{{Quickfixn}} How to get DateTime - field 52

xmoon 2000 xmoon2000 at googlemail.com
Fri Mar 21 11:06:09 PDT 2014


Grant,

Any suggestions for best way to do it in the meantime?


On 21 March 2014 17:05, Grant Birchmeier <gbirchmeier at connamara.com> wrote:

> 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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>>>
>>>
>>> --
>>> Grant Birchmeier
>>> *Connamara Systems, LLC*
>>> *Made-To-Measure Trading Solutions.*
>>> Exactly what you need. No more. No less.
>>> http://connamara.com
>>>
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>>
>>
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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
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
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