chris. Yes, this is for the acceptor. The goal is to obtain the client certificate
>     subject dn as early as possible and verify that it is authorized, killing the connection if
>     not. I'll dig further into the MINA session to see if I can get a handle to the socket.
>
>     On Tue, Aug 27, 2019 at 3:25 PM Christoph John <chr...@ma...
>     <mailto:chr...@ma...>> wrote:
>
>         Hi,
>
>         I did not understand if you want to do this from client code or do you want to extend the
>         acceptor?
>         IMHO you can only get access to that lowlevel information using reflection. QFJ uses MINA
>         for SSL communication and does not get notified if the handshake is completed.
>         If I am not mistaken you can get access to the MINA SslSession via a session attribute.
>         For an example see here:
>         https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/test/java/quickfix/mina/ssl/SSLCertificateTest.java#L470
>
>         I hope I did not misunderstand your question.
>
>         Cheers,
>         Chris.
>
>
>         On 27.08.19 19:30, Aaron Bedra wrote:
>>         QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>>         QuickFIX/J Support:http://www.quickfixj.org/support/
>>
>>
>>
>>         Hello,
>>
>>         I've been digging through the source code for acceptors to figure out how to get a handle
>>         to the underlying socket as connections are established. I have two things I would like
>>         to do with that handle. In my case I am using SSL with client certificate authentication.
>>         All of that is working properly with the basic configuration options.
>>
>>         1) Add a handshake completed listener. The basic structure looks like
>>
>>         ((SSLSocket) socket).addHandshakeCompletedListener(handshakeCompletedEvent -> {
>>                     try {
>>                         X509Certificate cert =
>>         (X509Certificate)handshakeCompletedEvent.getPeerCertificates()[0];
>>         System.out.println(cert.getSubjectDN().getName());
>>                     } catch (SSLPeerUnverifiedException e) {
>>                         e.printStackTrace();
>>                     }
>>                 });
>>
>>         Ultimately there are some things I would like to extract from the client certificate in
>>         order to authorize a connection and potentially kill it once the certificate is available.
>>
>>         2) Extract a handle to the connection so it can be terminated. There may be a reason to
>>         disable connections belonging to a session and I would like to be able to wire up a
>>         mechanism to do that through the broader management components of the platform.
>>
>>
>>         _______________________________________________
>>         Quickfixj-users mailing list
>>         Qui...@li...  <mailto:Qui...@li...>
>>         https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>         -- 
>         Christoph John
>         Software Engineering
>         T +49 241 557080-28
>         chr...@ma...  <mailto:chr...@ma...>
>
>         MACD GmbH
>         Oppenhoffallee 103
>         52066 Aachen, Germany
>         www.macd.com  <http://www.macd.com>
>
>         Amtsgericht Aachen: HRB 8151
>         Ust.-Id: DE 813021663
>         Geschäftsführer: George Macdonald
>

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

Re: [Quickfixj-users] How to load my dictionaty?

[Robert N. <rob...@gm...>]

I mean that your dictionary doesn’t have a message type for “j” defined.

> On Aug 27, 2019, at 9:48 AM, Pavel Tashev <pav...@wh...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> Now I have another issue. I sent a request to the client and the clients sends its response back to me.
> 
> The question is that QuickfixJ reponds to the client's response with this:
> 
> 8=FIX.4.4|9=106|35=j|34=3|49=SOMENAME|52=20190827-14:38:24.977|56=CLIENTNAME|45=2|58=Unsupported Message Type|372=W|380=3|10=198|
> 
> What's that for? This causes issues because the client does not accept messages of type:  "j" (35=j).
> 
> On Tue, Aug 27, 2019 at 5:38 PM Pavel Tashev <pav...@wh... <mailto:pav...@wh...>> wrote:
> Ok, that worked! Thanks. 
> 
> I was misleaded by:
> https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html <https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html>
> On Tue, Aug 27, 2019 at 5:31 PM Robert Nicholson <rob...@gm... <mailto:rob...@gm...>> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
> 
> 
> Have you tried setting your path using DataDictionary= ?
> 
>> On Aug 27, 2019, at 9:25 AM, Pavel Tashev <pav...@wh... <mailto:pav...@wh...>> wrote:
>> 
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> Hi, 
>> 
>> In my *.cfg file I have the following settings: 
>> 
>> [DEFAULT]
>> ConnectionType=initiator
>> BeginString=FIX.4.4
>> 
>> StartTime=08:30:00
>> EndTime=21:30:00
>> ReconnectInterval=5
>> HeartBtInt=5
>> LogonTimeout=60
>> 
>> FileStorePath=target/data/sessions/
>> FileLogPath=target/data/logs/
>> 
>> SenderCompID=SOMENAME
>> SocketUseSSL=Y
>> 
>> 
>> [SESSION]
>> TargetCompID=CLIENTNAME
>> SocketConnectHost=CLIENTURL
>> SocketConnectPort=443
>> UseDataDictionary=Y
>> DefaultApplVerID=FIX.4.4
>> AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
>> 
>> 
>> #[SESSION]
>> #TargetCompID= CLIENTNAME 
>> #SocketConnectHost= CLIENTURL 
>> #SocketConnectPort=443
>> #UseDataDictionary=Y
>> #AppDataDictionary= DICTIONARY -TRADING.xml 
>> 
>> 
>> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which contains and requires tag 55.
>> 
>> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
>> 
>> Regards.
>> 
>> On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <pav...@wh... <mailto:pav...@wh...>> wrote:
>> Hi,
>> 
>> In my *.cfg file I have the following settings:
>> 
>> [SESSION]
>> TargetCompID=SOMENAME
>> SocketConnectHost=SOMEURL
>> SocketConnectPort=443
>> UseDataDictionary=Y
>> DefaultApplVerID=FIX.4.4
>> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>> 
>> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which contains and requires tag 55.
>> 
>> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
>> 
>> Regards.
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li... <mailto:Qui...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
> 
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] SSL handshake callback and socket handle access

[Christoph J. <chr...@ma...>]

Maybe this helps a little: https://stackoverflow.com/questions/6813929/how-to-get-the-principal-after-a-successful-ssl-handshake-using-mina

I cannot access the code currently but IIRC you could do something with a custom TrustManager. But do not remember exactly  

Cheers 
Chris 

Am 29. August 2019 16:41:59 MESZ schrieb Aaron Bedra <aar...@gm...>:
>Thanks Chris. Yes, this is for the acceptor. The goal is to obtain the
>client certificate subject dn as early as possible and verify that it
>is
>authorized, killing the connection if not. I'll dig further into the
>MINA
>session to see if I can get a handle to the socket.
>
>On Tue, Aug 27, 2019 at 3:25 PM Christoph John
><chr...@ma...>
>wrote:
>
>> Hi,
>>
>> I did not understand if you want to do this from client code or do
>you
>> want to extend the acceptor?
>> IMHO you can only get access to that lowlevel information using
>> reflection. QFJ uses MINA for SSL communication and does not get
>notified
>> if the handshake is completed.
>> If I am not mistaken you can get access to the MINA SslSession via a
>> session attribute.
>> For an example see here:
>>
>>
>https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/test/java/quickfix/mina/ssl/SSLCertificateTest.java#L470
>>
>> I hope I did not misunderstand your question.
>>
>> Cheers,
>> Chris.
>>
>>
>> On 27.08.19 19:30, Aaron Bedra wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Hello,
>>
>> I've been digging through the source code for acceptors to figure out
>how
>> to get a handle to the underlying socket as connections are
>established. I
>> have two things I would like to do with that handle. In my case I am
>using
>> SSL with client certificate authentication. All of that is working
>properly
>> with the basic configuration options.
>>
>> 1) Add a handshake completed listener. The basic structure looks like
>>
>> ((SSLSocket)
>socket).addHandshakeCompletedListener(handshakeCompletedEvent
>> -> {
>>             try {
>>                 X509Certificate cert =
>> (X509Certificate)handshakeCompletedEvent.getPeerCertificates()[0];
>>                 System.out.println(cert.getSubjectDN().getName());
>>             } catch (SSLPeerUnverifiedException e) {
>>                 e.printStackTrace();
>>             }
>>         });
>>
>> Ultimately there are some things I would like to extract from the
>client
>> certificate in order to authorize a connection and potentially kill
>it once
>> the certificate is available.
>>
>> 2) Extract a handle to the connection so it can be terminated. There
>may
>> be a reason to disable connections belonging to a session and I would
>like
>> to be able to wire up a mechanism to do that through the broader
>management
>> components of the platform.
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing
>lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>> --
>> Christoph John
>> Software Engineering
>> T +49 241 557...@ma...
>>
>> MACD GmbH
>> Oppenhoffallee 103
>> 52066 Aachen, Germanywww.macd.com
>>
>> Amtsgericht Aachen: HRB 8151
>> Ust.-Id: DE 813021663
>> Geschäftsführer: George Macdonald
>>
>>

Re: [Quickfixj-users] SSL handshake callback and socket handle access

[Aaron B. <aar...@gm...>]

Thanks Chris. Yes, this is for the acceptor. The goal is to obtain the
client certificate subject dn as early as possible and verify that it is
authorized, killing the connection if not. I'll dig further into the MINA
session to see if I can get a handle to the socket.

On Tue, Aug 27, 2019 at 3:25 PM Christoph John <chr...@ma...>
wrote:

> Hi,
>
> I did not understand if you want to do this from client code or do you
> want to extend the acceptor?
> IMHO you can only get access to that lowlevel information using
> reflection. QFJ uses MINA for SSL communication and does not get notified
> if the handshake is completed.
> If I am not mistaken you can get access to the MINA SslSession via a
> session attribute.
> For an example see here:
>
> https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/test/java/quickfix/mina/ssl/SSLCertificateTest.java#L470
>
> I hope I did not misunderstand your question.
>
> Cheers,
> Chris.
>
>
> On 27.08.19 19:30, Aaron Bedra wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hello,
>
> I've been digging through the source code for acceptors to figure out how
> to get a handle to the underlying socket as connections are established. I
> have two things I would like to do with that handle. In my case I am using
> SSL with client certificate authentication. All of that is working properly
> with the basic configuration options.
>
> 1) Add a handshake completed listener. The basic structure looks like
>
> ((SSLSocket) socket).addHandshakeCompletedListener(handshakeCompletedEvent
> -> {
>             try {
>                 X509Certificate cert =
> (X509Certificate)handshakeCompletedEvent.getPeerCertificates()[0];
>                 System.out.println(cert.getSubjectDN().getName());
>             } catch (SSLPeerUnverifiedException e) {
>                 e.printStackTrace();
>             }
>         });
>
> Ultimately there are some things I would like to extract from the client
> certificate in order to authorize a connection and potentially kill it once
> the certificate is available.
>
> 2) Extract a handle to the connection so it can be terminated. There may
> be a reason to disable connections belonging to a session and I would like
> to be able to wire up a mechanism to do that through the broader management
> components of the platform.
>
>
> _______________________________________________
> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> --
> Christoph John
> Software Engineering
> T +49 241 557...@ma...
>
> MACD GmbH
> Oppenhoffallee 103
> 52066 Aachen, Germanywww.macd.com
>
> Amtsgericht Aachen: HRB 8151
> Ust.-Id: DE 813021663
> Geschäftsführer: George Macdonald
>
>

Re: [Quickfixj-users] SSL handshake callback and socket handle access

[Christoph J. <chr...@ma...>]

Hi,

I did not understand if you want to do this from client code or do you want to extend the acceptor?
IMHO you can only get access to that lowlevel information using reflection. QFJ uses MINA for SSL 
communication and does not get notified if the handshake is completed.
If I am not mistaken you can get access to the MINA SslSession via a session attribute.
For an example see here:
https://github.com/quickfix-j/quickfixj/blob/bab477e0959b7ab7338b6a37f20749bb0f0478c3/quickfixj-core/src/test/java/quickfix/mina/ssl/SSLCertificateTest.java#L470

I hope I did not misunderstand your question.

Cheers,
Chris.


On 27.08.19 19:30, Aaron Bedra wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hello,
>
> I've been digging through the source code for acceptors to figure out how to get a handle to the 
> underlying socket as connections are established. I have two things I would like to do with that 
> handle. In my case I am using SSL with client certificate authentication. All of that is working 
> properly with the basic configuration options.
>
> 1) Add a handshake completed listener. The basic structure looks like
>
> ((SSLSocket) socket).addHandshakeCompletedListener(handshakeCompletedEvent -> {
>             try {
>                 X509Certificate cert = 
> (X509Certificate)handshakeCompletedEvent.getPeerCertificates()[0];
> System.out.println(cert.getSubjectDN().getName());
>             } catch (SSLPeerUnverifiedException e) {
>                 e.printStackTrace();
>             }
>         });
>
> Ultimately there are some things I would like to extract from the client certificate in order to 
> authorize a connection and potentially kill it once the certificate is available.
>
> 2) Extract a handle to the connection so it can be terminated. There may be a reason to disable 
> connections belonging to a session and I would like to be able to wire up a mechanism to do that 
> through the broader management components of the platform.
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

[Quickfixj-users] SSL handshake callback and socket handle access

[Aaron B. <aar...@gm...>]

Hello,

I've been digging through the source code for acceptors to figure out how
to get a handle to the underlying socket as connections are established. I
have two things I would like to do with that handle. In my case I am using
SSL with client certificate authentication. All of that is working properly
with the basic configuration options.

1) Add a handshake completed listener. The basic structure looks like

((SSLSocket) socket).addHandshakeCompletedListener(handshakeCompletedEvent
-> {
            try {
                X509Certificate cert =
(X509Certificate)handshakeCompletedEvent.getPeerCertificates()[0];
                System.out.println(cert.getSubjectDN().getName());
            } catch (SSLPeerUnverifiedException e) {
                e.printStackTrace();
            }
        });

Ultimately there are some things I would like to extract from the client
certificate in order to authorize a connection and potentially kill it once
the certificate is available.

2) Extract a handle to the connection so it can be terminated. There may be
a reason to disable connections belonging to a session and I would like to
be able to wire up a mechanism to do that through the broader management
components of the platform.

Re: [Quickfixj-users] How to load my dictionaty?

[Christoph J. <chr...@ma...>]

Please read the following: https://github.com/quickfix-j/quickfixj#basics and especially 
https://github.com/quickfix-j/quickfixj#receiving-messages
Then come back with questions you might have.

Thanks,
Chris.

On 27.08.19 16:48, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Now I have another issue. I sent a request to the client and the clients sends its response back 
> to me.
>
> The question is that QuickfixJ reponds to the client's response with this:
>
> 8=FIX.4.4|9=106|35=j|34=3|49=SOMENAME|52=20190827-14:38:24.977|56=CLIENTNAME|45=2|58=Unsupported 
> Message Type|372=W|380=3|10=198|
>
> What's that for? This causes issues because the client does not accept messages of type:  "j" (35=j).
>
> On Tue, Aug 27, 2019 at 5:38 PM Pavel Tashev <pav...@wh... 
> <mailto:pav...@wh...>> wrote:
>
>     Ok, that worked! Thanks.
>
>     I was misleaded by:
>     https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html
>
>     On Tue, Aug 27, 2019 at 5:31 PM Robert Nicholson <rob...@gm...
>     <mailto:rob...@gm...>> wrote:
>
>         QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>         QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>         http://www.quickfixj.org/support/
>
>
>         Have you tried setting your path using DataDictionary= ?
>
>>         On Aug 27, 2019, at 9:25 AM, Pavel Tashev <pav...@wh...
>>         <mailto:pav...@wh...>> wrote:
>>
>>         QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>         QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>>         Hi,
>>
>>         In my *.cfg file I have the following settings:
>>
>>         [DEFAULT]
>>         ConnectionType=initiator
>>         BeginString=FIX.4.4
>>
>>         StartTime=08:30:00
>>         EndTime=21:30:00
>>         ReconnectInterval=5
>>         HeartBtInt=5
>>         LogonTimeout=60
>>
>>         FileStorePath=target/data/sessions/
>>         FileLogPath=target/data/logs/
>>
>>         SenderCompID=SOMENAME
>>         SocketUseSSL=Y
>>
>>
>>         [SESSION]
>>         TargetCompID=CLIENTNAME
>>         SocketConnectHost=CLIENTURL
>>         SocketConnectPort=443
>>         UseDataDictionary=Y
>>         DefaultApplVerID=FIX.4.4
>>         AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
>>
>>
>>         #[SESSION]
>>         #TargetCompID= CLIENTNAME
>>         #SocketConnectHost= CLIENTURL
>>         #SocketConnectPort=443
>>         #UseDataDictionary=Y
>>         #AppDataDictionary= DICTIONARY -TRADING.xml
>>
>>
>>         When I send MarketDataRequest the server (the client) returns a response which DOES NOT
>>         contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error
>>         saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but
>>         the default one which contains and requires tag 55.
>>
>>         The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the
>>         dictionary?
>>
>>         Regards.
>>
>>         On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <pav...@wh...
>>         <mailto:pav...@wh...>> wrote:
>>
>>             Hi,
>>
>>             In my *.cfg file I have the following settings:
>>
>>             [SESSION]
>>             TargetCompID=SOMENAME
>>             SocketConnectHost=SOMEURL
>>             SocketConnectPort=443
>>             UseDataDictionary=Y
>>             DefaultApplVerID=FIX.4.4
>>             AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>>
>>             When I send MarketDataRequest the server (the client) returns a response which DOES
>>             NOT contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns
>>             an error saying that tag 55 is missing. I presume that QuickfixJ does not use my
>>             dictionary but the default one which contains and requires tag 55.
>>
>>             The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the
>>             dictionary?
>>
>>             Regards.
>>
>>         _______________________________________________
>>         Quickfixj-users mailing list
>>         Qui...@li... <mailto:Qui...@li...>
>>         https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>         _______________________________________________
>         Quickfixj-users mailing list
>         Qui...@li... <mailto:Qui...@li...>
>         https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

Re: [Quickfixj-users] How to load my dictionaty?

[Pavel T. <pav...@wh...>]

Now I have another issue. I sent a request to the client and the clients
sends its response back to me.

The question is that QuickfixJ reponds to the client's response with this:

8=FIX.4.4|9=106|35=j|34=3|49=SOMENAME|52=20190827-14:38:24.977|56=CLIENTNAME|45=2|58=Unsupported
Message Type|372=W|380=3|10=198|

What's that for? This causes issues because the client does not accept
messages of type:  "j" (35=j).

On Tue, Aug 27, 2019 at 5:38 PM Pavel Tashev <
pav...@wh...> wrote:

> Ok, that worked! Thanks.
>
> I was misleaded by:
>
> https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html
>
> On Tue, Aug 27, 2019 at 5:31 PM Robert Nicholson <
> rob...@gm...> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Have you tried setting your path using DataDictionary= ?
>>
>> On Aug 27, 2019, at 9:25 AM, Pavel Tashev <
>> pav...@wh...> wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Hi,
>>
>> In my *.cfg file I have the following settings:
>>
>> [DEFAULT]
>> ConnectionType=initiator
>> BeginString=FIX.4.4
>>
>> StartTime=08:30:00
>> EndTime=21:30:00
>> ReconnectInterval=5
>> HeartBtInt=5
>> LogonTimeout=60
>>
>> FileStorePath=target/data/sessions/
>> FileLogPath=target/data/logs/
>>
>> SenderCompID=SOMENAME
>> SocketUseSSL=Y
>>
>>
>> [SESSION]
>> TargetCompID=CLIENTNAME
>> SocketConnectHost=CLIENTURL
>> SocketConnectPort=443
>> UseDataDictionary=Y
>> DefaultApplVerID=FIX.4.4
>> AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
>>
>>
>> #[SESSION]
>> #TargetCompID= CLIENTNAME
>> #SocketConnectHost= CLIENTURL
>> #SocketConnectPort=443
>> #UseDataDictionary=Y
>> #AppDataDictionary= DICTIONARY -TRADING.xml
>>
>>
>> When I send MarketDataRequest the server (the client) returns a response
>> which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
>> BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
>> that QuickfixJ does not use my dictionary but the default one which
>> contains and requires tag 55.
>>
>> The question is, what do I do wrong in my cfg file? Why QuickfixJ does
>> not load the dictionary?
>>
>> Regards.
>>
>> On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <
>> pav...@wh...> wrote:
>>
>>> Hi,
>>>
>>> In my *.cfg file I have the following settings:
>>>
>>> [SESSION]
>>> TargetCompID=SOMENAME
>>> SocketConnectHost=SOMEURL
>>> SocketConnectPort=443
>>> UseDataDictionary=Y
>>> DefaultApplVerID=FIX.4.4
>>> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>>>
>>> When I send MarketDataRequest the server (the client) returns a response
>>> which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
>>> BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
>>> that QuickfixJ does not use my dictionary but the default one which
>>> contains and requires tag 55.
>>>
>>> The question is, what do I do wrong in my cfg file? Why QuickfixJ does
>>> not load the dictionary?
>>>
>>> Regards.
>>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>

Re: [Quickfixj-users] How to load my dictionaty?

[Pavel T. <pav...@wh...>]

Ok, that worked! Thanks.

I was misleaded by:
https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html

On Tue, Aug 27, 2019 at 5:31 PM Robert Nicholson <rob...@gm...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Have you tried setting your path using DataDictionary= ?
>
> On Aug 27, 2019, at 9:25 AM, Pavel Tashev <pav...@wh...>
> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
>
> In my *.cfg file I have the following settings:
>
> [DEFAULT]
> ConnectionType=initiator
> BeginString=FIX.4.4
>
> StartTime=08:30:00
> EndTime=21:30:00
> ReconnectInterval=5
> HeartBtInt=5
> LogonTimeout=60
>
> FileStorePath=target/data/sessions/
> FileLogPath=target/data/logs/
>
> SenderCompID=SOMENAME
> SocketUseSSL=Y
>
>
> [SESSION]
> TargetCompID=CLIENTNAME
> SocketConnectHost=CLIENTURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
>
>
> #[SESSION]
> #TargetCompID= CLIENTNAME
> #SocketConnectHost= CLIENTURL
> #SocketConnectPort=443
> #UseDataDictionary=Y
> #AppDataDictionary= DICTIONARY -TRADING.xml
>
>
> When I send MarketDataRequest the server (the client) returns a response
> which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
> BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
> that QuickfixJ does not use my dictionary but the default one which
> contains and requires tag 55.
>
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not
> load the dictionary?
>
> Regards.
>
> On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <
> pav...@wh...> wrote:
>
>> Hi,
>>
>> In my *.cfg file I have the following settings:
>>
>> [SESSION]
>> TargetCompID=SOMENAME
>> SocketConnectHost=SOMEURL
>> SocketConnectPort=443
>> UseDataDictionary=Y
>> DefaultApplVerID=FIX.4.4
>> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>>
>> When I send MarketDataRequest the server (the client) returns a response
>> which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
>> BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
>> that QuickfixJ does not use my dictionary but the default one which
>> contains and requires tag 55.
>>
>> The question is, what do I do wrong in my cfg file? Why QuickfixJ does
>> not load the dictionary?
>>
>> Regards.
>>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] How to load my dictionaty?

[Robert N. <rob...@gm...>]

Have you tried setting your path using DataDictionary= ?

> On Aug 27, 2019, at 9:25 AM, Pavel Tashev <pav...@wh...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> Hi, 
> 
> In my *.cfg file I have the following settings: 
> 
> [DEFAULT]
> ConnectionType=initiator
> BeginString=FIX.4.4
> 
> StartTime=08:30:00
> EndTime=21:30:00
> ReconnectInterval=5
> HeartBtInt=5
> LogonTimeout=60
> 
> FileStorePath=target/data/sessions/
> FileLogPath=target/data/logs/
> 
> SenderCompID=SOMENAME
> SocketUseSSL=Y
> 
> 
> [SESSION]
> TargetCompID=CLIENTNAME
> SocketConnectHost=CLIENTURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
> 
> 
> #[SESSION]
> #TargetCompID= CLIENTNAME 
> #SocketConnectHost= CLIENTURL 
> #SocketConnectPort=443
> #UseDataDictionary=Y
> #AppDataDictionary= DICTIONARY -TRADING.xml 
> 
> 
> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which contains and requires tag 55.
> 
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
> 
> Regards.
> 
> On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <pav...@wh... <mailto:pav...@wh...>> wrote:
> Hi,
> 
> In my *.cfg file I have the following settings:
> 
> [SESSION]
> TargetCompID=SOMENAME
> SocketConnectHost=SOMEURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
> 
> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which contains and requires tag 55.
> 
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
> 
> Regards.
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] How to load my dictionaty?

[Christoph J. <chr...@ma...>]

Hi,

just realized that you need to set DataDictionary and not AppDataDictionary for FIX versions below 5.0.

Chris.

On 27.08.19 16:25, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> In my *.cfg file I have the following settings:
>
> [DEFAULT]
> ConnectionType=initiator
> BeginString=FIX.4.4
>
> StartTime=08:30:00
> EndTime=21:30:00
> ReconnectInterval=5
> HeartBtInt=5
> LogonTimeout=60
>
> FileStorePath=target/data/sessions/
> FileLogPath=target/data/logs/
>
> SenderCompID=SOMENAME
> SocketUseSSL=Y
>
>
> [SESSION]
> TargetCompID=CLIENTNAME
> SocketConnectHost=CLIENTURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml
>
>
> #[SESSION]
> #TargetCompID= CLIENTNAME
> #SocketConnectHost= CLIENTURL
> #SocketConnectPort=443
> #UseDataDictionary=Y
> #AppDataDictionary= DICTIONARY -TRADING.xml
>
>
> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain 
> tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 
> 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which 
> contains and requires tag 55.
>
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
>
> Regards.
>
> On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <pav...@wh... 
> <mailto:pav...@wh...>> wrote:
>
>     Hi,
>
>     In my *.cfg file I have the following settings:
>
>     [SESSION]
>     TargetCompID=SOMENAME
>     SocketConnectHost=SOMEURL
>     SocketConnectPort=443
>     UseDataDictionary=Y
>     DefaultApplVerID=FIX.4.4
>     AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>
>     When I send MarketDataRequest the server (the client) returns a response which DOES NOT
>     contain tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error
>     saying that tag 55 is missing. I presume that QuickfixJ does not use my dictionary but the
>     default one which contains and requires tag 55.
>
>     The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
>
>     Regards.
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

Re: [Quickfixj-users] How to load my dictionaty?

[Pavel T. <pav...@wh...>]

 Hi,

In my *.cfg file I have the following settings:

[DEFAULT]
ConnectionType=initiator
BeginString=FIX.4.4

StartTime=08:30:00
EndTime=21:30:00
ReconnectInterval=5
HeartBtInt=5
LogonTimeout=60

FileStorePath=target/data/sessions/
FileLogPath=target/data/logs/

SenderCompID=SOMENAME
SocketUseSSL=Y


[SESSION]
TargetCompID=CLIENTNAME
SocketConnectHost=CLIENTURL
SocketConnectPort=443
UseDataDictionary=Y
DefaultApplVerID=FIX.4.4
AppDataDictionary=/var/quickfixj/automated/DICTIONARY-MARKET-DATA.xml


#[SESSION]
#TargetCompID= CLIENTNAME
#SocketConnectHost= CLIENTURL
#SocketConnectPort=443
#UseDataDictionary=Y
#AppDataDictionary= DICTIONARY -TRADING.xml


When I send MarketDataRequest the server (the client) returns a response
which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
that QuickfixJ does not use my dictionary but the default one which
contains and requires tag 55.

The question is, what do I do wrong in my cfg file? Why QuickfixJ does not
load the dictionary?

Regards.

On Tue, Aug 27, 2019 at 5:12 PM Pavel Tashev <
pav...@wh...> wrote:

> Hi,
>
> In my *.cfg file I have the following settings:
>
> [SESSION]
> TargetCompID=SOMENAME
> SocketConnectHost=SOMEURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>
> When I send MarketDataRequest the server (the client) returns a response
> which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
> BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
> that QuickfixJ does not use my dictionary but the default one which
> contains and requires tag 55.
>
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not
> load the dictionary?
>
> Regards.
>

Re: [Quickfixj-users] How to load my dictionaty?

[Christoph J. <chr...@ma...>]

Is this your complete config file?



On 27.08.19 16:12, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> In my *.cfg file I have the following settings:
>
> [SESSION]
> TargetCompID=SOMENAME
> SocketConnectHost=SOMEURL
> SocketConnectPort=443
> UseDataDictionary=Y
> DefaultApplVerID=FIX.4.4
> AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>
> When I send MarketDataRequest the server (the client) returns a response which DOES NOT contain 
> tag 55 and my DICTIONARY does not contain it too. BUT QuickifxJ returns an error saying that tag 
> 55 is missing. I presume that QuickfixJ does not use my dictionary but the default one which 
> contains and requires tag 55.
>
> The question is, what do I do wrong in my cfg file? Why QuickfixJ does not load the dictionary?
>
> Regards.
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

[Quickfixj-users] How to load my dictionaty?

[Pavel T. <pav...@wh...>]

Hi,

In my *.cfg file I have the following settings:

[SESSION]
TargetCompID=SOMENAME
SocketConnectHost=SOMEURL
SocketConnectPort=443
UseDataDictionary=Y
DefaultApplVerID=FIX.4.4
AppDataDictionary=/var/quickfixj/automated/DICTIONARY.xml

When I send MarketDataRequest the server (the client) returns a response
which DOES NOT contain tag 55 and my DICTIONARY does not contain it too.
BUT QuickifxJ returns an error saying that tag 55 is missing. I presume
that QuickfixJ does not use my dictionary but the default one which
contains and requires tag 55.

The question is, what do I do wrong in my cfg file? Why QuickfixJ does not
load the dictionary?

Regards.

Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[Colin D. <co...@ma...>]

Pavel,

Still not quite there when building symbol groups. MDReqGrp isn't really 
a tag (field), it's a conceptual grouping of fields.

For each symbol, you need to do this:

- Create a new field group for your message
- Add the corresponding fields to the group (55 and 167, simple case, 
for equities, say)
- Add the group to the message

You also need to set the number of groups you've added.

Take a look here: 
https://source.marketcetera.org/root/branches/4.0.x/core/src/main/java/org/marketcetera/quickfix/FIXMessageFactory.java

lines 415-444

         int numSymbols = 0;
         if(inInstruments != null) {
             numSymbols = inInstruments.size();
             if(numSymbols == 0){
request.setInt(quickfix.field.NoRelatedSym.FIELD,
                                numSymbols);
             }
             for(Instrument instrument : inInstruments) {
                 if(instrument != null) {
                     InstrumentToMessage<?> instrumentFunction = 
InstrumentToMessage.SELECTOR.forInstrument(instrument);
                     Group symbolGroup = msgFactory.create(beginString,
MsgType.MARKET_DATA_REQUEST,
NoRelatedSym.FIELD);
                     instrumentFunction.set(instrument,
                                            fixDictionary,
quickfix.field.MsgType.ORDER_SINGLE,
                                            symbolGroup);
                     // some weirdness for currencies
symbolGroup.removeField(quickfix.field.Currency.FIELD);
symbolGroup.removeField(quickfix.field.OrdType.FIELD);
                     if(inExchange != null && !inExchange.isEmpty()) {
                         symbolGroup.setField(new 
quickfix.field.SecurityExchange(inExchange));
                     }
                     request.addGroup(symbolGroup);
                 }
             }
         } else {
request.setInt(quickfix.field.NoRelatedSym.FIELD,
                            0);
         }

Some of this code is idiomatic, and won't translate directly to your 
application, but, the generate idea is there. Create the group, set the 
fields in the group, add the group to the message.

On 8/22/19 2:33 AM, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> cannot find symbol
> symbol:   class MDReqGrp
> location: class quickfix.fix44.MarketDataRequest
>
> cannot find symbol
> symbol:   class MDReqGrp
> location: class quickfix.fix44.MarketDataRequest
>
> On Thu, Aug 22, 2019 at 12:17 PM Pavel Tashev 
> <pav...@wh... 
> <mailto:pav...@wh...>> wrote:
>
>     Ok, I change the code to this:
>
>     charzero='0';
>     charone='1';
>     quickfix.fix44.MarketDataRequestmessage=newquickfix.fix44.MarketDataRequest();
>     message.setField(newquickfix.field.MDReqID("EURUSD")); //262
>     message.setField(newquickfix.field.SubscriptionRequestType(one));
>     //263
>     message.setField(newquickfix.field.MarketDepth(1)); //264
>     message.setField(newquickfix.field.MDUpdateType(0)); // 265
>     quickfix.fix44.MarketDataRequest.MDReqGrpgroupMDReqGrp=newquickfix.fix44.MarketDataRequest.MDReqGrp();
>     groupMDReqGrp.set(newNoMDEntryTypes('2')); //267
>     groupMDReqGrp.set(newMDEntryType(zero)); //269
>     groupMDReqGrp.set(newMDEntryType(one)); //269
>     message.addGroup(groupMDReqGrp);
>     quickfix.fix44.MarketDataRequest.InstrmtMDReqGrpgroupInstrmtMDReqGrp=newquickfix.fix44.MarketDataRequest.InstrmtMDReqGrp();
>     groupInstrmtMDReqGrp.set(newNoRelatedSym(1)); //146
>     message.addGroup(groupInstrmtMDReqGrp);
>     Session.sendToTarget(message, senderCompID, marketTargetCompID);
>
>     I changed fix42 to fix44 because I use FIX.4.4. Maven now fires
>     this error:
>
>     [ERROR] Failed to execute goal
>     org.apache.maven.plugins:maven-compiler-plugin:3.8.0:compile
>     (default-compile) on project automated: Compilation failure:
>     Compilation failure:
>     [ERROR]
>     /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,41]
>     cannot find symbol
>     [ERROR]   symbol:   class MDReqGrp
>     [ERROR]   location: class quickfix.fix44.MarketDataRequest
>     [ERROR]
>     /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,103]
>     cannot find symbol
>     [ERROR]   symbol:   class MDReqGrp
>     [ERROR]   location: class quickfix.fix44.MarketDataRequest
>     [ERROR]
>     /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,41]
>     cannot find symbol
>     [ERROR]   symbol:   class InstrmtMDReqGrp
>     [ERROR]   location: class quickfix.fix44.MarketDataRequest
>     [ERROR]
>     /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,117]
>     cannot find symbol
>     [ERROR]   symbol:   class InstrmtMDReqGrp
>     [ERROR]   location: class quickfix.fix44.MarketDataRequest
>     [ERROR] -> [Help 1]
>
>     On Wed, Aug 21, 2019 at 3:24 PM <tom...@up...
>     <mailto:tom...@up...>> wrote:
>
>         QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>         QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J>
>         Support: http://www.quickfixj.org/support/
>
>
>         Hi Pavel,
>
>         You are doing repeating groups all wrong. See here for how to
>         supply
>         repeating groups:
>         https://www.quickfixj.org/usermanual/2.0.0/usage/repeating_groups.html
>
>         Regards,
>         --
>         Tom Tempelaere
>
>         -----Original Message-----
>         From: Pavel Tashev <pav...@wh...
>         <mailto:pav...@wh...>>
>         Sent: Wednesday, 21 August 2019 13:34
>         To: qui...@li...
>         <mailto:qui...@li...>
>         Subject: [Quickfixj-users] The order of the tags in the
>         message I sent is
>         mixed
>
>         QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>         QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J>
>         Support: http://www.quickfixj.org/support/
>
>
>
>
>         ---
>         This email has been checked for viruses by Avast antivirus
>         software.
>         https://www.avast.com/antivirus
>
>
>
>         _______________________________________________
>         Quickfixj-users mailing list
>         Qui...@li...
>         <mailto:Qui...@li...>
>         https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
888.868.4884
https://www.marketcetera.com

Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[Pavel T. <pav...@wh...>]

cannot find symbol
symbol:   class MDReqGrp
location: class quickfix.fix44.MarketDataRequest

cannot find symbol
symbol:   class MDReqGrp
location: class quickfix.fix44.MarketDataRequest

On Thu, Aug 22, 2019 at 12:17 PM Pavel Tashev <
pav...@wh...> wrote:

> Ok, I change the code to this:
>
> char zero = '0';
> char one = '1';
> quickfix.fix44.MarketDataRequest message = new quickfix.fix44.
> MarketDataRequest();
>
> message.setField(new quickfix.field.MDReqID("EURUSD")); //262
> message.setField(new quickfix.field.SubscriptionRequestType(one)); //263
> message.setField(new quickfix.field.MarketDepth(1)); //264
> message.setField(new quickfix.field.MDUpdateType(0)); // 265
>
> quickfix.fix44.MarketDataRequest.MDReqGrp groupMDReqGrp = new
> quickfix.fix44.MarketDataRequest.MDReqGrp();
> groupMDReqGrp.set(new NoMDEntryTypes('2')); //267
> groupMDReqGrp.set(new MDEntryType(zero)); //269
> groupMDReqGrp.set(new MDEntryType(one)); //269
> message.addGroup(groupMDReqGrp);
>
> quickfix.fix44.MarketDataRequest.InstrmtMDReqGrp groupInstrmtMDReqGrp =
> new quickfix.fix44.MarketDataRequest.InstrmtMDReqGrp();
> groupInstrmtMDReqGrp.set(new NoRelatedSym(1)); //146
> message.addGroup(groupInstrmtMDReqGrp);
>
> Session.sendToTarget(message, senderCompID, marketTargetCompID);
>
> I changed fix42 to fix44 because I use FIX.4.4. Maven now fires this error:
>
> [ERROR] Failed to execute goal
> org.apache.maven.plugins:maven-compiler-plugin:3.8.0:compile
> (default-compile) on project automated: Compilation failure: Compilation
> failure:
> [ERROR]
> /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,41]
> cannot find symbol
> [ERROR]   symbol:   class MDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR]
> /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,103]
> cannot find symbol
> [ERROR]   symbol:   class MDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR]
> /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,41]
> cannot find symbol
> [ERROR]   symbol:   class InstrmtMDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR]
> /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,117]
> cannot find symbol
> [ERROR]   symbol:   class InstrmtMDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR] -> [Help 1]
>
> On Wed, Aug 21, 2019 at 3:24 PM <tom...@up...> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Hi Pavel,
>>
>> You are doing repeating groups all wrong. See here for how to supply
>> repeating groups:
>> https://www.quickfixj.org/usermanual/2.0.0/usage/repeating_groups.html
>>
>> Regards,
>> --
>> Tom Tempelaere
>>
>> -----Original Message-----
>> From: Pavel Tashev <pav...@wh...>
>> Sent: Wednesday, 21 August 2019 13:34
>> To: qui...@li...
>> Subject: [Quickfixj-users] The order of the tags in the message I sent is
>> mixed
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>>
>>
>> ---
>> This email has been checked for viruses by Avast antivirus software.
>> https://www.avast.com/antivirus
>>
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>

Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[Christoph J. <chr...@ma...>]

Hmm, looks as if you didn't declare the dependency on quickfixj in your pom.xml?
But hard to tell without more info.

Chris.

On 22.08.19 11:17, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Ok, I change the code to this:
>
> charzero='0';
> charone='1';
> quickfix.fix44.MarketDataRequestmessage=newquickfix.fix44.MarketDataRequest();
> message.setField(newquickfix.field.MDReqID("EURUSD")); //262
> message.setField(newquickfix.field.SubscriptionRequestType(one)); //263
> message.setField(newquickfix.field.MarketDepth(1)); //264
> message.setField(newquickfix.field.MDUpdateType(0)); // 265
> quickfix.fix44.MarketDataRequest.MDReqGrpgroupMDReqGrp=newquickfix.fix44.MarketDataRequest.MDReqGrp();
> groupMDReqGrp.set(newNoMDEntryTypes('2')); //267
> groupMDReqGrp.set(newMDEntryType(zero)); //269
> groupMDReqGrp.set(newMDEntryType(one)); //269
> message.addGroup(groupMDReqGrp);
> quickfix.fix44.MarketDataRequest.InstrmtMDReqGrpgroupInstrmtMDReqGrp=newquickfix.fix44.MarketDataRequest.InstrmtMDReqGrp();
> groupInstrmtMDReqGrp.set(newNoRelatedSym(1)); //146
> message.addGroup(groupInstrmtMDReqGrp);
> Session.sendToTarget(message, senderCompID, marketTargetCompID);
>
> I changed fix42 to fix44 because I use FIX.4.4. Maven now fires this error:
>
> [ERROR] Failed to execute goal org.apache.maven.plugins:maven-compiler-plugin:3.8.0:compile 
> (default-compile) on project automated: Compilation failure: Compilation failure:
> [ERROR] /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,41] cannot find 
> symbol
> [ERROR]   symbol:   class MDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR] /var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,103] cannot 
> find symbol
> [ERROR]   symbol:   class MDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR] /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,41] cannot find 
> symbol
> [ERROR]   symbol:   class InstrmtMDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR] /var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,117] cannot 
> find symbol
> [ERROR]   symbol:   class InstrmtMDReqGrp
> [ERROR]   location: class quickfix.fix44.MarketDataRequest
> [ERROR] -> [Help 1]
>
> On Wed, Aug 21, 2019 at 3:24 PM <tom...@up... <mailto:tom...@up...>> wrote:
>
>     QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>     QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>     http://www.quickfixj.org/support/
>
>
>     Hi Pavel,
>
>     You are doing repeating groups all wrong. See here for how to supply
>     repeating groups:
>     https://www.quickfixj.org/usermanual/2.0.0/usage/repeating_groups.html
>
>     Regards,
>     --
>     Tom Tempelaere
>
>     -----Original Message-----
>     From: Pavel Tashev <pav...@wh... <mailto:pav...@wh...>>
>     Sent: Wednesday, 21 August 2019 13:34
>     To: qui...@li... <mailto:qui...@li...>
>     Subject: [Quickfixj-users] The order of the tags in the message I sent is
>     mixed
>
>     QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>     QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>     http://www.quickfixj.org/support/
>
>
>
>
>     ---
>     This email has been checked for viruses by Avast antivirus software.
>     https://www.avast.com/antivirus
>
>
>
>     _______________________________________________
>     Quickfixj-users mailing list
>     Qui...@li... <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

MACD GmbH
Oppenhoffallee 103
52066 Aachen, Germany
www.macd.com

Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[Pavel T. <pav...@wh...>]

Ok, I change the code to this:

char zero = '0';
char one = '1';
quickfix.fix44.MarketDataRequest message = new quickfix.fix44.
MarketDataRequest();

message.setField(new quickfix.field.MDReqID("EURUSD")); //262
message.setField(new quickfix.field.SubscriptionRequestType(one)); //263
message.setField(new quickfix.field.MarketDepth(1)); //264
message.setField(new quickfix.field.MDUpdateType(0)); // 265

quickfix.fix44.MarketDataRequest.MDReqGrp groupMDReqGrp = new
quickfix.fix44.MarketDataRequest.MDReqGrp();
groupMDReqGrp.set(new NoMDEntryTypes('2')); //267
groupMDReqGrp.set(new MDEntryType(zero)); //269
groupMDReqGrp.set(new MDEntryType(one)); //269
message.addGroup(groupMDReqGrp);

quickfix.fix44.MarketDataRequest.InstrmtMDReqGrp groupInstrmtMDReqGrp = new
quickfix.fix44.MarketDataRequest.InstrmtMDReqGrp();
groupInstrmtMDReqGrp.set(new NoRelatedSym(1)); //146
message.addGroup(groupInstrmtMDReqGrp);

Session.sendToTarget(message, senderCompID, marketTargetCompID);

I changed fix42 to fix44 because I use FIX.4.4. Maven now fires this error:

[ERROR] Failed to execute goal
org.apache.maven.plugins:maven-compiler-plugin:3.8.0:compile
(default-compile) on project automated: Compilation failure: Compilation
failure:
[ERROR]
/var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,41]
cannot find symbol
[ERROR]   symbol:   class MDReqGrp
[ERROR]   location: class quickfix.fix44.MarketDataRequest
[ERROR]
/var/quickfixj/automated/src/main/java/com/automated/Application.java:[318,103]
cannot find symbol
[ERROR]   symbol:   class MDReqGrp
[ERROR]   location: class quickfix.fix44.MarketDataRequest
[ERROR]
/var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,41]
cannot find symbol
[ERROR]   symbol:   class InstrmtMDReqGrp
[ERROR]   location: class quickfix.fix44.MarketDataRequest
[ERROR]
/var/quickfixj/automated/src/main/java/com/automated/Application.java:[324,117]
cannot find symbol
[ERROR]   symbol:   class InstrmtMDReqGrp
[ERROR]   location: class quickfix.fix44.MarketDataRequest
[ERROR] -> [Help 1]

On Wed, Aug 21, 2019 at 3:24 PM <tom...@up...> wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Hi Pavel,
>
> You are doing repeating groups all wrong. See here for how to supply
> repeating groups:
> https://www.quickfixj.org/usermanual/2.0.0/usage/repeating_groups.html
>
> Regards,
> --
> Tom Tempelaere
>
> -----Original Message-----
> From: Pavel Tashev <pav...@wh...>
> Sent: Wednesday, 21 August 2019 13:34
> To: qui...@li...
> Subject: [Quickfixj-users] The order of the tags in the message I sent is
> mixed
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
>
>
> ---
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Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[<tom...@up...>]

Hi Pavel,

You are doing repeating groups all wrong. See here for how to supply
repeating groups:
https://www.quickfixj.org/usermanual/2.0.0/usage/repeating_groups.html

Regards,
--
Tom Tempelaere

-----Original Message-----
From: Pavel Tashev <pav...@wh...> 
Sent: Wednesday, 21 August 2019 13:34
To: qui...@li...
Subject: [Quickfixj-users] The order of the tags in the message I sent is
mixed

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




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Re: [Quickfixj-users] The order of the tags in the message I sent is mixed

[Christoph J. <chr...@ma...>]

QFJ orders the tags based on the order in the default data dictionary. If you want to change this 
order you need to re-generate the message classes.
https://www.quickfixj.org/usermanual/2.1.0/usage/codegen.html

The easiest is probably when you change the default FIX4.4 dictionary that is packaged with QFJ and 
rebuild.

However, the actual problem might be that you are not adding the repating groups correctly to the 
message. NoMDEntryTypes is a repeating group and needs to be added differently than the flat tags.
https://www.quickfixj.org/usermanual/2.1.0/usage/repeating_groups.html

Cheers,
Chris.


On 21.08.19 13:34, Pavel Tashev wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> I construct a message in the following way:
>
>
> quickfix.fix44.MarketDataRequestmessage=newquickfix.fix44.MarketDataRequest();
> charzero='0';
> charone='1';
> message.setField(newquickfix.field.MDReqID("EURUSD")); // 262
> message.setField(newquickfix.field.SubscriptionRequestType(one)); // 263
> message.setField(newquickfix.field.MarketDepth(1)); // 264
> message.setField(newquickfix.field.MDUpdateType(0)); // 265
> message.setField(newquickfix.field.NoMDEntryTypes(2)); // 267
> message.setField(newquickfix.field.MDEntryType(zero)); // 269
> message.setField(newquickfix.field.MDEntryType(one)); // 269
> message.setField(newquickfix.field.NoRelatedSym(1)); // 146
> message.setField(newquickfix.field.SecurityID("4001")); // 48
> message.setField(newquickfix.field.SecurityIDSource("8")); // 22
> Session.sendToTarget(message, senderCompID, marketTargetCompID);
>
> I also load a dictionary in which tags 146, 48 and 22 are after tag 269. But the message sent to 
> the trader looks like this:
>
> 8=FIX.4.4^A9=121^A35=V^A34=2^A49=USERNAME^A52=20190821-11:11:42.045^A56=TRADER^A22=8^A48=4001^A146=1^A262=EURUSD^A263=1^A264=1^A265=0^A267=2^A269=1^A10=191^A
>
> The confusing thing is that tags 146, 48 and 22 are mixed and moved before tag 262 even though the 
> dictionary doesn't allow that.
>
> I have two suggestion why this may happen:
>
>   * Quickfix/J mixes the tags because of an issue or because I miss some configuration.
>   * The dictionary provided by the trader is not loaded and I use some defaultdictionary which
>     brings me to this issue.
>
> I don't know if that would help but here is the cfg file:
>
> [DEFAULT]
> ConnectionType=initiator
> BeginString=FIX.4.4
> StartTime=08:30:00
> EndTime=21:30:00
> ReconnectInterval=5
> HeartBtInt=5
> LogonTimeout=60
> FileStorePath=target/data/sessions/
> FileLogPath=target/data/logs/
> SenderCompID=USERNAME
> UseDataDictionary=Y
> SocketUseSSL=Y
> [SESSION]
> TargetCompID=TRADER
> SocketConnectHost=URL_OF_THE_TRADER
> SocketConnectPort=443
> DataDictionary=/var/quickfixj/automated/DICTIONARY.xml
>
> Regards,
> Pavel
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

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