{{Quickfixn}} FpML file

Tue Oct 29 12:07:54 PDT 2013

Our tutorial and example apps will show you how to extract fields.  Please
note that fields within repeating groups use a slightly different mechanism.

As far as DB stuff, that's outside of QuickFIX's domain; you'll have to
figure that one out on your own.  I will recommend that you should perform
your DB interactions on another thread, though, and not inside the QF
callback functions.  You should never spend a lot of time inside of the QF
callbacks, as the next message won't be processed until the previous
message's callbacks have completed.

-Grant

On Tue, Oct 29, 2013 at 2:00 PM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>wrote:

>  Hi Grant,****
>
>                     Was able to create a session and a handshake with the
> broker machine. ****
>
> Now wish to go ahead with the extraction of fields from the Execution
> report, which I have to send to the database. Any suggestions for the same…
> ****
>
> ** **
>
> Thanks & Regards,****
>
> Ashutosh Mishra****
>
> ** **
>
>
> *********************************************************************************
> ****
>
> 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. ****
>
>
> *********************************************************************************
> ****
>
> ** **
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* Tuesday, October 29, 2013 11:54 AM
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} FpML file****
>
>  ** **
>
> Great.  For reference, they should be in the qfn download, or you can also
> see them here:****
>
> https://github.com/connamara/quickfixn/tree/master/spec/fix****
>
> ** **
>
> You may have to make alterations for different counterparties.  It seems
> every counterparty has to make weird customizations.****
>
> ** **
>
> On Tue, Oct 29, 2013 at 10:48 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>
> wrote:****
>
> Found the data dictionary file..Now moving ahead…****
>
>  ****
>
> Thanks & Regards,****
>
> Ashutosh Mishra****
>
>  ****
>
>
> *********************************************************************************
> ****
>
> 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. ****
>
>
> *********************************************************************************
> ****
>
>  ****
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* Tuesday, October 29, 2013 10:57 AM****
>
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} FpML file****
>
>  ****
>
> That is not the DataDictionary file.  I don't know what that is.****
>
>  ****
>
> The DataDictionary xml file is the one that defines the messages and
> fields.  It's FIX42.xml or whatever.  Your error occurs when it's parsing
> this file.****
>
>  ****
>
> On Tue, Oct 29, 2013 at 9:46 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>
> wrote:****
>
> I just made the following changes, from 'TradeClient' to 'MyApplication_Ver_1.0.1
> '****
>
> <AppDesignerFolder>Properties</AppDesignerFolder>****
>
>     <RootNamespace>MyApplication_Ver_1.0.1</RootNamespace>****
>
>     <AssemblyName> MyApplication_Ver_1.0.1</AssemblyName>****
>
>     <TargetFrameworkVersion>v3.5</TargetFrameworkVersion>****
>
>     <FileAlignment>512</FileAlignment>****
>
>     <StartupObject> MyApplication_Ver_1.0.1.Program</StartupObject>****
>
>  ****
>
> Thanks & Regards,****
>
> Ashutosh Mishra****
>
>  ****
>
>
> *********************************************************************************
> ****
>
> 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. ****
>
>
> *********************************************************************************
> ****
>
>  ****
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* Tuesday, October 29, 2013 10:40 AM****
>
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} FpML file****
>
>  ****
>
> I'd guess there's some kind of error in your Data Dictionary xml file.
>  Did you alter that file?****
>
>  ****
>
> On Tue, Oct 29, 2013 at 9:36 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>
> wrote:****
>
> Even if I don’t define Dictionary d it still gives me tha same error. No
> clue why..does it have to do with XML file?****
>
>  ****
>
> Thanks & Regards,****
>
> Ashutosh Mishra****
>
>  ****
>
>
> *********************************************************************************
> ****
>
> 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. ****
>
>
> *********************************************************************************
> ****
>
>  ****
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* Tuesday, October 29, 2013 10:32 AM****
>
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} FpML file****
>
>  ****
>
> I don't understand why you are creating Dictionary "d".  All that stuff
> should already be in TradeWebClientInitiator.cfg.  You shouldn't need to
> modify "settings" after you create it from the file.****
>
>  ****
>
>  ****
>
>  ****
>
> On Tue, Oct 29, 2013 at 9:15 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>
> wrote:****
>
> Now I am getting this error:****
>
> Object reference not set to an instance of an object.
>    at QuickFix.DataDictionary.DataDictionary.setVersionInfo(XmlDocument
> doc)****
>
>
>    at QuickFix.DataDictionary.DataDictionary.Load(String path)
>    at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID,
> Dictiona
> ry settings, String settingsKey, String beginString)
>    at QuickFix.SessionFactory.ProcessFixDataDictionary(SessionID
> sessionID, Dict
> ionary settings, DataDictionaryProvider provider)
>    at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary
> settings)
>    at QuickFix.AbstractInitiator..ctor(IApplication app,
> IMessageStoreFactory st
> oreFactory, SessionSettings settings, ILogFactory logFactory,
> IMessageFactory me
> ssageFactory)
>    at QuickFix.Transport.SocketInitiator..ctor(IApplication application,
> IMessag
> eStoreFactory storeFactory, SessionSettings settings, ILogFactory
> logFactory)
>   ****
>
> My Program.cs is as follows:****
>
> try****
>
> {****
>
> QuickFix.SessionSettings settings = new QuickFix.SessionSettings(@"C:\Users\ashutosh_m\documents\visual
> studio
> 2010\Projects\MutbTradeweb_Application_Ver_1.0.1\MutbTradeweb_Application_Ver_1.0.1\TradeWebClientInitiator.cfg"
> );****
>
> TradeClientApp application = new TradeClientApp();****
>
> Dictionary d = new Dictionary();****
>
> QuickFix.SessionID id1 = new QuickFix.SessionID("FIX.4.4", "MITUFJTR",
> "TRADEWEB", "SessionID");****
>
> d.SetString("ConnectionType", "initiator");****
>
> d.SetLong("SocketAcceptPort", 9000);****
>
> d.SetString("FileLogPath", "Log");****
>
> d.SetString("StartTime", "00:00:00");****
>
> d.SetString("EndTime", "00:00:00");****
>
> d.SetString("FileStorePath", @"c:fixfiles");****
>
> d.SetBool("UseDataDictionary", true);****
>
> d.SetString("DataDictionary", @"FIX42.xml");****
>
> settings.Set(id1, d);****
>
> QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory
> (settings);****
>
> QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
> ****
>
> QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.
> SocketInitiator(application, storeFactory, settings, logFactory);****
>
> initiator.Start();****
>
> application.Run();****
>
> Thread.Sleep(3000);****
>
> Console.ReadLine();****
>
> initiator.Stop();****
>
> }****
>
> catch (System.Exception e)****
>
> {****
>
> Console.WriteLine(e.Message);****
>
> Console.WriteLine(e.StackTrace);****
>
> }****
>
> Environment.Exit(1);****
>
> }****
>
>  ****
>
> -- ****
>
> Grant Birchmeier****
>
> *Connamara Systems, LLC*****
>
> *Made-To-Measure Trading Solutions.*****
>
> Exactly what you need. No more. No less.****
>
> http://connamara.com****
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com****
>
>
>
> ****
>
>  ****
>
> -- ****
>
> Grant Birchmeier****
>
> *Connamara Systems, LLC*****
>
> *Made-To-Measure Trading Solutions.*****
>
> Exactly what you need. No more. No less.****
>
> http://connamara.com****
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com****
>
>
>
> ****
>
>  ****
>
> -- ****
>
> Grant Birchmeier****
>
> *Connamara Systems, LLC*****
>
> *Made-To-Measure Trading Solutions.*****
>
> Exactly what you need. No more. No less.****
>
> http://connamara.com****
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com****
>
>
>
> ****
>
> ** **
>
> -- ****
>
> Grant Birchmeier****
>
> *Connamara Systems, LLC*****
>
> *Made-To-Measure Trading Solutions.*****
>
> Exactly what you need. No more. No less.****
>
> http://connamara.com****
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>

-- 
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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