{{Quickfixn}} simple program(2)

[Mike Gatny]

Igor,

Please post your quickfix/n messages log and events log (sanitized as
necessary for privacy/anonymity).  These will be found in the folder you
specified as the FileLogPath in your SessionSettings file (i.e.
"my-config.txt").


Regarding ClOrdID: this is a unique identifier assigned by you, which will
be echoed back to you on ExecutionReports, etc. so that you can associate
orders with their responses.  Per the FIX Protocol Specification:

*Uniqueness must be guaranteed within a single trading day. Firms,
> particularly those which electronically submit multi-day orders, trade
> globally or throughout market close periods, should ensure uniqueness
> across days, for example by embedding a date within the ClOrdID field.*


You may find this online interactive specification helpful in understanding
the various FIX Protocol messages and tags: http://fiximate.fixtrading.org/


Regading setting the TimeInForce:

order.Set(New TimeInForce(TimeInForce.GOOD_TIL_CANCEL))




--
Mike Gatny
Connamara Systems, LLC

On Mon, Mar 19, 2018 at 5:12 PM, Mario Vitic <igrview at gmail.com> wrote:

> 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
>
>
> 2018-03-16 14:58 GMT+01:00 Mike Gatny <mgatny at connamara.com>:
>
>> Igor,
>>
>> Before quickfix/n was created, the C++ version of quickfix included an
>> example application written in VB.NET:
>> https://github.com/quickfix/quickfix/tree/58a660cfae19dbd3e5
>> 697e64b1a3d789d4a735e1/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 example application might help you
>> understand FromApp(), Crack(), etc.:
>> https://github.com/quickfix/quickfix/blob/58a660cfae19dbd3e5
>> 697e64b1a3d789d4a735e1/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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>
>
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