gmane.comp.finance.quickfix.devel

Re: Absence of Symbol in FIX44::NewOrderSingle constructor

Rafael Thome Guimaraes — 2013-05-18T01:31:41

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Thanks Mike!



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From: Mike Gatny [mailto:mgatny-NJyyKCDeABCB+jHODAdFcQ< at >public.gmane.org]
Sent: sexta-feira, 17 de maio de 2013 00:38
To: Rafael Thome Guimaraes
Cc: Quickfix Developers List
Subject: Re: [Quickfix-developers] Absence of Symbol in FIX44::NewOrderSingle constructor


On May 16, 2013 10:13 PM, "Rafael Thome Guimaraes" <p-rguimaraes-D2tThodlZhTGYh5jyerFwg< at >public.gmane.orgr<mailto:p-rguimaraes-D2tThodlZhQIdKJ7tp

Re: Absence of Symbol inFIX44::NewOrderSingle constructor

Mike Gatny — 2013-05-17T03:37:50

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

On May 16, 2013 10:13 PM, "Rafael Thome Guimaraes" <p-rguimaraes-D2tThodlZhQIdKJ7tpkyPg< at >public.gmane.org>
wrote:

Depends on your config and your counterparty.  In general, seqnums are
reset at session start.  See the StartTime config option.  See also the
ResetOn{Logon,Logout,Disconnect} config options.
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Re: Absence of SymbolinFIX44::NewOrderSingle constructor

Rafael Thome Guimaraes — 2013-05-17T02:49:40

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all!

Cann anyone tell me in wich conditions a session resets its seqnums?

Tks,
Thomé


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Re: SocketRecvFailed Event

Hei Chan — 2013-05-08T17:10:03

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

1. If you use nonblocking socket class (aka SocketInitiator/SocketAcceptor), then your send call just puts your messages on a queue.
2. This can always happen because if another end unplugs the cable, the socket won't be shut down properly.  That's why there is heartbeat in the protocol.  But you can use the blocking socket class to reduce the likelihood that you get a success from sendToTarget but it is actually a failure.

________________________________
 From: yan guan <gy16189869-Re5JQEeQqe8AvxtiuMwx3w< at >public.gmane.org>
To: quickfix-developers-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f< at >public.gmane.org 
Sent: Wednesday, May 8, 2013 12:35 AM
Subject: [Quickfix-developers] SocketRecvFailed Event

Hello,

I have a question about QuickFIX.

1.  The moment before I call sendtoTarget() the network failed, but I can not get the Logout Event instantly. Also sendtoTarget(

SocketRecvFailed Event

yan guan — 2013-05-08T07:35:38

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello,

I have a question about QuickFIX.

1.  The moment before I call sendtoTarget() the network failed, but I can
not get the Logout Event instantly. Also sendtoTarget() returns true, and
in fact, the message hasn't been sent out.

2.  Another situation is after sendtoTarget() successfully, the network
failed.

I design my project this way,  wait a period of time for the asynchronous
message return. What my difficulty is if timeout and Logout, I can not
whether the message is sent out or not.


Regards,
Yan
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Issue compiling QuickFix v1.13.3 with Python2.7 ...

Noel Milton Vega — 2013-04-07T21:52:15

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Friends:


I have an issue with compiling QuickFix v1.13.3 with Python 2.7 support on CentOS6 and Fedora 18 (I tried it on both).
I don't think my issue is O/S related to be honest (as I'll explain).


FYI: I'll pose my question below, but a neater version of it can be found on StackOverflow.Com
here (easier on the eyes):


   http://stackoverflow.com/questions/15860120/issue-compiling-quickfix-v1-13-3-with-python-2-7-on-centos6-and-fedora-18



Here is the sequence of steps I performed, which will show the issue:
user$ ./configure --with-python=/home/user/APPS.d/ENTHOUGHT-PYTHON-IDE.d/x86_64.d/epd_free-7.3-2-rh5-x86_64/include/python2.7user$ make
user$ sudo make install
So far so good above. (Well, actually there are a lot of warnings 
during the "make" step, but it does eventually succeed.

So next lets try to import a main module in python to see how thi

Re: Issue compiling QuickFix v1.13.3 with Python 2.7 ...

Rodrick Brown — 2013-04-08T05:05:06

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Long time Noel,

it seems like your python path might not be getting set accordingly try
using the python shell and setting your PYTHON to where ever you installed
quick fix to debug

Example:

$ python


Sent from my iPhone

On Apr 7, 2013, at 6:00 PM, Noel Milton Vega <nmvega-j9mISXBebvqDIwGf8rc+6dgrLx7ApeVp< at >public.gmane.orgm>
wrote:

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Friends:

I have an issue with compiling QuickFix v1.13.3 with Python 2.7 support on
CentOS6 and Fedora 18 (I tried it on both).
I don't think my issue is O/S related to be honest (as I'll explain).

FYI: I'll pose my question below, but a neater version of it can be found
on StackOverflow.Com
here (easier on the eyes):


http://stackoverflow.com/questions/15860120/issue-compiling-qu

IB Example

Juan Obligado — 2013-03-25T18:02:49

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Anyone has some example on using quickfix with IB ?
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Re: Sequence Reset?

Ben — 2013-03-19T03:06:03

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Hei Chan <structurechart< at >...> writes:

http://www.quickfixengine.org/quickfix/doc/html/index.html
QF 
and 



It's been a while, but did this suggestion work for you?

I am having the same problem - my sessionIDs are resetting to 1, despite the 
fact that I now have these flags set:

RefreshOnLogon = Y
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N


Also, having read the documentation, I would have thought the ResetOnX = N would 
have been sufficient, but apparently not.

thanks
Ben





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Re: error running tradeclient

Mike Gatny — 2013-03-15T14:23:48

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Which version of quickfix are you using? Did you download the source from
the website, or did you pull from svn?

error running tradeclient

2013-03-15T07:43:50

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Dear developers,

The example tradeclient seems important to proprietary trading
applications. I have installed it in a Linux environment and compile it
successfully. When I run it, it gets the following error
"Configuration failed: FIX40.xml: Configuration failed: Field BeginString
not defined in fields section"

I try to locate where the error is generated. It turned out that it is
generated at function in DataDictionary.cpp:

int DataDictionary::lookupXMLFieldNumber
( DOMDocument* pDoc, const std::string& name ) const
{ QF_STACK_PUSH(DataDictionary::lookupXMLFieldNumber)

NameToField::const_iterator i = m_names.find(name);
if( i == m_names.end() )
throw ConfigError("Field " + name + " not defined in fields section");
return i->second;

QF_STACK_POP
}

m_names seems not been initialized so when this function is executed,
there is an error.
Does anyone have ideas

Re: Is Session.sendToTarget asynchronous?

Marcelo Beckmann — 2013-03-15T01:11:33

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Frank,

Thank you very much for your help. I did appreciate it.

Best regards,

Marcelo Beckmann

On Thu, Mar 14, 2013 at 8:44 PM, K. Frank <kfrank29.c-Re5JQEeQqe8AvxtiuMwx3w< at >public.gmane.org> wrote:

Re: Is Session.sendToTarget asynchronous?

K. Frank — 2013-03-14T23:44:16

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Marcelo!

I cannot give you a definitive answer to your question, but I have some
information, in line, below.

On Thu, Mar 14, 2013 at 4:49 PM, Marcelo Beckmann
<beckmann.marcelo-Re5JQEeQqe8AvxtiuMwx3w< at >public.gmane.org> wrote:

I asked a similar question, but it was about the c++ version, I didn't
fully understand the answer, and I didn't verify the conclusion, so my
response may not be reliable.

My question and the resulting thread are here:

   http://sourceforge.net/mailarchive/message.php?msg_id=30448623

My supposition is that if you use a SocketInitiator (or SocketAcceptor)
(and I assume that the same classes exists in the c# version), then
the call to FIX::Session::sendToTarget (your Session.sendToTarget)
is synchronous / blocking, that is, the full call is processed by the
calling thread.

But if you use a ThreadedSocketInitiator (or ThreadedSocketA

Is Session.sendToTarget asynchronous?

Marcelo Beckmann — 2013-03-14T20:49:03

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Dear all,

First of all many thanks for the information exchange provided by you.

I'm using quick fix C# library, I wonder if Session.sendToTarget(msg,
sessionId) is asynchronous or blocker method.

Thanks in advance for your support,

Best regards,

Content messages not counting as heartbeats ?

Andrew Culross — 2013-03-06T19:07:12

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Does anyone remember a bug in which perhaps content messages did not count as HB in the QuickFix engine?

I have a (rate-feed) scenario in which upon logon I send off a boatload (technical term) of 35=R messages to start up a rate stream for different currency pairs and value dates when a session becomes active again - this seems to bring about a "socket connection reset by peer" message.

Restarting the service hosting QuickFix resolves the issue, but when it comes time for the session to restart again (daily sessions with a 30 min downtime) I get the same behavior.

This is an older version of the C++ implementation - just wondering if this sounds familiar to anyone and/or the latest version has fixed it.

Andrew Culross
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Kenny Song

Kenny Song — 2013-02-22T08:17:40

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

http://maxprints.net/kkdtwxas/3ekpo44qe1slua0g7f8b4.8c110u69vn


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Semi-OT: Minor request for the List Managers -- unsubscribe ghost user

K. Frank — 2013-02-18T13:31:46

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

To the List Managers -

A minor request -- not urgent or important.

There is a defunct list subscriber, presumably "ian-zjE+mr1Kcyu1Z/+hSey0Gg< at >public.gmane.org".
Whenever I post a message I get a reply from his mail server:

   postmaster-zjE+mr1Kcyu1Z/+hSey0Gg< at >public.gmane.org

   6:42 AM (1 hour ago)

   to me
   Final-Recipient: rfc822;ian-zjE+mr1Kcyu1Z/+hSey0Gg< at >public.gmane.org
   Action: failed
   Status: 5.1.1

Hardly a big deal, but it someone has the appropriate access, it would be
helpful if he could unsubscribe the defunct user.

Thanks.


K. Frank

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Re: Absence of Symbol inFIX44::NewOrderSingle constructor

K. Frank — 2013-02-18T11:39:02

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Mike!

Thanks.  That's very informative, and clears up my questions.


K. Frank


On Sun, Feb 17, 2013 at 11:10 PM, Mike Gatny <mgatny-NJyyKCDeABCB+jHODAdFcQ< at >public.gmane.org> wrote:

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Re: Absence of Symbol inFIX44::NewOrderSingle constructor

Mike Gatny — 2013-02-18T04:10:24

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

On Feb 17, 2013 4:27 PM, "K. Frank" <kfrank29.c-Re5JQEeQqe8AvxtiuMwx3w< at >public.gmane.org> wrote:

FIX protocol distinction.  As far as the quickfix data dict is concerned,
"component" is like "include".


Correct.


Correct.


Contains both the generated files and the generator.  See the spec/ dir.


Just cd spec/ and run the generate script.  Then build as usual.
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Re: Absence of Symbol inFIX44::NewOrderSingle constructor

K. Frank — 2013-02-17T22:26:42

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Grant!

Two follow-up questions

First, could someone give me a quick explanation about the difference
between a "field" and a "component"?  Is this something defined in FIX,
or is it a distinction specific to QuickFIX?

If it's a FIX concept, is it something new to FIX 4.4?

My second question appear in line, below:

On Fri, Feb 15, 2013 at 5:38 PM, Grant Birchmeier
<gbirchmeier-NJyyKCDeABCB+jHODAdFcQ< at >public.gmane.org> wrote:

It's very interesting to me to hear that you use a code generator, that,
I presume, reads the data dictionary.

Am I correct that the source bundle I downloaded, quickfix-1.13.3.zip
(or the nearly identical linux version, quickfix-1.13.3.tar.gz) contains
the output of the code generator, but not the generator itself?


It seems very reasonable, if a little imperfect to use the two-step
construct / set process.


I doubt I would have th

Re: Absence of Symbol inFIX44::NewOrderSingle constructor

Grant Birchmeier — 2013-02-15T22:38:21

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I think you nailed it.  The difference in the data dictionary is
causing the generator to generate the constructor slightly
differently.

I think your workaround is the correct way to go.  (To be honest, it's
probably the only way to go.)

Of course, if you want to try your hand at extending the generator to
include required component fields in ctors, I'm sure the patch will be
welcome :)

-Grant


On Fri, Feb 15, 2013 at 4:15 PM, K. Frank <kfrank29.c-Re5JQEeQqe8AvxtiuMwx3w< at >public.gmane.org> wrote: