{{Quickfixn}} Log In troubles

Erika Hernandez erika.hernandez at db.com
Thu Nov 21 10:45:31 PST 2013


Classification: Public

are you talking about the same application ? I think that in my case ,  I 
need to follow the Example.TradeClient  , am I right? 


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From:
Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp>
To:
Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>, 
Date:
11/21/2013 01:23 PM
Subject:
Re: {{Quickfixn}} Log In troubles



Follow Grant's advise…Go through the Example Application on the QuickFix 
website, and you should be able to run your application. Try to get the 
flow of the example aplication and define your configuration in a text 
file.
 
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 Erika Hernandez
Sent: Thursday, November 21, 2013 1:15 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Log In troubles
 
Classification: Public

Hi Ashutosh, 

I tried to use this: 

My intention was setting the Session to LogIn to the server and then send 
and order: 

  QuickFix.Dictionary config = CreateConfig(); 
            QuickFix.SessionID sessionID = new QuickFix.SessionID(
"FIX.4.2", "here I put the sender ", "Here I put the target"); 
            QuickFix.SessionSettings settings = new QuickFix.
SessionSettings(); 
            settings.Set(sessionID, config); 

            App = new QFApp(settings); 
            Initiator = new MockInitiator(); 
            App.Initiator = Initiator; 

            Session = new SessionThatTracksOutbound( 
                App, 
                new QuickFix.MemoryStoreFactory(), 
                sessionID, 
                new QuickFix.DataDictionaryProvider(), 
                new QuickFix.SessionSchedule(config), 
                0, 
                new QuickFix.ScreenLogFactory(settings), 
                new QuickFix.DefaultMessageFactory(), 
                "blah"); 


  var order = new QuickFix.FIX42.NewOrderSingle(); 
            order.ClOrdID = new ClOrdID("myOrder"); 
            order.Side = new Side(Side.BUY); 
            order.OrdType = new OrdType(OrdType.LIMIT); 
            order.Symbol = new Symbol("AB"); 
            order.Price = new Price((decimal)19.00); 
            order.Account = new Account("TestAccount"); 
            order.ExDestination = new ExDestination("ARCA_QA"); 
            order.OrderQty = new OrderQty((decimal)995); 
            order.TimeInForce = new TimeInForce(Convert.ToChar("0")); 
            order.SecurityID = new SecurityID("AB.N"); 
            order.HandlInst = new HandlInst(HandlInst
.AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK); 


            Session.SendToTarget(order); 


but  that is not reading the config file, so I set the data here: 

 private static QuickFix.Dictionary CreateConfig() 
        { 
            QuickFix.Dictionary config = new QuickFix.Dictionary(); 
            config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, true
); 
            config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, 
"initiator"); 
            config.SetString(QuickFix.SessionSettings.START_TIME, 
"00:00:00"); 
            config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00"
); 
            config.SetString(QuickFix.SessionSettings.SOCKET_CONNECT_HOST, 
"here I put my host "); 
            config.SetString(QuickFix.SessionSettings.SOCKET_CONNECT_PORT, 
"here I put my port"); 
            config.SetString(QuickFix.SessionSettings.DATA_DICTIONARY, 
"FIX42.xml"); 

            return config; 
        } 

but It's not working.... It doesn't throw any exception but is not 
creating the order. 

 could you please tell me  in which file of the solution I can see the 
flow that you described below? 


Thanks & regards!! 

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From: 
Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp> 
To: 
Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>, 
Date: 
11/21/2013 12:00 PM 
Subject: 
Re: {{Quickfixn}} Log In troubles
 




The flow of the example on QuickFix website is quite clear. I am dealing 
with execution report, so, once initiator.start()  runs in the main 
program, the control goes to ToAdmin and than to FromAdmin. Once you 
receive the message from the other party the control goes to FromApp 
--which is the place where you can have your fields extracted. 
  
If you have defined your Config file properly than everything should work 
fine. 
  
  
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 Erika Hernandez
Sent: Thursday, November 21, 2013 11:37 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Log In troubles 
  
Classification: Public


Yes , I already did that, however , following the example, I didn't see 
any part where this file is really being read. Even if I put wrong data on 
this config file, the test case which try to connect and disconnect is 
always passing well instead of failing. 



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From: 
Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp> 
To: 
Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>, 
Date: 
11/21/2013 11:32 AM 
Subject: 
Re: {{Quickfixn}} Log In troubles

 





Did you configure your cfg file, it contains all the configuration for the 
Default as well as for the Session. 
  
Thanks & Regards, 
Ashutosh Mishra 
 
 
From: quickfixn-bounces at lists.quickfixn.com [
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Erika Hernandez
Sent: Thursday, November 21, 2013 11:28 AM
To: quickfixn at lists.quickfixn.com
Subject: {{Quickfixn}} Log In troubles 
 
Classification: Public

Hi , 

I'm ver y new using FIX , I'm trying to send an order from C# to our 
server. 

I think this approach will work fine: 


          var order = new QuickFix.FIX42.NewOrderSingle(); 
          order.ClOrdID = new ClOrdID("myOrder"); 
          order.Side = new Side(Side.BUY); 
          order.OrdType = new OrdType(OrdType.LIMIT); 
          order.Symbol = new Symbol("AB"); 
          order.Price = new Price((decimal)19.00); 
          order.Account = new Account("TestAccount"); 
          order.ExDestination = new ExDestination("ARCA_QA"); 
          order.OrderQty = new OrderQty((decimal)995); 
          order.TimeInForce = new TimeInForce(Convert.ToChar("0")); 
          order.SecurityID = new SecurityID("AB.N"); 
          order.HandlInst = new HandlInst(HandlInst
.AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK); 


          Session.SendToTarget(order); 



But previously I need to set a connection with the server , but I don't 
know how to log in, I found this approach in the sample code: 

QuickFix.Message msg =  new QuickFix.FIX42.Logon(); 


But I don't know how to execute it  or setting the connection data ( host, 
port, senderCompID , targetCompID) , I tried to follow the example but is 
not clear  enough for me. 

Does anyone can help me , please? 


I would really appreciate any help. 


Regards, 
Erika 

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