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Marcin Giedz | 25 Mar 2013 22:47
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ThreadedSocketInitiator/Acceptor + Application - occasional socket errors

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.
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grefx | 13 Feb 2013 01:18
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Re: 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 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 /lib64/libc.so.6
#4  0x0000003487e7163b in free () from /lib64/libc.so.6
#5  0x00002ad807e12f89 in destroy_node (this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/ext/new_allocator.h:94
#6  std::_Rb_tree<int, std::pair<int const, FIX::FieldBase>,
std::_Select1st<std::pair<int const, FIX::FieldBase> >, FIX::message_order,
std::allocator<std::pair<int const, FIX::FieldBase> > >::_M_erase
(this=0x42357888, __x=0x0)
    at
/usr/lib/gcc/x86_64-redhat-linux/4.1.2/../../../../include/c++/4.1.2/bits/stl_tree.h:1266
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Anthony Edwards | 28 Jan 2013 13:12

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 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. 
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Peter Handel | 18 Dec 2012 23:37
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Re: Getting a SocketConnection handle

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 <gbirchmeier-NJyyKCDeABCB+jHODAdFcQ@public.gmane.org>


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 <peterhandel27-/E1597aS9LQAvxtiuMwx3w@public.gmane.org> wrote:
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.


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Peter Handel | 18 Dec 2012 22:13
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Getting a SocketConnection handle

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. 

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Peter Handel | 21 Nov 2012 02:09
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Spontaneous Logout message

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 connecti on 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 tra der and the server, but I can't determine the cause. 
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sevzas | 16 Nov 2012 21:42
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Processing a QuickFix::Message on a background thread after completion of Application.FromApp

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& unmanaged)is
called so it appears to me as if the message passed to FromApp or FromAdmin
has an unmanaged component.

So I hope some out there can give me a definitive answer regarding the
lifetime of the Message object and *if* the lifetime does not extend beyond
FromApp or FromAdmin, what's a good way to get around this limitation
(besides switching to QuickFix/Net).

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View this message in context: http://old.nabble.com/Processing-a-QuickFix%3A%3AMessage-on-a-background-thread-after-completion-of-Application.FromApp-tp34690218p34690218.html
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Lucio Flores | 14 Nov 2012 01:32
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Unsent messages

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?
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Lucio Flores | 25 Oct 2012 19:56
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FIX::MDEntryTime no milliseconds

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& data, bool showMilliseconds = false )

The constructor for MDEntryTime doesn't allow for the coder to set showMilliseconds=true. How do people get around this?


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Lucio Flores | 9 Oct 2012 07:04
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Required field Missing 35 on NewOrderSingle Market Order

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. 

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Lucio Flores | 2 Oct 2012 21:18
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python exceptions

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 inter preter can return, and the test fails with a c++ coredump.

Anyone come across this? Are there prebuilt binaries for python FIX ?

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