Vipula | 1 Sep 2008 17:17
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Capturing message from fromApp event

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

Hi,
I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy messages. Currently developing a
function to handle ResendRequest. When I run the application on a console I can see the duplicate messages
sent from the server but It doesn't fire the fromApp event. so I have no way of capturing the resent
messages. 
Is there a setting that I have set so I can capture the duplicate messages at fromApp event.

Many thanks.
Vipula 

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Marcus Monaghan | 1 Sep 2008 17:20
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Re: Capturing message from fromApp event

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

Try the FromAdmin

Regards,

Marcus

Winterflood Securities Limited
web:  http://www.wins.co.uk

-----Original Message-----
Hi,
I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
messages. Currently developing a function to handle ResendRequest. When
I run the application on a console I can see the duplicate messages sent
from the server but It doesn't fire the fromApp event. so I have no way
of capturing the resent messages. 
Is there a setting that I have set so I can capture the duplicate
messages at fromApp event.

Many thanks.
Vipula 

*** IMPORTANT NOTICE ***

This message (including any attachments) is confidential and is for the intended recipient only. If you
are not the intended recipient, please inform the sender and delete any copies from your system. Internet
communications are not secure and therefore Winterflood Securities Ltd does not accept legal
(Continue reading)

Vipula | 1 Sep 2008 17:40
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Re: Capturing message from fromApp event

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

Hi Marcus,
fromAdmin fires for all the login messages and heatbeats but not for the execution reports unfortunately.
What is interesting was that when I reset the sequence number physically on the filestore, messequence
file eveything works well. But when I programatically request for a resend the event won't get triggered.

Many thanks. 
Vipula

----- Original Message ----
> From: Marcus Monaghan <Marcus.Monaghan@...>
> To: Vipula <vipulas@...>; quickfix-developers@...
> Sent: Monday, September 1, 2008 4:20:34 PM
> Subject: RE: [Quickfix-developers] Capturing message from  fromApp event
> 
> Try the FromAdmin
> 
> Regards,
> 
> Marcus
> 
> Winterflood Securities Limited
> web:  http://www.wins.co.uk
> 
> 
> -----Original Message-----
> Hi,
> I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
(Continue reading)

Scott Mitchell | 1 Sep 2008 23:50

Bug in PersistMessages=N handling

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

Hi all,

We have just been bitten by what appears to be the bug described here:
http://osdir.com/ml/finance.quickfix.devel/2007-08/msg00015.html

I suspect it's not a problem in normal operation but it does cause tests
(e.g. some of the CME iLink conformance tests) that expect to receive a
very specific sequence of messages to fail, when we send a ResendRequest
instead of whatever the test is expecting to see next.

Jeevaka's suggested fix looks very reasonable to me - I plan to apply it
and at least run it through our automated test suite - can anyone with a
deeper knowledge of the QuickFIX internals than me spot any obvious bad
side effects that this change might have?

Thanks,

	Scott

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Avi Revivo | 2 Sep 2008 15:39
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Re: Capturing message from fromApp event

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

Hi Vipula,
 
I have the same issue I can't catch the MarketData sent by the broker because It doesn't fire the fromApp event...
However the fromAdmin event is working fine but as you mentioned in your last mail, fromAdmin fires for the login messages and heatbeats only.
Did you find any solution for this?
 
Thanks,
Avi

On Mon, Sep 1, 2008 at 6:40 PM, Vipula <vipulas-/E1597aS9LQAvxtiuMwx3w@public.gmane.org> wrote:
Hi Marcus,
fromAdmin fires for all the login messages and heatbeats but not for the execution reports unfortunately. What is interesting was that when I reset the sequence number physically on the filestore, messequence file eveything works well. But when I programatically request for a resend the event won't get triggered.

Many thanks.
Vipula


----- Original Message ----
> From: Marcus Monaghan <Marcus.Monaghan-x+fRV9hkmrC1Qrn1Bg8BZw@public.gmane.org>
> To: Vipula <vipulas-/E1597aS9LQAvxtiuMwx3w@public.gmane.org>; quickfix-developers-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f@public.gmane.org
> Sent: Monday, September 1, 2008 4:20:34 PM
> Subject: RE: [Quickfix-developers] Capturing message from  fromApp event
>
> Try the FromAdmin
>
> Regards,
>
> Marcus
>
> Winterflood Securities Limited
> web:  http://www.wins.co.uk
>
>
> -----Original Message-----
> Hi,
> I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
> messages. Currently developing a function to handle ResendRequest. When
> I run the application on a console I can see the duplicate messages sent
> from the server but It doesn't fire the fromApp event. so I have no way
> of capturing the resent messages.
> Is there a setting that I have set so I can capture the duplicate
> messages at fromApp event.
>
> Many thanks.
> Vipula
>
> *** IMPORTANT NOTICE ***
>
> This message (including any attachments) is confidential and is for the intended
> recipient only. If you are not the intended recipient, please inform the sender
> and delete any copies from your system. Internet communications are not secure
> and therefore Winterflood Securities Ltd does not accept legal responsibility
> for any of its contents (including any attachments) and any view expressed by
> the sender as these are not necessarily the views of Winterflood Securities Ltd.
>
>
> Although all emails sent and received by Winterflood Securities Ltd are passed
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(Continue reading)

Vipula | 2 Sep 2008 16:22
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Re: Capturing message from fromApp event

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

Hi Avi,
Unfortunately yes. From admin does not get fired. Following is the config file I use. Let me know if you spot anything..

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=10
HeartBtInt=60
FileStorePath=C:\QFIX\filestorepath
StartTime=00:00:01
EndTime=23:00:00
ResetOnLogon=N
UseDataDictionary=N
SocketConnectHost=111.111.111.29
SocketConnectPort=8223
SendRedundantResendRequests=Y
#ReconnectInterval=10
FileLogPath=C:\QFIX\FileLogPath

[SESSION]
BeginString=FIX.4.2
SenderCompID=CLI
TargetCompID=SRV


Many thanks.
Vipula


----- Original Message ----
From: Avi Revivo <avi.revivo-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org>
To: Vipula <vipulas-/E1597aS9LQAvxtiuMwx3w@public.gmane.org>
Cc: Marcus Monaghan <Marcus.Monaghan-x+fRV9hkmrC1Qrn1Bg8BZw@public.gmane.org>; quickfix-developers-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f@public.gmane.org; Raz Haramati <raz-lpT/bxTemiRWk0Htik3J/w@public.gmane.org>
Sent: Tuesday, September 2, 2008 2:39:39 PM
Subject: Re: [Quickfix-developers] Capturing message from fromApp event

Hi Vipula,
 
I have the same issue I can't catch the MarketData sent by the broker because It doesn't fire the fromApp event...
However the fromAdmin event is working fine but as you mentioned in your last mail, fromAdmin fires for the login messages and heatbeats only.
Did you find any solution for this?
 
Thanks,
Avi

On Mon, Sep 1, 2008 at 6:40 PM, Vipula <vipulas-/E1597aS9LQAvxtiuMwx3w@public.gmane.org> wrote:
Hi Marcus,
fromAdmin fires for all the login messages and heatbeats but not for the execution reports unfortunately. What is interesting was that when I reset the sequence number physically on the filestore, messequence file eveything works well. But when I programatically request for a resend the event won't get triggered.

Many thanks.
Vipula


----- Original Message ----
> From: Marcus Monaghan <Marcus.Monaghan-x+fRV9hkmrC1Qrn1Bg8BZw@public.gmane.org>
> To: Vipula <vipulas-/E1597aS9LQAvxtiuMwx3w@public.gmane.org>; quickfix-developers-5NWGOfrQmneRv+LV9MX5uipxlwaOVQ5f@public.gmane.org
> Sent: Monday, September 1, 2008 4:20:34 PM
> Subject: RE: [Quickfix-developers] Capturing message from  fromApp event
>
> Try the FromAdmin
>
> Regards,
>
> Marcus
>
> Winterflood Securities Limited
> web:  http://www.wins.co.uk
>
>
> -----Original Message-----
> Hi,
> I'm using a Quick Fix (C#)  engine as an acceptor to capture drop copy
(Continue reading)

oren | 2 Sep 2008 17:05

Re: Iterate through message fields?

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

Ah, yes, sorry.  It should be:

forwach( QuickFix.StringField sf in fixMsg )

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Iterate through message fields?
> From: Alexis Michaelides <alexis.michaelides@...>
> Date: Fri, August 29, 2008 1:57 pm
> To: quickfix-developers@...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Thanks Oren - though I'm getting an exception doing the below. Right now I'm trying something simple like:
>     QuickFix.Message fixMsg = new Message(line);
>     foreach (QuickFix.StringField sf in fixMsg.GetEnumerator())
>     {
>         Console.WriteLine(sf.ToString());
>     }
> Getting an exception when compiling:
> "foreach statement cannot operate on variables of type 'System.Collections.IEnumerator' because
'System.Collections.IEnumerator' does not contain a public definition for 'GetEnumerator'"
> Regards,
> Alexis
> ----- Original Message ----
> From: "oren@..." <oren@...>
> To: Alexis Michaelides <alexis.michaelides@...>
(Continue reading)

NeddyRock | 2 Sep 2008 17:06
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Re: Trading Client help

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

I will try and answer the following questions. Please correct me if I am wrong.
 
1) do i need application.run function to get execute logon logout messages
 
The application.run function are in the QuickFix examples and is essentially a wait loop. You will need some kind of wait loop once you start your initiator or acceptor (initiator.start(), acceptor.start()). I believe you will need a wait loop for the logon and logout messages in addition to all the other messages that you will send or receive.

2) how do i get new order single report or execution report (in which event i can capture this message)
 
These messages (application level messages) can be captured in the fromApp event. There are a couple of ways of doing this; however the QuickFix documentation recommends using the "crack" function that you specify in the fromApp event which allows you to overload the fromApp message function by specifying one or more "onMessage" functions for a specific application message.
 
For example:
 
(Continue reading)

marko_h | 2 Sep 2008 17:07
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how to access message store in Python

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

Hello! I'm trying to access message store in Python using:

list = []
ms = fix.Session.lookupSession(sessionID).getStore()
ms.get(5,6,list)

Unfortunately, this results in AttributeError: 'PySwigObject' object has no
attribute 'get'

Any ideas how this could be solved?
Regards, Marko

PS. I am using QF rev. 1987 from svn.
--

-- 
View this message in context: http://www.nabble.com/how-to-access-message-store-in-Python-tp19270738p19270738.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

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George Hrysanthopoulos | 3 Sep 2008 00:47

Application::fromAdmin from Initiator App

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

Hello everyone,

I noticed that the executor(acceptor) sample app has: "Application::fromAdmin" defined and active (in Application.cpp).

However, the fixclient (initiator) app does not have this defined, only a function prototype:

Application.h:  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
Application.h:  void fromAdmin( const FIX::Message&, const FIX::SessionID& )

Is Application::fromAdmin only for acceptor applications?

If not, is there some sample code that shows what kind of events and actions can be processed there from an initiator app?

Thanks in advance for your help.

-George


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(Continue reading)


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