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From: Christoph J. <chr...@ma...> - 2018-07-03 14:18:28
|
Then you could either run this in separateJava processesor configure a SessionQualifier to disambiguate these sessions. But this is more of a workaround. Actually the counterparty should be able to assign different CompIDs. Maybe you can arrange with them to use a SenderSubID to disambiguate the two sessions. Chris. On 03/07/18 16:11, Vamsi Pinnamaneni wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > > But my client had given SenderCompID and TargetCompID same for Maket data info and for order > placement.only IP address changed. > > On Tue, Jul 3, 2018 at 6:07 PM, Øyvind Matheson Wergeland <oyv...@om... > <mailto:oyv...@om...>> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/%0AQuickFIX/J> Support: > http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/> > > > > How many FIX sessions you have to configure depends on your counterpart. > > QF/J identifies a session using the pair (SenderCompID, TargetCompID). See the documentation > on how to send messages: > > https://www.quickfixj.org/usermanual/2.0.0//usage/sending_messages.html > <https://www.quickfixj.org/usermanual/2.0.0//usage/sending_messages.html> > > -Øyvind > > On 07/03/2018 01:58 PM, Vamsi Krishna wrote: >> Hi oyvind, >> >> Connect Mode of my company = Initiator >> >> Maket data info: >> >> * IP=*.*.*.* >> * FixVersion=FIX.4.4 >> * SenderCompID=*** >> * TargetCompID=*** >> * SocketAcceptPort=**** >> >> Place order info: >> >> * IP=*.*.*.* >> * FixVersion=FIX.4.4 >> * SenderCompID=*** >> * TargetCompID=*** >> * SocketAcceptPort=**** >> >> I need to get marketData for market prize and place order.according to above details we need >> to configure 2 sessions ? >> >> If so how to send requests with different sessions.Please help me >> > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > 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> > > > > > -- > Regards, > Vamsi Krishna Pinnamaneni > > The information contained in this message may be confidential and is intended for the addressee > only. If you don't think this email is meant for you, please let us know. Do not copy or forward > the information it contains, and delete this email from your system. Any personal views or > opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. > This email does not create or vary any contractual obligations between Wealth Objects Limited and > the addressee. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > _______________________________________________ > 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 |
|
From: Vamsi P. <vam...@we...> - 2018-07-03 14:12:06
|
But my client had given SenderCompID and TargetCompID same for Maket data info and for order placement.only IP address changed. On Tue, Jul 3, 2018 at 6:07 PM, Øyvind Matheson Wergeland < oyv...@om...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > How many FIX sessions you have to configure depends on your counterpart. > > QF/J identifies a session using the pair (SenderCompID, TargetCompID). See > the documentation on how to send messages: > > https://www.quickfixj.org/usermanual/2.0.0//usage/sending_messages.html > > -Øyvind > On 07/03/2018 01:58 PM, Vamsi Krishna wrote: > > Hi oyvind, > > Connect Mode of my company = Initiator > > Maket data info: > > - IP=*.*.*.* > - FixVersion=FIX.4.4 > - SenderCompID=*** > - TargetCompID=*** > - SocketAcceptPort=**** > > Place order info: > > - IP=*.*.*.* > - FixVersion=FIX.4.4 > - SenderCompID=*** > - TargetCompID=*** > - SocketAcceptPort=**** > > I need to get marketData for market prize and place order.according to > above details we need to configure 2 sessions ? > > If so how to send requests with different sessions.Please help me > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Øyvind M. W. <oyv...@om...> - 2018-07-03 14:07:20
|
<html>
<head>
<meta http-equiv="content-type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p>Dear QF/J community,</p>
<p>I am off to a new position, still in the market data realm, but
no trading systems, so I will not be using QF/J in the foreseeable
future.</p>
<p>Thank you all for good help with QF/J, and a special thank to
Chris John for all the maintenance!<br>
</p>
<p><br>
</p>
<div class="moz-signature">
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
</body>
</html>
|
|
From: Øyvind M. W. <oyv...@om...> - 2018-07-03 12:38:01
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p>How many FIX sessions you have to configure depends on your
counterpart.</p>
<p>QF/J identifies a session using the pair (SenderCompID,
TargetCompID). See the documentation on how to send messages:<br>
</p>
<p><a moz-do-not-send="true"
href="https://www.quickfixj.org/usermanual/2.0.0//usage/sending_messages.html">https://www.quickfixj.org/usermanual/2.0.0//usage/sending_messages.html</a></p>
<p> -Øyvind<br>
</p>
<div class="moz-cite-prefix">
<title></title>
On 07/03/2018 01:58 PM, Vamsi Krishna wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAB...@ma...">
<div dir="ltr">Hi oyvind,
<div><br>
</div>
<div>
<p class="MsoNormal"
style="margin:0px;font-size:12.8px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Connect
Mode of my company = Initiator</p>
<p class="MsoNormal"
style="margin:0px;font-size:12.8px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Maket
data info:</p>
<ul
style="font-size:12.8px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;margin-top:0in"
type="disc">
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">IP=*.*.*.*</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">FixVersion=FIX.4.4</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">SenderCompID=***</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">TargetCompID=***</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">SocketAcceptPort=****</li>
</ul>
<p class="MsoNormal"
style="margin:0px;font-size:12.8px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Place
order info:</p>
<ul
style="font-size:12.8px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;margin-top:0in"
type="disc">
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">IP=*.*.*.*</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">FixVersion=FIX.4.4</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">SenderCompID=***</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">TargetCompID=***</li>
<li
class="gmail-m_-7651213939036639446m_2884667610842928852m_8234399281652435000MsoListParagraph"
style="margin-left:0in">SocketAcceptPort=****</li>
</ul>
<div><span style="font-size:12.8px">I need to get marketData
for market prize and place order.according to above
details we need to configure 2 sessions ?</span></div>
<div><span style="font-size:12.8px"><br>
</span></div>
<div><span style="font-size:12.8px">If so how to send requests
with different sessions.Please help me</span></div>
<br>
</div>
</div>
</blockquote>
<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-07-02 15:09:31
|
Thank you so much for your explanation. On Mon, Jul 2, 2018 at 3:48 PM, Øyvind Matheson Wergeland < oyv...@om...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > You don't get any messages because you are disconnected by your > counterpart: > > *20180702-06:53:07: Disconnecting: Forcibly disconnecting session* > > The question is why are you being disconnected. I notice in your log that > your acceptor is sending two logon messages (two outgoing messages with > 35=A). QuickFix/J will handle the session for you (logon, logoff and > re-transmission of messages) - you don't have to call logon or logoff > yourself. Try removing the logon message from your call. > > To work with FIX, you have to learn to read FIX messages. I find FIXimate ( > http://fiximate.fixtrading.org/) very useful - just make sure to select > your FIX version in the sidebar. > > Important tags are 35 (message type), 49 (sender comp id) and 56 (target > comp id) - so you can see what kind of message it is and if it is inbound > or outbound message. > > > Best regards > > *Øyvind Matheson Wergeland* > CTO > > Mobile: (+47) 95 16 16 88 > E-mail: oyv...@om... > > *Oslo Market Solutions* > PO Box 4, 0051 Oslo, Norway > Telephone: (+47) 40 00 23 13 > www.oms.no > On 07/02/2018 10:58 AM, Vamsi Pinnamaneni wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > > HI team, > > Please check my sample code and logs and let me whats going wrong. FromApp > method is not calling > > > logs files are........................... > 20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule is weekly, SUN > 00:00:00-UTC - FRI 00:00:00-UTC > 20180702-06:53:06: Created session: FIX.4.4:WOB->BSC > 20180702-06:53:06: Configured socket addresses for session: [] > 20180702-06:53:06: MINA session created: local=, class > org.apache.mina.transport.socket.nio.NioSocketSession, remote= > 20180702-06:53:07: Initiated logon request > 20180702-06:53:07: Logon contains ResetSeqNumFlag=Y, resetting sequence > numbers to 1 > 20180702-06:53:07: Received logon > 20180702-06:53:07: Disconnecting: Forcibly disconnecting session > > > > messages log is > > 8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560 56=BSC 108=30 > 141=Y 10=015 > 8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545 56=BSC 98=0 > 108=30 141=Y 10=247 > 8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156 56=WOB 369=0 98=0 > 108=30 141=Y 10=001 > 8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586 56=BSC > > > 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1 55=USD/VND 267=1 269=1 > 10=200 > > -- > Regards, > Vamsi Krishna Pinnamaneni > > The information contained in this message may be confidential and is > intended for the addressee only. If you don't think this email is meant for > you, please let us know. Do not copy or forward the information it > contains, and delete this email from your system. Any personal views or > opinions are those of the author and do not necessarily represent those of > Wealth Objects Limited. This email does not create or vary any contractual > obligations between Wealth Objects Limited and the addressee. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Colin D. <co...@ma...> - 2018-07-02 13:06:55
|
Robert, For some sessions we do turn validate off because the other side is just too inconsistent. It is not our preferred approach, of course, because a lot of the code path assumes the FIX message is valid. In cases where we have to do this, we often will insert a little bit of code for that session to repair whatever the problem is to try to ensure the message is valid. On 07/02/2018 01:41 AM, Christoph John via Quickfixj-users wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > > Hi, > > I don't know which QFJ version you use. But there was an improvement > (pull requests [1] and [2]) made in 1.6.4 which should allow to > process such unknown fields if you set AllowUnknownMsgFields=Y (tags < > 5000) and/or ValidateUserDefinedFields=N (tags > 5000). > The unknown field will then be added to the repeating group instance > if it is not a known trailer or message field. Of course this could > cause problems (as Eric already mentioned) when the unknown field is > actually to be considered a message field and the repeating group > already ended. Then you really need the new dictionary to be sure. > > [1] https://github.com/quickfix-j/quickfixj/pull/106 > [2] https://github.com/quickfix-j/quickfixj/pull/108 > > Hope that helps, > Chris. > > > On 01/07/18 17:55, Robert Nicholson wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ >> QuickFIX/J Support:http://www.quickfixj.org/support/ >> >> >> So my FIX clients typically process execution reports from ISVs and it seems a lot of them lately are beginning to change their FIX dictionary more often and if we do not upgrade >> with them we typically end up with a new repeating group tag added that will fail validation. >> >> So, is there any setting to turn off just the tag occurs more than once error or does that require disabling all validation? >> >> I’m really tempted to turn off validation since the addition of a group tag that I don’t care about is something I can live with rather than failing the whole validation. >> >> >> ------------------------------------------------------------------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org!http://sdm.link/slashdot >> _______________________________________________ >> 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 > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: Øyvind M. W. <oyv...@om...> - 2018-07-02 10:18:54
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p>You don't get any messages because you are disconnected by your
counterpart:</p>
<blockquote>
<div><font size="+1"><b><tt>20180702-06:53:07: Disconnecting:
Forcibly disconnecting session</tt></b></font></div>
</blockquote>
<p>The question is why are you being disconnected. I notice in your
log that your acceptor is sending two logon messages (two outgoing
messages with 35=A). QuickFix/J will handle the session for you
(logon, logoff and re-transmission of messages) - you don't have
to call logon or logoff yourself. Try removing the logon message
from your call.<br>
</p>
<p>To work with FIX, you have to learn to read FIX messages. I find
FIXimate (<a moz-do-not-send="true"
href="http://fiximate.fixtrading.org/">http://fiximate.fixtrading.org/</a>)
very useful - just make sure to select your FIX version in the
sidebar.</p>
<p>Important tags are 35 (message type), 49 (sender comp id) and 56
(target comp id) - so you can see what kind of message it is and
if it is inbound or outbound message.<br>
</p>
<p><br>
</p>
<div class="moz-signature">
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
<div class="moz-cite-prefix">On 07/02/2018 10:58 AM, Vamsi
Pinnamaneni wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<pre wrap="">QuickFIX/J Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a>
QuickFIX/J Support: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a>
</pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr"><br clear="all">
<div>HI team,</div>
<div><br>
</div>
<div>Please check my sample code and logs and let me whats going
wrong. FromApp method is not calling </div>
<div><br>
</div>
<div><br>
</div>
<div>logs files are...........................</div>
<div>
<div>20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule
is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC</div>
<div>20180702-06:53:06: Created session: FIX.4.4:WOB->BSC</div>
<div>20180702-06:53:06: Configured socket addresses for
session: []</div>
<div>20180702-06:53:06: MINA session created: local=, class
org.apache.mina.transport.socket.nio.NioSocketSession,
remote=</div>
<div>20180702-06:53:07: Initiated logon request</div>
<div>20180702-06:53:07: Logon contains ResetSeqNumFlag=Y,
resetting sequence numbers to 1</div>
<div>20180702-06:53:07: Received logon</div>
<div>20180702-06:53:07: Disconnecting: Forcibly disconnecting
session</div>
</div>
<div><br>
</div>
<div>
<br>
</div>
<div><br>
</div>
<div>messages log is</div>
<div><br>
</div>
<div>
<div>8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560
56=BSC 108=30 141=Y 10=015 </div>
<div>8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545
56=BSC 98=0 108=30 141=Y 10=247 </div>
<div>8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156
56=WOB 369=0 98=0 108=30 141=Y 10=001 </div>
<div>8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586
56=BSC</div>
</div>
</div>
</blockquote>
<br>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<div dir="ltr">
<div>
<div> 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1
55=USD/VND 267=1 269=1 10=200 </div>
</div>
<div><br>
</div>
-- <br>
<div class="gmail_signature">
<div dir="ltr">
<div>
<div dir="ltr">
<div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Regards,<br>
</span></div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Vamsi
Krishna Pinnamaneni<br>
</span></div>
<div dir="ltr"><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px"><br>
The information contained in this message may be
confidential and is intended for the addressee
only. If you don't think this email is meant for
you, please let us know. Do not copy or forward
the information it contains, and delete this email
from your system. Any personal views or opinions
are those of the author and do not necessarily
represent those of Wealth Objects Limited. This
email does not create or vary any contractual
obligations between Wealth Objects Limited and the
addressee.</span><br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="moz-txt-link-freetext" href="http://sdm.link/slashdot">http://sdm.link/slashdot</a></pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
Quickfixj-users mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a>
<a class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfixj-users">https://lists.sourceforge.net/lists/listinfo/quickfixj-users</a>
</pre>
</blockquote>
<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-07-02 08:58:44
|
HI team, Please check my sample code and logs and let me whats going wrong. FromApp method is not calling logs files are........................... 20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC 20180702-06:53:06: Created session: FIX.4.4:WOB->BSC 20180702-06:53:06: Configured socket addresses for session: [] 20180702-06:53:06: MINA session created: local=, class org.apache.mina.transport.socket.nio.NioSocketSession, remote= 20180702-06:53:07: Initiated logon request 20180702-06:53:07: Logon contains ResetSeqNumFlag=Y, resetting sequence numbers to 1 20180702-06:53:07: Received logon 20180702-06:53:07: Disconnecting: Forcibly disconnecting session messages log is 8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560 56=BSC 108=30 141=Y 10=015 8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545 56=BSC 98=0 108=30 141=Y 10=247 8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156 56=WOB 369=0 98=0 108=30 141=Y 10=001 8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586 56=BSC 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1 55=USD/VND 267=1 269=1 10=200 -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Christoph J. <chr...@ma...> - 2018-07-02 08:41:15
|
Hi, I don't know which QFJ version you use. But there was an improvement (pull requests [1] and [2]) made in 1.6.4 which should allow to process such unknown fields if you set AllowUnknownMsgFields=Y (tags < 5000) and/or ValidateUserDefinedFields=N (tags > 5000). The unknown field will then be added to the repeating group instance if it is not a known trailer or message field. Of course this could cause problems (as Eric already mentioned) when the unknown field is actually to be considered a message field and the repeating group already ended. Then you really need the new dictionary to be sure. [1] https://github.com/quickfix-j/quickfixj/pull/106 [2] https://github.com/quickfix-j/quickfixj/pull/108 Hope that helps, Chris. On 01/07/18 17:55, Robert Nicholson wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > So my FIX clients typically process execution reports from ISVs and it seems a lot of them lately are beginning to change their FIX dictionary more often and if we do not upgrade > with them we typically end up with a new repeating group tag added that will fail validation. > > So, is there any setting to turn off just the tag occurs more than once error or does that require disabling all validation? > > I’m really tempted to turn off validation since the addition of a group tag that I don’t care about is something I can live with rather than failing the whole validation. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > 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 |
|
From: Vamsi P. <vam...@we...> - 2018-07-02 07:43:53
|
I am unable to figure it out from logs.please help me. On Mon, Jul 2, 2018 at 1:08 PM, Øyvind Matheson Wergeland < oyv...@om...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > That's quite obvious why you don't get any messages. > > Please read the log yourself. > > > Best regards > > *Øyvind Matheson Wergeland* > CTO > > Mobile: (+47) 95 16 16 88 > E-mail: oyv...@om... > > *Oslo Market Solutions* > PO Box 4, 0051 Oslo, Norway > Telephone: (+47) 40 00 23 13 > www.oms.no > On 07/02/2018 08:58 AM, Vamsi Pinnamaneni wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi Team, > > Please find the below logs. i am unable to figure out why control is not > coming to fromApp method. > > logs............................... > 20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule is weekly, SUN > 00:00:00-UTC - FRI 00:00:00-UTC > 20180702-06:53:06: Created session: FIX.4.4:WOB->BSC > 20180702-06:53:06: Configured socket addresses for session: [/*MailScanner > has detected a possible fraud attempt from "10.21.188.240:2369" claiming to > be* *MailScanner warning: numerical links are often malicious:* > 10.21.188.240:2369 <http://10.21.188.240:2369>] > 20180702-06:53:06: MINA session created: local=/*MailScanner has detected > a possible fraud attempt from "10.21.188.242:41668" claiming to be* *MailScanner > warning: numerical links are often malicious:* 10.21.188.242:41668 > <http://10.21.188.242:41668>, class org.apache.mina.transport.socket.nio.NioSocketSession, > remote=/*MailScanner has detected a possible fraud attempt from > "10.21.188.240:2369" claiming to be* *MailScanner warning: numerical > links are often malicious:* 10.21.188.240:2369 <http://10.21.188.240:2369> > 20180702-06:53:07: Initiated logon request > 20180702-06:53:07: Logon contains ResetSeqNumFlag=Y, resetting sequence > numbers to 1 > 20180702-06:53:07: Received logon > 20180702-06:53:07: Disconnecting: Forcibly disconnecting session > .......................................................................... > messages log is > 8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560 56=BSC 108=30 > 141=Y 10=015 > 8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545 56=BSC 98=0 > 108=30 141=Y 10=247 > 8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156 56=WOB 369=0 98=0 > 108=30 141=Y 10=001 > 8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586 56=BSC > 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1 55=USD/VND 267=1 269=1 > 10=200 > > Please help me.thanks in advance. > > > On Thu, Jun 28, 2018 at 8:44 PM, Øyvind Matheson Wergeland < > oyv...@om...> wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/%0AQuickFIX/J> >> Support: http://www.quickfixj.org/support/ >> >> >> >> The code looks correct. Have you checked the log files? >> >> Note that fromApp should be very fast, like only put the message on some >> other queue and then return. Actual message handling must be done in >> another thread, otherwise you block receiving messages. But you can worry >> about that when you actually receive messages. >> >> >> Best regards >> >> *Øyvind Matheson Wergeland* >> CTO >> >> Mobile: (+47) 95 16 16 88 >> E-mail: oyv...@om... >> >> *Oslo Market Solutions* >> PO Box 4, 0051 Oslo, Norway >> Telephone: (+47) 40 00 23 13 >> www.oms.no >> On 06/28/2018 10:01 AM, Vamsi Pinnamaneni wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> >> Hi Team, >> >> Thanks for you sample code.before implementing that ,the callback method *"fromApp" >> *is not calling.i attached all two java files of my code .please check >> what was wrong? >> >> Plesase find the attachment.Thanks in advance.Please help me. >> >> On Wed, Jun 27, 2018 at 7:13 PM, Colin DuPlantis <co...@ma...> >> wrote: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>> >>> >>> resending after trimming length: >>> >>> >>> On 06/27/2018 06:42 AM, Colin DuPlantis wrote: >>> >>>> Here's a code snippet we use to retrieve the price from a market data >>>> message. I've also included a few helper methods. I omitted a lot of code >>>> that isn't relevant to your question. >>>> >>>> List<Group> mdEntries = messageFactory.getMdEntriesFro >>>> mMessage(message); >>>> for(Group mdEntry : mdEntries) { >>>> char entryType = mdEntry.getChar(quickfix.field >>>> .MDEntryType.FIELD); >>>> switch(entryType) { >>>> case quickfix.field.MDEntryType.BID: >>>> mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD); >>>> >>>> /** >>>> * Get the MDEntry groups from the given message. >>>> * >>>> * @param inMessage a <code>Message</code> value >>>> * @return a <code>List<:Group></code> value >>>> * @throws FieldNotFound if the groups could not be extracted >>>> */ >>>> public List<Group> getMdEntriesFromMessage(Message inMessage) >>>> throws FieldNotFound >>>> { >>>> List<Group> mdEntries = Lists.newArrayList(); >>>> int noMdEntries = inMessage.getInt(quickfix.fiel >>>> d.NoMDEntries.FIELD); >>>> for(int i=1;i<=noMdEntries;i++) { >>>> Group mdEntryGroup = createGroup(inMessage.getHeade >>>> r().getString(quickfix.field.MsgType.FIELD), >>>> quickfix.field.NoMDEntries.FIELD); >>>> mdEntryGroup = inMessage.getGroup(i, >>>> mdEntryGroup); >>>> mdEntries.add(mdEntryGroup); >>>> } >>>> return mdEntries; >>>> } >>>> >>>> /** Creates a group based on the specified container message and >>>> group id */ >>>> public Group createGroup(String msgType, int groupID) >>>> { >>>> return msgFactory.create(beginString, msgType, groupID); >>>> } >>>> >>> >>> >>> ------------------------------------------------------------ >>> ------------------ >>> Check out the vibrant tech community on one of the world's most >>> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >> >> >> >> -- >> Regards, >> Vamsi Krishna Pinnamaneni >> >> The information contained in this message may be confidential and is >> intended for the addressee only. If you don't think this email is meant for >> you, please let us know. Do not copy or forward the information it >> contains, and delete this email from your system. Any personal views or >> opinions are those of the author and do not necessarily represent those of >> Wealth Objects Limited. This email does not create or vary any contractual >> obligations between Wealth Objects Limited and the addressee. >> >> >> ------------------------------------------------------------------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >> >> >> >> _______________________________________________ >> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> >> >> ------------------------------------------------------------ >> ------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> > > > -- > Regards, > Vamsi Krishna Pinnamaneni > > The information contained in this message may be confidential and is > intended for the addressee only. If you don't think this email is meant for > you, please let us know. Do not copy or forward the information it > contains, and delete this email from your system. Any personal views or > opinions are those of the author and do not necessarily represent those of > Wealth Objects Limited. This email does not create or vary any contractual > obligations between Wealth Objects Limited and the addressee. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Øyvind M. W. <oyv...@om...> - 2018-07-02 07:39:05
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p>That's quite obvious why you don't get any messages.</p>
<p>Please read the log yourself.<br>
</p>
<p><br>
</p>
<div class="moz-signature">
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
<div class="moz-cite-prefix">On 07/02/2018 08:58 AM, Vamsi
Pinnamaneni wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<pre wrap="">QuickFIX/J Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a>
QuickFIX/J Support: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a>
</pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">Hi Team,
<div><br>
</div>
<div>Please find the below logs. i am unable to figure out why
control is not coming to fromApp method.</div>
<div><br>
</div>
<div>logs...............................</div>
<div>
<div>20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule
is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC</div>
<div>20180702-06:53:06: Created session: FIX.4.4:WOB->BSC</div>
<div>20180702-06:53:06: Configured socket addresses for
session: [/<a href="http://10.21.188.240:2369"
moz-do-not-send="true"><font color="red"><b>MailScanner has detected a possible fraud attempt from "10.21.188.240:2369" claiming to be</b></font> <font color="red"><b>MailScanner
warning: numerical links are often malicious:</b></font>
10.21.188.240:2369</a>]</div>
<div>20180702-06:53:06: MINA session created: local=/<a
href="http://10.21.188.242:41668" moz-do-not-send="true"><font color="red"><b>MailScanner has detected a possible fraud attempt from "10.21.188.242:41668" claiming to be</b></font> <font
color="red"><b>MailScanner warning: numerical links are
often malicious:</b></font> 10.21.188.242:41668</a>,
class org.apache.mina.transport.socket.nio.NioSocketSession,
remote=/<a href="http://10.21.188.240:2369"
moz-do-not-send="true"><font color="red"><b>MailScanner has detected a possible fraud attempt from "10.21.188.240:2369" claiming to be</b></font> <font color="red"><b>MailScanner
warning: numerical links are often malicious:</b></font>
10.21.188.240:2369</a></div>
<div>20180702-06:53:07: Initiated logon request</div>
<div>20180702-06:53:07: Logon contains ResetSeqNumFlag=Y,
resetting sequence numbers to 1</div>
<div>20180702-06:53:07: Received logon</div>
<div>20180702-06:53:07: Disconnecting: Forcibly disconnecting
session</div>
</div>
<div>..........................................................................</div>
<div>messages log is</div>
<div>
<div>8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560
56=BSC 108=30 141=Y 10=015 </div>
<div>8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545
56=BSC 98=0 108=30 141=Y 10=247 </div>
<div>8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156
56=WOB 369=0 98=0 108=30 141=Y 10=001 </div>
<div>8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586
56=BSC 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1
55=USD/VND 267=1 269=1 10=200 </div>
</div>
<div><br>
</div>
<div>Please help me.thanks in advance.</div>
<div><br>
</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">On Thu, Jun 28, 2018 at 8:44 PM, Øyvind
Matheson Wergeland <span dir="ltr"><<a
href="mailto:oyv...@om..." target="_blank"
moz-do-not-send="true">oyv...@om...</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div class="HOEnZb">
<div class="h5">QuickFIX/J Documentation: <a
href="http://www.quickfixj.org/documentation/%0AQuickFIX/J"
rel="noreferrer" target="_blank"
moz-do-not-send="true">http://www.quickfixj.org/<wbr>documentation/<br>
QuickFIX/J</a> Support: <a
href="http://www.quickfixj.org/support/"
rel="noreferrer" target="_blank"
moz-do-not-send="true">http://www.quickfixj.org/<wbr>support/</a><br>
<br>
<br>
</div>
</div>
<br>
<div text="#000000" bgcolor="#FFFFFF">
<div class="m_-498983232720031972moz-signature">The code
looks correct. Have you checked the log files?<br>
<br>
Note that fromApp should be very fast, like only put the
message on some other queue and then return. Actual
message handling must be done in another thread,
otherwise you block receiving messages. But you can
worry about that when you actually receive messages.<br>
<br>
<br>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small> <br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a
class="m_-498983232720031972moz-txt-link-abbreviated"
href="mailto:oyv...@om..."
target="_blank" moz-do-not-send="true">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a
class="m_-498983232720031972moz-txt-link-abbreviated"
href="http://www.oms.no" target="_blank"
moz-do-not-send="true">www.oms.no</a></small><br>
</font> </div>
<div class="m_-498983232720031972moz-cite-prefix">On
06/28/2018 10:01 AM, Vamsi Pinnamaneni wrote:<br>
</div>
<blockquote type="cite">
<pre>QuickFIX/J Documentation: <a class="m_-498983232720031972moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>documentation/</a>
QuickFIX/J Support: <a class="m_-498983232720031972moz-txt-link-freetext" href="http://www.quickfixj.org/support/" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>support/</a>
</pre>
<br>
<fieldset
class="m_-498983232720031972mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">Hi Team,
<div><br>
</div>
<div>Thanks for you sample code.before implementing
that ,the callback method <b>"fromApp" </b>is not
calling.i attached all two java files of my code
.please check what was wrong?</div>
<div><br>
</div>
<div>Plesase find the attachment.Thanks in
advance.Please help me.</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">On Wed, Jun 27, 2018 at 7:13
PM, Colin DuPlantis <span dir="ltr"><<a
href="mailto:co...@ma..."
target="_blank" moz-do-not-send="true">co...@ma...</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex"><span>QuickFIX/J
Documentation: <a
href="http://www.quickfixj.org/documentation/"
rel="noreferrer" target="_blank"
moz-do-not-send="true">http://www.quickfixj.org/docum<wbr>entation/</a><br>
QuickFIX/J Support: <a
href="http://www.quickfixj.org/support/"
rel="noreferrer" target="_blank"
moz-do-not-send="true">http://www.quickfixj.org/suppo<wbr>rt/</a><br>
<br>
<br>
</span> resending after trimming length:<br>
<br>
<br>
On 06/27/2018 06:42 AM, Colin DuPlantis wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0
0 .8ex;border-left:1px #ccc
solid;padding-left:1ex"> Here's a code snippet
we use to retrieve the price from a market data
message. I've also included a few helper
methods. I omitted a lot of code that isn't
relevant to your question.<br>
<br>
List<Group> mdEntries =
messageFactory.getMdEntriesFro<wbr>mMessage(message);<br>
for(Group mdEntry : mdEntries) {<br>
char entryType =
mdEntry.getChar(quickfix.field<wbr>.MDEntryType.FIELD);<br>
switch(entryType) {<br>
case
quickfix.field.MDEntryType.BID<wbr>:<br>
mdEntry.getDecimal(<a href="http://quickfix.fi"
target="_blank" moz-do-not-send="true">quickfix.fi</a><wbr>eld.MDEntryPx.FIELD);<br>
<br>
/**<br>
* Get the MDEntry groups from the given
message.<br>
*<br>
* @param inMessage a
<code>Message</code> value<br>
* @return a
<code>List&lt:Group&gt;</code>
value<br>
* @throws FieldNotFound if the groups could
not be extracted<br>
*/<br>
public List<Group>
getMdEntriesFromMessage(Messag<wbr>e inMessage)<br>
throws FieldNotFound<br>
{<br>
List<Group> mdEntries =
Lists.newArrayList();<br>
int noMdEntries =
inMessage.getInt(quickfix.fiel<wbr>d.NoMDEntries.FIELD);<br>
for(int i=1;i<=noMdEntries;i++) {<br>
Group mdEntryGroup =
createGroup(inMessage.getHeade<wbr>r().getString(quickfix.field.M<wbr>sgType.FIELD),<br>
quickfix.field.NoMDEntries.FIE<wbr>LD);<br>
mdEntryGroup = inMessage.getGroup(i,<br>
mdEntryGroup);<br>
mdEntries.add(mdEntryGroup);<br>
}<br>
return mdEntries;<br>
}<br>
<br>
/** Creates a group based on the specified
container message and group id */<br>
public Group createGroup(String msgType, int
groupID)<br>
{<br>
return msgFactory.create(beginString,
msgType, groupID);<br>
}<br>
</blockquote>
<div class="m_-498983232720031972HOEnZb">
<div class="m_-498983232720031972h5"> <br>
<br>
------------------------------<wbr>------------------------------<wbr>------------------<br>
Check out the vibrant tech community on one of
the world's most<br>
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href="http://sdm.link/slashdot"
rel="noreferrer" target="_blank"
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______________________________<wbr>_________________<br>
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target="_blank" moz-do-not-send="true">Qui...@li...<wbr>rge.net</a><br>
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</div>
<br>
<br clear="all">
<div><br>
</div>
-- <br>
<div class="m_-498983232720031972gmail_signature"
data-smartmail="gmail_signature">
<div dir="ltr">
<div>
<div dir="ltr">
<div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Regards,<br>
</span></div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Vamsi
Krishna Pinnamaneni<br>
</span></div>
<div dir="ltr"><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px"><br>
The information contained in this
message may be confidential and is
intended for the addressee only. If you
don't think this email is meant for you,
please let us know. Do not copy or
forward the information it contains, and
delete this email from your system. Any
personal views or opinions are those of
the author and do not necessarily
represent those of Wealth Objects
Limited. This email does not create or
vary any contractual obligations between
Wealth Objects Limited and the
addressee.</span><br>
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</div>
</div>
</div>
</div>
</div>
<br>
<fieldset
class="m_-498983232720031972mimeAttachmentHeader"></fieldset>
<br>
<pre>------------------------------<wbr>------------------------------<wbr>------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="m_-498983232720031972moz-txt-link-freetext" href="http://sdm.link/slashdot" target="_blank" moz-do-not-send="true">http://sdm.link/slashdot</a></pre>
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</pre>
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<br>
------------------------------<wbr>------------------------------<wbr>------------------<br>
Check out the vibrant tech community on one of the world's
most<br>
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rel="noreferrer" target="_blank" moz-do-not-send="true">https://lists.sourceforge.net/<wbr>lists/listinfo/quickfixj-users</a><br>
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</blockquote>
</div>
<br>
<br clear="all">
<div><br>
</div>
-- <br>
<div class="gmail_signature" data-smartmail="gmail_signature">
<div dir="ltr">
<div>
<div dir="ltr">
<div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Regards,<br>
</span></div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Vamsi
Krishna Pinnamaneni<br>
</span></div>
<div dir="ltr"><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px"><br>
The information contained in this message may be
confidential and is intended for the addressee
only. If you don't think this email is meant for
you, please let us know. Do not copy or forward
the information it contains, and delete this email
from your system. Any personal views or opinions
are those of the author and do not necessarily
represent those of Wealth Objects Limited. This
email does not create or vary any contractual
obligations between Wealth Objects Limited and the
addressee.</span><br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="moz-txt-link-freetext" href="http://sdm.link/slashdot">http://sdm.link/slashdot</a></pre>
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<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
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<a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a>
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<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-07-02 06:58:31
|
Hi Team, Please find the below logs. i am unable to figure out why control is not coming to fromApp method. logs............................... 20180702-06:53:06: Session FIX.4.4:WOB->BSC schedule is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC 20180702-06:53:06: Created session: FIX.4.4:WOB->BSC 20180702-06:53:06: Configured socket addresses for session: [/ 10.21.188.240:2369] 20180702-06:53:06: MINA session created: local=/10.21.188.242:41668, class org.apache.mina.transport.socket.nio.NioSocketSession, remote=/ 10.21.188.240:2369 20180702-06:53:07: Initiated logon request 20180702-06:53:07: Logon contains ResetSeqNumFlag=Y, resetting sequence numbers to 1 20180702-06:53:07: Received logon 20180702-06:53:07: Disconnecting: Forcibly disconnecting session .......................................................................... messages log is 8=FIX.4.4 9=62 35=A 34=1 49=WOB 52=20180702-06:53:06.560 56=BSC 108=30 141=Y 10=015 8=FIX.4.4 9=67 35=A 34=1 49=WOB 52=20180702-06:53:07.545 56=BSC 98=0 108=30 141=Y 10=247 8=FIX.4.4 9=73 35=A 34=1 49=BSC 52=20180702-06:54:23.156 56=WOB 369=0 98=0 108=30 141=Y 10=001 8=FIX.4.4 9=119 35=V 34=2 49=WOB 52=20180702-06:53:07.586 56=BSC 262=MDRQ-1530514387572 263=0 264=1 265=0 146=1 55=USD/VND 267=1 269=1 10=200 Please help me.thanks in advance. On Thu, Jun 28, 2018 at 8:44 PM, Øyvind Matheson Wergeland < oyv...@om...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > The code looks correct. Have you checked the log files? > > Note that fromApp should be very fast, like only put the message on some > other queue and then return. Actual message handling must be done in > another thread, otherwise you block receiving messages. But you can worry > about that when you actually receive messages. > > > Best regards > > *Øyvind Matheson Wergeland* > CTO > > Mobile: (+47) 95 16 16 88 > E-mail: oyv...@om... > > *Oslo Market Solutions* > PO Box 4, 0051 Oslo, Norway > Telephone: (+47) 40 00 23 13 > www.oms.no > On 06/28/2018 10:01 AM, Vamsi Pinnamaneni wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi Team, > > Thanks for you sample code.before implementing that ,the callback method *"fromApp" > *is not calling.i attached all two java files of my code .please check > what was wrong? > > Plesase find the attachment.Thanks in advance.Please help me. > > On Wed, Jun 27, 2018 at 7:13 PM, Colin DuPlantis <co...@ma...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> resending after trimming length: >> >> >> On 06/27/2018 06:42 AM, Colin DuPlantis wrote: >> >>> Here's a code snippet we use to retrieve the price from a market data >>> message. I've also included a few helper methods. I omitted a lot of code >>> that isn't relevant to your question. >>> >>> List<Group> mdEntries = messageFactory.getMdEntriesFro >>> mMessage(message); >>> for(Group mdEntry : mdEntries) { >>> char entryType = mdEntry.getChar(quickfix.field >>> .MDEntryType.FIELD); >>> switch(entryType) { >>> case quickfix.field.MDEntryType.BID: >>> mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD); >>> >>> /** >>> * Get the MDEntry groups from the given message. >>> * >>> * @param inMessage a <code>Message</code> value >>> * @return a <code>List<:Group></code> value >>> * @throws FieldNotFound if the groups could not be extracted >>> */ >>> public List<Group> getMdEntriesFromMessage(Message inMessage) >>> throws FieldNotFound >>> { >>> List<Group> mdEntries = Lists.newArrayList(); >>> int noMdEntries = inMessage.getInt(quickfix.fiel >>> d.NoMDEntries.FIELD); >>> for(int i=1;i<=noMdEntries;i++) { >>> Group mdEntryGroup = createGroup(inMessage.getHeade >>> r().getString(quickfix.field.MsgType.FIELD), >>> quickfix.field.NoMDEntries.FIELD); >>> mdEntryGroup = inMessage.getGroup(i, >>> mdEntryGroup); >>> mdEntries.add(mdEntryGroup); >>> } >>> return mdEntries; >>> } >>> >>> /** Creates a group based on the specified container message and >>> group id */ >>> public Group createGroup(String msgType, int groupID) >>> { >>> return msgFactory.create(beginString, msgType, groupID); >>> } >>> >> >> >> ------------------------------------------------------------ >> ------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > > -- > Regards, > Vamsi Krishna Pinnamaneni > > The information contained in this message may be confidential and is > intended for the addressee only. If you don't think this email is meant for > you, please let us know. Do not copy or forward the information it > contains, and delete this email from your system. Any personal views or > opinions are those of the author and do not necessarily represent those of > Wealth Objects Limited. This email does not create or vary any contractual > obligations between Wealth Objects Limited and the addressee. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Philip W. <ph...@wh...> - 2018-07-01 23:35:25
|
We turn off some validation. For instance AllowUnorderedGroupFields tends to be useful for some FIX Engines that just don’t order group fields :/ Personally what I’d like to start doing more is replaying data through a test system with more stringent validation to allow us to accept tags we don’t know but also to become more aware of it and so we can update our dictionaries (and work towards standardisation with our partners) If we reject a message obviously that’s a monitoring event that we pick up and investigate. I think accepting any message is dangerous and sort of leads to not really having a spec at all. Postel’s principle has serious downsides when trying to work out what you actually support. It also might mean, for example, filling an order incorrectly. It is far better if you can come to an agreement that FIX spec changes are something that should be tested and notified in advance. Or at least a principle of how to handle tags not defined in the spec so as to handle the bad fill case. Best, Philip Whitehouse > On 1 Jul 2018, at 20:37, <eri...@th...> <eri...@th...> wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > If repeating groups are being changed you have more than a validation problem, you have a potential parsing problem. The parser needs to know what belongs in a group or it can get confused about when the last group in a set ends. It’s one of the lovely side effects of FIX’s refusal to add another field separator for groups. If the counterparties are adding tags to repeating groups, you need the new dictionary. > > That said, the only reason to not turn off validations is if you really, honestly, for sure, want to reject a message that can be parsed but doesn’t meet the spec. Personally, I’ve yet to deal with someone that really wanted that. > > I wish they defaulted to off, TBH. > > >> On Jul 1, 2018, at 11:55, Robert Nicholson <rob...@gm...> wrote: >> >> >> >> So my FIX clients typically process execution reports from ISVs and it seems a lot of them lately are beginning to change their FIX dictionary more often and if we do not upgrade >> with them we typically end up with a new repeating group tag added that will fail validation. >> >> So, is there any setting to turn off just the tag occurs more than once error or does that require disabling all validation? >> >> I’m really tempted to turn off validation since the addition of a group tag that I don’t care about is something I can live with rather than failing the whole validation. >> >> > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: <eri...@th...> - 2018-07-01 19:37:32
|
If repeating groups are being changed you have more than a validation problem, you have a potential parsing problem. The parser needs to know what belongs in a group or it can get confused about when the last group in a set ends. It’s one of the lovely side effects of FIX’s refusal to add another field separator for groups. If the counterparties are adding tags to repeating groups, you need the new dictionary. That said, the only reason to not turn off validations is if you really, honestly, for sure, want to reject a message that can be parsed but doesn’t meet the spec. Personally, I’ve yet to deal with someone that really wanted that. I wish they defaulted to off, TBH. > On Jul 1, 2018, at 11:55, Robert Nicholson <rob...@gm...> wrote: > > > > So my FIX clients typically process execution reports from ISVs and it seems a lot of them lately are beginning to change their FIX dictionary more often and if we do not upgrade > with them we typically end up with a new repeating group tag added that will fail validation. > > So, is there any setting to turn off just the tag occurs more than once error or does that require disabling all validation? > > I’m really tempted to turn off validation since the addition of a group tag that I don’t care about is something I can live with rather than failing the whole validation. > > |
|
From: Robert N. <rob...@gm...> - 2018-07-01 15:56:01
|
So my FIX clients typically process execution reports from ISVs and it seems a lot of them lately are beginning to change their FIX dictionary more often and if we do not upgrade with them we typically end up with a new repeating group tag added that will fail validation. So, is there any setting to turn off just the tag occurs more than once error or does that require disabling all validation? I’m really tempted to turn off validation since the addition of a group tag that I don’t care about is something I can live with rather than failing the whole validation. |
|
From: Øyvind M. W. <oyv...@om...> - 2018-06-28 15:14:55
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<div class="moz-signature">The code looks correct. Have you checked
the log files?<br>
<br>
Note that fromApp should be very fast, like only put the message
on some other queue and then return. Actual message handling must
be done in another thread, otherwise you block receiving messages.
But you can worry about that when you actually receive messages.<br>
<br>
<br>
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
<div class="moz-cite-prefix">On 06/28/2018 10:01 AM, Vamsi
Pinnamaneni wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<pre wrap="">QuickFIX/J Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a>
QuickFIX/J Support: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a>
</pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">Hi Team,
<div><br>
</div>
<div>Thanks for you sample code.before implementing that ,the
callback method <b>"fromApp" </b>is not calling.i attached
all two java files of my code .please check what was wrong?</div>
<div><br>
</div>
<div>Plesase find the attachment.Thanks in advance.Please help
me.</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">On Wed, Jun 27, 2018 at 7:13 PM, Colin
DuPlantis <span dir="ltr"><<a
href="mailto:co...@ma..." target="_blank"
moz-do-not-send="true">co...@ma...</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex"><span
class="">QuickFIX/J Documentation: <a
href="http://www.quickfixj.org/documentation/"
rel="noreferrer" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/docum<wbr>entation/</a><br>
QuickFIX/J Support: <a
href="http://www.quickfixj.org/support/"
rel="noreferrer" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/suppo<wbr>rt/</a><br>
<br>
<br>
</span>
resending after trimming length:<br>
<br>
<br>
On 06/27/2018 06:42 AM, Colin DuPlantis wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
Here's a code snippet we use to retrieve the price from a
market data message. I've also included a few helper
methods. I omitted a lot of code that isn't relevant to
your question.<br>
<br>
List<Group> mdEntries =
messageFactory.getMdEntriesFro<wbr>mMessage(message);<br>
for(Group mdEntry : mdEntries) {<br>
char entryType =
mdEntry.getChar(quickfix.field<wbr>.MDEntryType.FIELD);<br>
switch(entryType) {<br>
case quickfix.field.MDEntryType.BID<wbr>:<br>
mdEntry.getDecimal(<a href="http://quickfix.fi"
moz-do-not-send="true">quickfix.fi</a><wbr>eld.MDEntryPx.FIELD);<br>
<br>
/**<br>
* Get the MDEntry groups from the given message.<br>
*<br>
* @param inMessage a <code>Message</code>
value<br>
* @return a
<code>List&lt:Group&gt;</code> value<br>
* @throws FieldNotFound if the groups could not be
extracted<br>
*/<br>
public List<Group>
getMdEntriesFromMessage(Messag<wbr>e inMessage)<br>
throws FieldNotFound<br>
{<br>
List<Group> mdEntries =
Lists.newArrayList();<br>
int noMdEntries = inMessage.getInt(quickfix.fiel<wbr>d.NoMDEntries.FIELD);<br>
for(int i=1;i<=noMdEntries;i++) {<br>
Group mdEntryGroup =
createGroup(inMessage.getHeade<wbr>r().getString(quickfix.field.<wbr>MsgType.FIELD),<br>
quickfix.field.NoMDEntries.FIE<wbr>LD);<br>
mdEntryGroup = inMessage.getGroup(i,<br>
mdEntryGroup);<br>
mdEntries.add(mdEntryGroup);<br>
}<br>
return mdEntries;<br>
}<br>
<br>
/** Creates a group based on the specified container
message and group id */<br>
public Group createGroup(String msgType, int groupID)<br>
{<br>
return msgFactory.create(beginString, msgType,
groupID);<br>
}<br>
</blockquote>
<div class="HOEnZb">
<div class="h5">
<br>
<br>
------------------------------<wbr>------------------------------<wbr>------------------<br>
Check out the vibrant tech community on one of the
world's most<br>
engaging tech sites, Slashdot.org! <a
href="http://sdm.link/slashdot" rel="noreferrer"
target="_blank" moz-do-not-send="true">http://sdm.link/slashdot</a><br>
______________________________<wbr>_________________<br>
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<a href="mailto:Qui...@li..."
target="_blank" moz-do-not-send="true">Qui...@li...<wbr>rge.net</a><br>
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rel="noreferrer" target="_blank"
moz-do-not-send="true">https://lists.sourceforge.net/<wbr>lists/listinfo/quickfixj-users</a><br>
</div>
</div>
</blockquote>
</div>
<br>
<br clear="all">
<div><br>
</div>
-- <br>
<div class="gmail_signature" data-smartmail="gmail_signature">
<div dir="ltr">
<div>
<div dir="ltr">
<div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Regards,<br>
</span></div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Vamsi
Krishna Pinnamaneni<br>
</span></div>
<div dir="ltr"><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px"><br>
The information contained in this message may be
confidential and is intended for the addressee
only. If you don't think this email is meant for
you, please let us know. Do not copy or forward
the information it contains, and delete this email
from your system. Any personal views or opinions
are those of the author and do not necessarily
represent those of Wealth Objects Limited. This
email does not create or vary any contractual
obligations between Wealth Objects Limited and the
addressee.</span><br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="moz-txt-link-freetext" href="http://sdm.link/slashdot">http://sdm.link/slashdot</a></pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
Quickfixj-users mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a>
<a class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfixj-users">https://lists.sourceforge.net/lists/listinfo/quickfixj-users</a>
</pre>
</blockquote>
<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-06-28 12:51:27
|
Hi Team, I am new to fix protocol and quickFixJ. My questions may be very basic but please help me. On Thu, Jun 28, 2018 at 1:31 PM, Vamsi Pinnamaneni < vam...@we...> wrote: > Hi Team, > > Thanks for you sample code.before implementing that ,the callback method *"fromApp" > *is not calling.i attached all two java files of my code .please check > what was wrong? > > Plesase find the attachment.Thanks in advance.Please help me. > > On Wed, Jun 27, 2018 at 7:13 PM, Colin DuPlantis <co...@ma...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> resending after trimming length: >> >> >> On 06/27/2018 06:42 AM, Colin DuPlantis wrote: >> >>> Here's a code snippet we use to retrieve the price from a market data >>> message. I've also included a few helper methods. I omitted a lot of code >>> that isn't relevant to your question. >>> >>> List<Group> mdEntries = messageFactory.getMdEntriesFro >>> mMessage(message); >>> for(Group mdEntry : mdEntries) { >>> char entryType = mdEntry.getChar(quickfix.field >>> .MDEntryType.FIELD); >>> switch(entryType) { >>> case quickfix.field.MDEntryType.BID: >>> mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD); >>> >>> /** >>> * Get the MDEntry groups from the given message. >>> * >>> * @param inMessage a <code>Message</code> value >>> * @return a <code>List<:Group></code> value >>> * @throws FieldNotFound if the groups could not be extracted >>> */ >>> public List<Group> getMdEntriesFromMessage(Message inMessage) >>> throws FieldNotFound >>> { >>> List<Group> mdEntries = Lists.newArrayList(); >>> int noMdEntries = inMessage.getInt(quickfix.fiel >>> d.NoMDEntries.FIELD); >>> for(int i=1;i<=noMdEntries;i++) { >>> Group mdEntryGroup = createGroup(inMessage.getHeade >>> r().getString(quickfix.field.MsgType.FIELD), >>> quickfix.field.NoMDEntries.FIELD); >>> mdEntryGroup = inMessage.getGroup(i, >>> mdEntryGroup); >>> mdEntries.add(mdEntryGroup); >>> } >>> return mdEntries; >>> } >>> >>> /** Creates a group based on the specified container message and >>> group id */ >>> public Group createGroup(String msgType, int groupID) >>> { >>> return msgFactory.create(beginString, msgType, groupID); >>> } >>> >> >> >> ------------------------------------------------------------ >> ------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > > -- > Regards, > Vamsi Krishna Pinnamaneni > > The information contained in this message may be confidential and is > intended for the addressee only. If you don't think this email is meant for > you, please let us know. Do not copy or forward the information it > contains, and delete this email from your system. Any personal views or > opinions are those of the author and do not necessarily represent those of > Wealth Objects Limited. This email does not create or vary any contractual > obligations between Wealth Objects Limited and the addressee. > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Vamsi P. <vam...@we...> - 2018-06-28 08:01:20
|
Hi Team, Thanks for you sample code.before implementing that ,the callback method *"fromApp" *is not calling.i attached all two java files of my code .please check what was wrong? Plesase find the attachment.Thanks in advance.Please help me. On Wed, Jun 27, 2018 at 7:13 PM, Colin DuPlantis <co...@ma...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > resending after trimming length: > > > On 06/27/2018 06:42 AM, Colin DuPlantis wrote: > >> Here's a code snippet we use to retrieve the price from a market data >> message. I've also included a few helper methods. I omitted a lot of code >> that isn't relevant to your question. >> >> List<Group> mdEntries = messageFactory.getMdEntriesFro >> mMessage(message); >> for(Group mdEntry : mdEntries) { >> char entryType = mdEntry.getChar(quickfix.field >> .MDEntryType.FIELD); >> switch(entryType) { >> case quickfix.field.MDEntryType.BID: >> mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD); >> >> /** >> * Get the MDEntry groups from the given message. >> * >> * @param inMessage a <code>Message</code> value >> * @return a <code>List<:Group></code> value >> * @throws FieldNotFound if the groups could not be extracted >> */ >> public List<Group> getMdEntriesFromMessage(Message inMessage) >> throws FieldNotFound >> { >> List<Group> mdEntries = Lists.newArrayList(); >> int noMdEntries = inMessage.getInt(quickfix.fiel >> d.NoMDEntries.FIELD); >> for(int i=1;i<=noMdEntries;i++) { >> Group mdEntryGroup = createGroup(inMessage.getHeade >> r().getString(quickfix.field.MsgType.FIELD), >> quickfix.field.NoMDEntries.FIELD); >> mdEntryGroup = inMessage.getGroup(i, >> mdEntryGroup); >> mdEntries.add(mdEntryGroup); >> } >> return mdEntries; >> } >> >> /** Creates a group based on the specified container message and >> group id */ >> public Group createGroup(String msgType, int groupID) >> { >> return msgFactory.create(beginString, msgType, groupID); >> } >> > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Regards, Vamsi Krishna Pinnamaneni The information contained in this message may be confidential and is intended for the addressee only. If you don't think this email is meant for you, please let us know. Do not copy or forward the information it contains, and delete this email from your system. Any personal views or opinions are those of the author and do not necessarily represent those of Wealth Objects Limited. This email does not create or vary any contractual obligations between Wealth Objects Limited and the addressee. |
|
From: Colin D. <co...@ma...> - 2018-06-27 13:43:45
|
resending after trimming length:
On 06/27/2018 06:42 AM, Colin DuPlantis wrote:
> Here's a code snippet we use to retrieve the price from a market data
> message. I've also included a few helper methods. I omitted a lot of
> code that isn't relevant to your question.
>
> List<Group> mdEntries =
> messageFactory.getMdEntriesFromMessage(message);
> for(Group mdEntry : mdEntries) {
> char entryType =
> mdEntry.getChar(quickfix.field.MDEntryType.FIELD);
> switch(entryType) {
> case quickfix.field.MDEntryType.BID:
> mdEntry.getDecimal(quickfix.field.MDEntryPx.FIELD);
>
> /**
> * Get the MDEntry groups from the given message.
> *
> * @param inMessage a <code>Message</code> value
> * @return a <code>List<:Group></code> value
> * @throws FieldNotFound if the groups could not be extracted
> */
> public List<Group> getMdEntriesFromMessage(Message inMessage)
> throws FieldNotFound
> {
> List<Group> mdEntries = Lists.newArrayList();
> int noMdEntries =
> inMessage.getInt(quickfix.field.NoMDEntries.FIELD);
> for(int i=1;i<=noMdEntries;i++) {
> Group mdEntryGroup =
> createGroup(inMessage.getHeader().getString(quickfix.field.MsgType.FIELD),
> quickfix.field.NoMDEntries.FIELD);
> mdEntryGroup = inMessage.getGroup(i,
> mdEntryGroup);
> mdEntries.add(mdEntryGroup);
> }
> return mdEntries;
> }
>
> /** Creates a group based on the specified container message and
> group id */
> public Group createGroup(String msgType, int groupID)
> {
> return msgFactory.create(beginString, msgType, groupID);
> }
|
|
From: Øyvind M. W. <oyv...@om...> - 2018-06-27 13:24:58
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p>Why are you extending MessageCracker? You should only need to
implement Application.</p>
<p>toApp is an interceptor for your outgoing messages. You don't
receive any incoming messages there - it is only the message you
are sending you see here.<br>
</p>
<p>fromApp is where you get the responses.</p>
<p>I see I wrote "register it in your acceptor" - that was from
looking at the example. I assume you are instantiation an initator
here.</p>
<p>Check the message logs to see what is actually sent on the wire.<br>
</p>
<p><br>
</p>
<div class="moz-signature">
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
<div class="moz-cite-prefix">On 06/27/2018 03:12 PM, Vamsi
Pinnamaneni wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<pre wrap="">QuickFIX/J Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a>
QuickFIX/J Support: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a>
</pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">Yes i did as you suggested.please find below code.
As a callback method "
<span
style="font-size:small;text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">toApp</span>"
method is calling.Please help me.
<div><br>
</div>
<div>
<div>package com.wealthobjects.fix.application;</div>
<div><br>
</div>
<div>import quickfix.Application;</div>
<div>import quickfix.DoNotSend;</div>
<div>import quickfix.FieldNotFound;</div>
<div>import quickfix.IncorrectDataFormat;</div>
<div>import quickfix.IncorrectTagValue;</div>
<div><br>
</div>
<div>import quickfix.RejectLogon;</div>
<div>import quickfix.Session;</div>
<div>import quickfix.SessionID;</div>
<div>import quickfix.SessionNotFound;</div>
<div>import quickfix.UnsupportedMessageType;</div>
<div>import quickfix.field.Currency;</div>
<div>import quickfix.field.DeleteReason;</div>
<div>import quickfix.field.ExpireDate;</div>
<div>import quickfix.field.ExpireTime;</div>
<div>import quickfix.field.MDEntryID;</div>
<div>import quickfix.field.MDEntryOriginator;</div>
<div>import quickfix.field.MDEntryPositionNo;</div>
<div>import quickfix.field.MDEntryPx;</div>
<div>import quickfix.field.MDEntrySize;</div>
<div>import quickfix.field.MDEntryType;</div>
<div>import quickfix.field.MDReqID;</div>
<div>import quickfix.field.MDUpdateAction;</div>
<div>import quickfix.field.MDUpdateType;</div>
<div>import quickfix.field.MarketDepth;</div>
<div>import quickfix.field.MsgType;</div>
<div>import quickfix.field.NoMDEntryTypes;</div>
<div>import quickfix.field.NoRelatedSym;</div>
<div>import quickfix.field.NumberOfOrders;</div>
<div>import quickfix.field.SenderCompID;</div>
<div>import quickfix.field.SubscriptionRequestType;</div>
<div>import quickfix.field.Symbol;</div>
<div>import quickfix.field.TargetCompID;</div>
<div>import quickfix.fix44.MarketDataIncrementalRefresh;</div>
<div>import quickfix.fix44.Logon;</div>
<div>import
quickfix.fix44.MarketDataIncrementalRefresh.NoMDEntries;</div>
<div>import quickfix.fix44.MarketDataRequest;</div>
<div>import quickfix.fix44.MarketDataSnapshotFullRefresh;</div>
<div>import quickfix.fix44.NewOrderSingle;</div>
<div>import quickfix.fix44.SecurityDefinition;</div>
<div>import quickfix.Message;</div>
<div>import quickfix.MessageCracker;</div>
<div><br>
</div>
<div><br>
</div>
<div>public class WoFixApplication extends MessageCracker
implements Application{</div>
<div><span style="white-space:pre"> </span></div>
<div><br>
</div>
<div> public void onCreate(SessionID sessionId) {</div>
<div> <span style="white-space:pre"> </span>System.out.println("session
created with
counterpart--->"+sessionId.getBeginString());</div>
<div> }</div>
<div> </div>
<div> </div>
<div> public void onLogon(SessionID sessionId) {</div>
<div><span style="white-space:pre"> </span>
System.out.println("onLogon with
counterpart--->"+sessionId.getBeginString());</div>
<div><span style="white-space:pre"> </span> </div>
<div> }</div>
<div> </div>
<div> </div>
<div> </div>
<div> </div>
<div> public void onLogout(SessionID sessionId) {</div>
<div><span style="white-space:pre"> </span>
System.out.println("onLogout with
counterpart--->"+sessionId.getBeginString());</div>
<div> }</div>
<div> </div>
<div> </div>
<div> public void toAdmin(Message message, SessionID
sessionId) {</div>
<div><span style="white-space:pre"> </span>
System.out.println("toAdmin with
counterpart--->"+sessionId.getBeginString());</div>
<div><span style="white-space:pre"> </span> </div>
<div><span style="white-space:pre"> </span>
System.out.println("message--->"+message.bodyLength());</div>
<div> }</div>
<div> </div>
<div> </div>
<div> public void fromAdmin(Message message, SessionID
sessionId) throws FieldNotFound, IncorrectDataFormat,</div>
<div> IncorrectTagValue, RejectLogon{</div>
<div><span style="white-space:pre"> </span>
System.out.println("fromAdmin with
counterpart--->"+sessionId.getBeginString());</div>
<div><span style="white-space:pre"> </span>
System.out.println("message--->"+message.bodyLength());</div>
<div> }</div>
<div> </div>
<div> </div>
<div> public void toApp(quickfix.Message message, SessionID
sessionId){</div>
<div><span style="white-space:pre"> </span> </div>
<div><span style="white-space:pre"> </span> try {</div>
<div><span style="white-space:pre"> </span>
System.out.println("toApp with
counterpart--->"+sessionId.getBeginString());</div>
<div><span style="white-space:pre"> </span>
System.out.println("message--->"+message.bodyLength());</div>
<div><span style="white-space:pre"> </span>
System.out.println("market
message--->"+message.getHeader().getField(new
MsgType()).getValue());</div>
<div><span style="white-space:pre"> </span>
System.out.println("market message
getClass--->"+message.getClass());</div>
<div><span style="white-space:pre"> </span>
System.out.println("header types from
toApp------>"+message.getHeader().getString(MsgType.FIELD));</div>
<div><span style="white-space:pre"> </span>
//crack((MarketDataRequest)message,sessionId);</div>
<div><span style="white-space:pre"> </span> if
(MsgType.MARKET_DATA_SNAPSHOT_FULL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>// Handle
snapshot here</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
a full market data snapshot");</div>
<div><span style="white-space:pre"> </span>}</div>
<div><span style="white-space:pre"> </span>else if
(MsgType.MARKET_DATA_INCREMENTAL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>// Handle
incremental updates here</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
an incremental market data update");</div>
<div><span style="white-space:pre"> </span>}else
if(MsgType.MARKET_DATA_REQUEST.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
an MARKET_DATA_REQUEST market data update");</div>
<div><span style="white-space:pre"> </span>System.out.println("getFieldOrder
length---->"+message.getHeader().getFieldOrder().length);</div>
<div><span style="white-space:pre"> </span>/*message.</div>
<div><span style="white-space:pre"> </span>int
numberOfEntries = message.getField(new
NoMDEntries()).getValue();</div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>MarketDataSnapshotFullRefresh.NoMDEntries
group = new MarketDataSnapshotFullRefresh.NoMDEntries(); </div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>for(int
i=0;i>=numberOfEntries;i++){</div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>//business
logic to read the message </div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>message.getGroup(i
, group);</div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>
int val = (int) group.getMDEntrySize().getValue(); </div>
<div><span style="white-space:pre"> </span> <span style="white-space:pre"> </span>
System.out.println("value is = " + val);</div>
<div><span style="white-space:pre"> </span>}</div>
<div><span style="white-space:pre"> </span>*/</div>
<div><span style="white-space:pre"> </span>}</div>
<div><span style="white-space:pre"> </span>} catch (Exception
e) {</div>
<div><span style="white-space:pre"> </span>// TODO
Auto-generated catch block</div>
<div><span style="white-space:pre"> </span>e.printStackTrace();</div>
<div><span style="white-space:pre"> </span>}</div>
<div> }</div>
<div> </div>
<div> </div>
<div> public void fromApp(Message message, SessionID
sessionId) throws FieldNotFound, IncorrectDataFormat,</div>
<div> IncorrectTagValue, UnsupportedMessageType{</div>
<div><span style="white-space:pre"> </span> </div>
<div><span style="white-space:pre"> </span>
System.out.println("fromApp with
counterpart--->"+sessionId.getBeginString());</div>
<div><span style="white-space:pre"> </span>
System.out.println("message--->"+message.bodyLength());</div>
<div><span style="white-space:pre"> </span>
System.out.println("market
message--->"+message.getHeader().getField(new
MsgType()).getValue());</div>
<div><span style="white-space:pre"> </span>
System.out.println("market message
getClass--->"+message.getClass());</div>
<div><span style="white-space:pre"> </span>
System.out.println("header types
fromApp------>"+message.getHeader().getString(MsgType.FIELD));</div>
<div><span style="white-space:pre"> </span>
System.out.println("header types
fromApp------>"+message.getHeader().getFieldOrder().length);</div>
<div><span style="white-space:pre"> </span> if
(MsgType.MARKET_DATA_SNAPSHOT_FULL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>// Handle
snapshot here</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
a full market data snapshot");</div>
<div><span style="white-space:pre"> </span>}</div>
<div><span style="white-space:pre"> </span>else if
(MsgType.MARKET_DATA_INCREMENTAL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>// Handle
incremental updates here</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
an incremental market data update");</div>
<div><span style="white-space:pre"> </span>}else
if(MsgType.MARKET_DATA_REQUEST.equals(message.getHeader().getField(new
MsgType()).getValue())) {</div>
<div><span style="white-space:pre"> </span>System.out.println("Received
an MARKET_DATA_REQUEST market data update");</div>
<div><span style="white-space:pre"> </span>System.out.println("getFieldOrder
length---->"+message.getHeader().getFieldOrder().length);</div>
<div><span style="white-space:pre"> </span> /*int
numberOfEntries = message.getField(new
NoMDEntries()).getValue(); </div>
<div> MarketDataSnapshotFullRefresh.NoMDEntries
group = new MarketDataSnapshotFullRefresh.NoMDEntries(); </div>
<div> for(int i=0;i<numberOfEntries;i++){ </div>
<div> //business logic to read the
message </div>
<div> message.getGroup(i , group); </div>
<div> int val = (int)
group.getMDEntrySize().getValue(); </div>
<div> System.out.println("value is = " +
val + " f = " + f); </div>
<div> } </div>
<div> */</div>
<div> </div>
<div> </div>
<div> </div>
<div> <span style="white-space:pre"> </span>}</div>
<div><span style="white-space:pre"> </span>}</div>
<div> </div>
<div> </div>
<div> </div>
<div> /*@Override</div>
<div> public void onMessage(NewOrderSingle message,
SessionID sessionID)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside onMessage for New Order
Single");</div>
<div> super.onMessage(message, sessionID);</div>
<div> }</div>
<div><br>
</div>
<div> @Override</div>
<div> public void onMessage(SecurityDefinition message,
SessionID sessionID)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside onMessage for
SecurityDefinition");</div>
<div> super.onMessage(message, sessionID);</div>
<div> }</div>
<div><br>
</div>
<div> @Override</div>
<div> public void onMessage(Logon message, SessionID
sessionID)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside Logon Message");</div>
<div> super.onMessage(message, sessionID);</div>
<div> }</div>
<div> </div>
<div> //market data call back functions</div>
<div> @Override</div>
<div> public void onMessage(MarketDataSnapshotFullRefresh
message, SessionID session)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside
MarketDataSnapshotFullRefresh Message");</div>
<div> String Symbol = message.get(new
Symbol()).getValue();</div>
<div> </div>
<div> System.out.println("Symbol from
MarketDataSnapshotFullRefresh"+Symbol);</div>
<div> super.onMessage(message, session);</div>
<div> }</div>
<div> </div>
<div> @Override</div>
<div> public void onMessage(MarketDataRequest message,
SessionID session)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside MarketDataRequest
Message");</div>
<div>
System.out.println("------>"+message.getNoRelatedSym().getValue());</div>
<div> </div>
<div> super.onMessage(message, session);</div>
<div> }*/</div>
<div> </div>
<div> public void onMessage(MarketDataIncrementalRefresh
message, SessionID session)</div>
<div> throws FieldNotFound, UnsupportedMessageType,
IncorrectTagValue {</div>
<div> System.out.println("Inside
MarketDataIncrementalRefresh Message");</div>
<div>
System.out.println("------>"+message.getBoolean(1));</div>
<div> super.onMessage(message, session);</div>
<div> }</div>
<div> </div>
<div> </div>
<div><br>
</div>
<div>}</div>
</div>
<div><br>
</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">On Wed, Jun 27, 2018 at 4:01 PM, Øyvind
Matheson Wergeland <span dir="ltr"><<a
href="mailto:oyv...@om..." target="_blank"
moz-do-not-send="true">oyv...@om...</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">QuickFIX/J
Documentation: <a
href="http://www.quickfixj.org/documentation/%0AQuickFIX/J"
rel="noreferrer" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>documentation/<br>
QuickFIX/J</a> Support: <a
href="http://www.quickfixj.org/support/" rel="noreferrer"
target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>support/</a><br>
<br>
<br>
<br>
<div text="#000000" bgcolor="#FFFFFF">
<p><br>
</p>
<p>All inbound application level messages are passed to
Application.fromApp. Note that FIX messages are
asynchronous; there is no guarantee from the protocol
when a response for your MarketDataRequest is returned.<br>
</p>
<p><a class="m_-6401823340418250282moz-txt-link-freetext"
href="https://www.quickfixj.org/usermanual/2.0.0//usage/application.html"
target="_blank" moz-do-not-send="true">https://www.quickfixj.org/<wbr>usermanual/2.0.0//usage/<wbr>application.html</a></p>
<p>You have to implement the Application interface and
register it in your acceptor as in the example on the
page above.<br>
</p>
<p><br>
</p>
<div class="m_-6401823340418250282moz-signature"> <font
face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small> <br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a
class="m_-6401823340418250282moz-txt-link-abbreviated"
href="mailto:oyv...@om..."
target="_blank" moz-do-not-send="true">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a
class="m_-6401823340418250282moz-txt-link-abbreviated"
href="http://www.oms.no" target="_blank"
moz-do-not-send="true">www.oms.no</a></small><br>
</font> </div>
<div class="m_-6401823340418250282moz-cite-prefix">On
06/27/2018 11:25 AM, Vamsi Pinnamaneni wrote:<br>
</div>
<blockquote type="cite">
<pre>QuickFIX/J Documentation: <a class="m_-6401823340418250282moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>documentation/</a>
QuickFIX/J Support: <a class="m_-6401823340418250282moz-txt-link-freetext" href="http://www.quickfixj.org/support/" target="_blank" moz-do-not-send="true">http://www.quickfixj.org/<wbr>support/</a>
</pre>
<br>
<fieldset
class="m_-6401823340418250282mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">I am using following code
<div><br>
</div>
<div>
<div> public static void sendMarketDataRequest(<wbr>SessionID
sessionId) </div>
<div><span style="white-space:pre-wrap"> </span>throws
SessionNotFound {</div>
<div><span style="white-space:pre-wrap"> </span>System.out.println("sending
request........");</div>
<div><span style="white-space:pre-wrap"> </span>//
We generate a new request ID</div>
<div><span style="white-space:pre-wrap"> </span>MDReqID
reqId = new MDReqID("MDRQ-" +
String.valueOf(System.<wbr>currentTimeMillis()));</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>//
We want EUR/XBT data</div>
<div><span style="white-space:pre-wrap"> </span>String
currencyPair = "USD/VND";</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>//
We want to get a snapshot and also subscribe to
the market depth updates</div>
<div><span style="white-space:pre-wrap"> </span>SubscriptionRequestType
subscriptionType = new SubscriptionRequestType(<wbr>SubscriptionRequestType.<wbr>SNAPSHOT);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>//
We want the full book here, not just the top</div>
<div><span style="white-space:pre-wrap"> </span>MarketDepth
depthType = new MarketDepth(1);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>//
We'll want only incremental refreshes when new
data is available</div>
<div><span style="white-space:pre-wrap"> </span>MDUpdateType
updateType = new MDUpdateType(MDUpdateType.<wbr>FULL_REFRESH);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>MarketDataRequest
mdr = new MarketDataRequest(reqId,
subscriptionType, depthType);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>mdr.setField(updateType);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>MarketDataRequest.NoRelatedSym
instruments = new MarketDataRequest.<wbr>NoRelatedSym();</div>
<div><span style="white-space:pre-wrap"> </span>instruments.set(new
Symbol(currencyPair));</div>
<div><span style="white-space:pre-wrap"> </span>mdr.addGroup(instruments);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>//
Specify that we'll want the bids and asks</div>
<div><span style="white-space:pre-wrap"> </span>mdr.setField(new
NoMDEntryTypes(2));<span style="white-space:pre-wrap"> </span></div>
<div><span style="white-space:pre-wrap"> </span>MarketDataRequest.<wbr>NoMDEntryTypes
group = new MarketDataRequest.<wbr>NoMDEntryTypes();</div>
<div><span style="white-space:pre-wrap"> </span>group.set(new
MDEntryType(MDEntryType.BID));</div>
<div><span style="white-space:pre-wrap"> </span>group.set(new
MDEntryType(MDEntryType.OFFER)<wbr>);</div>
<div><span style="white-space:pre-wrap"> </span>mdr.addGroup(group);</div>
<div><br>
</div>
<div><span style="white-space:pre-wrap"> </span>boolean
fromMarket = Session.sendToTarget(mdr, sessionId);</div>
<div><span style="white-space:pre-wrap"> </span>System.out.println("market
request status--->"+fromMarket);</div>
<div><span style="white-space:pre-wrap"> </span>}</div>
</div>
<div><br>
</div>
<div>/////</div>
<div>the request is success. after that which cal back
method i need to check and how to parse that Code
for getting Symbol prize.</div>
</div>
<br>
<fieldset
class="m_-6401823340418250282mimeAttachmentHeader"></fieldset>
<br>
<pre>------------------------------<wbr>------------------------------<wbr>------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="m_-6401823340418250282moz-txt-link-freetext" href="http://sdm.link/slashdot" target="_blank" moz-do-not-send="true">http://sdm.link/slashdot</a></pre>
<br>
<fieldset
class="m_-6401823340418250282mimeAttachmentHeader"></fieldset>
<br>
<pre>______________________________<wbr>_________________
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</pre>
</blockquote>
<br>
</div>
<br>
------------------------------<wbr>------------------------------<wbr>------------------<br>
Check out the vibrant tech community on one of the world's
most<br>
engaging tech sites, Slashdot.org! <a
href="http://sdm.link/slashdot" rel="noreferrer"
target="_blank" moz-do-not-send="true">http://sdm.link/slashdot</a><br>
______________________________<wbr>_________________<br>
Quickfixj-users mailing list<br>
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moz-do-not-send="true">Quickfixj-users@lists.<wbr>sourceforge.net</a><br>
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rel="noreferrer" target="_blank" moz-do-not-send="true">https://lists.sourceforge.net/<wbr>lists/listinfo/quickfixj-users</a><br>
<br>
</blockquote>
</div>
<br>
<br clear="all">
<div><br>
</div>
-- <br>
<div class="gmail_signature" data-smartmail="gmail_signature">
<div dir="ltr">
<div>
<div dir="ltr">
<div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Regards,<br>
</span></div>
<div><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px">Vamsi
Krishna Pinnamaneni<br>
</span></div>
<div dir="ltr"><span
style="color:rgb(136,136,136);font-family:Arial,sans-serif;font-size:x-small;line-height:13.5533px"><br>
The information contained in this message may be
confidential and is intended for the addressee
only. If you don't think this email is meant for
you, please let us know. Do not copy or forward
the information it contains, and delete this email
from your system. Any personal views or opinions
are those of the author and do not necessarily
represent those of Wealth Objects Limited. This
email does not create or vary any contractual
obligations between Wealth Objects Limited and the
addressee.</span><br>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="moz-txt-link-freetext" href="http://sdm.link/slashdot">http://sdm.link/slashdot</a></pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
Quickfixj-users mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a>
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</pre>
</blockquote>
<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-06-27 13:12:19
|
Yes i did as you suggested.please find below code. As a callback method "
toApp" method is calling.Please help me.
package com.wealthobjects.fix.application;
import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.RejectLogon;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.SessionNotFound;
import quickfix.UnsupportedMessageType;
import quickfix.field.Currency;
import quickfix.field.DeleteReason;
import quickfix.field.ExpireDate;
import quickfix.field.ExpireTime;
import quickfix.field.MDEntryID;
import quickfix.field.MDEntryOriginator;
import quickfix.field.MDEntryPositionNo;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntrySize;
import quickfix.field.MDEntryType;
import quickfix.field.MDReqID;
import quickfix.field.MDUpdateAction;
import quickfix.field.MDUpdateType;
import quickfix.field.MarketDepth;
import quickfix.field.MsgType;
import quickfix.field.NoMDEntryTypes;
import quickfix.field.NoRelatedSym;
import quickfix.field.NumberOfOrders;
import quickfix.field.SenderCompID;
import quickfix.field.SubscriptionRequestType;
import quickfix.field.Symbol;
import quickfix.field.TargetCompID;
import quickfix.fix44.MarketDataIncrementalRefresh;
import quickfix.fix44.Logon;
import quickfix.fix44.MarketDataIncrementalRefresh.NoMDEntries;
import quickfix.fix44.MarketDataRequest;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
import quickfix.fix44.NewOrderSingle;
import quickfix.fix44.SecurityDefinition;
import quickfix.Message;
import quickfix.MessageCracker;
public class WoFixApplication extends MessageCracker implements Application{
public void onCreate(SessionID sessionId) {
System.out.println("session created with
counterpart--->"+sessionId.getBeginString());
}
public void onLogon(SessionID sessionId) {
System.out.println("onLogon with
counterpart--->"+sessionId.getBeginString());
}
public void onLogout(SessionID sessionId) {
System.out.println("onLogout with
counterpart--->"+sessionId.getBeginString());
}
public void toAdmin(Message message, SessionID sessionId) {
System.out.println("toAdmin with
counterpart--->"+sessionId.getBeginString());
System.out.println("message--->"+message.bodyLength());
}
public void fromAdmin(Message message, SessionID sessionId) throws
FieldNotFound, IncorrectDataFormat,
IncorrectTagValue, RejectLogon{
System.out.println("fromAdmin with
counterpart--->"+sessionId.getBeginString());
System.out.println("message--->"+message.bodyLength());
}
public void toApp(quickfix.Message message, SessionID sessionId){
try {
System.out.println("toApp with
counterpart--->"+sessionId.getBeginString());
System.out.println("message--->"+message.bodyLength());
System.out.println("market message--->"+message.getHeader().getField(new
MsgType()).getValue());
System.out.println("market message getClass--->"+message.getClass());
System.out.println("header types from
toApp------>"+message.getHeader().getString(MsgType.FIELD));
//crack((MarketDataRequest)message,sessionId);
if
(MsgType.MARKET_DATA_SNAPSHOT_FULL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {
// Handle snapshot here
System.out.println("Received a full market data snapshot");
}
else if
(MsgType.MARKET_DATA_INCREMENTAL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {
// Handle incremental updates here
System.out.println("Received an incremental market data update");
}else
if(MsgType.MARKET_DATA_REQUEST.equals(message.getHeader().getField(new
MsgType()).getValue())) {
System.out.println("Received an MARKET_DATA_REQUEST market data update");
System.out.println("getFieldOrder
length---->"+message.getHeader().getFieldOrder().length);
/*message.
int numberOfEntries = message.getField(new NoMDEntries()).getValue();
MarketDataSnapshotFullRefresh.NoMDEntries group = new
MarketDataSnapshotFullRefresh.NoMDEntries();
for(int i=0;i>=numberOfEntries;i++){
//business logic to read the message
message.getGroup(i , group);
int val = (int) group.getMDEntrySize().getValue();
System.out.println("value is = " + val);
}
*/
}
} catch (Exception e) {
// TODO Auto-generated catch block
e.printStackTrace();
}
}
public void fromApp(Message message, SessionID sessionId) throws
FieldNotFound, IncorrectDataFormat,
IncorrectTagValue, UnsupportedMessageType{
System.out.println("fromApp with
counterpart--->"+sessionId.getBeginString());
System.out.println("message--->"+message.bodyLength());
System.out.println("market message--->"+message.getHeader().getField(new
MsgType()).getValue());
System.out.println("market message getClass--->"+message.getClass());
System.out.println("header types
fromApp------>"+message.getHeader().getString(MsgType.FIELD));
System.out.println("header types
fromApp------>"+message.getHeader().getFieldOrder().length);
if
(MsgType.MARKET_DATA_SNAPSHOT_FULL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {
// Handle snapshot here
System.out.println("Received a full market data snapshot");
}
else if
(MsgType.MARKET_DATA_INCREMENTAL_REFRESH.equals(message.getHeader().getField(new
MsgType()).getValue())) {
// Handle incremental updates here
System.out.println("Received an incremental market data update");
}else
if(MsgType.MARKET_DATA_REQUEST.equals(message.getHeader().getField(new
MsgType()).getValue())) {
System.out.println("Received an MARKET_DATA_REQUEST market data update");
System.out.println("getFieldOrder
length---->"+message.getHeader().getFieldOrder().length);
/*int numberOfEntries = message.getField(new NoMDEntries()).getValue();
MarketDataSnapshotFullRefresh.NoMDEntries group = new
MarketDataSnapshotFullRefresh.NoMDEntries();
for(int i=0;i<numberOfEntries;i++){
//business logic to read the message
message.getGroup(i , group);
int val = (int) group.getMDEntrySize().getValue();
System.out.println("value is = " + val + " f = " +
f);
}
*/
}
}
/*@Override
public void onMessage(NewOrderSingle message, SessionID sessionID)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside onMessage for New Order Single");
super.onMessage(message, sessionID);
}
@Override
public void onMessage(SecurityDefinition message, SessionID sessionID)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside onMessage for SecurityDefinition");
super.onMessage(message, sessionID);
}
@Override
public void onMessage(Logon message, SessionID sessionID)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside Logon Message");
super.onMessage(message, sessionID);
}
//market data call back functions
@Override
public void onMessage(MarketDataSnapshotFullRefresh message, SessionID
session)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside MarketDataSnapshotFullRefresh Message");
String Symbol = message.get(new Symbol()).getValue();
System.out.println("Symbol from
MarketDataSnapshotFullRefresh"+Symbol);
super.onMessage(message, session);
}
@Override
public void onMessage(MarketDataRequest message, SessionID session)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside MarketDataRequest Message");
System.out.println("------>"+message.getNoRelatedSym().getValue());
super.onMessage(message, session);
}*/
public void onMessage(MarketDataIncrementalRefresh message, SessionID
session)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
System.out.println("Inside MarketDataIncrementalRefresh Message");
System.out.println("------>"+message.getBoolean(1));
super.onMessage(message, session);
}
}
On Wed, Jun 27, 2018 at 4:01 PM, Øyvind Matheson Wergeland <
oyv...@om...> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
> All inbound application level messages are passed to Application.fromApp.
> Note that FIX messages are asynchronous; there is no guarantee from the
> protocol when a response for your MarketDataRequest is returned.
>
> https://www.quickfixj.org/usermanual/2.0.0//usage/application.html
>
> You have to implement the Application interface and register it in your
> acceptor as in the example on the page above.
>
>
> Best regards
>
> *Øyvind Matheson Wergeland*
> CTO
>
> Mobile: (+47) 95 16 16 88
> E-mail: oyv...@om...
>
> *Oslo Market Solutions*
> PO Box 4, 0051 Oslo, Norway
> Telephone: (+47) 40 00 23 13
> www.oms.no
> On 06/27/2018 11:25 AM, Vamsi Pinnamaneni wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> I am using following code
>
> public static void sendMarketDataRequest(SessionID sessionId)
> throws SessionNotFound {
> System.out.println("sending request........");
> // We generate a new request ID
> MDReqID reqId = new MDReqID("MDRQ-" + String.valueOf(System.
> currentTimeMillis()));
>
> // We want EUR/XBT data
> String currencyPair = "USD/VND";
>
> // We want to get a snapshot and also subscribe to the market depth updates
> SubscriptionRequestType subscriptionType = new SubscriptionRequestType(
> SubscriptionRequestType.SNAPSHOT);
>
> // We want the full book here, not just the top
> MarketDepth depthType = new MarketDepth(1);
>
> // We'll want only incremental refreshes when new data is available
> MDUpdateType updateType = new MDUpdateType(MDUpdateType.FULL_REFRESH);
>
> MarketDataRequest mdr = new MarketDataRequest(reqId, subscriptionType,
> depthType);
>
> mdr.setField(updateType);
>
> MarketDataRequest.NoRelatedSym instruments = new MarketDataRequest.
> NoRelatedSym();
> instruments.set(new Symbol(currencyPair));
> mdr.addGroup(instruments);
>
> // Specify that we'll want the bids and asks
> mdr.setField(new NoMDEntryTypes(2));
> MarketDataRequest.NoMDEntryTypes group = new MarketDataRequest.
> NoMDEntryTypes();
> group.set(new MDEntryType(MDEntryType.BID));
> group.set(new MDEntryType(MDEntryType.OFFER));
> mdr.addGroup(group);
>
> boolean fromMarket = Session.sendToTarget(mdr, sessionId);
> System.out.println("market request status--->"+fromMarket);
> }
>
> /////
> the request is success. after that which cal back method i need to check
> and how to parse that Code for getting Symbol prize.
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>
>
>
> _______________________________________________
> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>
> ------------------------------------------------------------
> ------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
--
Regards,
Vamsi Krishna Pinnamaneni
The information contained in this message may be confidential and is
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|
|
From: Øyvind M. W. <oyv...@om...> - 2018-06-27 10:31:30
|
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
</head>
<body text="#000000" bgcolor="#FFFFFF">
<p><br>
</p>
<p>All inbound application level messages are passed to
Application.fromApp. Note that FIX messages are asynchronous;
there is no guarantee from the protocol when a response for your
MarketDataRequest is returned.<br>
</p>
<p><a class="moz-txt-link-freetext" href="https://www.quickfixj.org/usermanual/2.0.0//usage/application.html">https://www.quickfixj.org/usermanual/2.0.0//usage/application.html</a></p>
<p>You have to implement the Application interface and register it
in your acceptor as in the example on the page above.<br>
</p>
<p><br>
</p>
<div class="moz-signature">
<title></title>
<font face="Verdana"><small>Best regards<br>
<br>
<b><font color="#003366">Øyvind Matheson Wergeland</font></b><br>
CTO</small><br>
<small>
<br>
Mobile: (+47) 95 16 16 88<br>
E-mail: <a class="moz-txt-link-abbreviated" href="mailto:oyv...@om...">oyv...@om...</a><br>
<br>
<b><font color="#003366">Oslo Market Solutions</font></b><br>
PO Box 4, 0051 Oslo, Norway<br>
Telephone: (+47) 40 00 23 13<br>
<a class="moz-txt-link-abbreviated" href="http://www.oms.no">www.oms.no</a></small><br>
</font>
</div>
<div class="moz-cite-prefix">On 06/27/2018 11:25 AM, Vamsi
Pinnamaneni wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAF...@ma...">
<pre wrap="">QuickFIX/J Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/documentation/">http://www.quickfixj.org/documentation/</a>
QuickFIX/J Support: <a class="moz-txt-link-freetext" href="http://www.quickfixj.org/support/">http://www.quickfixj.org/support/</a>
</pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<div dir="ltr">I am using following code
<div><br>
</div>
<div>
<div> public static void sendMarketDataRequest(SessionID
sessionId) </div>
<div><span style="white-space:pre"> </span>throws
SessionNotFound {</div>
<div><span style="white-space:pre"> </span>System.out.println("sending
request........");</div>
<div><span style="white-space:pre"> </span>// We generate a
new request ID</div>
<div><span style="white-space:pre"> </span>MDReqID reqId =
new MDReqID("MDRQ-" +
String.valueOf(System.currentTimeMillis()));</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>// We want
EUR/XBT data</div>
<div><span style="white-space:pre"> </span>String
currencyPair = "USD/VND";</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>// We want to get
a snapshot and also subscribe to the market depth updates</div>
<div><span style="white-space:pre"> </span>SubscriptionRequestType
subscriptionType = new
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>// We want the
full book here, not just the top</div>
<div><span style="white-space:pre"> </span>MarketDepth
depthType = new MarketDepth(1);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>// We'll want
only incremental refreshes when new data is available</div>
<div><span style="white-space:pre"> </span>MDUpdateType
updateType = new MDUpdateType(MDUpdateType.FULL_REFRESH);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>MarketDataRequest
mdr = new MarketDataRequest(reqId, subscriptionType,
depthType);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>mdr.setField(updateType);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>MarketDataRequest.NoRelatedSym
instruments = new MarketDataRequest.NoRelatedSym();</div>
<div><span style="white-space:pre"> </span>instruments.set(new
Symbol(currencyPair));</div>
<div><span style="white-space:pre"> </span>mdr.addGroup(instruments);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>// Specify that
we'll want the bids and asks</div>
<div><span style="white-space:pre"> </span>mdr.setField(new
NoMDEntryTypes(2));<span style="white-space:pre"> </span></div>
<div><span style="white-space:pre"> </span>MarketDataRequest.NoMDEntryTypes
group = new MarketDataRequest.NoMDEntryTypes();</div>
<div><span style="white-space:pre"> </span>group.set(new
MDEntryType(MDEntryType.BID));</div>
<div><span style="white-space:pre"> </span>group.set(new
MDEntryType(MDEntryType.OFFER));</div>
<div><span style="white-space:pre"> </span>mdr.addGroup(group);</div>
<div><br>
</div>
<div><span style="white-space:pre"> </span>boolean
fromMarket = Session.sendToTarget(mdr, sessionId);</div>
<div><span style="white-space:pre"> </span>System.out.println("market
request status--->"+fromMarket);</div>
<div><span style="white-space:pre"> </span>}</div>
</div>
<div><br>
</div>
<div>/////</div>
<div>the request is success. after that which cal back method i
need to check and how to parse that Code for getting Symbol
prize.</div>
</div>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! <a class="moz-txt-link-freetext" href="http://sdm.link/slashdot">http://sdm.link/slashdot</a></pre>
<!--'"--><br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
<pre wrap="">_______________________________________________
Quickfixj-users mailing list
<a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a>
<a class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfixj-users">https://lists.sourceforge.net/lists/listinfo/quickfixj-users</a>
</pre>
</blockquote>
<br>
</body>
</html>
|
|
From: Vamsi P. <vam...@we...> - 2018-06-27 09:58:01
|
I am using following code
public static void sendMarketDataRequest(SessionID sessionId)
throws SessionNotFound {
System.out.println("sending request........");
// We generate a new request ID
MDReqID reqId = new MDReqID("MDRQ-" +
String.valueOf(System.currentTimeMillis()));
// We want EUR/XBT data
String currencyPair = "USD/VND";
// We want to get a snapshot and also subscribe to the market depth updates
SubscriptionRequestType subscriptionType = new
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
// We want the full book here, not just the top
MarketDepth depthType = new MarketDepth(1);
// We'll want only incremental refreshes when new data is available
MDUpdateType updateType = new MDUpdateType(MDUpdateType.FULL_REFRESH);
MarketDataRequest mdr = new MarketDataRequest(reqId, subscriptionType,
depthType);
mdr.setField(updateType);
MarketDataRequest.NoRelatedSym instruments = new
MarketDataRequest.NoRelatedSym();
instruments.set(new Symbol(currencyPair));
mdr.addGroup(instruments);
// Specify that we'll want the bids and asks
mdr.setField(new NoMDEntryTypes(2));
MarketDataRequest.NoMDEntryTypes group = new
MarketDataRequest.NoMDEntryTypes();
group.set(new MDEntryType(MDEntryType.BID));
group.set(new MDEntryType(MDEntryType.OFFER));
mdr.addGroup(group);
boolean fromMarket = Session.sendToTarget(mdr, sessionId);
System.out.println("market request status--->"+fromMarket);
}
/////
the request is success. after that which cal back method i need to check
and how to parse that Code for getting Symbol prize.
|
|
From: Øyvind M. W. <oyv...@om...> - 2018-06-20 22:10:36
|
Colin, Have you tried editing $JAVA_HOME/jre/lib/security/java.security, e.g. removing ‘jdk.tls.disabledAlgorithms’? -Øyvind > 20. jun. 2018 kl. 16:09 skrev Colin DuPlantis <co...@ma...>: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > FWIW, I've found that counters more often than not are running old versions of everything. The problem may be that they're requiring an out-of-date cipher or version. > > We've gotten past this by running a separate stunnel process to create the encrypted connection, which has a great deal of flexibility. > >> On 06/20/2018 12:20 AM, Øyvind Matheson Wergeland wrote: >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> >> >> Hi Eric, >> >> If you control both the acceptor and initiator, make sure both run the same version of Java. Also check that the ciphers and MAC used in your certificate are supported in that version of Java. >> >> If you only control one side, check your counterpart’s TLS requirements, and upgrade or configure Java as needed. Weaker ciphers may be disabled in newer version of Java, while stronger ciphers are not supported in older versions. >> >> The following is a good resource for finding supported TLS versions and ciphers: >> >> https://blogs.oracle.com/java-platform-group/diagnosing-tls,-ssl,-and-https >> >> -Øyvind >> >> 19. jun. 2018 kl. 23:00 skrev <eri...@th...> <eri...@th...>: >> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>> >>> >>> I’m on 1.6.4. (Mainly because I am waiting for 2.1, which should have my PR) and Java 8. >>> >>> I have looked at the same page for 1.6.4. >>> >>> When you say the counterparty provided a certificate, do you mean a certificate that you put in the trusted store? >>> >>> I want to accept connection and force them to be encrypted. Nothing more complicated than that. >>> >>> >>>>> On Jun 19, 2018, at 16:56, Christoph John <chr...@ma...> wrote: >>>> >>>> Hi, >>>> >>>> I assume you have already checked the following page: https://urldefense.proofpoint.com/v2/url?u=https-3A__quickfixj.org_usermanual_2.0.0__usage_secure-5Fcommunications.html&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=sSTe4DlDhQjgPuMO6k1XaWyj_YJaVQNxr23Nq_KlCy4&e= >>>> >>>> There also is a test SSLCertificateTest in the repo that has some examples. >>>> >>>> IIRC I only configured the Initiator side of a FIX connection for SSL and used a keystore. The counterparty provided the certificate. >>>> >>>> I also assume that you use a current Java version on both sides of the connection? Older versions might not support some ciphers. >>>> >>>> Cheers, >>>> Chris. >>>> >>>> Am 19. Juni 2018 20:39:30 MESZ schrieb eri...@th...: >>>>> QuickFIX/J Documentation: https://urldefense.proofpoint.com/v2/url?u=http-3A__www.quickfixj.org_documentation_&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=t3i5fJeH8OU0DExXAnJs9PdrGsSq3SXfroHRSfEOPEY&e= >>>>> QuickFIX/J Support: https://urldefense.proofpoint.com/v2/url?u=http-3A__www.quickfixj.org_support_&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=bn2FO12yz_pzSSVMVK3cBu_Z2a7WbEu-Dl3FqIivpU0&e= >>>>> >>>>> >>>>> I’m having a hard time getting SSL working on Linux. >>>>> >>>>> I’m trying to use a self-signed certificate on a Acceptor. >>>>> >>>>> I generated a keystore with: >>>>> >>>>> keytool -genkey -keyalg RSA -alias foobar -keystore foobar.jks >>>>> -storepass foobar -validity 360 -keysize 2048 >>>>> >>>>> And I am configuring the acceptor to use it with: >>>>> >>>>> SocketUseSSL=Y >>>>> SocketKeyStore=foobar.jks >>>>> SocketKeyStorePassword=foobar >>>>> >>>>> It seems to be opening the keystore ok, but regardless of what I try I >>>>> end up with: >>>>> >>>>> Caused by: javax.net.ssl.SSLHandshakeException: no cipher suites in >>>>> common >>>>> at sun.security.ssl.Alerts.getSSLException(Alerts.java:192) >>>>> at sun.security.ssl.SSLEngineImpl.fatal(SSLEngineImpl.java:1666) >>>>> >>>>> When I try to accept a session. >>>>> >>>>> 1) Do I need to configure CipherSuites? Which ones? I am having trouble >>>>> figuring out how to figure that out. >>>>> >>>>> 2) Does the client need a keystore? I’m only trying to encrypt, not >>>>> authenticate. I’ve tried it with and without, same result. >>>>> >>>>> >>>>> ------------------------------------------------------------------------------ >>>>> Check out the vibrant tech community on one of the world's most >>>>> engaging tech sites, Slashdot.org! https://urldefense.proofpoint.com/v2/url?u=http-3A__sdm.link_slashdot&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=Fk532B4FE9KmFkWCh_DwlzbuM70u46buQAy50WlI5sE&e= >>>>> _______________________________________________ >>>>> Quickfixj-users mailing list >>>>> Qui...@li... >>>>> https://urldefense.proofpoint.com/v2/url?u=https-3A__lists.sourceforge.net_lists_listinfo_quickfixj-2Dusers&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=q6T7mJGRH34yJiwvNAP2vP6_7UHrAgiLFg3eV_n9_-k&e= >>> >>> ------------------------------------------------------------------------------ >>> Check out the vibrant tech community on one of the world's most >>> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> >> ------------------------------------------------------------------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org! http://sdm.link/slashdot >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: Colin D. <co...@ma...> - 2018-06-20 14:10:08
|
FWIW, I've found that counters more often than not are running old versions of everything. The problem may be that they're requiring an out-of-date cipher or version. We've gotten past this by running a separate stunnel process to create the encrypted connection, which has a great deal of flexibility. On 06/20/2018 12:20 AM, Øyvind Matheson Wergeland wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > > Hi Eric, > > If you control both the acceptor and initiator, make sure both run the > same version of Java. Also check that the ciphers and MAC used in your > certificate are supported in that version of Java. > > If you only control one side, check your counterpart’s TLS > requirements, and upgrade or configure Java as needed. Weaker ciphers > may be disabled in newer version of Java, while stronger ciphers are > not supported in older versions. > > The following is a good resource for finding supported TLS versions > and ciphers: > > https://blogs.oracle.com/java-platform-group/diagnosing-tls,-ssl,-and-https > > -Øyvind > > 19. jun. 2018 kl. 23:00 skrev <eri...@th... > <mailto:eri...@th...>> > <eri...@th... > <mailto:eri...@th...>>: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> I’m on 1.6.4. (Mainly because I am waiting for 2.1, which should have >> my PR) and Java 8. >> >> I have looked at the same page for 1.6.4. >> >> When you say the counterparty provided a certificate, do you mean a >> certificate that you put in the trusted store? >> >> I want to accept connection and force them to be encrypted. Nothing >> more complicated than that. >> >> >>> On Jun 19, 2018, at 16:56, Christoph John <chr...@ma... >>> <mailto:chr...@ma...>> wrote: >>> >>> Hi, >>> >>> I assume you have already checked the following page: >>> https://urldefense.proofpoint.com/v2/url?u=https-3A__quickfixj.org_usermanual_2.0.0__usage_secure-5Fcommunications.html&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=sSTe4DlDhQjgPuMO6k1XaWyj_YJaVQNxr23Nq_KlCy4&e= >>> >>> >>> There also is a test SSLCertificateTest in the repo that has some >>> examples. >>> >>> IIRC I only configured the Initiator side of a FIX connection for >>> SSL and used a keystore. The counterparty provided the certificate. >>> >>> I also assume that you use a current Java version on both sides of >>> the connection? Older versions might not support some ciphers. >>> >>> Cheers, >>> Chris. >>> >>> Am 19. Juni 2018 20:39:30 MESZ schrieb >>> eri...@th... >>> <mailto:eri...@th...>: >>>> QuickFIX/J Documentation: >>>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.quickfixj.org_documentation_&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=t3i5fJeH8OU0DExXAnJs9PdrGsSq3SXfroHRSfEOPEY&e= >>>> >>>> QuickFIX/J Support: >>>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.quickfixj.org_support_&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=bn2FO12yz_pzSSVMVK3cBu_Z2a7WbEu-Dl3FqIivpU0&e= >>>> >>>> >>>> >>>> I’m having a hard time getting SSL working on Linux. >>>> >>>> I’m trying to use a self-signed certificate on a Acceptor. >>>> >>>> I generated a keystore with: >>>> >>>> keytool -genkey -keyalg RSA -alias foobar -keystore foobar.jks >>>> -storepass foobar -validity 360 -keysize 2048 >>>> >>>> And I am configuring the acceptor to use it with: >>>> >>>> SocketUseSSL=Y >>>> SocketKeyStore=foobar.jks >>>> SocketKeyStorePassword=foobar >>>> >>>> It seems to be opening the keystore ok, but regardless of what I try I >>>> end up with: >>>> >>>> Caused by: javax.net.ssl.SSLHandshakeException: no cipher suites in >>>> common >>>> at sun.security.ssl.Alerts.getSSLException(Alerts.java:192) >>>> at sun.security.ssl.SSLEngineImpl.fatal(SSLEngineImpl.java:1666) >>>> >>>> When I try to accept a session. >>>> >>>> 1) Do I need to configure CipherSuites? Which ones? I am having trouble >>>> figuring out how to figure that out. >>>> >>>> 2) Does the client need a keystore? I’m only trying to encrypt, not >>>> authenticate. I’ve tried it with and without, same result. >>>> >>>> >>>> ------------------------------------------------------------------------------ >>>> Check out the vibrant tech community on one of the world's most >>>> engaging tech sites, Slashdot.org <http://Slashdot.org>! >>>> https://urldefense.proofpoint.com/v2/url?u=http-3A__sdm.link_slashdot&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=Fk532B4FE9KmFkWCh_DwlzbuM70u46buQAy50WlI5sE&e= >>>> >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> <mailto:Qui...@li...> >>>> https://urldefense.proofpoint.com/v2/url?u=https-3A__lists.sourceforge.net_lists_listinfo_quickfixj-2Dusers&d=DwIFaQ&c=4ZIZThykDLcoWk-GVjSLmy8-1Cr1I4FWIvbLFebwKgY&r=o7YI_4EZ5O7Q26HQ0aGkeNUy9E1BdEn0Yexsn39zMH1c1bf_uqj8xspuBPRHBi8O&m=3HYYWXGXrELFp0n0n6F73-FIYlJqp8jYN8qFwrCjnlw&s=q6T7mJGRH34yJiwvNAP2vP6_7UHrAgiLFg3eV_n9_-k&e= >>>> >> >> ------------------------------------------------------------------------------ >> Check out the vibrant tech community on one of the world's most >> engaging tech sites, Slashdot.org <http://Slashdot.org>! >> http://sdm.link/slashdot >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |