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

Re: [Quickfixj-users] Any interest in these artifacts?

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

Hi Colin,

thank you, great idea!

NullLog: this is already implemented, kind of. If you pass "null" as LogFactory to the Session it 
will default to a NullLog (private class in SessionState). But I have nothing against making this a 
separate class to have it more explicit.

Dynamic Sessions: isn't this already implemented? Or is the QFJ implementation lacking something?

Promiscuous Acceptor Session Provider: I also thought that this is already implemented. 
https://www.quickfixj.org/usermanual/2.1.0/usage/acceptor_dynamic.html
But I just realised that the settings are not part of the configuration html page so it is easy to 
overlook.

Hibernate: although not using it myself I'd be interested in the code. But as Philip said it 
introduces a dependency. On the other hand we already have a SleepycatStore (don't know if someone 
uses it) that already introduced a dependency. It is marked as optional but of course you need it 
when compiling.

Cheers,
Chris.


On 15/11/2018 17:53, Colin DuPlantis wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> We're in the process of moving a whole bunch of our work to FOSS, including some 
> modifications/enhancements to QFJ. A lot of these are very specialized to our needs and might not 
> be useful or interesting, but, I thought I'd float a list here and see if anybody saluted. If 
> there is interest, I will work on some pull requests.
>
> - Hibernate Message Store (in-memory store backed by async Hibnernate-based persistent store)
>
> - NullLogFactory (for testing or quick apps)
>
> - RecordingLog (selectively records FIX messages to the database)
>
> - Dynamic Sessions (adds and removes sessions at runtime)
>
> - Promiscuous Acceptor Session Provider (creates new sessions for each acceptor session connect 
> attempt)
>
>

-- 
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] Any interest in these artifacts?

[Peeyush S. <pee...@gm...>]

I think they are useful. We made similar enhancements (last three from
above list) , but tailored to our requirements.

Peeyush
www.integral.com

On Thu, Nov 15, 2018 at 11:30 AM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> We had to fiddle with some QFJ internals to make the dynamic sessions
> work, exactly as you say, the issue was with removing sessions. It'll be
> easier if the work is fully implemented into the QFJ internals.
>
> On 11/15/18 9:25 AM, Philip Whitehouse wrote:
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/
> >
> >
> >
> > The dynamic and promiscuous stuff looks useful (maybe close to what
> > we've added in our own wrapping - might be able to see if we can improve
> > each other's in the open). One of the things I've struggled with is
> > fully deleting and stopping a session that was originally created in the
> > session config - when they share a common acceptors it's a bit finicky.
> > Also delete & re-add seems to be the only way to modify which is also
> > irritating.
> >
> > The NullLogFactory maybe is worth it - I'm assuming it's not much more
> > than a do-nothing logger.
> >
> > The RecordingLog - eh - I feel like each application has their own
> > definition on importance. Maybe it's useful as a starting point to a
> > 'how do we make easier to decide'?
> >
> > I'm not too keen on Hibernate - I'd definitely want it hived out to a
> > quickfix-hibernate module - don't want use to have a dependency on
> > hibernate in main code. Hopefully that's not a blocker.
> >
> > Best,
> >
> > Philip Whitehouse
> > Senior Developer
> > FlexTrade
> >
> > ------------------------------------------------------------------------
> > *From:* Colin DuPlantis <co...@ma...>
> > *Sent:* 15 November 2018 16:53:45
> > *To:* qui...@li...
> > *Subject:* [Quickfixj-users] Any interest in these artifacts?
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/
> >
> >
> > We're in the process of moving a whole bunch of our work to FOSS,
> > including some modifications/enhancements to QFJ. A lot of these are
> > very specialized to our needs and might not be useful or interesting,
> > but, I thought I'd float a list here and see if anybody saluted. If
> > there is interest, I will work on some pull requests.
> >
> > - Hibernate Message Store (in-memory store backed by async
> > Hibnernate-based persistent store)
> >
> > - NullLogFactory (for testing or quick apps)
> >
> > - RecordingLog (selectively records FIX messages to the database)
> >
> > - Dynamic Sessions (adds and removes sessions at runtime)
> >
> > - Promiscuous Acceptor Session Provider (creates new sessions for each
> > acceptor session connect attempt)
> >
> >
> > --
> > Colin DuPlantis
> > Chief Architect, Marketcetera
> > Download, Run, Trade
> > 888.868.4884 +1.541.306.6556
> > http://www.marketcetera.org
> >
> >
> >
> > _______________________________________________
> > 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
> >
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>


-- 
Peeyush

Re: [Quickfixj-users] Any interest in these artifacts?

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

We had to fiddle with some QFJ internals to make the dynamic sessions 
work, exactly as you say, the issue was with removing sessions. It'll be 
easier if the work is fully implemented into the QFJ internals.

On 11/15/18 9:25 AM, Philip Whitehouse wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> 
> The dynamic and promiscuous stuff looks useful (maybe close to what 
> we've added in our own wrapping - might be able to see if we can improve 
> each other's in the open). One of the things I've struggled with is 
> fully deleting and stopping a session that was originally created in the 
> session config - when they share a common acceptors it's a bit finicky. 
> Also delete & re-add seems to be the only way to modify which is also 
> irritating.
> 
> The NullLogFactory maybe is worth it - I'm assuming it's not much more 
> than a do-nothing logger.
> 
> The RecordingLog - eh - I feel like each application has their own 
> definition on importance. Maybe it's useful as a starting point to a 
> 'how do we make easier to decide'?
> 
> I'm not too keen on Hibernate - I'd definitely want it hived out to a 
> quickfix-hibernate module - don't want use to have a dependency on 
> hibernate in main code. Hopefully that's not a blocker.
> 
> Best,
> 
> Philip Whitehouse
> Senior Developer
> FlexTrade
> 
> ------------------------------------------------------------------------
> *From:* Colin DuPlantis <co...@ma...>
> *Sent:* 15 November 2018 16:53:45
> *To:* qui...@li...
> *Subject:* [Quickfixj-users] Any interest in these artifacts?
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> We're in the process of moving a whole bunch of our work to FOSS,
> including some modifications/enhancements to QFJ. A lot of these are
> very specialized to our needs and might not be useful or interesting,
> but, I thought I'd float a list here and see if anybody saluted. If
> there is interest, I will work on some pull requests.
> 
> - Hibernate Message Store (in-memory store backed by async
> Hibnernate-based persistent store)
> 
> - NullLogFactory (for testing or quick apps)
> 
> - RecordingLog (selectively records FIX messages to the database)
> 
> - Dynamic Sessions (adds and removes sessions at runtime)
> 
> - Promiscuous Acceptor Session Provider (creates new sessions for each
> acceptor session connect attempt)
> 
> 
> -- 
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> 888.868.4884 +1.541.306.6556
> http://www.marketcetera.org
> 
> 
> 
> _______________________________________________
> 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] Any interest in these artifacts?

[Philip W. <Phi...@fl...>]

The dynamic and promiscuous stuff looks useful (maybe close to what we've added in our own wrapping - might be able to see if we can improve each other's in the open). One of the things I've struggled with is fully deleting and stopping a session that was originally created in the session config - when they share a common acceptors it's a bit finicky. Also delete & re-add seems to be the only way to modify which is also irritating.

The NullLogFactory maybe is worth it - I'm assuming it's not much more than a do-nothing logger.

The RecordingLog - eh - I feel like each application has their own definition on importance. Maybe it's useful as a starting point to a 'how do we make easier to decide'?

I'm not too keen on Hibernate - I'd definitely want it hived out to a quickfix-hibernate module - don't want use to have a dependency on hibernate in main code. Hopefully that's not a blocker.

Best,

Philip Whitehouse
Senior Developer
FlexTrade

________________________________
From: Colin DuPlantis <co...@ma...>
Sent: 15 November 2018 16:53:45
To: qui...@li...
Subject: [Quickfixj-users] Any interest in these artifacts?

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


We're in the process of moving a whole bunch of our work to FOSS,
including some modifications/enhancements to QFJ. A lot of these are
very specialized to our needs and might not be useful or interesting,
but, I thought I'd float a list here and see if anybody saluted. If
there is interest, I will work on some pull requests.

- Hibernate Message Store (in-memory store backed by async
Hibnernate-based persistent store)

- NullLogFactory (for testing or quick apps)

- RecordingLog (selectively records FIX messages to the database)

- Dynamic Sessions (adds and removes sessions at runtime)

- Promiscuous Acceptor Session Provider (creates new sessions for each
acceptor session connect attempt)


--
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
888.868.4884 +1.541.306.6556
http://www.marketcetera.org



_______________________________________________
Quickfixj-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfixj-users

[Quickfixj-users] Any interest in these artifacts?

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

We're in the process of moving a whole bunch of our work to FOSS, 
including some modifications/enhancements to QFJ. A lot of these are 
very specialized to our needs and might not be useful or interesting, 
but, I thought I'd float a list here and see if anybody saluted. If 
there is interest, I will work on some pull requests.

- Hibernate Message Store (in-memory store backed by async 
Hibnernate-based persistent store)

- NullLogFactory (for testing or quick apps)

- RecordingLog (selectively records FIX messages to the database)

- Dynamic Sessions (adds and removes sessions at runtime)

- Promiscuous Acceptor Session Provider (creates new sessions for each 
acceptor session connect attempt)


-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
888.868.4884 +1.541.306.6556
http://www.marketcetera.org

Re: [Quickfixj-users] Managing .seqnum files across different hosts?

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

We do something a little different to handle this problem. We do an 
in-memory cache of sequence numbers backed by a shared database with the 
in-memory cache being shared between machines by means of a cluster 
mechanism. One of the implementations is Hazelcast, but others would do 
just as well.

However, we don't worry too much about the seq nums being completely 
synced by as we do async instead of sync. Our theory is that the failure 
case is in the great minority, statistically, so we don't want to punish 
successful operation. On node failure, i.e. we lost the primary 
machine/process, when the backup takes over, it will replay a certain 
number of messages to make sure that nothing is lost. It does this by 
calculating the last message it can guarantee was received and 
completely processed and resetting the seq num to there before starting 
the session, which forces a seq num replay from the counter.

In order to make this work, the business logic has to be able to test an 
incoming message to see if it's already been processed, and skip it if 
it has.

On 10/31/18 4:23 PM, Robert Nicholson wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> How do folks handle seqnum management in the context of secondary machines needing to know where the primary session finished when
> the secondary is activated?
>
> I’ve seen a couple of approaches such as asynchronous writes to a shared database.
>
> But what you don’t want is just a write to the database that’s synchronous as that would kill performance.
>
> Has anybody successfully done this with rsync seqnum files between servers?
>
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] Managing .seqnum files across different hosts?

[<eri...@re...>]

We’ve been doing synchronous writes to clustered Redis in testing, and while we haven't done formal benchmarking yet, it’s performed very well and is almost guaranteed to outperform any RDB. 

I am planning on moving to asynchronous writes soon, since the Lettuce API gives me a way to try to recover from failed writes.

We run fix engines in Kubernetes pods that round-robin sessions to different containers as they connect. We needed a way to share the sequence numbers, and filesystem wasn’t going to cut it.


> On Oct 31, 2018, at 19:23, Robert Nicholson <rob...@gm...> wrote:
> 
> 
> How do folks handle seqnum management in the context of secondary machines needing to know where the primary session finished when
> the secondary is activated?
> 
> I’ve seen a couple of approaches such as asynchronous writes to a shared database.
> 
> But what you don’t want is just a write to the database that’s synchronous as that would kill performance.
> 
> Has anybody successfully done this with rsync seqnum files between servers?
> 
> 
> 

[Quickfixj-users] Managing .seqnum files across different hosts?

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

How do folks handle seqnum management in the context of secondary machines needing to know where the primary session finished when
the secondary is activated?

I’ve seen a couple of approaches such as asynchronous writes to a shared database.

But what you don’t want is just a write to the database that’s synchronous as that would kill performance.

Has anybody successfully done this with rsync seqnum files between servers?

Re: [Quickfixj-users] Functional style interfaces for quickfix.Application

[Tsz S. C. <jas...@gm...>]

Hi Chris, John, Colin, and all,

The pull request is submitted for review:
https://github.com/quickfix-j/quickfixj/pull/212

Cheers,
Jason

On Mon, Oct 29, 2018 at 3:04 PM Christoph John <chr...@ma...>
wrote:

> Hi Jason,
>
> yes, please do.
>
> Thanks,
> Chris.
>
>
> On 29/10/2018 15:55, Tsz Shun Chow wrote:
>
> Hi Chris,
>
> It is fully backward compatible and it is completely optional. In fact,
> they are all new classes only.
>
> I could raise a pull request soon for this.
>
> Regards
> Jason
>
> On Mon, 29 Oct 2018 at 14:52, Christoph John <chr...@ma...>
> wrote:
>
>> Hi Jason,
>>
>> I think it would be sufficient to open a pull request only.
>> Does your change break anything?
>>
>> Thanks in advance and best regards,
>> Chris.
>>
>> On 29/10/2018 13:02, Tsz Shun Chow wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Hi all,
>>
>> I have recently developed an implementation of quickfix.Application that
>> transforms the usage to be functional like. E.g. registering single method
>> interface for operation like onLogon(), and it makes the usage with lambda
>> possible.
>>
>> It also supports FIFO handling for multiple registered callbacks and fail
>> fast exception propagation. Also optionally support the ApplicationExtended
>> interface.
>>
>> Would anyone be interested in having this included in the standard
>> quickfix library under the core module?
>>
>> If it’s of interest to people, I reckon I could submit a feature ticket
>> in JIRA and submit a pull request after.
>>
>> Regards,
>> Jason
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>> --
>> Christoph John
>> Software Engineering
>> T +49 241 557...@ma...
>>
>> MACD GmbHOppenhoffallee 103
>> 52066 Aachen, Germany <https://maps.google.com/?q=Oppenhoffallee+103%0D%0A52066+Aachen,+Germany&entry=gmail&source=g>www.macd.com
>>
>> Amtsgericht Aachen: HRB 8151
>> Ust.-Id: DE 813021663
>> Geschäftsführer: George Macdonald
>>
>>
> --
> 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] Jira

[Bär, A. <And...@si...>]

Great, thank you for the quick response!

Andy

From: Christoph John [mailto:chr...@ma...]
Sent: Montag, 29. Oktober 2018 16:17
To: qui...@li...; Bär, Andreas
Subject: [External Sender] Re: [Quickfixj-users] Jira

Hi Andy,

this bug has already been fixed but has not been released yet. Please see https://github.com/quickfix-j/quickfixj/pull/211

Cheers,
Chris.
On 29/10/2018 16:12, Bär, Andreas wrote:

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

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






Hi Chris


Thanks. The method AbstractSessionConnectorBuilder.withQueueWatermarks() validates it's class members instead of the arguments passed to the method which always leads to a ConfigError. So it's currently not possible to use the watermark feature. As a workaround I set the values using reflection but it would be nice if this was fixed.



Regards, Andy


From: Christoph John [mailto:chr...@ma...]
Sent: Montag, 29. Oktober 2018 16:07
To: qui...@li...<mailto:qui...@li...>; Bär, Andreas
Subject: [External Sender] Re: [Quickfixj-users] Jira

Hi Andy,

please feel free to post the description of the error here. In the meantime I will check what's wrong with JIRA.

Thanks and cheers,
Chris.
On 29/10/2018 15:39, Bär, Andreas wrote:

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

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







Hi

I found a bug in QuickFix/J and would like to report it but the Jira does not display correctly so I cannot see the captcha to register.

Where can I report the bug?

Thanks, Andy

The content of this e-mail is intended only for the confidential use of the person addressed.
If you are not the intended recipient, please notify the sender and delete this e-mail immediately.
Thank you.





_______________________________________________

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

The content of this e-mail is intended only for the confidential use of the person addressed.
If you are not the intended recipient, please notify the sender and delete this e-mail immediately.
Thank you.




_______________________________________________

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

The content of this e-mail is intended only for the confidential use of the person addressed. 
If you are not the intended recipient, please notify the sender and delete this email immediately.
Thank you.

Re: [Quickfixj-users] Jira

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

Hi Andy,

this bug has already been fixed but has not been released yet. Please see 
https://github.com/quickfix-j/quickfixj/pull/211

Cheers,
Chris.

On 29/10/2018 16:12, Bär, Andreas wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi Chris
>
> Thanks. The method AbstractSessionConnectorBuilder.withQueueWatermarks()validates it’s class 
> members instead of the arguments passed to the method which always leads to a ConfigError. So it’s 
> currently not possible to use the watermark feature. As a workaround I set the values using 
> reflection but it would be nice if this was fixed.
> Regards, Andy
>
> *From:*Christoph John [mailto:chr...@ma...]
> *Sent:* Montag, 29. Oktober 2018 16:07
> *To:* qui...@li...; Bär, Andreas
> *Subject:* [External Sender] Re: [Quickfixj-users] Jira
>
> Hi Andy,
>
> please feel free to post the description of the error here. In the meantime I will check what's 
> wrong with JIRA.
>
> Thanks and cheers,
> Chris.
>
> On 29/10/2018 15:39, Bär, Andreas wrote:
>
>     QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>
>     QuickFIX/J Support:http://www.quickfixj.org/support/
>
>
>
>     Hi
>
>     I found a bug in QuickFix/J and would like to report it but the Jira does not display
>     correctly so I cannot see the captcha to register.
>
>     Where can I report the bug?
>
>     Thanks, Andy
>
>     The content of this e-mail is intended only for the confidential use of the person addressed.
>     If you are not the intended recipient, please notify the sender and delete this e-mail
>     immediately.
>     Thank you.
>
>
>
>
>     _______________________________________________
>
>     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
>
> The content of this e-mail is intended only for the confidential use of the person addressed.
> If you are not the intended recipient, please notify the sender and delete this e-mail immediately.
> Thank you.
>
>
>
> _______________________________________________
> 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] Jira

[Bär, A. <And...@si...>]

Hi Chris


Thanks. The method AbstractSessionConnectorBuilder.withQueueWatermarks() validates it's class members instead of the arguments passed to the method which always leads to a ConfigError. So it's currently not possible to use the watermark feature. As a workaround I set the values using reflection but it would be nice if this was fixed.



Regards, Andy


From: Christoph John [mailto:chr...@ma...]
Sent: Montag, 29. Oktober 2018 16:07
To: qui...@li...; Bär, Andreas
Subject: [External Sender] Re: [Quickfixj-users] Jira

Hi Andy,

please feel free to post the description of the error here. In the meantime I will check what's wrong with JIRA.

Thanks and cheers,
Chris.
On 29/10/2018 15:39, Bär, Andreas wrote:

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

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






Hi

I found a bug in QuickFix/J and would like to report it but the Jira does not display correctly so I cannot see the captcha to register.

Where can I report the bug?

Thanks, Andy

The content of this e-mail is intended only for the confidential use of the person addressed.
If you are not the intended recipient, please notify the sender and delete this e-mail immediately.
Thank you.




_______________________________________________

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>



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Geschäftsführer: George Macdonald

The content of this e-mail is intended only for the confidential use of the person addressed. 
If you are not the intended recipient, please notify the sender and delete this email immediately.
Thank you.

Re: [Quickfixj-users] Jira

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

Hi Andy,

please feel free to post the description of the error here. In the meantime I will check what's 
wrong with JIRA.

Thanks and cheers,
Chris.

On 29/10/2018 15:39, Bär, Andreas wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi
>
> I found a bug in QuickFix/J and would like to report it but the Jira does not display correctly so 
> I cannot see the captcha to register.
>
> Where can I report the bug?
>
> Thanks, Andy
>
> The content of this e-mail is intended only for the confidential use of the person addressed.
> If you are not the intended recipient, please notify the sender and delete this e-mail immediately.
> Thank you.
>
>
>
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
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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] Functional style interfaces for quickfix.Application

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

Hi Jason,

yes, please do.

Thanks,
Chris.


On 29/10/2018 15:55, Tsz Shun Chow wrote:
> Hi Chris,
>
> It is fully backward compatible and it is completely optional. In fact, they are all new classes only.
>
> I could raise a pull request soon for this.
>
> Regards
> Jason
>
> On Mon, 29 Oct 2018 at 14:52, Christoph John <chr...@ma... 
> <mailto:chr...@ma...>> wrote:
>
>     Hi Jason,
>
>     I think it would be sufficient to open a pull request only.
>     Does your change break anything?
>
>     Thanks in advance and best regards,
>     Chris.
>
>     On 29/10/2018 13:02, Tsz Shun Chow wrote:
>>     QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>>     QuickFIX/J Support:http://www.quickfixj.org/support/
>>
>>
>>
>>     Hi all,
>>
>>     I have recently developed an implementation of quickfix.Application that transforms the usage
>>     to be functional like. E.g. registering single method interface for operation like onLogon(),
>>     and it makes the usage with lambda possible.
>>
>>     It also supports FIFO handling for multiple registered callbacks and fail fast exception
>>     propagation. Also optionally support the ApplicationExtended interface.
>>
>>     Would anyone be interested in having this included in the standard quickfix library under the
>>     core module?
>>
>>     If it’s of interest to people, I reckon I could submit a feature ticket in JIRA and submit a
>>     pull request after.
>>
>>     Regards,
>>     Jason
>>
>>
>>     _______________________________________________
>>     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  <https://maps.google.com/?q=Oppenhoffallee+103%0D%0A52066+Aachen,+Germany&entry=gmail&source=g>
>     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

[Quickfixj-users] Jira

[Bär, A. <And...@si...>]

Hi

I found a bug in QuickFix/J and would like to report it but the Jira does not display correctly so I cannot see the captcha to register.

Where can I report the bug?

Thanks, Andy

The content of this e-mail is intended only for the confidential use of the person addressed. 
If you are not the intended recipient, please notify the sender and delete this email immediately.
Thank you.

Re: [Quickfixj-users] Functional style interfaces for quickfix.Application

[Tsz S. C. <jas...@gm...>]

Hi Chris,

It is fully backward compatible and it is completely optional. In fact,
they are all new classes only.

I could raise a pull request soon for this.

Regards
Jason

On Mon, 29 Oct 2018 at 14:52, Christoph John <chr...@ma...>
wrote:

> Hi Jason,
>
> I think it would be sufficient to open a pull request only.
> Does your change break anything?
>
> Thanks in advance and best regards,
> Chris.
>
> On 29/10/2018 13:02, Tsz Shun Chow wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi all,
>
> I have recently developed an implementation of quickfix.Application that
> transforms the usage to be functional like. E.g. registering single method
> interface for operation like onLogon(), and it makes the usage with lambda
> possible.
>
> It also supports FIFO handling for multiple registered callbacks and fail
> fast exception propagation. Also optionally support the ApplicationExtended
> interface.
>
> Would anyone be interested in having this included in the standard
> quickfix library under the core module?
>
> If it’s of interest to people, I reckon I could submit a feature ticket in
> JIRA and submit a pull request after.
>
> Regards,
> Jason
>
>
> _______________________________________________
> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> --
> Christoph John
> Software Engineering
> T +49 241 557...@ma...
>
> MACD GmbHOppenhoffallee 103
> 52066 Aachen, Germany <https://maps.google.com/?q=Oppenhoffallee+103%0D%0A52066+Aachen,+Germany&entry=gmail&source=g>www.macd.com
>
> Amtsgericht Aachen: HRB 8151
> Ust.-Id: DE 813021663
> Geschäftsführer: George Macdonald
>
>

Re: [Quickfixj-users] Functional style interfaces for quickfix.Application

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

Hi Jason,

I think it would be sufficient to open a pull request only.
Does your change break anything?

Thanks in advance and best regards,
Chris.

On 29/10/2018 13:02, Tsz Shun Chow wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi all,
>
> I have recently developed an implementation of quickfix.Application that transforms the usage to 
> be functional like. E.g. registering single method interface for operation like onLogon(), and it 
> makes the usage with lambda possible.
>
> It also supports FIFO handling for multiple registered callbacks and fail fast exception 
> propagation. Also optionally support the ApplicationExtended interface.
>
> Would anyone be interested in having this included in the standard quickfix library under the core 
> module?
>
> If it’s of interest to people, I reckon I could submit a feature ticket in JIRA and submit a pull 
> request after.
>
> Regards,
> Jason
>
>
> _______________________________________________
> 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] Functional style interfaces for quickfix.Application

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

This sounds interesting. I'd like to take a look at what you've done.

On 10/29/18 5:02 AM, Tsz Shun Chow wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi all,
>
> I have recently developed an implementation of quickfix.Application 
> that transforms the usage to be functional like. E.g. registering 
> single method interface for operation like onLogon(), and it makes the 
> usage with lambda possible.
>
> It also supports FIFO handling for multiple registered callbacks and 
> fail fast exception propagation. Also optionally support the 
> ApplicationExtended interface.
>
> Would anyone be interested in having this included in the standard 
> quickfix library under the core module?
>
> If it’s of interest to people, I reckon I could submit a feature 
> ticket in JIRA and submit a pull request after.
>
> Regards,
> Jason
>
>
> _______________________________________________
> 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 +1.541.306.6556
http://www.marketcetera.org

[Quickfixj-users] Functional style interfaces for quickfix.Application

[Tsz S. C. <jas...@gm...>]

Hi all,

I have recently developed an implementation of quickfix.Application that
transforms the usage to be functional like. E.g. registering single method
interface for operation like onLogon(), and it makes the usage with lambda
possible.

It also supports FIFO handling for multiple registered callbacks and fail
fast exception propagation. Also optionally support the ApplicationExtended
interface.

Would anyone be interested in having this included in the standard quickfix
library under the core module?

If it’s of interest to people, I reckon I could submit a feature ticket in
JIRA and submit a pull request after.

Regards,
Jason

Re: [Quickfixj-users] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection

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

Hi,

I don't think that I can give any good advice since QuickFIX/J or FIX itself is designed to have a 
point-to-point connection between two counterparties. Everything else is customization. QFJ does not 
know anything about a forwarder service or similar.

The only thing I can suggest is that the forwarder service should drop the connection to the client 
as soon as the connection to the FIX service breaks down. But this is something that you'll have to 
implement.
If you can narrow down the problem to QFJ itself then my first suggestion would be to upgrade to the 
most recent version since I saw you are still using 1.5.3.

Chris.




On 26/10/2018 12:37, ZEE...@na... wrote:
>
> Yes this is correct
>
> FIX service <------------> forwarder service <----------> client
>
> Forwarder has out.socket time out to backend FIX service  which works at TCP level, so even though 
> the FIX response comes with delay TCP connection is healthy so it does not close the
>
> connection.
>
> But in this scenario FIX client keeps on generating test request where the connection is not 
> active and consider it a live connection.
>
> Is this issue known to you and  can it fixed.
>
> *Regards,***
>
> *Zeeshan Ali **| eFX Integration | Currencies Technology | Natwest Markets | *Block No 1, Tower A, 
> Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 – 1246195672 | 
> Mobile: +91 - 7838192546
>
> *From:*Christoph John [mailto:chr...@ma...]
> *Sent:* 26 October 2018 02:30
> *To:* qui...@li...
> *Cc:* Ali, Zeeshan (NatWest Markets)
> *Subject:* Re: [Quickfixj-users] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection
>
>
> *********************************************
> " This message originates from outside our organisation. Consider carefully whether you should 
> click on any links, open any attachments or reply. If in doubt, forward to ~ Phishing"
> *********************************************
>
> Hi,
>
> I don't understand your setup. You have some kind of "forwarder service" that forwards the FIX 
> connection to somewhere else? Is it like this:
>
> FIX service <------------> forwarder service <----------> client
>
> ??
>
> And when the connection to the client times out, the FIX service does not recognize this?
> If yes, why doesn't the forwarder service drop the connection to the FIX service when the client 
> disconnects?
>
> Chris.
>
> On 25/10/2018 11:43, ZEESHAN.ALI--- via Quickfixj-users wrote:
>
>     QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>
>     QuickFIX/J Support:http://www.quickfixj.org/support/
>
>
>
>     Hi Team,
>
>     I have raised the jira above. Could you please look into it and advice.
>
>     *Regards,*
>
>     *Zeeshan Ali **| eFX Integration | Currencies Technology | Natwest Markets | *Block No 1,
>     Tower A, Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 –
>     1246195672 | Mobile: +91 - 7838192546
>
>

-- 
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] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection

[<ZEE...@na...>]

Yes this is correct

FIX service <------------> forwarder service <----------> client

Forwarder has out.socket time out to backend FIX service  which works at TCP level, so even though the FIX response comes with delay TCP connection is healthy so it does not close the
connection.

But in this scenario FIX client keeps on generating test request where the connection is not active and consider it a live connection.
Is this issue known to you and  can it fixed.


Regards,
Zeeshan Ali | eFX Integration | Currencies Technology | Natwest Markets | Block No 1, Tower A, Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 – 1246195672 | Mobile: +91 - 7838192546


From: Christoph John [mailto:chr...@ma...]
Sent: 26 October 2018 02:30
To: qui...@li...
Cc: Ali, Zeeshan (NatWest Markets)
Subject: Re: [Quickfixj-users] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection


*********************************************
" This message originates from outside our organisation. Consider carefully whether you should click on any links, open any attachments or reply. If in doubt, forward to ~ Phishing"
*********************************************

Hi,

I don't understand your setup. You have some kind of "forwarder service" that forwards the FIX connection to somewhere else? Is it like this:

FIX service <------------> forwarder service <----------> client

??

And when the connection to the client times out, the FIX service does not recognize this?
If yes, why doesn't the forwarder service drop the connection to the FIX service when the client disconnects?

Chris.

On 25/10/2018 11:43, ZEESHAN.ALI--- via Quickfixj-users wrote:

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

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






Hi Team,

I have raised the jira above. Could you please look into it and advice.

Regards,
Zeeshan Ali | eFX Integration | Currencies Technology | Natwest Markets | Block No 1, Tower A, Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 – 1246195672 | Mobile: +91 - 7838192546


This communication and any attachments are confidential and intended solely for the addressee. If you are not the intended recipient please advise us immediately and delete it. Unless specifically stated in the message or otherwise indicated, you may not duplicate, redistribute or forward this message and any attachments are not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to local law or regulation. NatWest Markets Plc  or any affiliated entity ("NatWest Markets") accepts no responsibility for any changes made to this message after it was sent.
Unless otherwise specifically indicated, the contents of this communication and its attachments are for information purposes only and should not be regarded as an offer or solicitation to buy or sell a product or service, confirmation of any transaction, a valuation, indicative price or an official statement. This communication has been prepared by the NatWest Markets trading desk, which may have a position or interest in the products or services mentioned that is inconsistent with any views expressed in this message. In evaluating the information contained in this message, you should know that it could have been previously provided to other clients and/or internal NatWest Markets personnel, who could have already acted on it.
NatWest Markets cannot provide absolute assurances that all electronic communications (sent or received) are secure, error free, not corrupted, incomplete or virus free and/or that they will not be lost, mis-delivered, destroyed, delayed or intercepted/decrypted by others. Therefore NatWest Markets disclaims all liability with regards to electronic communications (and the contents therein) if they are corrupted, lost destroyed, delayed, incomplete, mis-delivered, intercepted, decrypted or otherwise misappropriated by others.
Any electronic communication that is conducted within or through NatWest Markets systems will be subject to being archived, monitored and produced to regulators and in litigation in accordance with NatWest Markets’ policy and local laws, rules and regulations. Unless expressly prohibited by local law, electronic communications may be archived in countries other than the country in which you are located, and may be treated in accordance with the laws and regulations of the country of each individual included in the entire chain.
Copyright 2013-2018 The Royal Bank of Scotland Group plc. All rights reserved. See http://www.natwestmarkets.com/legal/s-t-discl.html for further risk disclosure.




_______________________________________________

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


This communication and any attachments are confidential and intended solely for the addressee. If you are not the intended recipient please advise us immediately and delete it. Unless specifically stated in the message or otherwise indicated, you may not duplicate, redistribute or forward this message and any attachments are not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to local law or regulation. NatWest Markets Plc  or any affiliated entity ("NatWest Markets") accepts no responsibility for any changes made to this message after it was sent.

Unless otherwise specifically indicated, the contents of this communication and its attachments are for information purposes only and should not be regarded as an offer or solicitation to buy or sell a product or service, confirmation of any transaction, a valuation, indicative price or an official statement. This communication has been prepared by the NatWest Markets trading desk, which may have a position or interest in the products or services mentioned that is inconsistent with any views expressed in this message. In evaluating the information contained in this message, you should know that it could have been previously provided to other clients and/or internal NatWest Markets personnel, who could have already acted on it.

NatWest Markets cannot provide absolute assurances that all electronic communications (sent or received) are secure, error free, not corrupted, incomplete or virus free and/or that they will not be lost, mis-delivered, destroyed, delayed or intercepted/decrypted by others. Therefore NatWest Markets disclaims all liability with regards to electronic communications (and the contents therein) if they are corrupted, lost destroyed, delayed, incomplete, mis-delivered, intercepted, decrypted or otherwise misappropriated by others.

Any electronic communication that is conducted within or through NatWest Markets systems will be subject to being archived, monitored and produced to regulators and in litigation in accordance with NatWest Markets’ policy and local laws, rules and regulations. Unless expressly prohibited by local law, electronic communications may be archived in countries other than the country in which you are located, and may be treated in accordance with the laws and regulations of the country of each individual included in the entire chain.

Copyright 2013-2018 The Royal Bank of Scotland Group plc. All rights reserved. See http://www.natwestmarkets.com/legal/s-t-discl.html for further risk disclosure.

Re: [Quickfixj-users] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection

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

Hi,

I don't understand your setup. You have some kind of "forwarder service" that forwards the FIX 
connection to somewhere else? Is it like this:

FIX service <------------> forwarder service <----------> client

??

And when the connection to the client times out, the FIX service does not recognize this?
If yes, why doesn't the forwarder service drop the connection to the FIX service when the client 
disconnects?

Chris.


On 25/10/2018 11:43, ZEESHAN.ALI--- via Quickfixj-users wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi Team,
>
> I have raised the jira above. Could you please look into it and advice.
>
> *Regards,***
>
> *Zeeshan Ali **| eFX Integration | Currencies Technology | Natwest Markets | *Block No 1, Tower A, 
> Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 – 1246195672 | 
> Mobile: +91 - 7838192546
>
>
> This communication and any attachments are confidential and intended solely for the addressee. If 
> you are not the intended recipient please advise us immediately and delete it. Unless specifically 
> stated in the message or otherwise indicated, you may not duplicate, redistribute or forward this 
> message and any attachments are not intended for distribution to, or use by any person or entity 
> in any jurisdiction or country where such distribution or use would be contrary to local law or 
> regulation. NatWest Markets Plc  or any affiliated entity ("NatWest Markets") accepts no 
> responsibility for any changes made to this message after it was sent.
> Unless otherwise specifically indicated, the contents of this communication and its attachments 
> are for information purposes only and should not be regarded as an offer or solicitation to buy or 
> sell a product or service, confirmation of any transaction, a valuation, indicative price or an 
> official statement. This communication has been prepared by the NatWest Markets trading desk, 
> which may have a position or interest in the products or services mentioned that is inconsistent 
> with any views expressed in this message. In evaluating the information contained in this message, 
> you should know that it could have been previously provided to other clients and/or internal 
> NatWest Markets personnel, who could have already acted on it.
> NatWest Markets cannot provide absolute assurances that all electronic communications (sent or 
> received) are secure, error free, not corrupted, incomplete or virus free and/or that they will 
> not be lost, mis-delivered, destroyed, delayed or intercepted/decrypted by others. Therefore 
> NatWest Markets disclaims all liability with regards to electronic communications (and the 
> contents therein) if they are corrupted, lost destroyed, delayed, incomplete, mis-delivered, 
> intercepted, decrypted or otherwise misappropriated by others.
> Any electronic communication that is conducted within or through NatWest Markets systems will be 
> subject to being archived, monitored and produced to regulators and in litigation in accordance 
> with NatWest Markets’ policy and local laws, rules and regulations. Unless expressly prohibited by 
> local law, electronic communications may be archived in countries other than the country in which 
> you are located, and may be treated in accordance with the laws and regulations of the country of 
> each individual included in the entire chain.
> Copyright 2013-2018 The Royal Bank of Scotland Group plc. All rights reserved. See 
> http://www.natwestmarkets.com/legal/s-t-discl.html for further risk disclosure.
>
>
> _______________________________________________
> 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] https://www.quickfixj.org/jira/browse/QFJ-958 : Sticky connection

[<ZEE...@na...>]

Hi Team,

I have raised the jira above. Could you please look into it and advice.

Regards,
Zeeshan Ali | eFX Integration | Currencies Technology | Natwest Markets | Block No 1, Tower A, Unitech Infospace Complex Sector 21, Gurgaon, Haryana, 122002, India | Extn: +91 - 1246195672 | Mobile: +91 - 7838192546



This communication and any attachments are confidential and intended solely for the addressee. If you are not the intended recipient please advise us immediately and delete it. Unless specifically stated in the message or otherwise indicated, you may not duplicate, redistribute or forward this message and any attachments are not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to local law or regulation. NatWest Markets Plc  or any affiliated entity ("NatWest Markets") accepts no responsibility for any changes made to this message after it was sent.

Unless otherwise specifically indicated, the contents of this communication and its attachments are for information purposes only and should not be regarded as an offer or solicitation to buy or sell a product or service, confirmation of any transaction, a valuation, indicative price or an official statement. This communication has been prepared by the NatWest Markets trading desk, which may have a position or interest in the products or services mentioned that is inconsistent with any views expressed in this message. In evaluating the information contained in this message, you should know that it could have been previously provided to other clients and/or internal NatWest Markets personnel, who could have already acted on it.

NatWest Markets cannot provide absolute assurances that all electronic communications (sent or received) are secure, error free, not corrupted, incomplete or virus free and/or that they will not be lost, mis-delivered, destroyed, delayed or intercepted/decrypted by others. Therefore NatWest Markets disclaims all liability with regards to electronic communications (and the contents therein) if they are corrupted, lost destroyed, delayed, incomplete, mis-delivered, intercepted, decrypted or otherwise misappropriated by others.

Any electronic communication that is conducted within or through NatWest Markets systems will be subject to being archived, monitored and produced to regulators and in litigation in accordance with NatWest Markets’ policy and local laws, rules and regulations. Unless expressly prohibited by local law, electronic communications may be archived in countries other than the country in which you are located, and may be treated in accordance with the laws and regulations of the country of each individual included in the entire chain.

Copyright 2013-2018 The Royal Bank of Scotland Group plc. All rights reserved. See http://www.natwestmarkets.com/legal/s-t-discl.html for further risk disclosure.

Re: [Quickfixj-users] Representing Forex pairs

[Daniel M. <dan...@gm...>]

Forex usually has the pair encoded in 55 (e.g 55=USD/JPY) with 15
specifying the "dealt" currency (e.g. 15=JPY).  The quantity of the order
refers to units of the dealt currency.  Most specs (but not all) have the
side of the order refer to the dealt currency as well.

On Thu, Oct 18, 2018, 4:28 AM Tsz Shun Chow <jas...@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/
>
>
> Hi all,
>
> Which are the standard FIX tags to represent the numerator and the
> denominator of an underlying FOREX pair? So far I couldn’t find any.
>
> Cheers,
> Jason
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] Representing Forex pairs

[Tsz S. C. <jas...@gm...>]

That seems quite close though I think they are used in swaps. Thanks for
your response.

On Thu, 18 Oct 2018 at 09:35, Christoph John <chr...@ma...>
wrote:

> Hi,
>
> I'm not familiar with FOREX but a search in
> http://fiximate.fixtrading.org/latestEP/ shows that there is the
> following tag:
> http://fiximate.fixtrading.org/latestEP/en/FIX.5.0SP2_EP240/tag871.html
>
> This tag has a value for instrument nominator and denominator.
>
> Cheers,
> Chris.
>
>
> On 18/10/2018 10:27, Tsz Shun Chow wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi all,
>
> Which are the standard FIX tags to represent the numerator and the
> denominator of an underlying FOREX pair? So far I couldn’t find any.
>
> Cheers,
> Jason
>
>
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