{{Quickfixn}} FpML file

Tue Oct 15 11:54:33 PDT 2013

Hi,

It is still not clear to me what are your requirements. If you want to
interact with trade web together you only need QuickFix/n since trade web
supports the following protocols:

-          Fix

-          XML (xsd is only the data description how they are stored in the
xml)

-          FpML

-          Text File Coma Seperated

(http://www.tradeweb.com/Institutional/Services/Client-Integration)

So there is no need to use FpML. If you wanna use FpML then you don't need
Fix or QuickFix/n!

But I believe you are in the wrong forum here, without being rude to you.
QuickFix/n is a ready to use pattern to get connected to another fix client
or server. What you need is designing a system covering your needs.
QuickFix/n can just be a part of the whole cake, but not the cake it-self.

I miss the KISS thing >>> Input / Processing / Output

Walter.

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Ashutosh Mishra
Sent: Dienstag, 15. Oktober 2013 19:58
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FpML file

Hi Walter,

                   Thanks for the reply. I want to integerate TradeWeb using
QuickFix, so that we can extract important data for the company
requirements. I am using Windows 7 and your suggestion of QuickFix with
Windows service should definitly help.'I have gone through the website link
you gave and its helpful. My next question is if the FpML file will be in
XML format or XSD format? Please let me know if you have any idea.

Thanks & Regards,

Ashutosh Mishra

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From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Walter Robert
Ditzler
Sent: Tuesday, October 15, 2013 1:47 PM
To: 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} FpML file

Hi,

trade web offers a p2p socket connection where you get/let the FpML-Data.
You have to write a proxy or data exchange converter between QuickFix/n and
FpML. I run QuickFix/n as a windows service. The same windows service could
handle socket connection to trade web exchangeing FpML data.

Finally your question leaves plenty of space in sense what you want and need
and it can't be finally answered.

Btw, FpML spec can be found at http://www.fpml.org/spec/login.php, there you
can login and download the service xsd (xml data description), import that
into visual studio and you got already 50% of your proxy :).

Good luck,

Walter.

From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Ashutosh Mishra
Sent: Dienstag, 15. Oktober 2013 19:20
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FpML file

I have to intergrate TradeWeb Application using QuickFix , which ultimatly
gives FpML file as execution report -- so that's the reason I put that
question. Well thanks for your reply. If you have any idea as to how to
integrate QuckFix with TradeWeb, please let me know.

Thanks & Regards,

Ashutosh Mishra

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This communication (including any attachments) is intended only or the use
of the individual whom it is addressed and may contain information that is
privileged, confidential or legally protected.  If the reader of this
message is not the intended recipient, you are hereby notified that any
dissemination, distribution or copying of this communication is strictly
prohibited. If you have received this communication in error, please notify
us immediately by replying to the message.  Please also delete the message
and its attachments, if any, from your computer and destroy any hard copies
you may have created.  Thank you for your cooperation. 

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From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, October 15, 2013 1:07 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FpML file

QF/n does not use FpML files or XSD files.

To be honest, I don't even know what an FpML file is.

-Grant

On Tue, Oct 15, 2013 at 12:02 PM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp
<mailto:A.Mishra at ny.tr.mufg.jp> > wrote:

Hi,

    I am new to QuickFix and I am trying to use FpML file to get data
extracted from it. Can you tell me that do Ineed to have the FpML convered
to XSD for doing the same? I am using C# and SQL Server 2008 for the same.

Thanks & Regards,

Ashutosh Mishra

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This communication (including any attachments) is intended only or the use
of the individual whom it is addressed and may contain information that is
privileged, confidential or legally protected.  If the reader of this
message is not the intended recipient, you are hereby notified that any
dissemination, distribution or copying of this communication is strictly
prohibited. If you have received this communication in error, please notify
us immediately by replying to the message.  Please also delete the message
and its attachments, if any, from your computer and destroy any hard copies
you may have created.  Thank you for your cooperation. 

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From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [mailto:
<mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Friday, October 11, 2013 11:02 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} event log question

If that message type has an appropriate OnMessage handler, then it was
called.

I think it's very unlikely that a bug exists such that OnMessage is not
called for one random message.

I think it's far more likely that your database-recorder code has a bug.  I
would check your DB logs.  I assume you are doing the DB-record in a
different thread, so make sure that thread is catching and logging any
exceptions.

On Fri, Oct 11, 2013 at 7:27 AM, James A. Smith <jsmith at anstca.com
<mailto:jsmith at anstca.com> > wrote:

20131009-16 <tel:20131009-16> :56:08.641 : MsgSeqNum too high, expecting
4247 but received 4388

20131009-16 <tel:20131009-16> :56:08.641 : Sent ResendRequest FROM: 4247 TO:
0

20131009-16 <tel:20131009-16> :56:12.625 : ResendRequest for messages FROM:
4247 TO: 0 has been satisfied.

20131009-16 <tel:20131009-16> :56:12.625 : Received SequenceReset FROM: 4247
TO: 4389

I see these messages in my event log.  The FIX message in question happens
to be MsgSeqNum 4388 which the even log says it was received on the first
line above.  I see the message in the message log as well.  But for some
reason, I do not see this message in my database table.  

How can I know for sure the OnMessage()  was called for that message?

thanks,

James Smith

Software Development

Abel/Noser Solutions

646-884-6476 <tel:646-884-6476> 

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-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

http://connamara.com

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-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

http://connamara.com

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