http://permalink.gmane.org/gmane.comp.finance.quickfix.user hourly 1 1901-01-01T00:00+00:00 http://gmane.org/img/gmane-25t.png http://gmane.org http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1864 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Aha! Thanks for posting a follow-up. ------------------------------------------------------------------------------ Precog is a next-generation analytics platform capable of advanced analytics on semi-structured data. The platform includes APIs for building apps and a phenomenal toolset for data science. Developers can use our toolset for easy data analysis &amp; visualization. Get a free account! http://www2.precog.com/precogplatform/slashdotnewsletter_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-users </pre> Mike Gatny 2013-04-15T13:48:07 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1863 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi Mike, it took a while but thanks a lot! In our case SIGPROF was the case. M. ----- Oryginalna wiadomość ----- Od: "Mike Gatny" &lt;mgatny-NJyyKCDeABCB+jHODAdFcQ&lt; at &gt;public.gmane.org&gt; Do: "Marcin Giedz" &lt;marcin.giedz-OpuexaefTGk&lt; at &gt;public.gmane.org&gt; DW: quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org Wysłane: wtorek, 26 marzec 2013 20:50:17 Temat: Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors What signal this can be? I did simple tests with such sigaction: Maybe SIGALRM, SIGPIPE? I'm not sure that sigaction is sufficient to solve this. You need to block all signals before starting QF or any other threads -- I usually do something like this right away in main(): &lt;blockquote&gt; sigset_t blockSigs; sigemptyset(&amp;blockSigs); sigaddset(&amp;blockSigs, SIGINT); sigaddset(&amp;blockSigs, SIGALRM);</pre> Marcin Giedz 2013-04-14T16:34:01 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1862 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Maybe SIGALRM, SIGPIPE? I'm not sure that sigaction is sufficient to solve this. You need to block all signals before starting QF or any other threads -- I usually do something like this right away in main(): sigset_t blockSigs; sigemptyset(&amp;blockSigs); sigaddset(&amp;blockSigs, SIGINT); sigaddset(&amp;blockSigs, SIGALRM); sigaddset(&amp;blockSigs, SIGTERM); sigaddset(&amp;blockSigs, SIGPIPE); int ret = pthread_sigmask(SIG_BLOCK, &amp;blockSigs, 0); ...then spawn a signal-catching thread that calls sigwait() for the sigset I want to handle. </pre> Mike Gatny 2013-03-26T19:50:17 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1861 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi Mike, What signal this can be? I did simple tests with such sigaction: struct sigaction sa; sa.sa_handler = sigint_handler; sa.sa_flags = 0; sigemptyset(&amp;sa.sa_mask); sigaction(SIGINT, &amp;sa, NULL sigaction(SIGCHLD, &amp;sa, NULL); sigaction(SIGHUP, &amp;sa, NULL); where sigint_handler is void very simple function which is called when I press Ctrl+C however seems like it doesn't handle real INT from qf which causes session logout... any thoughts? Thx M. ----- Oryginalna wiadomość ----- Od: "Mike Gatny" &lt;mgatny-NJyyKCDeABCB+jHODAdFcQ&lt; at &gt;public.gmane.org&gt; Do: "Marcin Giedz" &lt;marcin.giedz-OpuexaefTGk&lt; at &gt;public.gmane.org&gt; DW: quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org Wysłane: wtorek, 26 marzec 2013 17:16:17 Temat: Re: [Quickfix-users] ThreadedSocketInitiator/Acceptor + Application - occasional socket errors Looks like socket recv/s</pre> Marcin Giedz 2013-03-26T18:29:24 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1860 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Looks like socket recv/send is returning EINTR, meaning that the thread received a signal during the syscall. Are you intentionally using posix signals in your program? If so, are you taking steps in your main program to block all signals, then explicitly handle them on one thread? Or are you perhaps unintentionally using signals, e.g. by using sleep(3) (from unistd.h) instead of nanosleep? </pre> Mike Gatny 2013-03-26T16:16:17 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1859 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, event log: 20130326-12:45:52.075 : Created session 20130326-12:45:52.080 : Connecting to 192.168.89.61 on port 5593 20130326-12:45:52.085 : Initiated logon request 20130326-12:45:52.208 : Received logon response 20130326-12:47:03.227 : Socket Error: Interrupted system call 20130326-12:47:03.227 : Disconnecting 20130326-12:47:22.095 : Connecting to 192.168.89.61 on port 5593 20130326-12:47:22.097 : Initiated logon request 20130326-12:47:22.215 : Received logon response messages.log 20130326-12:45:52.085 : 8=FIX.4.4.9=76.35=A.34=374.49=IPO05_CB.52=20130326-12:45:52.085.56=CEESEG_SIMU.98=0.108=30.10=235. 20130326-12:45:52.200 : 8=FIX.4.4.9=88.35=A.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:45:52.180.34=374.58=12.12.04.108=30.98=0.10=027. 20130326-12:46:22.205 : 8=FIX.4.4.9=64.35=0.56=IPO05_CB.49=CEESEG_SIMU.52=20130326-12:46:22.184.34=375.10=189. 2</pre> Marcin Giedz 2013-03-26T13:02:14 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1858 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Post your cfg file, Quickfix events log, and Quickfix messages log, please. ------------------------------------------------------------------------------ Own the Future-Intel&amp;reg; Level Up Game Demo Contest 2013 Rise to greatness in Intel's independent game demo contest. Compete for recognition, cash, and the chance to get your game on Steam. $5K grand prize plus 10 genre and skill prizes. Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-users </pre> Mike Gatny 2013-03-26T00:58:43 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1857 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I think you'll need to provide more information on your socket errors before anyone can help. On Mon, Mar 25, 2013 at 4:47 PM, Marcin Giedz &lt;marcin.giedz-OpuexaefTGk&lt; at &gt;public.gmane.org&gt; wrote: </pre> Grant Birchmeier 2013-03-25T23:40:14 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1856 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, We're trying to move from SocketInitiator/Accept + Application to ThreadedSocketXXX + Application. However with ThreadedSockets we can observer on every single session random socket errors then logon. It doesn't occure in the same time in all session - it's rather random. I'm running this on Ubuntu 12.04 64bit with qf c++ 1.13.3. Can anyone suggest what can be wrong? Thx M. ------------------------------------------------------------------------------ Own the Future-Intel&amp;reg; Level Up Game Demo Contest 2013 Rise to greatness in Intel's independent game demo contest. Compete for recognition, cash, and the chance to get your game on Steam. $5K grand prize plus 10 genre and skill prizes. Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmne</pre> Marcin Giedz 2013-03-25T21:47:58 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1855 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I ran into the same issue with boost's allocator few years back. I was able to run without any 3rd party pool. I was on gcc 4.1.x and CentOS 5/6. ________________________________ From: grefx &lt;gabriel.ricardo&lt; at &gt;gmail.com&gt; To: quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org Sent: Tuesday, February 12, 2013 4:18 PM Subject: Re: [Quickfix-users] boost fast pool alloc memory leak QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm also seeing memory grow using boost (version 1.50) on RHEL 5 and 6.  valgrind reports a lot of "possibly lost" from within the quickfix library. I removed boost allocators as per Vladimir's suggestions, but the other allocators don't even pass the quickfix unit test suite.  There's a segfault/crash on what looks like the</pre> Hei Chan 2013-02-13T02:06:38 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1854 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm also seeing memory grow using boost (version 1.50) on RHEL 5 and 6. valgrind reports a lot of "possibly lost" from within the quickfix library. I removed boost allocators as per Vladimir's suggestions, but the other allocators don't even pass the quickfix unit test suite. There's a segfault/crash on what looks like the very first free/dealloc (logon message). Example of stack trace below is using std::allocator, but similarly no luck (same segfault) with the other gnu allocators (mt and pool). I'm on gcc 4.1.2 and libc 2.5. rogram terminated with signal 6, Aborted. #0 0x0000003487e30285 in raise () from /lib64/libc.so.6 (gdb) bt #0 0x0000003487e30285 in raise () from /lib64/libc.so.6 #1 0x0000003487e31d30 in abort () from /lib64/libc.so.6 #2 0x0000003487e6971b in __libc_message () from /lib64/libc.so.6 #3 0x0000003487e711df in _int_free () from </pre> grefx 2013-02-13T00:18:26 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1853 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This is how I do it in VB. My "message" would be your "tcr". Basically, you make an instance of NoSides and then ask the TCR to "fill it in" by using the "getGroup" method. Dim NoSides As New QuickFix44.TradeCaptureReport.NoSides message.getGroup(1, NoSides) -----Original Message----- From: Anthony Edwards [mailto:anthony.edwards-xfU2KxuJF4KJm3qiknfgZ9BPR1lH4CV8&lt; at &gt;public.gmane.org] Sent: Monday January 28, 2013 7:56 AM To: quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org Subject: Re: [Quickfix-users] TradeCaptureReport / NoSides / Side in C# QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This e-mail and any attachments are for the sole use of the intended recipient(s) and may contain information that is confidential. If you are not</pre> Evans, Jack 2013-01-28T14:42:05 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1852 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Ive been looking at this for ages. The documentation doesnt seem clear to me at all about how to do this. I fully appreciate the concept of the groups but dont understand how to get something like ... TradeCaptureReport tcr = ... tcr.getNoSides(1).getParties(1).PartyID; I’m sure its all really obvious, but I just dont get the syntax side of it .... From: Anthony Edwards Sent: Monday, January 28, 2013 12:12 PM To: quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org Subject: [Quickfix-users] TradeCaptureReport / NoSides / Side in C# QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html -------------------------------------------------------------------------------- Hello Ive been reading all the documentation I can find and am still confused about how </pre> Anthony Edwards 2013-01-28T12:55:36 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1851 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hello Ive been reading all the documentation I can find and am still confused about how to get the ‘Side’ fields for TradeCaptureReport in C#. I know I need to get the first NoSides group but cant get the syntax to work in Visual Studio. How do I get from ... QuickFix.Message msg = ... QuickFix44.TradeCaptureReport tcr = (QuickFix44.TradeCaptureReport)msg; int msgNum = 1; ... int side_of_first = ... // 1=Buy, 2=Sell The intellisense doesnt seem to pick much up and ive tried loads of combinations but cant get anything to work. Any help would be greatly appreciated. Thanks – Tony------------------------------------------------------------------------------ Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current with LearnDevNow - 3,200 step-by-step video tutorials by Micros</pre> Anthony Edwards 2013-01-28T12:12:56 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1850 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I need realtime analysis, the socket buffer size increases as needed. During high-traffic times, I can see the message latency increasing, sometimes the application will hang up for a few seconds, which is unacceptable. So I'm finding ways to accurately see what's going on under the hood. I'm surprised there is no easy way to do this. The closest thing I've found is that SocketInitiator keeps track of all its connections, but none of it is publicly accessible. I may resort to altering the quickfix code, but I'll troll around some more before I do. ________________________________ From: Hei Chan &lt;structurechart-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt; To: Peter Handel &lt;peterhandel27-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt; Cc: "quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org" &lt;quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org&gt;</pre> Peter Handel 2012-12-18T23:30:06 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1849 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html You can configure the socket buffer size starting from 1.13.x I believe.  So you don't have to query it (unless you want to do analysis in realtime without knowing the corresponding configuration). Maybe you can monitor your network queue at the OS level instead? ________________________________ From: Grant Birchmeier &lt;gbirchmeier-NJyyKCDeABCB+jHODAdFcQ&lt; at &gt;public.gmane.org&gt; To: Peter Handel &lt;peterhandel27-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt; Cc: "quickfix-users-5NWGOfrQmnetEtDZOKyKiw&lt; at &gt;public.gmane.orgrge.net" &lt;quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org&gt; Sent: Tuesday, December 18, 2012 2:54 PM Subject: Re: [Quickfix-users] Getting a SocketConnection handle QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Ah, right, carry on.  (Sorry I c</pre> Hei Chan 2012-12-18T23:18:17 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1848 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Ah, right, carry on. (Sorry I can't help with the actual question.) On Tue, Dec 18, 2012 at 4:37 PM, Peter Handel &lt;peterhandel27-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt;wrote: </pre> Grant Birchmeier 2012-12-18T22:54:08 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1847 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I want the socket file descriptor to do things like get the socket buffer size, get the number of unread bytes, etc. I want these for doing diagnostics in case the system gets overloaded. ________________________________ From: Grant Birchmeier &lt;gbirchmeier-NJyyKCDeABCB+jHODAdFcQ&lt; at &gt;public.gmane.org&gt; I'm not sure how.  More importantly, why do you need to get that pointer?  Offhand, I can't think of why you'd need it. Just asking in case you are inadvertently doing something unorthodox.   On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel &lt;peterhandel27-/E1597aS9LQ&lt; at &gt;public.gmane.orgm&gt; wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html </pre> Peter Handel 2012-12-18T22:37:15 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1846 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm not sure how. More importantly, why do you need to get that pointer? Offhand, I can't think of why you'd need it. Just asking in case you are inadvertently doing something unorthodox. On Tue, Dec 18, 2012 at 3:13 PM, Peter Handel &lt;peterhandel27-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt;wrote: </pre> Grant Birchmeier 2012-12-18T21:33:37 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1845 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Given a FIX:Session pointer, how can I get a pointer to the SocketConnection its using? The only thing I see is that a FIX::Session has a private pointer to a FIX::Responder, but no access to it. ------------------------------------------------------------------------------ LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial Remotely access PCs and mobile devices and provide instant support Improve your efficiency, and focus on delivering more value-add services Discover what IT Professionals Know. Rescue delivers http://p.sf.net/sfu/logmein_12329d2d_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-users </pre> Peter Handel 2012-12-18T21:13:09 http://permalink.gmane.org/gmane.comp.finance.quickfix.user/1844 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Looks like that's an open bug. http://sourceforge.net/tracker/index.php?func=detail&amp;aid=3023908&amp;group_id=37535&amp;atid=1126912 On Wed, Dec 5, 2012 at 6:18 PM, Peter Handel &lt;peterhandel27-/E1597aS9LQAvxtiuMwx3w&lt; at &gt;public.gmane.org&gt;wrote: </pre> Grant Birchmeier 2012-12-06T03:34:15 Search the mailing list at Gmane query http://search.gmane.org/?group=$group=gmane.comp.finance.quickfix.user