QFJ support for FAST?
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Stephen Bate
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ Hello all, Several people have expressed interest in QFJ FAST support. I'm curious in knowing more about the type of integration you want. There is another open source project called OpenFAST that is written in Java. It appears to me that it wouldn't be difficult to use this in QFJ. One potential point of integration would be the ability to unpack FAST messages into QFJ message objects so that existing Application instances could potentially work independent of whether the transport was tag/value or FAST. It might be possible to automatically create FAST templates from QFJ data dictionary information (possibly with some extensions to the DD XML). We could also extend the configuration settings to specify template files and so on. What does everybody think about this? What other integration would be useful? Who's willing and able to help with the integration? Regards, Steve ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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Jörg Thönnes
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ -----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hi Steve, happy new year to you! We are very interested to provide FAST connectivity rather soon. Therefore, we could co-operate in this area. On 01/05/08 09:01, Steve Bate wrote: | Several people have expressed interest in QFJ FAST support. I'm curious in knowing more about the | type of integration you want. There is another open source project called OpenFAST that is | written in Java. It appears to me that it wouldn't be difficult to use this in QFJ. Yes, we know about OpenFAST and plan to use it. | One potential point of integration would be the ability to unpack FAST messages into QFJ message | objects so that existing Application instances could potentially work independent of whether the | transport was tag/value or FAST. My first thoughts were to use a MINA filter which generates tag/value from the FAST compressed data. But this maybe to slow since two steps are needed to get to the Java objects. So I would also prefer the more direct integration you are talking about. | It might be possible to automatically create FAST templates from QFJ data | dictionary information (possibly with some extensions to the DD XML). | We could also extend the configuration settings to specify template files | and so on. The FAST templates are provided by the exchange. So we just to have to use them. | What does everybody think about this? What other integration would be | useful? Who's willing and able to help with the integration? We are willing to help in this integration since we plan to use it ourselves. Did you already contact the guys from the OpenFAST community? Cheers, Jörg - -- Joerg Thoennes http://www.macd.com Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH Geschäftsführer: George Macdonald Oppenhoffallee 103, D-52066 Aachen Amtsgericht Aachen, HRB 8151, Ust.-Id DE813021663 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.6 (GNU/Linux) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org iD8DBQFHhfZv0MUW/RyW9nMRAqCeAJ9aDLKU+y7YPSA5ISuba5Eax7aF6QCePdnt O3RkF7bxbwQCpRi1mE76aS8= =gItW -----END PGP SIGNATURE----- ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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Stephen Bate
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Joerg, I haven't spoken to the OpenFAST team yet. I have downloaded their software and have played with it a bit. I thought I'd wait to contact them until I was using the software more heavily. It appears that mapping of FAST messages to QF messages is the primary point of integration that you'd like to see. Is that correct? My thoughts on the template generation was that some organizations (other than exchanges) may be setting up FAST based services and would need to provide templates to their clients. Are you thinking we'd create a FASTConnector that would take similar arguments as a SessionConnector, including a normal QuickFIX Application implementation? Any idea of when you'd have time to start working on it? I plan to release 1.3.1 soon and depending on your time availability we could aim for a 1.4 release with FAST support. Regards, Steve > -----Original Message----- > From: [hidden email] > [mailto:[hidden email]] On > Behalf Of Joerg Thoennes > Sent: Thursday, January 10, 2008 5:42 AM > To: [hidden email] > Subject: Re: [Quickfixj-users] QFJ support for FAST? > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > -----BEGIN PGP SIGNED MESSAGE----- > Hash: SHA1 > > Hi Steve, > > happy new year to you! > > We are very interested to provide FAST connectivity rather > soon. Therefore, we could co-operate in this area. > > On 01/05/08 09:01, Steve Bate wrote: > | Several people have expressed interest in QFJ FAST support. I'm > | curious in knowing more about the type of integration you > want. There > | is another open source project called OpenFAST that is > written in Java. It appears to me that it wouldn't be > difficult to use this in QFJ. > > Yes, we know about OpenFAST and plan to use it. > > | One potential point of integration would be the ability to > unpack FAST > | messages into QFJ message objects so that existing Application > | instances could potentially work independent of whether the > transport was tag/value or FAST. > > My first thoughts were to use a MINA filter which generates > tag/value from the FAST compressed data. > But this maybe to slow since two steps are needed to get to > the Java objects. > > So I would also prefer the more direct integration you are > talking about. > > | It might be possible to automatically create FAST templates > from QFJ > | data dictionary information (possibly with some extensions > to the DD XML). > > | We could also extend the configuration settings to specify template > | files and so on. > > The FAST templates are provided by the exchange. So we just > to have to use them. > > | What does everybody think about this? What other > integration would be > | useful? Who's willing and able to help with the integration? > > We are willing to help in this integration since we plan to > use it ourselves. > > Did you already contact the guys from the OpenFAST community? > > Cheers, Jörg > > - -- > Joerg Thoennes > http://www.macd.com Tel.: +49 (0)241 44597-24 > Macdonald Associates GmbH Geschäftsführer: George Macdonald > Oppenhoffallee 103, D-52066 Aachen Amtsgericht Aachen, HRB > 8151, Ust.-Id DE813021663 -----BEGIN PGP SIGNATURE----- > Version: GnuPG v1.4.6 (GNU/Linux) > Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org > > iD8DBQFHhfZv0MUW/RyW9nMRAqCeAJ9aDLKU+y7YPSA5ISuba5Eax7aF6QCePdnt > O3RkF7bxbwQCpRi1mE76aS8= > =gItW > -----END PGP SIGNATURE----- > > -------------------------------------------------------------- > ----------- > Check out the new SourceForge.net Marketplace. > It's the best place to buy or sell services for just about > anything Open Source. > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.n > et/marketplace > _______________________________________________ > Quickfixj-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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Robert Brueckmann-2
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ Anyone have a solution as to how to be notified of rejected messages? I just recently added to the 4.2 data dictionary (using quickfixj-1.3.0 as my starting point), support for INET and ARCA's custom liquidity tags along with the pool of possible values each endpoint claims to are valid values to expect within these tags. Since this has been put in place we've had a few fills being rejected by the engine because they're sending us the liquidity tags with a value of 'W' which, of course, is not in the list of valid values they provided us in their specs. The engine rejects it straight away, it gets logged in the logging tables in the database but goes no further and since we have no sort of listener on the event log table looking for rejects, which we just spot check visually every now and again, we're none the wiser until the end-of-day process recon runs and we're missing all these fills. Any suggestions? Thanks for any help, robert l. brueckmann vice president merlin securities 712 fifth avenue new york, ny 10019 p: 212.822.4821 f: 212.822.4820 Merlin Securities - #1 Prime Broker North America and #1 Prime Broker Single Strategy Funds - Global Custodian 2007 #1 Prime Broker for Hedge Funds under $1 Billion - Alpha Survey 2007 -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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Paul Haefele
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Robert, I believe if you override the Application.fromAdmin method, and then do any alerting you require when you see a MsgType.REJECT, that you should be able to catch these rejects. As an aside, I found doing the same thing in Application.toAdmin helped catch messages we were sending out that where being rejected due to similar configuration setup issues. Hope this helps. Steve, et al, please feel free to add comments if this isn't the optimal way of catching this. Regards, Paul -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Robert Brueckmann Sent: January 11, 2008 9:26 AM To: [hidden email] Subject: [Tech] [Quickfixj-users] rejected messages QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Anyone have a solution as to how to be notified of rejected messages? I just recently added to the 4.2 data dictionary (using quickfixj-1.3.0 as my starting point), support for INET and ARCA's custom liquidity tags along with the pool of possible values each endpoint claims to are valid values to expect within these tags. Since this has been put in place we've had a few fills being rejected by the engine because they're sending us the liquidity tags with a value of 'W' which, of course, is not in the list of valid values they provided us in their specs. The engine rejects it straight away, it gets logged in the logging tables in the database but goes no further and since we have no sort of listener on the event log table looking for rejects, which we just spot check visually every now and again, we're none the wiser until the end-of-day process recon runs and we're missing all these fills. Any suggestions? Thanks for any help, robert l. brueckmann vice president merlin securities 712 fifth avenue new york, ny 10019 p: 212.822.4821 f: 212.822.4820 Merlin Securities - #1 Prime Broker North America and #1 Prime Broker Single Strategy Funds - Global Custodian 2007 #1 Prime Broker for Hedge Funds under $1 Billion - Alpha Survey 2007 -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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Robert Brueckmann-2
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/ Awesome! Thanks for the feedback Paul! robert l. brueckmann vice president merlin securities 712 fifth avenue new york, ny 10019 p: 212.822.4821 f: 212.822.4820 Merlin Securities - #1 Prime Broker North America and #1 Prime Broker Single Strategy Funds - Global Custodian 2007 #1 Prime Broker for Hedge Funds under $1 Billion - Alpha Survey 2007 From: [hidden email] [mailto:[hidden email]] On Behalf Of Paul Haefele Sent: Friday, January 11, 2008 9:39 AM To: [hidden email] Subject: Re: [Quickfixj-users] [Tech] rejected messages QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Robert, I believe if you override the Application.fromAdmin method, and then do any alerting you require when you see a MsgType.REJECT, that you should be able to catch these rejects. As an aside, I found doing the same thing in Application.toAdmin helped catch messages we were sending out that where being rejected due to similar configuration setup issues. Hope this helps. Steve, et al, please feel free to add comments if this isn't the optimal way of catching this. Regards, Paul -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Robert Brueckmann Sent: January 11, 2008 9:26 AM To: [hidden email] Subject: [Tech] [Quickfixj-users] rejected messages QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Anyone have a solution as to how to be notified of rejected messages? I just recently added to the 4.2 data dictionary (using quickfixj-1.3.0 as my starting point), support for INET and ARCA's custom liquidity tags along with the pool of possible values each endpoint claims to are valid values to expect within these tags. Since this has been put in place we've had a few fills being rejected by the engine because they're sending us the liquidity tags with a value of 'W' which, of course, is not in the list of valid values they provided us in their specs. The engine rejects it straight away, it gets logged in the logging tables in the database but goes no further and since we have no sort of listener on the event log table looking for rejects, which we just spot check visually every now and again, we're none the wiser until the end-of-day process recon runs and we're missing all these fills. Any suggestions? Thanks for any help, robert l. brueckmann vice president merlin securities 712 fifth avenue new york, ny 10019 p: 212.822.4821 f: 212.822.4820 Merlin Securities - #1 Prime Broker North America and #1 Prime Broker Single Strategy Funds - Global Custodian 2007 #1 Prime Broker for Hedge Funds under $1 Billion - Alpha Survey 2007 -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. ------------------------------------------------------------------------ - Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketp lace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users ------------------------------------------------------------------------ - Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketp lace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users -------------------------------------------------------- This message contains information from Merlin Securities, LLC, or from one of its affiliates, that may be confidential and privileged. If you are not an intended recipient, please refrain from any disclosure, copying, distribution or use of this information and note that such actions are prohibited. If you have received this transmission in error, please notify the sender immediately by telephone or by replying to this transmission. Merlin Securities, LLC is a registered broker-dealer. Services offered through Merlin Securities, LLC are not insured by the FDIC or any other Federal Government Agency, are not deposits of or guaranteed by Merlin Securities, LLC and may lose value. Nothing in this communication shall constitute a solicitation or recommendation to buy or sell a particular security. ------------------------------------------------------------------------- Check out the new SourceForge.net Marketplace. It's the best place to buy or sell services for just about anything Open Source. http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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