http://blog.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://comments.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://comments.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://comments.gmane.org/gmane.comp.finance.quickfix.user/1838 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cau</pre> Peter Handel 2012-11-21T01:09:38 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1838 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cau</pre> Peter Handel 2012-11-21T01:09:38 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1837 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm using QuickFix 1.13.3 with the .Net 4.0 wrapper. Working with QuickFix 1.13.3 in a .Net environment, it's easy to forget that the Message objects being passed to FromApp() or FromAdmin() might be freed at some point in time, even if I'm still holding a reference to it. That's what I'm trying to figure out - whether I can hold and use a reference to a Message object that I received in FromApp or FromAdmin after that method completes. One reason to hold on to a Message object beyond the FromApp or FromAdmin is to queue that Message object and have it processed by another thread. I see in Application.h that the Message object is created using the MessageFactory.create function which seems to create a managed QuickFix::Message object. Then, setUnmanaged(FIX::Message&amp; unmanaged)is called so it appears to me as if the message passed to FromApp or FromAdmin has </pre> sevzas 2012-11-16T20:42:52 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1833 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm running/debugging a few concurrent FIX systems. It took me a while to realize that the connections sometimes went down too quickly, and left some unsent messages in the 'store' directory. Upon restart, some old messages would get sent from the previous session and creates havoc. So to fix that, I just had to delete the entire 'store', and re-start and everything went fine. I sometimes forget to do this, so I'll get some erroneous behavior from time to time. Is there a more 'official' way to check for unsent messages? Or do I really need to erase the 'store' directory before each execution? ------------------------------------------------------------------------------ Monitor your physical, virtual and cloud infrastructure from a single web console. Get in-depth insight into apps, servers, databases, vmware, SAP, cloud infrastructure, etc. Download 30-day Free</pre> Lucio Flores 2012-11-14T00:32:03 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1831 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm trying to generate an MDEntryTime with a value that contains milliseconds. The milliseconds are getting dropped once they get entered into the Message. Upon further inspection, I find this little gem inside Field.h  explicit UtcTimeOnlyField( int field, const UtcTimeOnly&amp; data, bool showMilliseconds = false ) The constructor for MDEntryTime doesn't allow for the coder to set showMilliseconds=true. How do people get around this?------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://p.sf.net/sfu/appdyn_sfd2d_oct_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-us</pre> Lucio Flores 2012-10-25T17:56:36 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1826 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the Server, but its returning an error. The Logon is successful on the client and server side. Then the client sends a market order: Header [8=FIX.4.4 | 9=130 | 35=D | 34=92 | 49=BROKER_CLIENT | 52=20121009-00:58:44.283 | 56=BROKER_SERVER | ] Body [11=0 | 21=1 | 38=100 | 40=1 | 54=1 | 55=JNJ | 59=0 | 60=20121009-00:58:44 | ] Trailer [10=035 | ] This is received from the 'fromApp' method of the server. The server then responds with:  (Message 92 Rejected: Conditionally Required Field Missing:35) Field35 is clearly there, can't see why the server is responding with an error. ------------------------------------------------------------------------------ Don't let slow site performance ruin your business. Deploy New Rel</pre> Lucio Flores 2012-10-09T05:04:19 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1824 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm building Quickfix 1.13.3 on Linux Fedora. The python unittests are failing. From what I can see, the tests are attempting to parse erroneous strings, and the test is to determine whether the proper python exception is thrown or not. What's happening, is that a c++ exception is being thrown first, not being caught before the python interpreter can return, and the test fails with a c++ coredump. Anyone come across this? Are there prebuilt binaries for python FIX ? ------------------------------------------------------------------------------ Don't let slow site performance ruin your business. Deploy New Relic APM Deploy New Relic app performance management and know exactly what is happening inside your Ruby, Python, PHP, Java, and .NET app Try New Relic at no cost today and get our sweet Data Nerd shirt too! http://p.sf.net/sfu/newrelic-dev2dev_____________</pre> Lucio Flores 2012-10-02T19:18:41 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1821 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I am using the QuickFix/N implementation and have run into a major roadblock with RECEIVING the "AP" Position Report. My Messages Log is as follows: 20120730-16:23:27.024 : 8=FIX.4.4 &lt; at &gt; 9=118 &lt; at &gt; 35=A &lt; at &gt; 34=1 &lt; at &gt; 49=XXXXXXXX &lt; at &gt; 52=20120730-16:23:27.002 &lt; at &gt; 56=XXXXXXXX &lt; at &gt; 369=0 &lt; at &gt; 98=0 &lt; at &gt; 108=30 &lt; at &gt; 141=Y &lt; at &gt; 554=password &lt; at &gt; 10=073 &lt; at &gt; 20120730-16:23:27.143 : 8=FIX.4.4 &lt; at &gt; 9=85 &lt; at &gt; 35=A &lt; at &gt; 34=1 &lt; at &gt; 49=XXXXXXXX &lt; at &gt; 52=20120730-16:23:37.498 &lt; at &gt; 56=XXXXXXXX &lt; at &gt; 98=0 &lt; at &gt; 108=30 &lt; at &gt; 141=Y &lt; at &gt; 10=136 &lt; at &gt; 20120730-16:23:56.877 : 8=FIX.4.4 &lt; at &gt; 9=67 &lt; at &gt; 35=0 &lt; at &gt; 34=2 &lt; at &gt; 49=XXXXXXXX &lt; at &gt; 52=20120730-16:24:07.235 &lt; at &gt; 56=XXXXXXXX &lt; at &gt; 10=037 &lt; at &gt; 20120730-16:24:02.882 : 8=FIX.4.4 &lt; at &gt; 9=76 &lt; at &gt; 35=1 &lt; at &gt; 34=3 &lt; at &gt; 49=XXXXXXXX &lt; at &gt; 52=20120730-16:24:13.240 &lt; at &gt; 56=XXXXXXXX &lt; at &gt; 112=TEST &lt; at &gt; 10=050 &lt; at &gt; 20120730-16:24:02.885 : 8=FIX.4.4 &lt; at &gt; 9=88 &lt; at &gt; 35=0 &lt; at &gt; 34=2 &lt; at &gt; 49=XXXXXXXX &lt; at &gt; 52=20120730-16:24:02.884 &lt; at &gt; 56=XXXXXXXX &lt; at &gt; 369=3 &lt; at &gt; 112=4:24:02 PM &lt; at &gt; 10=063 &lt; at &gt; 201207</pre> Dean Reese 2012-07-30T16:53:09 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1815 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm sending a NewOrder message to the 'executor' application in the quickfix distribution. OUT: 8=FIXT.1.1☺9=115☺35=D☺34=4☺49=SENDER☺52=20120526-00:45:00.316☺ 56=EXEC☺11=100☺21=1☺38=100☺40=1☺54=1☺55=IBM☺59=4☺60=20120526-00:45:00☺10=139☺ Its a Market Order, so field 40=1. OrdType = Market I get this response from the executor: &lt;20120526-00:45:00.383, FIXT.1.1:EXEC-&gt;SENDER, event&gt;   (Message 4 Rejected: Value is incorrect (out of range) for this tag:40) &lt;20120526-00:45:00.405, FIXT.1.1:EXEC-&gt;SENDER, outgoing&gt;   (8=FIXT.1.1☺9=127☺35=3☺34=4☺49=EXEC☺52=20120526-00:45:00.405☺56=SENDER☺45=4☺58=Value is incorrect (out of range) for this tag☺371=40☺372=D☺373=5☺10=141☺) I've checked the spec, and 40=1 for a Market order is correct. I know that the DataDictionary is used to validate, for the initiator and th</pre> Lucio Flores 2012-05-26T01:15:36 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1812 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I've compiled and trolled around the quickfix source and the examples. I figured a good starting point would be to run the 'executor' example, then use the 'tradeclient' example to connect to 'executor', and send it order requests. I created two seperate session files one for the 'executor' as an acceptor, and one for the 'tradeclient' as the initiator. They're both running on the same Win7 pc. 'executor' runs, but tradeclient can't connect to it, and I can't figure out why. I downloaded Mini-fix and was able to send messages to executor, so I know that executor is working. I figure that the problem is with the tradeclient session settings. I've included both of them below, I was hoping someone could point out what's causing them to not communicate. They're both running on the same computer using port 56156. --accceptor session.txt---- [DEFAULT] Connection</pre> Lucio Flores 2012-05-24T05:31:25 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1810 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hello Has anyone here implemented in-session logon for CME iLink? Are you able to do it in your app code, or did you have to modify QuickFIX itself? I'm pretty close to doing it in-app but I've hit an issue: - per the iLink docs, I send the test request, wait for the heartbeat response, and send the logon message (141-ResetSeqNumFlag=Y, 34-SequenceNum=1) - also per the iLink docs, CME responds with a logon confirmation that sets 141-ResetSeqNumFlag=Y and 34-SequenceNum=1 For that second step, QuickFIX is expecting CME's sequence number to be 2 instead of 1. That triggers a disconnect, and the logout message contains the reason: "MsgSeqNum too low, expecting 2 but received 1." Is there a way to stop QuickFIX from disconnecting at this point, and/or force the expected sequence number to 1? (I've tried calling Session::setNextTargetMsgSeqNum( 1 ) after sendin</pre> QM 2012-05-16T01:25:52 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1808 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Is there a problem with Sourceforge? 366 ~/dev/quickfix$ svn co https://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/ svn: Repository moved temporarily to ' http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk'; please relocate </pre> Grant Birchmeier 2012-05-08T01:00:06 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1803 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi All, I'm not new to QuickFIX, but this is my first time setting up QuickFIX for CME/iLink and weeklong sessions. The problem I've run into is that my QuickFIX app sends a logon message with sequence number 1 and the other end responds: "Sequence number received lower than expected." and logs me out. While the message is indeed true, I can't tell how to handle this using QuickFIX. Ideally, I'd want my app to be able to: 1 - send the proper sequence number (e.g., pulled from file, via PersistMessages and FileStorePath) 2 - if that fails (e.g., the file is missing) then tell the other side that we want to reset the sequence numbers back to 1 Does QuickFIX have config settings to do option #2? I've seen some threads online in which the authors mention having modified QuickFIX, but they're hazy on details. Someone else posted a patch but that yields the sa</pre> QM 2012-04-26T16:56:37 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1801 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I've been experiencing a problem in parsing correctly a Market Data Snapshot Full Refresh Message (Type = W). Just below a log of the communication, with the error: &lt;20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX-&gt;ABFX, outgoing&gt; (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_5 6=ABFX_45=513_58=Tag not defined for this message type_371=15_372=W_373=2_10=085_) &lt;20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX-&gt;ABFX, incoming&gt; (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM _P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.3 1528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=E UR_271=100000_272=20120426_276=A_6215=SP_10=225_) &lt;20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX-&gt;ABFX, event&gt; (Message 514 Rejected: Tag not defined for this message type:15) &lt;20120424-</pre> Davide Anastasia 2012-04-24T12:29:20 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1800 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi! I wrote small patch that allows you to use enhanced resend request functionality, required by CME (p.22 of the iLink core functionality pdf) Patch applies to C++ sources. Don't know how it will influence on other languages. If you want to use it, you have to enable two flags in your session chapter config: SendRedundantResendRequests=Y UseCMEResendFunctionality=Y Glad if it will help somebody. diff -U 3 -H -d -r -N -- old/Session.cpp new/Session.cpp --- old/Session.cpp2010-04-01 21:35:16.000000000 +0300 +++ new/Session.cpp2012-02-15 13:32:54.012760636 +0200 &lt; at &gt;&lt; at &gt; -52,6 +52,7 &lt; at &gt;&lt; at &gt; m_senderDefaultApplVerID(ApplVerID_FIX50), m_targetDefaultApplVerID(ApplVerID_FIX50), m_sendRedundantResendRequests( false ), + m_useCMEResendFunctionality( false ), m_checkCompId( true ), m_checkLatency( true ), m_maxLatency( 120 ), &lt; at &gt;&lt; at &gt; -386,6 +387,18 &lt; at &gt;&lt; at &gt; + I</pre> Black Jack 2012-02-15T11:39:10 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1799 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I am using QuickFix 1.13.3 under centos 5.7, I put 42 sessions (21 acceptors, 21 initiators) having hearbeats set to 30secs. Please note that they are logged on (some conterparties are not active/reachable). The prb: some initiator sessions try to connect every 6 or 7 minutes! If an initiator is logged on and a message arrive, the event is triggered 3, 4 or sometime 7 seconds later. Apparently the initiator takes long time to manage incoming events, to logon, etc. Very strange. If I compile my app againts QF 1.12.4 and run it again all works fine (without modification of my config files). Do you have an idea about this prb? Thanks. Antonio. ------------------------------------------------------------------------------ Virtualization &amp; Cloud Management Using Capacity Planning Cloud computing makes use of virtualization - but cloud computing also focu</pre> DA SILVA Antonio 2012-02-10T16:05:23 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1797 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hey, I recently found that m_settings field exists in both Initiator and SocketInitiator. The one in SocketInitiator is not populated correctly, thus the default values are not used. Xiao ------------------------------------------------------------------------------ Virtualization &amp; Cloud Management Using Capacity Planning Cloud computing makes use of virtualization - but cloud computing also focuses on allowing computing to be delivered as a service. http://www.accelacomm.com/jaw/sfnl/114/51521223/_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-users </pre> Chen, Xiao 2012-02-09T20:37:47 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1794 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hello guys, can you give me few tips how i can make initiator application that use this specifications? http://batstrading.com/resources/membership/BATS_FIX_Specification.pdf I`m asking here because i`m total noob so my question is how exactly do i use this specifications. Do i have to chanage the data inside the FIX42.xml file or all of this have ot be checked on reaciving the message form the application? Or do i have to do both? Because if it is just to change the file it would made more sense to have a ready xml then the pdf. Sorry if the quastion is dumb but i`m lost and totally new here. </pre> Techno13 2012-01-11T12:39:05 http://comments.gmane.org/gmane.comp.finance.quickfix.user/1793 <pre>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Connamara Systems has just released version 1.0 of QuickFIX/n, a .NET port of QuickFIX. We are hoping that we can garner the same community support that QuickFIX and QuickFIX/j have enjoyed. Please visit www.quickfixn.orggot more information. Jim ------------------------------------------------------------------------------ All the data continuously generated in your IT infrastructure contains a definitive record of customers, application performance, security threats, fraudulent activity, and more. Splunk takes this data and makes sense of it. IT sense. And common sense. http://p.sf.net/sfu/splunk-novd2d_______________________________________________ Quickfix-users mailing list Quickfix-users-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f&lt; at &gt;public.gmane.org https://lists.sourceforge.net/lists/listinfo/quickfix-users </pre> James Downs 2011-11-30T15:26:48 Search the mailing list at Gmane query http://search.gmane.org/?group=$group=gmane.comp.finance.quickfix.user