Tod Harter
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Re: Quickfixj-users Digest, Vol 40, Issue 5
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/QuickFIX/J Support: http://www.quickfixj.org/support/The message log has everything in it, so you need to look there. There is an API for accessing it within your application, though I seem to recall its fairly limited. The best way might be to use an SQL database to store your messages to and then you can pretty easily go in and grab a copy of the last one and pull stuff out of it. Should work fine.
On Mon, Sep 28, 2009 at 10:52 AM, <[hidden email]> wrote:
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Today's Topics:
1. Re: NullPointerException in SendToTarget (csc5a2g)
2. Re: can QF/J work with varying field order inside groups?
(Laurent Danesi)
3. Re: NullPointerException in SendToTarget (Grant Birchmeier)
4. Does QFJ 1.4.0 support Java 1.4 builds? How? (Grant Birchmeier)
5. creating OMS with quickfixj design questions (interactive)
6. Determine expected Sequence Number on failed Logon
(Glattfelder Beat)
----------------------------------------------------------------------
Message: 1
Date: Thu, 24 Sep 2009 01:51:24 -0700 (PDT)
From: csc5a2g <[hidden email]>
Subject: Re: [Quickfixj-users] NullPointerException in SendToTarget
To: [hidden email]
Message-ID: <[hidden email]>
Content-Type: text/plain; charset=us-ascii
Chris1985 wrote:
>
> Version 1.3.2
>
Hi,
Did this issue ever get resolved ? I'm suffering from the same issue, my
level of urgency is high as we are firing thousand of orders per minute and
this is type of outage can cause serious headaches.
Any help would be great.
Thanks
--
View this message in context: http://n2.nabble.com/NullPointerException-in-SendToTarget-tp2639908p3704944.html
Sent from the QuickFIX/J mailing list archive at Nabble.com.
------------------------------
Message: 2
Date: Fri, 25 Sep 2009 12:27:15 +0200
From: Laurent Danesi <[hidden email]>
Subject: Re: [Quickfixj-users] can QF/J work with varying field order
inside groups?
To: "[hidden email]"
<[hidden email]>
Message-ID: <914B9C8C8A64274AB3DEAEEE1905F0EE0452444D85@srv-aix-dc1>
Content-Type: text/plain; charset="iso-8859-1"
Hi Grant,
I made the ValidateFieldsOutOfOrder stuff for group parsing but perhaps there is some missing use cases.
Could you provide me or add these use cases to RepeatingGroupTest, please?
So I will be able to fix this issue.
Regards,
Laurent DANESI
Chief Architect
Smart Trade Technologies
-----Message d'origine-----
De?: Grant Birchmeier [mailto:[hidden email]]
Envoy??: mercredi 23 septembre 2009 18:56
??: [hidden email]
Objet?: [Quickfixj-users] can QF/J work with varying field order inside groups?
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
(I sent a similar message to the regular C++ QuickFIX mailing list,
but I've been working with QF/J long enough to know that the C++ and
Java engines have differences. I need to know this answer for both
engines.)
Is there a configuration option that will allow fields to be
out-of-order within repeating groups?
I'm working an issue with ICE right now, and ICE support is telling me
that only the starting tag that delimits each element within a group
is important, and the order within the group is not significant.
Logically, I understand why this could be sufficient. From a FIX
perspective, however, it completely violates the spec (see FIX Version
4.4 with Errata 20030618 (the latest version), Vol 1, Section "FIX
PROTOCOL SYNTAX", sub-section "FIX 'Tag=Value' SYNTAX").
As it stands, the ICE spec's field ordering does not match reality,
and when new revisions add a field, I can't be sure where it will
appear until I see it in an actual message. I'm trying to convince
them to commit to the ordering, but so far they are not.
QuickFIX/J does not appear to permit the ordering of fields within a
repeating group to vary. I'm aware of the ValidateFieldsOutOfOrder
config option, but the description doesn't seem like it applies to
this situation.
Can QuickFIX/J be configured to work with this fudgy interpretation of
FIX? Is anyone else using QuickFIX/J with ICE?
Thanks
-Grant
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Message: 3
Date: Fri, 25 Sep 2009 08:41:44 -0500
From: Grant Birchmeier <[hidden email]>
Subject: Re: [Quickfixj-users] NullPointerException in SendToTarget
To: [hidden email]
Message-ID:
<[hidden email]>
Content-Type: text/plain; charset=ISO-8859-1
Are you seeing this in 1.4.0?
If you're still using 1.3.2, I think the first step in investigating
it should be to upgrade to 1.4.0 and try to reproduce. If you still
see it, by all means, submit a bug report!
-Grant
On Thu, Sep 24, 2009 at 3:51 AM, csc5a2g <[hidden email]> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
> Chris1985 wrote:
>>
>> Version 1.3.2
>>
>
>
> Hi,
>
> Did this issue ever get resolved ? I'm suffering from the same issue, my
> level of urgency is high as we are firing thousand of orders per minute and
> this is type of outage can cause serious headaches.
>
>
> Any help would be great.
>
> Thanks
> --
> View this message in context: http://n2.nabble.com/NullPointerException-in-SendToTarget-tp2639908p3704944.html
> Sent from the QuickFIX/J mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry® Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9-12, 2009. Register now!
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------------------------------
Message: 4
Date: Fri, 25 Sep 2009 15:59:37 -0500
From: Grant Birchmeier <[hidden email]>
Subject: [Quickfixj-users] Does QFJ 1.4.0 support Java 1.4 builds?
How?
To: [hidden email]
Message-ID:
<[hidden email]>
Content-Type: text/plain; charset=ISO-8859-1
We have an old project that runs on Java 1.4, and it was using QFJ 1.3.2.
I was gonna upgrade it to QFJ 1.4.0, but the old "jar.java4" target is
no longer available.
Did QFJ 1.4.0 get rid of Java 1.4 support? Did the target change?
-Grant
------------------------------
Message: 5
Date: Sun, 27 Sep 2009 12:18:59 -0700 (PDT)
From: interactive <[hidden email]>
Subject: [Quickfixj-users] creating OMS with quickfixj design
questions
To: [hidden email]
Message-ID: <[hidden email]>
Content-Type: text/plain; charset=us-ascii
my problem is the time execution has to be super fast. i try to reuse the
banzi intiator removing the gui
because my project is algo. problem is the session ID . when i application
logon sessionid pass by observer
to gui that how banzi work. my case is the stand alone strategies that
decide to trade with the market.
so . where should i store the session ID
I look at the marketcetera ORS solution. I like the multiple broker
connection but it has
lots of over head. using jms and webservice to comunicate that would create
temendous latency.
if i use the marketcetera ORS I need to eleminate login process and jms web
service communication.
becuase i need to place the order calling the method.
other problem with their system is too many lib. once fail to run . entire
trading process colapse.
i Still want to keep it simple create own wrapper to quickfixj my problem
is the sessionID
once i receive from application logon via observer. I need a place to store
it and get it back
each time i place the trade.
please advice
is there any way I
--
View this message in context: http://n2.nabble.com/creating-OMS-with-quickfixj-design-questions-tp3721817p3721817.html
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------------------------------
Message: 6
Date: Mon, 28 Sep 2009 15:52:28 +0200
From: "Glattfelder Beat" <[hidden email]>
Subject: [Quickfixj-users] Determine expected Sequence Number on
failed Logon
To: <[hidden email]>
Message-ID:
<[hidden email]>
Content-Type: text/plain; charset="iso-8859-1"
Hi,
Sometimes it would be helpful to see what sequence number actually is expected by the other party when trying do connect. Unfortunatly I can not find anything in the event log for that session besides the logon message being sent, and a line saying "Disconnecting".
Is there a way to have a peek at the message that's sent from the other end?
Thanks,
Beat
Beat Glattfelder
Trading Technologies
Dreik?nigstrasse 8
Postfach
CH-8022 Z?rich
Tel: +41 44 286 21 52
Fax: +41 44 286 21 00
http://www.incorebank.ch <http://www.incorebank.ch>
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Come build with us! The BlackBerry® Developer Conference in SF, CA
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End of Quickfixj-users Digest, Vol 40, Issue 5
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-- The Wise adapts himself to the world. The Fool adapts the world to himself. Therefore, all progress depends on the Fool.
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Come build with us! The BlackBerry® Developer Conference in SF, CA
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