{{Quickfixn}} simple program(2)

Tue Mar 20 00:49:13 PDT 2018

Hi.

As this happens on connect, it is an connection error.

Keep the app running without sending the order. I have the same issue but after some seconds the connection got back well.

20180320-06:30:10.841 : Connecting to 160.43.172.32 on port 8228
20180320-06:30:11.200 : Connection succeeded
20180320-06:30:11.372 : Initiated logon request
20180320-06:30:14.663 : Received logon
20180320-06:30:16.163 : Session FIX.4.4:LBBISTP->BLPSTP disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
   at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds) in ..\lib\QuickFix\quickfixn\source\QuickFIXn\SocketInitiatorThread.cs:line 157
   at QuickFix.SocketInitiatorThread.Read() in ..\lib\QuickFix\quickfixn\source\QuickFIXn\SocketInitiatorThread.cs:line 82
20180320-06:30:41.232 : Connecting to 160.43.172.32 on port 8228
20180320-06:30:41.528 : Connection succeeded
20180320-06:30:41.528 : Initiated logon request
20180320-06:30:43.156 : Received logon
20180320-06:30:43.156 : Got resend request from 2 to 0
20180320-06:30:43.156 : Sent SequenceReset TO: 8

I'll look into it tomorrow.

Are you also connecting to Bloomberg? I have this issue at TSOX, EMSX and FXEM sessions.

Regards
Roberto

Von: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] Im Auftrag von Mario Vitic
Gesendet: Montag, 19. März 2018 22:12
An: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Betreff: Re: {{Quickfixn}} simple program(2)

Hi, Thanks

Finally made progress. It takes time to figure out that Acceptor is something I don't need because it is the server/broker side, and that my program is Initiator. This should be clearly stated in documentation. Docs assumes high level of knowledge.

I got this error in debug \log.txt:

0180319-20:36:11.447 : Created session
20180319-20:36:19.662 : Connecting to XXXXXXXXXXXXXXXXXxx
20180319-20:36:20.603 : Connection succeeded
20180319-20:37:44.162 : Initiated logon request
20180319-20:37:44.173 : Session FIX.4.4:XXXXXXXXXXXx->XXXXXXXXXX disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
   at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)
   at QuickFix.SocketInitiatorThread.Read()

My code below... something is wrong with my  NewOrderSingle i guess?

Private Sub Button4_Click(sender As Object, e As EventArgs) Handles Button4.Click
        Try
            Dim settings As SessionSettings = New SessionSettings("my-config.txt")
            Dim myApp2 As IApplication = New TradeClientApp()
            Dim storeFactory As IMessageStoreFactory = New FileStoreFactory(settings)
            Dim logFactory As ILogFactory = New FileLogFactory(settings)
            Dim initiator As SocketInitiator = New SocketInitiator(myApp2, storeFactory, settings, logFactory)

            initiator.Start()

            TradeClientApp.Run()
            initiator.Stop()

        Catch ex As Exception
            MessageBox.Show(ex.Message)
        End Try
    End Sub

===========
Then,  In TradeClientApp.Run() it calls this function:
===========

    Shared Function QueryNewOrderSingleNEW44()
        Try
            Dim order = New QuickFix.FIX44.NewOrderSingle(New ClOrdID("1234"),
                                                          New Symbol("EUR/USD"),
                                                          New Side(Side.BUY),
                                                          New TransactTime(DateTime.Now),
                                                          New OrdType(OrdType.MARKET))
            order.Account = New Account("01053978")
            order.Set(New OrderQty(1))

            'order.Set(New TimeInForce("GOOD_TILL_CANCEL")  comment: doesn't work

            Session.SendToTarget(order, MySessionID_X)
        Catch ex As Exception
            MessageBox.Show(ex.Message)
        End Try
    End Function

Is  ClOrdID something arbitrary?
So what am I missing in my code please?
Is my  order. missing some parameter?
How to set  GOOD_TILL_CANCEL please?

Thank you
Best regards
Igor
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2018-03-16 14:58 GMT+01:00 Mike Gatny <mgatny at connamara.com<mailto:mgatny at connamara.com>>:
Igor,

Before quickfix/n was created, the C++ version of quickfix included an example application written in VB.NET<http://VB.NET>:
https://github.com/quickfix/quickfix/tree/58a660cfae19dbd3e5697e64b1a3d789d4a735e1/examples/executor/vbnet

Although quickfix/n is not a drop-in replacement for the old quickfix/c++ .NET wrapper, this part of the VB.NET<http://VB.NET> example application might help you understand FromApp(), Crack(), etc.:
https://github.com/quickfix/quickfix/blob/58a660cfae19dbd3e5697e64b1a3d789d4a735e1/examples/executor/vbnet/Application.vb

Hopefully someone on the mailing list or stackoverflow can help out with some example code.  If not, and you are still struggling, we do offer paid support.

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