{{Quickfixn}} FIX.5.0

Ruaan Viljoen ruaanv at estuarys.co.za
Thu Jan 26 12:58:33 PST 2012


I had a sift through the code and checked the log files again. lt seems most definitely that the message sent with the FIX50 class/library is using the wrong prefix for the messages. All heartbeat messages are prefixed with the BeginString FIXT.1.1 but when sending an order message as I tried, the error says FIX.5.0:CLIENT1->EXECUTOR Session not found. I can't find the message in the log file though, which leads me to believe that wherever the validation is done before sending message, the message BeginString is already wrong.

I am very new to both FIX and QuickFix (today actually), so any pointer as to where this BeginString is set, and I will gladly try and contributing to fixing and pushing a patch if this does in fact solve the issue.

PS:Does attachments work on the mailing list? Or must I paste code in here?
-Ruaan

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Ruaan Viljoen
Sent: 26 January 2012 09:17 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FIX.5.0

I have attached the relevant files. It seems to me like the 'Send Message' component is making a mistake somewhere in the core of QuickFix and instead of using the
BeginString specified, it uses the DefaultApplVerID in the session identifier on the TradeClient side.

-Ruaan

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 26 January 2012 04:58 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FIX.5.0

That's odd.  If you are receiving heartbeats, then the session should be up.

Can you send me your source file and your log?

-Grant


On Thu, Jan 26, 2012 at 8:52 AM, Ruaan Viljoen <ruaanv at estuarys.co.za<mailto:ruaanv at estuarys.co.za>> wrote:
I have been trying to get the Quickfix/n TradeClient and Executor examples working with FIXT.1.1 (FIX.5.0). Logon request/response goes smoothly and I receive heartbeats on the TradeClient side, but sending messages fail as it says could not find FIX.5.0:CLIENT1->EXECUTOR Session.
As far as I know looking at the log messages for the Executor App, it should be FIXT.1.1:CLIENT1->EXECUTOR ?
Is this a bug, how do I fix it?

Regards
Ruaan

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--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
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