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

Grant Birchmeier gbirchmeier at connamara.com
Wed Feb 26 07:58:34 PST 2014 

It is not implemented.


On Wed, Feb 26, 2014 at 5:56 AM, Nirjhar Jain <nirjhar.jain at commdel.net>wrote:

> 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-----
> From: quickfixn-bounces at lists.quickfixn.com
> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of
> quickfixn-request at lists.quickfixn.com
> 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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>
> --
> 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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-- 
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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