Re: Quickfix-users Digest, Vol 40, Issue 1

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by cstrader :: Rate this Message:

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

Hi again,

Can you tell me the hypotheses of your study -- also are all
undergraduates allowed to participate?

Thanks


quickfix-users-request@... wrote:

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> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Today's Topics:
>
>    1. mysterious sequence reset (Bobby Richards)
>    2. Re: mysterious sequence reset (Grant Birchmeier)
>    3. Re: mysterious sequence reset (Dale Wilson)
>    4. switching ordType (Bobby Richards)
>    5. Re: switching ordType (Grant Birchmeier)
>    6. Can't compile (Hei Chan)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 1 Oct 2009 21:26:34 -0500
> From: Bobby Richards <bobby.richards@...>
> Subject: [Quickfix-users] mysterious sequence reset
> To: quickfix-users@...
> Message-ID:
> <29de0aaf0910011926p4253600y7967d18d476c7035@...>
> Content-Type: text/plain; charset=ISO-8859-1
>
> Little frustrating....
>
> Client is up and running fine but it seems that at a certain point of
> the day, quickfix resets the sequence numbers to one and I cannot
> figure out why.
>
> In the session.fix config file the start and end times are right
> before and right after midnight.  There are no scripts in place to
> automatically reset the seqNums.  My broker does reset after midnight
> but as of now I manually reset on my end.
>
> Please help
>
> Bobby
>
>
>
> ------------------------------
>
> Message: 2
> Date: Thu, 1 Oct 2009 21:35:14 -0500
> From: Grant Birchmeier <gbirchmeier@...>
> Subject: Re: [Quickfix-users] mysterious sequence reset
> Cc: quickfix-users@...
> Message-ID:
> <65d2d9c00910011935q56024cfep719aef482ffec7d@...>
> Content-Type: text/plain; charset=ISO-8859-1
>
> Do you have a snippet of log where this happens?  Your config would
> also be helpful.
>
>
> On Thu, Oct 1, 2009 at 9:26 PM, Bobby Richards <bobby.richards@...> wrote:
>  
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Little frustrating....
>>
>> Client is up and running fine but it seems that at a certain point of
>> the day, quickfix resets the sequence numbers to one and I cannot
>> figure out why.
>>
>> In the session.fix config file the start and end times are right
>> before and right after midnight. ?There are no scripts in place to
>> automatically reset the seqNums. ?My broker does reset after midnight
>> but as of now I manually reset on my end.
>>
>> Please help
>>
>> Bobby
>>
>> ------------------------------------------------------------------------------
>> 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!
>> http://p.sf.net/sfu/devconf
>> _______________________________________________
>> Quickfix-users mailing list
>> Quickfix-users@...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>    
>
>
>
> ------------------------------
>
> Message: 3
> Date: Fri, 02 Oct 2009 09:30:07 -0500
> From: Dale Wilson <wilsond@...>
> Subject: Re: [Quickfix-users] mysterious sequence reset
> To: Bobby Richards <bobby.richards@...>
> Cc: quickfix-users@...
> Message-ID: <4AC60E6F.3050301@...>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> Bobby Richards wrote:
>  
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Little frustrating....
>>
>> Client is up and running fine but it seems that at a certain point of
>> the day, quickfix resets the sequence numbers to one and I cannot
>> figure out why.
>>  
>>    
> Check your session start and end times and remember that these times are
> UTC, not local time.
>
> Dale
>
>
>
> ------------------------------
>
> Message: 4
> Date: Mon, 5 Oct 2009 22:28:46 -0500
> From: Bobby Richards <bobby.richards@...>
> Subject: [Quickfix-users] switching ordType
> To: quickfix-users@...
> Message-ID:
> <29de0aaf0910052028sa6f45aam15fdf04304983f03@...>
> Content-Type: text/plain; charset="iso-8859-1"
>
> I am trying to build a new order based on a conditional value from a db.  I
> can create the order manually with no problem if I hard code in the order
> type
>
> //Create FIX44 message
>        FIX44::NewOrderSingle newOrder(
>            FIX::ClOrdID(ordID),
>            FIX::Side(side),
>            FIX::TransactTime(),
>            FIX::OrdType(*FIX::OrdType_MARKET*)
>        );
>
> dealing with the side if I do the following it works no problem as well:
> FIX::Side side;
> ...
>  switch(atoi(row->Get(4))) //where row->Get(4) is an int from a mysql
> database
>         {
>             case 1: side = FIX::Side_BUY; break;
>             case 2: side = FIX::Side_SELL; break;
>             case 5: side = FIX::Side_SELL_SHORT; break;
>         }
>
> However if I try the same with OrdType i get a compile error
>
> Tried all three;
> FIX::OrdType ordType;
> const char ordType;
> char ordType;
>
> switch(atoi(row->Get(2)))
>         {
>             case 1: ordType = FIX::OrdType_MARKET; break;
>             case 2: ordType = FIX::OrdType_LIMIT; break;
>             case 3: ordType = FIX::OrdType_STOP; break;
>         }
>
> Thanks in advance
> Bobby
> -------------- next part --------------
> An HTML attachment was scrubbed...
>
> ------------------------------
>
> Message: 5
> Date: Mon, 5 Oct 2009 22:52:51 -0500
> From: Grant Birchmeier <gbirchmeier@...>
> Subject: Re: [Quickfix-users] switching ordType
> To: Bobby Richards <bobby.richards@...>
> Cc: quickfix-users@...
> Message-ID:
> <65d2d9c00910052052i7621d323mbec1c3bb5c298189@...>
> Content-Type: text/plain; charset=ISO-8859-1
>
> And the compile error is...?
>
>
> On Mon, Oct 5, 2009 at 10:28 PM, Bobby Richards
> <bobby.richards@...> wrote:
>  
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I am trying to build a new order based on a conditional value from a db. ?I can create the order manually with no problem if I hard code in the order type
>>
>> //Create FIX44 message
>> ? ? ? ?FIX44::NewOrderSingle newOrder(
>> ? ? ? ? ? ?FIX::ClOrdID(ordID),
>> ? ? ? ? ? ?FIX::Side(side),
>> ? ? ? ? ? ?FIX::TransactTime(),
>> ? ? ? ? ? ?FIX::OrdType(FIX::OrdType_MARKET)
>> ? ? ? ?);
>>
>> dealing with the side if I do the following it works no problem as well:
>> FIX::Side side;
>> ...
>> ?switch(atoi(row->Get(4))) //where row->Get(4) is an int from a mysql database
>> ?? ? ? ?{
>> ?? ? ? ? ? ?case 1: side = FIX::Side_BUY; break;
>> ?? ? ? ? ? ?case 2: side = FIX::Side_SELL; break;
>> ?? ? ? ? ? ?case 5: side = FIX::Side_SELL_SHORT; break;
>> ?? ? ? ?}
>> However if I try the same with OrdType i get a compile error
>> Tried all three;
>> FIX::OrdType ordType;
>> const char ordType;
>> char ordType;
>> switch(atoi(row->Get(2)))
>> ?? ? ? ?{
>> ?? ? ? ? ? ?case 1: ordType = FIX::OrdType_MARKET; break;
>> ?? ? ? ? ? ?case 2: ordType = FIX::OrdType_LIMIT; break;
>> ?? ? ? ? ? ?case 3: ordType = FIX::OrdType_STOP; break;
>> ?? ? ? ?}
>> Thanks in advance
>> Bobby
>>
>> ------------------------------------------------------------------------------
>> 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!
>> http://p.sf.net/sfu/devconf
>> _______________________________________________
>> Quickfix-users mailing list
>> Quickfix-users@...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>>
>>    
>
>
>
> ------------------------------
>
> Message: 6
> Date: Thu, 8 Oct 2009 08:32:39 -0700 (PDT)
> From: Hei Chan <structurechart@...>
> Subject: [Quickfix-users] Can't compile
> To: quickfix-users@...
> Message-ID: <863313.84051.qm@...>
> Content-Type: text/plain; charset="us-ascii"
>
> I just installed Fedora 11 and g++ 4.4.1-2.
> However, I am not able to build the latest quickfix C++.
>
> [hchan@hchanlinux quickfix]$ ./configure
> checking for a BSD-compatible install... /usr/bin/install -c
> checking whether build environment is sane... yes
> checking for a thread-safe mkdir -p... /bin/mkdir -p
> checking for gawk... gawk
> checking whether make sets $(MAKE)... yes
> checking for g++... g++
> checking for C++ compiler default output file name... a.out
> checking whether the C++ compiler works... yes
> checking whether we are cross compiling... no
> checking for suffix of executables...
> checking for suffix of object files... o
> checking whether we are using the GNU C++ compiler... yes
> checking whether g++ accepts -g... yes
> checking for style of include used by make... GNU
> checking dependency style of g++... gcc3
> checking for gcc... gcc
> checking whether we are using the GNU C compiler... yes
> checking whether gcc accepts -g... yes
> checking for gcc option to accept ISO C89... none needed
> checking dependency style of gcc... gcc3
> checking build system type... i686-pc-linux-gnu
> checking host system type... i686-pc-linux-gnu
> checking for a sed that does not truncate output... /bin/sed
> checking for grep that handles long lines and -e... /bin/grep
> checking for egrep... /bin/grep -E
> checking for fgrep... /bin/grep -F
> checking for ld used by gcc... /usr/bin/ld
> checking if the linker (/usr/bin/ld) is GNU ld... yes
> checking for BSD- or MS-compatible name lister (nm)... /usr/bin/nm -B
> checking the name lister (/usr/bin/nm -B) interface... BSD nm
> checking whether ln -s works... yes
> checking the maximum length of command line arguments... 1966080
> checking whether the shell understands some XSI constructs... yes
> checking whether the shell understands "+="... yes
> checking for /usr/bin/ld option to reload object files... -r
> checking for objdump... objdump
> checking how to recognize dependent libraries... pass_all
> checking for ar... ar
> checking for strip... strip
> checking for ranlib... ranlib
> checking command to parse /usr/bin/nm -B output from gcc object... ok
> checking how to run the C preprocessor... gcc -E
> checking for ANSI C header files... yes
> checking for sys/types.h... yes
> checking for sys/stat.h... yes
> checking for stdlib.h... yes
> checking for string.h... yes
> checking for memory.h... yes
> checking for strings.h... yes
> checking for inttypes.h... yes
> checking for stdint.h... yes
> checking for unistd.h... yes
> checking for dlfcn.h... yes
> checking whether we are using the GNU C++ compiler... (cached) yes
> checking whether g++ accepts -g... (cached) yes
> checking dependency style of g++... (cached) gcc3
> checking how to run the C++ preprocessor... g++ -E
> checking for objdir... .libs
> checking if gcc supports -fno-rtti -fno-exceptions... no
> checking for gcc option to produce PIC... -fPIC -DPIC
> checking if gcc PIC flag -fPIC -DPIC works... yes
> checking if gcc static flag -static works... no
> checking if gcc supports -c -o file.o... yes
> checking if gcc supports -c -o file.o... (cached) yes
> checking whether the gcc linker (/usr/bin/ld) supports shared libraries... yes
> checking whether -lc should be explicitly linked in... no
> checking dynamic linker characteristics... GNU/Linux ld.so
> checking how to hardcode library paths into programs... immediate
> checking whether stripping libraries is possible... yes
> checking if libtool supports shared libraries... yes
> checking whether to build shared libraries... yes
> checking whether to build static libraries... no
> checking for ld used by g++... /usr/bin/ld
> checking if the linker (/usr/bin/ld) is GNU ld... yes
> checking whether the g++ linker (/usr/bin/ld) supports shared libraries... yes
> checking for g++ option to produce PIC... -fPIC -DPIC
> checking if g++ PIC flag -fPIC -DPIC works... yes
> checking if g++ static flag -static works... no
> checking if g++ supports -c -o file.o... yes
> checking if g++ supports -c -o file.o... (cached) yes
> checking whether the g++ linker (/usr/bin/ld) supports shared libraries... yes
> checking dynamic linker characteristics... GNU/Linux ld.so
> checking how to hardcode library paths into programs... immediate
> checking for flex... no
> checking for lex... no
> ./configure: line 16005: ruby: command not found
> checking for xml2-config... /usr/bin/xml2-config
> checking for libxml - version >= 2.0.0... yes (version 2.7.5)
> checking for shutdown in -lc... yes
> checking for inet_addr in -lc... yes
> checking for nanosleep in -lc... yes
> checking for ftime in -lcompat... no
> checking which threading environment to use... -lpthread
> checking for pthread_create in -lpthread... yes
> checking stdio.h usability... yes
> checking stdio.h presence... yes
> checking for stdio.h... yes
> checking for STREAMS ioctl... no
> checking for socklen_t... yes
> checking for ftime... yes
> checking for set_terminate in the global namespace... no
> checking for set_terminate in the std namespace... yes
> checking for typeinfo in the global namespace... no
> checking for typeinfo in the std namespace... yes
> checking for gethostbyname_r with input result... yes
> checking for boost::pool_allocator... no
> checking for boost::fast_pool_allocator... no
> checking __gnu_cxx::__pool_alloc... yes
> checking __gnu_cxx::__mt_alloc... yes
> checking __gnu_cxx::bitmap_allocator... yes
> checking for cplus_demangle in -liberty... no
> checking if select modifies timeval parameter... yes
> configure: creating ./config.status
> config.status: creating quickfix.pc
> config.status: creating Makefile
> config.status: creating src/Makefile
> config.status: creating src/C++/Makefile
> config.status: creating src/C++/test/Makefile
> config.status: creating src/java/Makefile
> config.status: creating src/java/cfg/Makefile
> config.status: creating src/java/src/Makefile
> config.status: creating src/java/src/quickfix/Makefile
> config.status: creating src/java/src/quickfix/field/Makefile
> config.status: creating src/java/src/quickfix/fix40/Makefile
> config.status: creating src/java/src/quickfix/fix41/Makefile
> config.status: creating src/java/src/quickfix/fix42/Makefile
> config.status: creating src/java/src/quickfix/fix43/Makefile
> config.status: creating src/java/src/quickfix/fix44/Makefile
> config.status: creating src/python/Makefile
> config.status: creating src/ruby/Makefile
> config.status: creating bin/Makefile
> config.status: creating bin/cfg/Makefile
> config.status: creating spec/Makefile
> config.status: creating test/Makefile
> config.status: creating test/atrun/Makefile
> config.status: creating test/cfg/Makefile
> config.status: creating test/definitions/Makefile
> config.status: creating test/definitions/server/Makefile
> config.status: creating test/definitions/server/future/Makefile
> config.status: creating examples/Makefile
> config.status: creating examples/executor/Makefile
> config.status: creating examples/executor/C++/Makefile
> config.status: creating examples/executor/java/Makefile
> config.status: creating examples/executor/java/src/Makefile
> config.status: creating examples/ordermatch/Makefile
> config.status: creating examples/ordermatch/test/Makefile
> config.status: creating examples/tradeclient/Makefile
> config.status: creating examples/tradeclientgui/Makefile
> config.status: creating examples/tradeclientgui/banzai/Makefile
> config.status: creating examples/tradeclientgui/banzai/test/Makefile
> config.status: creating examples/tradeclientgui/banzai/src/Makefile
> config.status: creating examples/tradeclientgui/banzai/src/quickfix/Makefile
> config.status: creating examples/tradeclientgui/banzai/src/quickfix/banzai/Makefile
> config.status: creating examples/tradeclientgui/banzai/src/quickfix/banzai/ui/Makefile
> config.status: creating doc/Makefile
> config.status: creating doc/html/Makefile
> config.status: creating CPPTest/Makefile
> config.status: creating config.h
> config.status: config.h is unchanged
> config.status: executing depfiles commands
> config.status: executing libtool commands
>
>
> [hchan@hchanlinux quickfix]$ make
> make  all-recursive
> make[1]: Entering directory `/home/hchan/quickfix'
> Making all in src
> make[2]: Entering directory `/home/hchan/quickfix/src'
> Making all in C++
> make[3]: Entering directory `/home/hchan/quickfix/src/C++'
> Making all in test
> make[4]: Entering directory `/home/hchan/quickfix/src/C++/test'
> /bin/sh ../../../libtool --tag=CXX   --mode=compile g++ -DHAVE_CONFIG_H -I. -I../../.. -I..    -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings     -I/usr/include/libxml2     -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/FieldBaseTestCase.Tpo -c -o FieldBaseTestCase.lo FieldBaseTestCase.cpp
> libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../.. -I.. -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o .libs/FieldBaseTestCase.o
> In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:174: error: `std::sprintf' has not been declared
> ../Utility.h:179: error: `std::strcmp' has not been declared
> ../Utility.h:181: error: `std::strlen' has not been declared
> ../Utility.h:184: error: `std::memcpy' has not been declared
> ../Utility.h:185: error: `std::memset' has not been declared
> ../Utility.h:189: error: `std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function `std::string FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: `strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function `void FIX::FieldBase::calculate() const':
> ../Field.h:110: error: `memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/home/hchan/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/home/hchan/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/home/hchan/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/home/hchan/quickfix'
> make: *** [all] Error 2
>
> Any idea?
> Thanks in advance.
>
> Cheers,
> Hei
>
>
>
>      
> -------------- next part --------------
> An HTML attachment was scrubbed...
>
> ------------------------------
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry(R) 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!
> http://p.sf.net/sfu/devconference
>
> ------------------------------
>
> _______________________________________________
> Quickfix-users mailing list
> Quickfix-users@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
> End of Quickfix-users Digest, Vol 40, Issue 1
> *********************************************
>
>  

------------------------------------------------------------------------------
Come build with us! The BlackBerry(R) 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!
http://p.sf.net/sfu/devconference
_______________________________________________
Quickfix-users mailing list
Quickfix-users@...
https://lists.sourceforge.net/lists/listinfo/quickfix-users