{{Quickfixn}} FpML file
Ashutosh Mishra
A.Mishra at ny.tr.mufg.jp
Thu Oct 31 11:24:58 PDT 2013
>From where should I invoke the OnMessage function to extract the fields. In the program.cs, the flow goes to application.Run() -- and from there into the OnCreate, ToAdmin and than to From Admin...
Thanks & Regards,
Ashutosh Mishra
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From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, October 29, 2013 3:08 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FpML file
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<mailto: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
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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<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<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
Found the data dictionary file..Now moving ahead...
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<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<mailto: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
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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: quickfixn-bounces at lists.quickfixn.com<mailto: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 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<mailto: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
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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: quickfixn-bounces at lists.quickfixn.com<mailto: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 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<mailto: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
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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
_______________________________________________
Quickfixn mailing list
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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
_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com<mailto: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<mailto: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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