{{Quickfixn}} How to get DateTime - field 52
Grant Birchmeier
gbirchmeier at connamara.com
Fri Mar 21 10:05:13 PDT 2014
It is not built in. There has been some work pending for revising how
logging is done, but I haven't had time to really finish it. It is needed.
On Fri, Mar 21, 2014 at 11:41 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
> 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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>>>>>>>>
>>>>>>>
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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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>>
>
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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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