{{Quickfixn}} How to get DateTime - field 52
xmoon 2000
xmoon2000 at googlemail.com
Fri Mar 21 09:41:24 PDT 2014
Could someone point me at the latest documentation for log file ROTATION if
there is any.
I have searched but advice seems to be to use Log4...
Is it not built into QuickFixn?
Can it be done?
On 21 March 2014 14:46, Grant Birchmeier <gbirchmeier at connamara.com> wrote:
> "Replaying" messages is a frequently-suggested idea from FIX newbies, but
> it doesn't work like that.
>
> FIX is not a tape recorder. You can certainly use the log data to create
> a test connection and test scenarios, but it's not as easy as simply
> "playing" messages back. The heartbeats, sequence numbers, and sending
> times in the record will not be valid in your playback's context.
>
> But to your original question: Yes, FIX message logging is reliable. This
> is super important. Whenever anything goes wrong, the first place we look
> is the message logs (and *not* the event logs).
>
>
> On Fri, Mar 21, 2014 at 6:39 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>
>> Great.
>>
>> I want to be able to REPLAY fix message through my App on latter date to
>> ensure Simulation and Production match
>>
>>
>> On 21 March 2014 11:25, Fernando Furukawa <ferfurukawa at gmail.com> wrote:
>>
>>> As far as I know (and as I use), it's reliable. Did not have any problem
>>> so far. Even in HFT applications.
>>>
>>>
>>> On Fri, Mar 21, 2014 at 7:32 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>>>
>>>> I want to log all messages from server as raw FIX, and I notice that
>>>> QuickFixn seems to log this automatically.
>>>>
>>>> Do people rely on this? i.e. do I need to write my open logging or is
>>>> this robust enough?
>>>>
>>>> Moon
>>>>
>>>>
>>>> On 20 March 2014 16:47, Mike Gatny <mgatny at connamara.com> wrote:
>>>>
>>>>>
>>>>> SendingTime st = new SendingTime();
>>>>>
>>>>>
>>>>> message.Header.GetField(st);
>>>>>
>>>>>
>>>>> --
>>>>> Mike Gatny
>>>>> Connamara Systems, LLC
>>>>>
>>>>>
>>>>> On Thu, Mar 20, 2014 at 11:02 AM, xmoon 2000 <xmoon2000 at googlemail.com
>>>>> > wrote:
>>>>>
>>>>>> Not in mine apparently!
>>>>>>
>>>>>> 'QuickFix.Header' does not contain a definition for 'SendingTime' and
>>>>>> no extension method 'SendingTime' accepting a first argument of type
>>>>>> 'QuickFix.Header' could be found (are you missing a using directive or an
>>>>>> assembly reference?)
>>>>>>
>>>>>>
>>>>>> On 20 March 2014 15:57, Mike Gatny <mgatny at connamara.com> wrote:
>>>>>>
>>>>>>> SendingTime is a header field, so:
>>>>>>>
>>>>>>> message.Header.SendingTime
>>>>>>>
>>>>>>> --
>>>>>>> Mike Gatny
>>>>>>> Connamara Systems, LLC
>>>>>>>
>>>>>>>
>>>>>>> On Thu, Mar 20, 2014 at 10:53 AM, xmoon 2000 <
>>>>>>> xmoon2000 at googlemail.com> wrote:
>>>>>>>
>>>>>>>> How do I get the DateTime sent in the App message?
>>>>>>>>
>>>>>>>> I can see a field 52 - which has the raw information, but I don't
>>>>>>>> know how to retrieve that field.
>>>>>>>>
>>>>>>>> message.Symbol is easy but there is no message.SendingTime etc.
>>>>>>>>
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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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