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

Re: [Quickfixj-users] Quickfixj issue with logon request after session reset

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

Could you please post your config?
Thanks
Chris 

Am 11. Januar 2022 23:23:10 MEZ schrieb Saurabh Joshi <sau...@gm...>:
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/

Re: [Quickfixj-users] Quickfixj issue with logon request after session reset

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

 Could you please post your config?
Thanks
Chris

Am 11. Januar 2022 23:23:10 MEZ schrieb Saurabh Joshi <sau...@gm...>:
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/

[Quickfixj-users] Quickfixj issue with logon request after session reset

[Saurabh J. <sau...@gm...>]

Hi All,

I have a simple FIX initiator and acceptor which is configured to reset
session every weekend.
The session gets resetted successfully at "endTime" property defined in
initiator and acceptor and logout request is also sent and processed
correctly.
But the login request is never sent to acceptor as a result, session is
never established. If we restart the application, it works but ideally it
should work automatically.
The startTime and endTime configurations for both acceptor and initiator
are in sync. Start time is 1 min later than the endTime.

Thanks in advance for your help!

-- 
    Regards
Saurabh Joshi

Re: [Quickfixj-users] Logout/disconnect without resetting continuous session

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

Hi Ed,

I think you are right. There does not seem to be a way to have a scheduled session that does not reset.
You probably have no other possibility than using NonStopSession and do the scheduling in your 
application.

Cheers,
Chris.

On 12.12.21 16:03, Eduardo Luis Sánchez-Ros Sánchez via Quickfixj-users wrote:
> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
> QuickFIX/J Support:http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> We have an FIX adapter that transforms messages from FIX.4. 2 into FIX.5.0SP2 and back, between 
> two systems.
>
> On the initiator side, we're connected to an exchange that enforces on us continuous sessions, 
> which only get reset upon system restart.
>
> On the acceptor side, we have configures a daily session from 8:30 to 5, every week day, for our 
> clients.
>
> When the exchange is restarted (usually on weekends or after market hours) we are sent any opened 
> orders that were outstanding at the time. As the other side is usually not logged in, the adapter 
> keeps on retrying the messages until next day, when the clients log back in for the day session.
>
> I'm wondering if there is a way to logout or disconnect the continuous session, without resetting 
> the MsgSeqNum.
>
> I've tried these settings:
> StartTime=08:30:00
> EndTime=17:00:00
> WeekDays=Mon,Tue,Wed,Thu,Fri
> ResetOnLogon=N
> ResetOnLogout=N
> ResetOnDisconnect=N
> ResetOnError=N
>
> but I think, as NonStopSession is not set and EndTime is set, the sequence is reset anyway.
>
> Thanks
> Eduardo
>
> Sent from Yahoo Mail on Android 
> <https://go.onelink.me/107872968?pid=InProduct&c=Global_Internal_YGrowth_AndroidEmailSig__AndroidUsers&af_wl=ym&af_sub1=Internal&af_sub2=Global_YGrowth&af_sub3=EmailSignature>
>
>
> _______________________________________________
> 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
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www.macd.com

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Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald

Re: [Quickfixj-users] interactive brokers specific question

[Walt J <wa...@gm...>]

My ISP is fiber. It's pretty good. Ten seconds after the market opens, my
price mods have response times of as low as 20 milliseconds and as high as
200 milliseconds. Is that in line with what their FIX connection does all
the time? Or does FIX do even better than that?

Yesterday wasn't as bad as I've seen it in the past. Price moves made in
the first second after market open took 5 seconds to get acknowledged.

Is it your opinion that I'd only see an improvement if I use a co-location,
or a VPN? And if I use the gateway as I do now but with FIX, things won't
be all that different?

Thanks
Walt

On Fri, Dec 31, 2021 at 8:49 AM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> 10s sounds like a lot. My experience with their FIX gateway is that
> latencies are lower than that, though that is usually with a co-located
> host. With their FIX gateway, you’ll have to set up a VPN or use a
> co-located host over a cross-connect.
>
> On Dec 31, 2021, at 5:44 AM, Walt J <wa...@gm...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> I'm looking to move away from their API and move instead to using  their
> FIX server because I'm finding at open that my orders aren't being
> processed for about 10 seconds and sometimes as much as 55 seconds.
>
> Do you know is switching to FIX will bypass the problem?
>
> On Fri, Dec 31, 2021, 8:24 AM Colin DuPlantis <co...@ma...>
> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Yes
>>
>> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm...> wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Thanks Colin.
>>
>> Are you familiar with IB's FIX implementation?
>>
>> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma...>
>> wrote:
>>
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>>> http://www.quickfixj.org/support/
>>>
>>>
>>> 1. Correct, you are the initiator in this scenario and have no need for
>>> an acceptor, except, as you say, for testing
>>>
>>> 2. You can use the JDBCStore as your message store
>>> On 12/30/21 11:35 AM, Walt J wrote:
>>>
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>>
>>>
>>> I'm still working to get my head around the machinery of FIX orders.
>>>
>>> My goal is to retrofit my java app I've been using to trade using the
>>> Interactive Brokers API, to start using the IB FIX servers through their
>>> Gateway.
>>>
>>> Hopefully there's someone out there with experience with using IB with a
>>> FIX connection.
>>>
>>> As I understand things, my java app would be an "initiator" with a
>>> session connected to the Gateway which has running on it the "Acceptor". Is
>>> that correct?
>>>
>>> If that's the case, then I really have no reason to run an "acceptor" in
>>> my app (except for testing). Is that also correct?
>>>
>>> How do I tell/configure quickfix how to connect to the mysql server I
>>> have running on my local machine? I've used the provided sql queries to
>>> create the required tables. I've confirmed the table were created.  How can
>>> I tell if quickfix is connected?
>>>
>>> Thanks for any help that can be provided
>>>
>>>
>>> _______________________________________________
>>> Quickfixj-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>
>>> --
>>> Colin DuPlantis
>>> Chief Architect, Marketcetera
>>> Download, Run, Tradehttps://www.marketcetera.com
>>>
>>> _______________________________________________
>>> Quickfixj-users mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>> Colin DuPlantis
>> Chief Architect, Marketcetera
>> Download, Run, Trade
>> https://www.marketcetera.com
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] interactive brokers specific question

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

10s sounds like a lot. My experience with their FIX gateway is that latencies are lower than that, though that is usually with a co-located host. With their FIX gateway, you’ll have to set up a VPN or use a co-located host over a cross-connect.

> On Dec 31, 2021, at 5:44 AM, Walt J <wa...@gm...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> I'm looking to move away from their API and move instead to using  their FIX server because I'm finding at open that my orders aren't being processed for about 10 seconds and sometimes as much as 55 seconds.  
> 
> Do you know is switching to FIX will bypass the problem?
> 
> On Fri, Dec 31, 2021, 8:24 AM Colin DuPlantis <co...@ma... <mailto:co...@ma...>> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
> 
> 
> Yes
> 
>> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm... <mailto:wa...@gm...>> wrote:
>> 
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> Thanks Colin.
>> 
>> Are you familiar with IB's FIX implementation?
>> 
>> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma... <mailto:co...@ma...>> wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> 1. Correct, you are the initiator in this scenario and have no need for an acceptor, except, as you say, for testing
>> 
>> 2. You can use the JDBCStore as your message store
>> 
>> On 12/30/21 11:35 AM, Walt J wrote:
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>>> 
>>> 
>>> 
>>> 
>>> I'm still working to get my head around the machinery of FIX orders.
>>> 
>>> My goal is to retrofit my java app I've been using to trade using the Interactive Brokers API, to start using the IB FIX servers through their Gateway.
>>> 
>>> Hopefully there's someone out there with experience with using IB with a FIX connection. 
>>> 
>>> As I understand things, my java app would be an "initiator" with a session connected to the Gateway which has running on it the "Acceptor". Is that correct? 
>>> 
>>> If that's the case, then I really have no reason to run an "acceptor" in my app (except for testing). Is that also correct?
>>> 
>>> How do I tell/configure quickfix how to connect to the mysql server I have running on my local machine? I've used the provided sql queries to create the required tables. I've confirmed the table were created.  How can I tell if quickfix is connected?
>>> 
>>> Thanks for any help that can be provided
>>> 
>>> 
>>> 
>>> _______________________________________________
>>> 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>
>> -- 
>> Colin DuPlantis
>> Chief Architect, Marketcetera
>> Download, Run, Trade
>> https://www.marketcetera.com <https://www.marketcetera.com/>_______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li... <mailto:Qui...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li... <mailto:Qui...@li...>
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
> 
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com <https://www.marketcetera.com/>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

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

Re: [Quickfixj-users] interactive brokers specific question

[Walt J <wa...@gm...>]

I'm looking to move away from their API and move instead to using  their
FIX server because I'm finding at open that my orders aren't being
processed for about 10 seconds and sometimes as much as 55 seconds.

Do you know is switching to FIX will bypass the problem?

On Fri, Dec 31, 2021, 8:24 AM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Yes
>
> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Thanks Colin.
>
> Are you familiar with IB's FIX implementation?
>
> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma...>
> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> 1. Correct, you are the initiator in this scenario and have no need for
>> an acceptor, except, as you say, for testing
>>
>> 2. You can use the JDBCStore as your message store
>> On 12/30/21 11:35 AM, Walt J wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> I'm still working to get my head around the machinery of FIX orders.
>>
>> My goal is to retrofit my java app I've been using to trade using the
>> Interactive Brokers API, to start using the IB FIX servers through their
>> Gateway.
>>
>> Hopefully there's someone out there with experience with using IB with a
>> FIX connection.
>>
>> As I understand things, my java app would be an "initiator" with a
>> session connected to the Gateway which has running on it the "Acceptor". Is
>> that correct?
>>
>> If that's the case, then I really have no reason to run an "acceptor" in
>> my app (except for testing). Is that also correct?
>>
>> How do I tell/configure quickfix how to connect to the mysql server I
>> have running on my local machine? I've used the provided sql queries to
>> create the required tables. I've confirmed the table were created.  How can
>> I tell if quickfix is connected?
>>
>> Thanks for any help that can be provided
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>> --
>> Colin DuPlantis
>> Chief Architect, Marketcetera
>> Download, Run, Tradehttps://www.marketcetera.com
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] interactive brokers specific question

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

Yes

> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> Thanks Colin.
> 
> Are you familiar with IB's FIX implementation?
> 
> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma... <mailto:co...@ma...>> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
> 
> 
> 1. Correct, you are the initiator in this scenario and have no need for an acceptor, except, as you say, for testing
> 
> 2. You can use the JDBCStore as your message store
> 
> On 12/30/21 11:35 AM, Walt J wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> 
>> 
>> I'm still working to get my head around the machinery of FIX orders.
>> 
>> My goal is to retrofit my java app I've been using to trade using the Interactive Brokers API, to start using the IB FIX servers through their Gateway.
>> 
>> Hopefully there's someone out there with experience with using IB with a FIX connection. 
>> 
>> As I understand things, my java app would be an "initiator" with a session connected to the Gateway which has running on it the "Acceptor". Is that correct? 
>> 
>> If that's the case, then I really have no reason to run an "acceptor" in my app (except for testing). Is that also correct?
>> 
>> How do I tell/configure quickfix how to connect to the mysql server I have running on my local machine? I've used the provided sql queries to create the required tables. I've confirmed the table were created.  How can I tell if quickfix is connected?
>> 
>> Thanks for any help that can be provided
>> 
>> 
>> 
>> _______________________________________________
>> 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>
> -- 
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com <https://www.marketcetera.com/>_______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

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

Re: [Quickfixj-users] interactive brokers specific question

[Walt J <wa...@gm...>]

Thanks Colin.

Are you familiar with IB's FIX implementation?

On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> 1. Correct, you are the initiator in this scenario and have no need for an
> acceptor, except, as you say, for testing
>
> 2. You can use the JDBCStore as your message store
> On 12/30/21 11:35 AM, Walt J wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> I'm still working to get my head around the machinery of FIX orders.
>
> My goal is to retrofit my java app I've been using to trade using the
> Interactive Brokers API, to start using the IB FIX servers through their
> Gateway.
>
> Hopefully there's someone out there with experience with using IB with a
> FIX connection.
>
> As I understand things, my java app would be an "initiator" with a session
> connected to the Gateway which has running on it the "Acceptor". Is that
> correct?
>
> If that's the case, then I really have no reason to run an "acceptor" in
> my app (except for testing). Is that also correct?
>
> How do I tell/configure quickfix how to connect to the mysql server I have
> running on my local machine? I've used the provided sql queries to create
> the required tables. I've confirmed the table were created.  How can I tell
> if quickfix is connected?
>
> Thanks for any help that can be provided
>
>
> _______________________________________________
> Quickfixj-users mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
> --
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Tradehttps://www.marketcetera.com
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] interactive brokers specific question

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

1. Correct, you are the initiator in this scenario and have no need for 
an acceptor, except, as you say, for testing

2. You can use the JDBCStore as your message store

On 12/30/21 11:35 AM, Walt J wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> I'm still working to get my head around the machinery of FIX orders.
>
> My goal is to retrofit my java app I've been using to trade using the 
> Interactive Brokers API, to start using the IB FIX servers through 
> their Gateway.
>
> Hopefully there's someone out there with experience with using IB with 
> a FIX connection.
>
> As I understand things, my java app would be an "initiator" with a 
> session connected to the Gateway which has running on it the 
> "Acceptor". Is that correct?
>
> If that's the case, then I really have no reason to run an "acceptor" 
> in my app (except for testing). Is that also correct?
>
> How do I tell/configure quickfix how to connect to the mysql server I 
> have running on my local machine? I've used the provided sql queries 
> to create the required tables. I've confirmed the table were created.  
> How can I tell if quickfix is connected?
>
> Thanks for any help that can be provided
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

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

[Quickfixj-users] interactive brokers specific question

[Walt J <wa...@gm...>]

I'm still working to get my head around the machinery of FIX orders.

My goal is to retrofit my java app I've been using to trade using the
Interactive Brokers API, to start using the IB FIX servers through their
Gateway.

Hopefully there's someone out there with experience with using IB with a
FIX connection.

As I understand things, my java app would be an "initiator" with a session
connected to the Gateway which has running on it the "Acceptor". Is that
correct?

If that's the case, then I really have no reason to run an "acceptor" in my
app (except for testing). Is that also correct?

How do I tell/configure quickfix how to connect to the mysql server I have
running on my local machine? I've used the provided sql queries to create
the required tables. I've confirmed the table were created.  How can I tell
if quickfix is connected?

Thanks for any help that can be provided

Re: [Quickfixj-users] Noob questions about using quickfixj with eclipse

[Walt J <wa...@gm...>]

Does adding quickfix-all-2.3.1.jar  from the org.quickfix-2.3.1-bin folder
give me everything I need to use FIX?  (Aside from setting up mysql.)

Thanks

On Tue, Dec 28, 2021 at 3:12 PM Nik Gehring <nik...@gm...> wrote:

>
> It is how gmail linkifies the stuff added into the list emails.  Perhaps
> it would be worth adding in a blank line to stop it from joining the 2
> together
>
>
> [image: image.png]
>
>
> On Tue, 28 Dec 2021 at 13:06, Christoph John via Quickfixj-users <
> qui...@li...> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Where did you get that link from?
>> Try https://www.quickfixj.org/usermanual/2.3.0/
>>
>> Cheers
>> Chris
>>
>> Am 28. Dezember 2021 04:21:57 MEZ schrieb Walt J <wa...@gm...>:
>>>
>>> Hi, thanks for the reply.
>>>
>>> This link appears to be broken.
>>>
>>> http://www.quickfixj.org/documentation/
>>> QuickFIX/J
>>>
>>>
>>> On Mon, Dec 27, 2021 at 9:50 PM Colin DuPlantis <co...@ma...>
>>> wrote:
>>>
>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J>
>>>> Support: http://www.quickfixj.org/support/
>>>>
>>>>
>>>> If you want a pure Eclipse approach, you can just modify the project
>>>> file to add the appropriate jars.
>>>>
>>>> On Mon, Dec 27, 2021, 2:34 PM Walt J <wa...@gm...> wrote:
>>>>
>>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J>
>>>>> Support: http://www.quickfixj.org/support/
>>>>>
>>>>>
>>>>> Hi, this is my first post to any source forge list, so please forgive
>>>>> any breaches of etiquette.
>>>>>
>>>>> I've been using eclipse for the last few years writing (and using) a
>>>>> program for the Interactive Brokers API. I pretty much only know the basics
>>>>> about eclipse and I'm not particularly savvy with regards to importing
>>>>> other projects or packages.
>>>>>
>>>>> My goal is to get my java app to start using the IB FIX server and I
>>>>> thought the best way to do that would be to add the quickfixj to it.
>>>>>
>>>>> I'm having trouble installing (or should I say importing -- I'm not
>>>>> sure what the proper terminology should be) quickfixj. I've tried using
>>>>> maven. My app doesn't use Maven and I'm not  really familiar with it. Any
>>>>> help would be appreciated.
>>>>>
>>>>> Thanks
>>>>> Walt
>>>>> _______________________________________________
>>>>> Quickfixj-users mailing list
>>>>> Qui...@li...
>>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>>>
>>>> _______________________________________________
>>>> Quickfixj-users mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>>
>>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>

Re: [Quickfixj-users] Noob questions about using quickfixj with eclipse

[Nik G. <nik...@gm...>]

It is how gmail linkifies the stuff added into the list emails.  Perhaps it
would be worth adding in a blank line to stop it from joining the 2 together


[image: image.png]


On Tue, 28 Dec 2021 at 13:06, Christoph John via Quickfixj-users <
qui...@li...> wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Where did you get that link from?
> Try https://www.quickfixj.org/usermanual/2.3.0/
>
> Cheers
> Chris
>
> Am 28. Dezember 2021 04:21:57 MEZ schrieb Walt J <wa...@gm...>:
>>
>> Hi, thanks for the reply.
>>
>> This link appears to be broken.
>>
>> http://www.quickfixj.org/documentation/
>> QuickFIX/J
>>
>>
>> On Mon, Dec 27, 2021 at 9:50 PM Colin DuPlantis <co...@ma...>
>> wrote:
>>
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>>> http://www.quickfixj.org/support/
>>>
>>>
>>> If you want a pure Eclipse approach, you can just modify the project
>>> file to add the appropriate jars.
>>>
>>> On Mon, Dec 27, 2021, 2:34 PM Walt J <wa...@gm...> wrote:
>>>
>>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J>
>>>> Support: http://www.quickfixj.org/support/
>>>>
>>>>
>>>> Hi, this is my first post to any source forge list, so please forgive
>>>> any breaches of etiquette.
>>>>
>>>> I've been using eclipse for the last few years writing (and using) a
>>>> program for the Interactive Brokers API. I pretty much only know the basics
>>>> about eclipse and I'm not particularly savvy with regards to importing
>>>> other projects or packages.
>>>>
>>>> My goal is to get my java app to start using the IB FIX server and I
>>>> thought the best way to do that would be to add the quickfixj to it.
>>>>
>>>> I'm having trouble installing (or should I say importing -- I'm not
>>>> sure what the proper terminology should be) quickfixj. I've tried using
>>>> maven. My app doesn't use Maven and I'm not  really familiar with it. Any
>>>> help would be appreciated.
>>>>
>>>> Thanks
>>>> Walt
>>>> _______________________________________________
>>>> Quickfixj-users mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>>
>>> _______________________________________________
>>> Quickfixj-users mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>
>> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] Noob questions about using quickfixj with eclipse

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

Where did you get that link from?
Try https://www.quickfixj.org/usermanual/2.3.0/

Cheers
Chris

Am 28. Dezember 2021 04:21:57 MEZ schrieb Walt J <wa...@gm...>:
>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/

Re: [Quickfixj-users] Noob questions about using quickfixj with eclipse

[Walt J <wa...@gm...>]

Hi, thanks for the reply.

This link appears to be broken.

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


On Mon, Dec 27, 2021 at 9:50 PM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> If you want a pure Eclipse approach, you can just modify the project file
> to add the appropriate jars.
>
> On Mon, Dec 27, 2021, 2:34 PM Walt J <wa...@gm...> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Hi, this is my first post to any source forge list, so please forgive any
>> breaches of etiquette.
>>
>> I've been using eclipse for the last few years writing (and using) a
>> program for the Interactive Brokers API. I pretty much only know the basics
>> about eclipse and I'm not particularly savvy with regards to importing
>> other projects or packages.
>>
>> My goal is to get my java app to start using the IB FIX server and I
>> thought the best way to do that would be to add the quickfixj to it.
>>
>> I'm having trouble installing (or should I say importing -- I'm not sure
>> what the proper terminology should be) quickfixj. I've tried using maven.
>> My app doesn't use Maven and I'm not  really familiar with it. Any help
>> would be appreciated.
>>
>> Thanks
>> Walt
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

Re: [Quickfixj-users] Noob questions about using quickfixj with eclipse

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

If you want a pure Eclipse approach, you can just modify the project file
to add the appropriate jars.

On Mon, Dec 27, 2021, 2:34 PM Walt J <wa...@gm...> wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> Hi, this is my first post to any source forge list, so please forgive any
> breaches of etiquette.
>
> I've been using eclipse for the last few years writing (and using) a
> program for the Interactive Brokers API. I pretty much only know the basics
> about eclipse and I'm not particularly savvy with regards to importing
> other projects or packages.
>
> My goal is to get my java app to start using the IB FIX server and I
> thought the best way to do that would be to add the quickfixj to it.
>
> I'm having trouble installing (or should I say importing -- I'm not sure
> what the proper terminology should be) quickfixj. I've tried using maven.
> My app doesn't use Maven and I'm not  really familiar with it. Any help
> would be appreciated.
>
> Thanks
> Walt
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

[Quickfixj-users] Noob questions about using quickfixj with eclipse

[Walt J <wa...@gm...>]

Hi, this is my first post to any source forge list, so please forgive any
breaches of etiquette.

I've been using eclipse for the last few years writing (and using) a
program for the Interactive Brokers API. I pretty much only know the basics
about eclipse and I'm not particularly savvy with regards to importing
other projects or packages.

My goal is to get my java app to start using the IB FIX server and I
thought the best way to do that would be to add the quickfixj to it.

I'm having trouble installing (or should I say importing -- I'm not sure
what the proper terminology should be) quickfixj. I've tried using maven.
My app doesn't use Maven and I'm not  really familiar with it. Any help
would be appreciated.

Thanks
Walt

Re: [Quickfixj-users] QFJ suddenly fails to connect, applications are blocked

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

Could it be that the disk was full?
Looks like removing the file store could help. Seems it somehow got corrupted. 

Cheers
Chris

[Quickfixj-users] QFJ suddenly fails to connect, applications are blocked

[Diana S. <dia...@gm...>]

We have a setup that restarts the sender and receiver FIX applications
every day. The applications communicate with each other on the same
machine, they are both written with quickfix/j and there are no external
connections allowed.
We had no problems with this setup until today.

All of a sudden, the connection can no longer be made over FIX. The error
seems to have started after an automated restart that happened on Saturday.

I have restarted the system multiple times today, but it's the same result.
We have multiple fix connections in the same applications, and the other
ones start, only this particular connection will not.

 - certificates are not expired
 - there is no other application connected to the same socket/ fix
connection
 - the compIds have not been modified.

 The application was working perfectly on Friday evening, and no-one
accessed the servers until today. Still, from Saturday, Dec 11, the
application can no longer connect, and the qfj log files do not get updated.

The application logs show the following exception:
12/13/21 12:08:30:605 EET] 0000014e FixMessageCli E [redacted]<init>
!!!---------!!! FAILED LOGON TO FIX SESSION ON SOCKET INITIATOR
                                 quickfix.ConfigError: error during session
initialization
        at
quickfix.mina.initiator.AbstractSocketInitiator.createSessions(AbstractSocketInitiator.java:198)
        at
quickfix.mina.initiator.AbstractSocketInitiator.createSessionInitiators(AbstractSocketInitiator.java:80)
        at quickfix.SocketInitiator.initialize(SocketInitiator.java:117)
        at quickfix.SocketInitiator.start(SocketInitiator.java:111)
       [redacted]
        at java.lang.Thread.run(Thread.java:812)
Caused by: java.lang.RuntimeException: java.io.EOFException
        at quickfix.FileStoreFactory.create(FileStoreFactory.java:82)
        at quickfix.Session.<init>(Session.java:503)
        at
quickfix.DefaultSessionFactory.create(DefaultSessionFactory.java:209)
        at
quickfix.mina.SessionConnector.createSession(SessionConnector.java:182)
        at
quickfix.mina.initiator.AbstractSocketInitiator.createSessions(AbstractSocketInitiator.java:191)
        ... 8 more
Caused by: java.io.EOFException
        at java.io.DataInputStream.readFully(DataInputStream.java:208)
        at java.io.DataInputStream.readInt(DataInputStream.java:398)
        at quickfix.FileStore.initializeMessageIndex(FileStore.java:181)
        at quickfix.FileStore.initializeCache(FileStore.java:117)
        at quickfix.FileStore.initialize(FileStore.java:112)
        at quickfix.FileStore.<init>(FileStore.java:96)
        at quickfix.FileStoreFactory.create(FileStoreFactory.java:80)
        ... 12 more


I've looked at the logs and stores created by qfj and I can't figure out
what the problem could be.

The logs stop on Dec 11:

Sender side:

event.log:

20211211-00:01:11: Initiated logon request
20211211-00:01:11: Received logon
20211211-00:01:11: MsgSeqNum too high, expecting 2 but received 4:
8=FIX.4.4^A9=79^A35=A^A34=4^A49=SENDER^A52=20211211-00:01:11.483^A56=RCVR^A98=0^A108=300^A10=093^A
20211211-00:01:11: Enqueued at pos 4:
8=FIX.4.4^A9=79^A35=A^A34=4^A49=SENDER^A52=20211211-00:01:11.483^A56=RCVR^A98=0^A108=300^A10=093^A
20211211-00:01:11: Sent ResendRequest FROM: 2 TO: 3
20211211-00:01:11: Enqueued at pos 5:
8=FIX.4.4^A9=75^A35=2^A34=5^A49=SENDER^A52=20211211-00:01:11.485^A56=RCVR^A7=1^A16=0^A10=127^A
20211211-00:01:11: Received ResendRequest FROM: 1 TO: infinity
20211211-00:01:11: Error processing message:
8=FIX.4.4^A9=75^A35=2^A34=5^A49=SENDER^A52=20211211-00:01:11.485^A56=RCVR^A7=1^A16=0^A10=127^A
java.io.EOFException
        at java.io.DataInputStream.readFully(DataInputStream.java:208)
        at java.io.DataInputStream.readInt(DataInputStream.java:398)
        at quickfix.FileStore.get(FileStore.java:316)
        at quickfix.SessionState.get(SessionState.java:302)
        at quickfix.Session.resendMessages(Session.java:2258)
        at quickfix.Session.manageGapFill(Session.java:1309)
        at quickfix.Session.nextResendRequest(Session.java:1275)
        at quickfix.Session.next(Session.java:1041)
        at quickfix.Session.next(Session.java:1204)
        at
quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:163)
        at
quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:113)
        at
quickfix.mina.SingleThreadedEventHandlingStrategy.lambda$blockInThread$1(SingleThreadedEventHandlingStrategy.java:145)
        at
quickfix.mina.SingleThreadedEventHandlingStrategy$$Lambda$299.00000000BC19B9E0.run(Unknown
Source)
        at
quickfix.mina.SingleThreadedEventHandlingStrategy$ThreadAdapter$RunnableWrapper.run(SingleThreadedEventHandlingStrategy.java:267)
        at java.lang.Thread.run(Thread.java:812)

20211211-00:01:11: Received SequenceReset FROM: 2 TO: 6
20211211-00:06:12: ResendRequest for messages FROM 2 TO 3 has been
satisfied.
(END)


message.log (again, nothing after Dec 11):
8=FIX.4.4^A9=80^A35=A^A34=14^A49=RCVR^A52=20211211-00:01:01.479^A56=SENDER^A98=0^A108=300^A10=138^A
8=FIX.4.4^A9=79^A35=A^A34=1^A49=SENDER^A52=20211211-00:01:01.486^A56=RCVR^A98=0^A108=300^A10=092^A
8=FIX.4.4^A9=116^A35=5^A34=15^A49=RCVR^A52=20211211-00:01:01.497^A56=SENDER^A58=MsgSeqNum
too low, expecting 2 but received 1^A10=253^A
8=FIX.4.4^A9=80^A35=A^A34=16^A49=RCVR^A52=20211211-00:01:11.479^A56=SENDER^A98=0^A108=300^A10=141^A
8=FIX.4.4^A9=79^A35=A^A34=4^A49=SENDER^A52=20211211-00:01:11.483^A56=RCVR^A98=0^A108=300^A10=093^A
8=FIX.4.4^A9=75^A35=2^A34=5^A49=SENDER^A52=20211211-00:01:11.485^A56=RCVR^A7=1^A16=0^A10=127^A
8=FIX.4.4^A9=76^A35=2^A34=17^A49=RCVR^A52=20211211-00:01:11.505^A56=SENDER^A7=2^A16=0^A10=173^A
8=FIX.4.4^A9=108^A35=4^A34=2^A43=Y^A49=SENDER^A52=20211211-00:01:11.532^A56=RCVR^A122=20211211-00:01:11.520^A36=6^A123=Y^A10=023^A
8=FIX.4.4^A9=66^A35=0^A34=6^A49=SENDER^A52=20211211-00:06:12.402^A56=RCVR^A10=254^A
8=FIX.4.4^A9=67^A35=0^A34=18^A49=RCVR^A52=20211211-00:06:12.418^A56=SENDER^A10=057^A
...continues until
8=FIX.4.4^A9=67^A35=0^A34=17^A49=SENDER^A52=20211211-01:01:12.403^A56=RCVR^A10=046^A
8=FIX.4.4^A9=67^A35=0^A34=29^A49=RCVR^A52=20211211-01:01:12.480^A56=SENDER^A10=054^A

The sequence numbers in the sender side correspond to the last messages in
the log:
cat FIX.4.4-RCVR-SENDER.senderseqnums
30
cat FIX.4.4-RCVR-SENDER.targetseqnums
18

While on the other side, the corresponding files are empty:
cat FIX.4.4-SENDER-RCVR.targetseqnums
cat FIX.4.4-SENDER-RCVR.senderseqnums

But in the events.log for the other side, I have information being written
even after Dec 11:

20211211-00:01:01: Received logon
20211211-00:01:01: Responding to Logon request
20211211-00:01:01: MsgSeqNum too high, expecting 1 but received 14:
8=FIX.4.4^A9=80^A35=A^A34=14^A49=RCVR^A52=20211211-00:01:01.479^A56=SENDER^A98=0^A108=300^A10
=138^A
20211211-00:01:01: Enqueued at pos 14:
8=FIX.4.4^A9=80^A35=A^A34=14^A49=RCVR^A52=20211211-00:01:01.479^A56=SENDER^A98=0^A108=300^A10=138^A
20211211-00:01:01: Sent ResendRequest FROM: 1 TO: 13
20211211-00:01:01: Received logout request: MsgSeqNum too low, expecting 2
but received 1
20211211-00:01:01: Sent logout response
20211211-00:01:01: Disconnecting: Received logout request: MsgSeqNum too
low, expecting 2 but received 1
20211211-00:01:11: Accepting session FIX.4.4:SENDER->RCVR from /
127.0.0.1:44844
20211211-00:01:11: Acceptor heartbeat set to 300 seconds
20211211-00:01:11: Received logon
20211211-00:01:11: Responding to Logon request
20211211-00:01:11: MsgSeqNum too high, expecting 1 but received 16:
8=FIX.4.4^A9=80^A35=A^A34=16^A49=RCVR^A52=20211211-00:01:11.479^A56=SENDER^A98=0^A108=300^A10
=141^A
20211211-00:01:11: Enqueued at pos 16:
8=FIX.4.4^A9=80^A35=A^A34=16^A49=RCVR^A52=20211211-00:01:11.479^A56=SENDER^A98=0^A108=300^A10=141^A
20211211-00:01:11: Sent ResendRequest FROM: 1 TO: 15
20211211-00:01:11: Enqueued at pos 17:
8=FIX.4.4^A9=76^A35=2^A34=17^A49=RCVR^A52=20211211-00:01:11.505^A56=SENDER^A7=2^A16=0^A10=173^A
20211211-00:01:11: Received ResendRequest FROM: 2 TO: infinity
20211211-00:01:11: Sent SequenceReset TO: 6
20211211-00:06:12: MsgSeqNum too high, expecting 1 but received 18:
8=FIX.4.4^A9=67^A35=0^A34=18^A49=RCVR^A52=20211211-00:06:12.418^A56=SENDER^A10=057^A
20211211-00:06:12: Enqueued at pos 18:
8=FIX.4.4^A9=67^A35=0^A34=18^A49=RCVR^A52=20211211-00:06:12.418^A56=SENDER^A10=057^A
20211211-00:06:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:11:12: MsgSeqNum too high, expecting 1 but received 19:
8=FIX.4.4^A9=67^A35=0^A34=19^A49=RCVR^A52=20211211-00:11:12.414^A56=SENDER^A10=050^A
20211211-00:11:12: Enqueued at pos 19:
8=FIX.4.4^A9=67^A35=0^A34=19^A49=RCVR^A52=20211211-00:11:12.414^A56=SENDER^A10=050^A
20211211-00:11:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:16:12: MsgSeqNum too high, expecting 1 but received 20:
8=FIX.4.4^A9=67^A35=0^A34=20^A49=RCVR^A52=20211211-00:16:12.439^A56=SENDER^A10=054^A
20211211-00:16:12: Enqueued at pos 20:
8=FIX.4.4^A9=67^A35=0^A34=20^A49=RCVR^A52=20211211-00:16:12.439^A56=SENDER^A10=054^A
20211211-00:16:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:21:12: MsgSeqNum too high, expecting 1 but received 21:
8=FIX.4.4^A9=67^A35=0^A34=21^A49=RCVR^A52=20211211-00:21:12.480^A56=SENDER^A10=047^A
20211211-00:21:12: Enqueued at pos 21:
8=FIX.4.4^A9=67^A35=0^A34=21^A49=RCVR^A52=20211211-00:21:12.480^A56=SENDER^A10=047^A
20211211-00:21:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:26:12: MsgSeqNum too high, expecting 1 but received 22:
8=FIX.4.4^A9=67^A35=0^A34=22^A49=RCVR^A52=20211211-00:26:12.480^A56=SENDER^A10=053^A
20211211-00:26:12: Enqueued at pos 22:
8=FIX.4.4^A9=67^A35=0^A34=22^A49=RCVR^A52=20211211-00:26:12.480^A56=SENDER^A10=053^A
20211211-00:26:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:31:12: MsgSeqNum too high, expecting 1 but received 23:
8=FIX.4.4^A9=67^A35=0^A34=23^A49=RCVR^A52=20211211-00:31:12.480^A56=SENDER^A10=050^A
20211211-00:31:12: Enqueued at pos 23:
8=FIX.4.4^A9=67^A35=0^A34=23^A49=RCVR^A52=20211211-00:31:12.480^A56=SENDER^A10=050^A
20211211-00:31:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:36:12: MsgSeqNum too high, expecting 1 but received 24:
8=FIX.4.4^A9=67^A35=0^A34=24^A49=RCVR^A52=20211211-00:36:12.480^A56=SENDER^A10=056^A
20211211-00:36:12: Enqueued at pos 24:
8=FIX.4.4^A9=67^A35=0^A34=24^A49=RCVR^A52=20211211-00:36:12.480^A56=SENDER^A10=056^A
20211211-00:36:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:41:12: MsgSeqNum too high, expecting 1 but received 25:
8=FIX.4.4^A9=67^A35=0^A34=25^A49=RCVR^A52=20211211-00:41:12.480^A56=SENDER^A10=053^A
20211211-00:41:12: Enqueued at pos 25:
8=FIX.4.4^A9=67^A35=0^A34=25^A49=RCVR^A52=20211211-00:41:12.480^A56=SENDER^A10=053^A
20211211-00:41:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:46:12: MsgSeqNum too high, expecting 1 but received 26:
8=FIX.4.4^A9=67^A35=0^A34=26^A49=RCVR^A52=20211211-00:46:12.480^A56=SENDER^A10=059^A
20211211-00:46:12: Enqueued at pos 26:
8=FIX.4.4^A9=67^A35=0^A34=26^A49=RCVR^A52=20211211-00:46:12.480^A56=SENDER^A10=059^A
20211211-00:46:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:51:12: MsgSeqNum too high, expecting 1 but received 27:
8=FIX.4.4^A9=67^A35=0^A34=27^A49=RCVR^A52=20211211-00:51:12.480^A56=SENDER^A10=056^A
20211211-00:51:12: Enqueued at pos 27:
8=FIX.4.4^A9=67^A35=0^A34=27^A49=RCVR^A52=20211211-00:51:12.480^A56=SENDER^A10=056^A
20211211-00:51:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-00:56:12: MsgSeqNum too high, expecting 1 but received 28:
8=FIX.4.4^A9=67^A35=0^A34=28^A49=RCVR^A52=20211211-00:56:12.480^A56=SENDER^A10=062^A
20211211-00:56:12: Enqueued at pos 28:
8=FIX.4.4^A9=67^A35=0^A34=28^A49=RCVR^A52=20211211-00:56:12.480^A56=SENDER^A10=062^A
20211211-00:56:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-01:01:12: MsgSeqNum too high, expecting 1 but received 29:
8=FIX.4.4^A9=67^A35=0^A34=29^A49=RCVR^A52=20211211-01:01:12.480^A56=SENDER^A10=054^A
20211211-01:01:12: Enqueued at pos 29:
8=FIX.4.4^A9=67^A35=0^A34=29^A49=RCVR^A52=20211211-01:01:12.480^A56=SENDER^A10=054^A
20211211-01:01:12: Already sent ResendRequest FROM: 1 TO: 15.  Not sending
another.
20211211-01:01:33: Disconnecting: Encountered END_OF_STREAM
20211211-01:03:34: Session FIX.4.4:SENDER->RCVR schedule is daily,
00:01:00-UTC - 00:00:00-UTC
20211211-01:03:34: Created session: FIX.4.4:SENDER->RCVR
20211211-01:03:34: Valid order types: [1, 2, 3, 4, K]
20211212-00:01:00: Session state is not current; resetting
FIX.4.4:SENDER->RCVR
20211212-01:02:31: Session FIX.4.4:SENDER->RCVR schedule is daily,
00:01:00-UTC - 00:00:00-UTC
20211212-01:02:31: Created session: FIX.4.4:SENDER->RCVR
20211212-01:02:31: Valid order types: [1, 2, 3, 4, K]
20211213-00:01:00: Session state is not current; resetting
FIX.4.4:SENDER->RCVR
20211213-01:02:33: Session FIX.4.4:SENDER->RCVR schedule is daily,
00:01:00-UTC - 00:00:00-UTC
20211213-01:02:33: Created session: FIX.4.4:SENDER->RCVR
20211213-01:02:33: Valid order types: [1, 2, 3, 4, K]
20211213-07:33:33: Session FIX.4.4:SENDER->RCVR schedule is daily,
00:01:00-UTC - 00:00:00-UTC
20211213-07:33:33: Created session: FIX.4.4:SENDER->RCVR
20211213-07:33:33: Valid order types: [1, 2, 3, 4, K]
20211213-10:06:17: Session FIX.4.4:SENDER->RCVR schedule is daily,
00:01:00-UTC - 00:00:00-UTC
20211213-10:06:17: Created session: FIX.4.4:SENDER->RCVR
20211213-10:06:17: Valid order types: [1, 2, 3, 4, K]



I would appreciate any insight on this matter, as well as any solution that
would result in the application starting.

I considered deleting all logs & stores generated by QFJ, but that would
result in a loss of data, and if possible I'd like to avoid that.

Is there any solution you can see?

Thank you!

[Quickfixj-users] Logout/disconnect without resetting continuous session

[Eduardo L. Sánchez-R. S. <esa...@ya...>]

Hi, 
We have an FIX adapter that transforms messages from FIX.4. 2 into FIX.5.0SP2 and back, between two systems. 
On the initiator side, we're connected to an exchange that enforces on us continuous sessions, which only get reset upon system restart. 
On the acceptor side, we have configures a daily session from 8:30 to 5, every week day, for our clients. 
When the exchange is restarted (usually on weekends or after market hours) we are sent any opened orders that were outstanding at the time. As the other side is usually not logged in, the adapter keeps on retrying the messages until next day, when the clients log back in for the day session. 
I'm wondering if there is a way to logout or disconnect the continuous session, without resetting the MsgSeqNum. 
I've tried these settings:StartTime=08:30:00EndTime=17:00:00WeekDays=Mon,Tue,Wed,Thu,FriResetOnLogon=NResetOnLogout=NResetOnDisconnect=NResetOnError=N
but I think, as NonStopSession is not set and EndTime is set, the sequence is reset anyway.  
Thanks Eduardo 
Sent from Yahoo Mail on Android

Re: [Quickfixj-users] QuickFAST version 1.5

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

Hi,

sorry, I cannot help you out with QuickFAST. Only QuickFIX/J.

Cheers,
Chris.

On 24.11.21 05:03, Ajit Gautam wrote:
> Hi Chris,
>
> I am facing an issue while interpreting FAST template
>
> Error -
>
> Field Instruction not allowed in this context
> Unknown XML tag: define
>
> Can you suggest what can be the reason for this?
>
>
> Regards
> Ajit Gautam

[Quickfixj-users] QuickFAST version 1.5

[Ajit G. <aji...@gm...>]

Hi Chris,

I am facing an issue while interpreting FAST template

Error -

Field Instruction not allowed in this context
Unknown XML tag: define

Can you suggest what can be the reason for this?


Regards
Ajit Gautam

Re: [Quickfixj-users] LegSecurityXML Proposal

[Paul M. <pau...@ba...>]

Hi Chris - understood, I'll do that and keep an eye out for your next major version. Thanks for the info.

Paul

From: Christoph John <chr...@ma...>
Sent: 16 November 2021 13:31
To: qui...@li...; Paul Mackinlay <pau...@ba...>
Subject: Re: [Quickfixj-users] LegSecurityXML Proposal

WARNING: This message was sent from outside the organisation. Please do not click links or open attachments unless you recognise the source of this email and know the content is safe.

Hi,

the dictionaries in QFJ are only for FIX5.0SP2, i.e. they do not include tags from the extension packs. If you want additional tags you need to change the dictionary and recompile QFJ (if you need the generated code for the new tags).
For the next major version we want to support FIX.Latest so the most current tags could be used and incorporated more easily.

Cheers,
Chris.

On 15.11.21 17:32, Paul Mackinlay wrote:

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/<https://aus01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.quickfixj.org%2Fdocumentation%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644520337%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=Au92xOHikp%2FeEuyXLuh7aeVztiPpvel6Pjo4jntYRWw%3D&reserved=0>

QuickFIX/J Support: http://www.quickfixj.org/support/<https://aus01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.quickfixj.org%2Fsupport%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644530284%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=jr%2FkVYFMGu3HaHGrteY0L0aIhJqq9yA9X6XjWp2ZDe0%3D&reserved=0>






Hi,

Just to let you know for Fixed Income this proposal is already used in production in some global OTC markets:
https://www.fixtrading.org/packages/ep145/<https://aus01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.fixtrading.org%2Fpackages%2Fep145%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644530284%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=0QeACZVgYGOY%2FS3ZZDiLNNJ60mj7kFGLYopSpnwqio4%3D&reserved=0>

Specifically I can see field tags 1871, 1872 and 1873 in production FIX messages. I can also find these tags on https://fiximate.fixtrading.org/<https://aus01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ffiximate.fixtrading.org%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644540241%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=UntMa%2BCAWWwN5QFGttLH11TWLierHGLPSDLnUWhsP%2FE%3D&reserved=0>. Is it possible to have them added to your 5.0SP2 message library?

Paul

W barrenjoey.com<https://aus01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.barrenjoey.com%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644550220%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=Tpwwc5%2FJZNiWNDNKgwgAvX%2F3Tjmx3v8N2vrp4B1xXFA%3D&reserved=0>



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--

Christoph John

Software Engineering

T +49 241 557080-28

chr...@ma...<mailto:chr...@ma...>



MACD GmbH

Oppenhoffallee 103

52066 Aachen, Germany

www.macd.com<https://aus01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.macd.com%2F&data=04%7C01%7C%7C8fbbef552ec34a9b9c6a08d9a90553d9%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637726662644560182%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=s5lbvgegT4hgkCQmF8gppewxbd16FNXM4%2FZhLDSj8JY%3D&reserved=0>



Amtsgericht Aachen: HRB 8151

Ust.-Id: DE 813021663

Geschäftsführer: George Macdonald


The information contained in this email communication and any attachments is provided for informational purposes only, unless otherwise specifically indicated. The information and any attachments are confidential and intended solely for use by the recipient and others authorised to receive the information, unless the information included is otherwise publicly available. If you are not the intended recipient of this communication or otherwise authorised to receive it, (or have received this email in error) please notify the sender immediately and destroy this email. You are also hereby notified not to further read, copy, print, disclose, redistribute, or take any other unauthorised action in relation of the confidential contents of this communication as this may be unlawful. Any email or other electronic communication that is conducted within or through Barrenjoey's systems may be stored and monitored by Barrenjoey. In relation to how Barrenjoey is permitted to use personal information in accordance with local laws and regulations, please see our privacy statement at https://www.barrenjoey.com/privacy-statement

Re: [Quickfixj-users] LegSecurityXML Proposal

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

Hi,

the dictionaries in QFJ are only for FIX5.0SP2, i.e. they do not include tags from the extension 
packs. If you want additional tags you need to change the dictionary and recompile QFJ (if you need 
the generated code for the new tags).
For the next major version we want to support FIX.Latest so the most current tags could be used and 
incorporated more easily.

Cheers,
Chris.


On 15.11.21 17:32, Paul Mackinlay wrote:
> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
> QuickFIX/J Support:http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> Just to let you know for Fixed Income this proposal is already used in production in some global 
> OTC markets:
>
> https://www.fixtrading.org/packages/ep145/
>
> Specifically I can see field tags 1871, 1872 and 1873 in production FIX messages. I can also find 
> these tags on https://fiximate.fixtrading.org/. Is it possible to have them added to your 5.0SP2 
> message library?
>
> Paul
>
> *W*barrenjoey.com 
> <https://aus01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.barrenjoey.com%2F&data=04%7C01%7C%7C0515714233754f2b365208d982dd7f0d%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637684710094072345%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=teT2fb5rua62BfvF4PNF3EX6OpTek3jvycTeJ5dzGLI%3D&reserved=0>
>
>
>
> The information contained in this email communication and any attachments is provided for 
> informational purposes only, unless otherwise specifically indicated. The information and any 
> attachments are confidential and intended solely for use by the recipient and others authorised to 
> receive the information, unless the information included is otherwise publicly available. If you 
> are not the intended recipient of this communication or otherwise authorised to receive it, (or 
> have received this email in error) please notify the sender immediately and destroy this email. 
> You are also hereby notified not to further read, copy, print, disclose, redistribute, or take any 
> other unauthorised action in relation of the confidential contents of this communication as this 
> may be unlawful. Any email or other electronic communication that is conducted within or through 
> Barrenjoey’s systems may be stored and monitored by Barrenjoey. In relation to how Barrenjoey is 
> permitted to use personal information in accordance with local laws and regulations, please see 
> our privacy statement at https://www.barrenjoey.com/privacy-statement
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

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

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

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

[Quickfixj-users] LegSecurityXML Proposal

[Paul M. <pau...@ba...>]

Hi,

Just to let you know for Fixed Income this proposal is already used in production in some global OTC markets:
https://www.fixtrading.org/packages/ep145/

Specifically I can see field tags 1871, 1872 and 1873 in production FIX messages. I can also find these tags on https://fiximate.fixtrading.org/. Is it possible to have them added to your 5.0SP2 message library?

Paul

W barrenjoey.com<https://aus01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.barrenjoey.com%2F&data=04%7C01%7C%7C0515714233754f2b365208d982dd7f0d%7C40a3a912d58b4e50b72559d10ae68262%7C0%7C0%7C637684710094072345%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=teT2fb5rua62BfvF4PNF3EX6OpTek3jvycTeJ5dzGLI%3D&reserved=0>



The information contained in this email communication and any attachments is provided for informational purposes only, unless otherwise specifically indicated. The information and any attachments are confidential and intended solely for use by the recipient and others authorised to receive the information, unless the information included is otherwise publicly available. If you are not the intended recipient of this communication or otherwise authorised to receive it, (or have received this email in error) please notify the sender immediately and destroy this email. You are also hereby notified not to further read, copy, print, disclose, redistribute, or take any other unauthorised action in relation of the confidential contents of this communication as this may be unlawful. Any email or other electronic communication that is conducted within or through Barrenjoey's systems may be stored and monitored by Barrenjoey. In relation to how Barrenjoey is permitted to use personal information in accordance with local laws and regulations, please see our privacy statement at https://www.barrenjoey.com/privacy-statement