I'm trying to find a good way to detect a loss of connection. My adapter is implemented as a Fix::Application based on one of the examples. It uses a socket initiator to connect to the fix gateway. When I unplug the internet it takes about 30 seconds for the Fix::Application's onLogout method to be fired. It seems like some underlyin...
I have a warning I can not easily remove from my build, every time i run ":make" from inside vim the quickfix takes me to some header file I don't care about. How can I prevent VIM from doing this and only showing me warnings and errors I do care about? ...
I am currently experiencing a strange problem with the open-source QuickFix engine. Our broker is sending some test trades with MsgType = 8 (Execution Report), and our QuickFix engine immediately replies with an exception saying "Unsupported Message Type". All of the tags in the broker's message appear to be legitimate. Why is this happ...
In quickfixengine is there a setting to specify the log level to restrict number of messages logged? It seems that we are login a lot of data so we would like to restrict it bit. I assume that logging too many messages should affect performance (don't have any hard data for or against). ...
I'm running Eclipse 3.4 java enterprise adition and writing JSP pages with it. It does not appear to support quick fix, for example ArrayList ourList; comes up as an error but there isn't a quick fix option to add the import java.util.ArrayList statement. Is there a way to improve quick fix capabilities, or another set of Eclipse Plugins...
Hi, Within my windows app, i'm using a c++ DLL wrapped with a .NET DLLs (specifically - the quickfix engine). While running, once every day (not at any specific time), in one of the a constructor of one of the built-in classes throws a runtime error. Even though the error is caught and reported (to a log file, and the database), I still...
Basically I need to create a quickfix buffer listing all lines that match a regex. What is the best way? The global command may not be the best, but I think it should be usable. The output of the global command is perfect, but I need it to hyperlink the matching lines. ...
The application uses quickfixj library, which uses Apache Mina. This application keeps a socket connection to a remote host. Suddenly we get the following error: [SocketConnectorIoProcessor-0.0] - ERROR quickfix.mina.initiator.InitiatorIoHandler - socket exception (/xxx.xxx.xxx.xxx:xx): An established connection was aborted by the s...
This may sound silly, but I did not find it in the help. How to determine the number of errors in the QuickFix, after running :make ? Or at least see if there are any errors, i.e. errors > 0? ...
Currently, the example provided in QuickFIX/J, only allow single executor to talk with single banzai. From the settings in configuration file : SenderCompID TargetCompID Their behavior is as follow : Executor - I only allowed single connection from someone called Banzai Banzai - My name is Banzai, and I will only connect to Exectuor ...
I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message from the log. Also, I am not against just using a third-party replay tool if one exists. ...
Given a sequence number, I need to find the corresponding request message string. I can't find a way to it easily do that with quickFix lib. To be short, I've had the idea to use the FileStore "body" file to help me retrieve the message request string from a sequence number,as the FileStore class exposes a convenient method: get(int be...
Hi there, I’m new with the quickfix stuff and I have several questions regarding the quickfix library, and I will be more than happy to get answers from you: I’m planning to develop FIX server that gets FIX request from multiple clients concurrently. Regarding that, a) What is the exact meaning of TargetID (i.e. CLIENT1) if I nee...
I'm using the vim+jslint combo described here, and am having problems figuring out how to use the two together. I'm guessing that the list of errors is supposed to show on the top half and the second half has the actual page? If so, how do I go about doing this? (Caution, I am completely new to the quickfix window, and the documentation ...
What's the best way to parse a FIX message ? (FIX message as in the 'financial' FIX Protocol) ...
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task. I am currently looking at QuickFix but I am not sure if it has a client that can be use against any standard FIX gateway. Also links to any learning material that exist on this...
Hello everybody, I am using both Qt Framework and QuickFIX engine to create a financial application with GUI. My problem is that when I compile a program that implements QickFIX engine and QT Framework , it gives me a compilation error : it doesn't find some header files in MinGW ( socket.h, inet/in.h, etc ..) I am on Windows 7 and I kn...
I am trying to use FIX::Application along with SessionSettings. The Fix server I am trying to connect to does not see any incoming connection. From my side I see a Logon Message being formulated in toAdmin() callback(which I print out and add certain fields to. The Question is 1. Do I need to call some form of sendTarget in toAdmin?(I...
In a FIX 4.2 execution report what is the difference between FIX 4.2 : ClOrdID <11> field and FIX 4.2 : OrigClOrdID <41> field Thanks ...
I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then m_pSession->next( msg, UtcTimeStamp() ); I would like to get that timestamp, because I need it to screen network and QuickF...