{{Quickfixn}} Quickfixn Digest, Vol 28, Issue 26

Wed Feb 26 03:56:51 PST 2014

Hi Michael/Grant Sir,

Is the week long session with daily reset functionality successfully
implemented? My requirement is similar. For now I have handled this in my
code, but this will work more accurately, if it is implemented through
Quickfix using Config file. 

If yes, please tell me the files which are updated and I will update those
files in my Quickfix code. 

Thanks & Regards,
Nirjhar Jain
Software Engineer
Contact: +91-9717976519
Commdel Consulting Services P Ltd, 

-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Michael Lever
Sent: Saturday, February 22, 2014 3:20 AM
To: quickfixn at lists.quickfixn.com
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 28, Issue 26

I got it.  Same issue I think someone else was having.  My test routine was
not pointing to the correct version of FIX44.xml with the new group defined
in it.  Once I resolved that my code worked as expected.  Sorry for the
distraction.

-----Original Message-----
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Sent: Friday, February 21, 2014 4:31 PM
To: quickfixn at lists.quickfixn.com
Subject: Quickfixn Digest, Vol 28, Issue 26

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Today's Topics:

   1. Re:  daily auto-reset for a Sunday-to-Friday (Grant Birchmeier)
   2.  GetGroup for custom groups (Michael Lever)

----------------------------------------------------------------------

Message: 1
Date: Fri, 21 Feb 2014 10:57:44 -0600
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} daily auto-reset for a Sunday-to-Friday
Message-ID:
	<CAMq4opNeFt-=yt_iRpDN+a4ffPYJ6JuL2bMLnd+++QFsngjP6A at mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"

The best way is to submit a GitHub pull request.  Create a fork under your
personal GitHub account, then check in your changes and use the web page to
submit a Pull Request to the official project.

Barring that, you could create a Git patch file and send it to me, I guess.

On Fri, Feb 21, 2014 at 10:54 AM, Michael Lever <mlever at pharofund.com>wrote:

>  I've implemented a way to do this by adding 2 new Config tags 
> StartWeekDay and EndWeekDay.
>
> Using these with the Start and End time tags I can start Sunday 
> evening at
> 22:16 and stop and start daily with resets until Friday at 22:00.
>
> StartWeekDay=Sunday
>
> EndWeekDay=Friday
>
> StartTime=22:16:00
>
> EndTime=22:00:00
>
>
>
> It only required adding 2 new const to SessionSettings.cs and some 
> modifications to SessionSchedule.cs.
>
>
>
> I don't know how to submit it for inclusion in a future release.  I'd 
> be happy to forward it to someone who would like to take a look at 
> what I did and maybe submit it.
>
>
>
>
>
> -----Original Message-----
>
> Date: Mon, 10 Feb 2014 12:47:52 -0600
>
> From: Grant Birchmeier <gbirchmeier at connamara.com>
>
> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
>
> Subject: Re: {{Quickfixn}} daily auto-reset for a Sunday-to-Friday
>
>                 session
>
> Message-ID:
>
>                 <
> CAMq4opNjMXY+J6PzKqDEHWfWujHLSF7x84SSC3-FavJNp=BThg at mail.gmail.com>
>
> Content-Type: text/plain; charset="iso-8859-1"
>
>
>
> You are correct on StartDay/EndDay; this causes a weekly session.
>
>
>
> I don't believe any QF offers this feature.  You can configure a daily 
> session that resets every day, or you can configure a weekly session 
> that only resets once a week.
>
>
>
> People have asked for what you are describing, but no one has stepped 
> up to implement it.
>
>
>
>
>
> On Mon, Feb 10, 2014 at 12:41 PM, Joseph Lam <joseph.lam at orbis.com> wrote:
>
>
>
> >  Hi
>
> >
>
> >
>
> >
>
> > Does anyone know how I should configure QuickFIX/n (initiator) so 
> > that
>
> > it will connect from say Sunday to Friday, starting at say 5:30pm 
> > each
>
> > day and ending at 5pm the next day, with seqnum automatically reset
> daily?
>
> >
>
> >
>
> >
>
> > I notice there are StartDay/EndDay parameters but do they cause the
>
> > reset to happen weekly instead of daily?
>
> >
>
> >
>
> >
>
> > Regards,
>
> >
>
> > Joseph
>
> >
>
> >
>
> >
>
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>
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>
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>
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>
> >
>
> >
>
>
>
>
>
>
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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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Message: 2
Date: Fri, 21 Feb 2014 21:31:12 +0000
From: Michael Lever <mlever at pharofund.com>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} GetGroup for custom groups
Message-ID:

<CE3C21CC0457314B9209CF52F7EF25E2CFE760F7 at PHARO-NY-EXCH.pharofund.local>

Content-Type: text/plain; charset="windows-1252"

I'm having trouble finding an example of how to read a custom group from an
ExecutionReport message.
I've seen some other inquiries about this particular group but no final
solution.

Given the following how would I read from this group?

Group in Execution Message:
<group name="NoRegulatoryTradeIDs" required="N">
   <field name="RegulatoryTradeID" required="N" />
   <field name="RegulatoryTradeIDSource" required="N" />
   <field name="RegulatoryTradeIDEvent" required="N" />
   <field name="RegulatoryTradeIDType" required="N" /> </group>

Field definitions:
<field number="1903" name="RegulatoryTradeID" type="STRING" /> <field
number="1904" name="RegulatoryTradeIDEvent" type="INT" /> <field
number="1905" name="RegulatoryTradeIDSource" type="STRING" /> <field
number="1906" name="RegulatoryTradeIDType" type="INT" /> <field
number="1907" name="NoRegulatoryTradeIDs" type="NUMINGROUP" />

Message content:
1907=1

1903=BBG0000000000B5307AA1C1464007D

1905=1KJTIIGC8Y

1904=0

1906=0

Code:
    String regTradeId1 = String.Empty;
    int noRegGrps = GetValueInt(execReport, 1907);  // returns 1
    if (noRegGrps > 0) {
        var regTradeIdGroup = execReport.GetGroup(1, 1907); // first group
of 1907 - fails on GetGroup
        regTradeId1 = regTradeIdGroup.GetString(1903);
    }

Error: field not found for tag: 1907

Thanks,
Michael

Michael Lever
Pharo Management LLC
1370 Avenue of Americas
Suite 2603
New York, NY 10019
212-641-6707 (office)
917-434-4957 (mobile)

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