{{Quickfixn}} Quickfixn Fix 4.2 How to Send & Receive messages to different TargetCompID in same session
Mohammed Quwaider
momo505 at msn.com
Tue Sep 18 03:32:43 PDT 2018
FYI: threw everything away (the pre build dll's), got the source, added it to project. Build it and run it with (eventually / trial and error) these settings:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=2
FileStorePath=G:\ClientProjects\[client]\FixCfg\fixfiles
FileLogPath=fixlog
StartTime=00:00:01
StartDay=monday
EndTime=23:59:59
EndDay=friday
SocketConnectHost=theIp
SocketConnectPort=8228
[SESSION]
BeginString=FIX.4.4
SenderCompID=[compid]
TargetCompID=[targetId]
HeartBtInt=60
ValidateFieldsOutOfOrder=N
UseDataDictionary=N
CheckLatency=N
SSLEnable=Y
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=G:\ClientProjects\[client]\FixCfg\cert.pfx
SSLCertificatePassword=zFd8ESLUsQE12ACYaBzZNQ
SSLProtocols=Tls12
Now getting and receiving heartbeats ;-) My peer is currently away, but I guess this issue is solved :-D
I did make a little adjustment in the source (QuickFix.SessionSchedular)
/// <summary>
/// Returns true if testtime is in a different and newer session than old time
/// (or more explicitly: oldtime <= some EndTime < testtime)
/// </summary>
/// <param name="oldtime"></param>
/// <param name="testtime_utc"></param>
/// <returns></returns>
public bool IsNewSession(DateTime oldtime, DateTime testtime_utc)
{
DateTime oldtime_utc = DateTime.SpecifyKind(oldtime, DateTimeKind.Utc); //<-- changed this
if (NonStopSession)
{
return false;
}
if (oldtime_utc.Kind != System.DateTimeKind.Utc)
throw new System.ArgumentException("Only UTC time is supported", "oldtime");
if (testtime_utc.Kind != System.DateTimeKind.Utc)
throw new System.ArgumentException("Only UTC time is supported", "testtime");
DateTime old = AdjustUtcDateTime(oldtime_utc);
DateTime test = AdjustUtcDateTime(testtime_utc);
if (DateTime.Compare(old, test) < 0) // old is earlier than test
{
DateTime nextend = NextEndTime(oldtime_utc);
return (DateTime.Compare(old, nextend) <= 0) && (DateTime.Compare(nextend, test) < 0);
}
return false;
}
was a workaround for this exception:
Only UTC time is supported
Parameter name: oldtime
at QuickFix.SessionSchedule.IsNewSession(DateTime oldtime_utc, DateTime testtime_utc)
at QuickFix.Session.get_IsNewSession()
at QuickFix.Session..ctor(IApplication app, IMessageStoreFactory storeFactory, SessionID sessID, DataDictionaryProvider dataDictProvider, SessionSchedule sessionSchedule, Int32 heartBtInt, ILogFactory logFactory, IMessageFactory msgFactory, String senderDefaultApplVerID)
at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary settings)
at QuickFix.AbstractInitiator.CreateSession(SessionID sessionID, Dictionary dict)
at QuickFix.AbstractInitiator.Start()
at ConnectionTest.Form1.buttonConnectInit_Click(Object sender, EventArgs e)
thanks Roberto and Stefano for the effort to reply.
kind regards,
Matthijs
-----Original Message-----
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of quickfixn-request at lists.quickfixn.com
Sent: Thursday, July 12, 2018 15:28
To: quickfixn at lists.quickfixn.com
Subject: Quickfixn Digest, Vol 81, Issue 11
Send Quickfixn mailing list submissions to
quickfixn at lists.quickfixn.com
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
or, via email, send a message with subject or body 'help' to
quickfixn-request at lists.quickfixn.com
You can reach the person managing the list at
quickfixn-owner at lists.quickfixn.com
When replying, please edit your Subject line so it is more specific than "Re: Contents of Quickfixn digest..."
Today's Topics:
1. Re: fix connection to bloomberg (Stefano Facchetti - Arcoba Srl)
2. Re: fix connection to bloomberg (Matthijs de Z)
3. Re: Quickfixn Digest, Vol 81, Issue 10 (Matthijs de Z)
----------------------------------------------------------------------
Message: 1
Date: Thu, 12 Jul 2018 14:47:42 +0200
From: Stefano Facchetti - Arcoba Srl <s.facchetti at arcoba.it>
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>,
Matthijs de Z <mldz at hotmail.com>
Subject: Re: {{Quickfixn}} fix connection to bloomberg
Message-ID: <46757b0b-ff40-dfe2-4247-5da5b4dd441d at arcoba.it>
Content-Type: text/plain; charset="windows-1252"; Format="flowed"
Hi,
I'm using the following SSL configuration.
SSLEnable=Y
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=./fix/bloomberg/cert.pfx
SSLCertificatePassword=xxxxxxxxx
*SSLProtocols=**Tls12*
Best regards,
Stefano.
Il 12/07/2018 11:58, Matthijs de Z ha scritto:
>
> Hi,
>
>
> Hopefully someone can help me out with a connection issue between me
> and Bloomberg.
>
> For some reason I'm getting these error messages: (Socket Error:
> Connection reset by peer.)
>
> The counterparty / peer (Bloomberg) stated that it was due to this
> error message:
>
> ERROR: SSL_handshake() failed: unknown protocol error=336027900
>
> After some testing with different settings, I set it up like this
> answer:
> https://stackoverflow.com/questions/46936407/quickfix-n-bloomberg-conf
> iguration
>
>
> Also installed the certificate on my machine (under the user credentials).
>
> But I keep getting the same issues.
>
> Anyone familiar with connecting to Bloomberg (it's a copy of the
> original line. Just to get the trades for back-end purposes)
>
> Last setup used:
> [DEFAULT]
>
> ConnectionType=initiator
>
> ReconnectInterval=2
>
> FileStorePath=G:\ClientProjects\aaaaaa\FixCfg\fixfiles
>
> FileLogPath=fixlog
>
> StartTime=00:00:01
>
> StartDay=monday
>
> EndTime=23:59:59
>
> EndDay=friday
>
> SocketConnectHost=69.191.198.34
>
> SocketConnectPort=8228
>
> [SESSION]
>
> BeginString=FIX.4.4
>
> SenderCompID=xxxxxx
>
> TargetCompID=yyyyyy
>
> HeartBtInt=60
>
> ValidateFieldsOutOfOrder=N
>
> UseDataDictionary=N
>
> CheckLatency=N
>
> SSLEnable=Y
>
> SSLProtocols=TLS
>
> SSLValidateCertificates=N
>
> SSLCheckCertificateRevocation=N
>
> SSLCertificate=G:\ClientProjects\aaaaaa\FixCfg\cert.pfx
>
> SSLCertificatePassword=yyyyyy
>
> SSLCACertificate=G:\ClientProjects\aaaaaa\FixCfg\CACerts.pem
>
> SSLRequireClientCertificate=Y
>
> Thanks,
>
> Matthijs
>
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20180712/7c995370/attachment-0001.html>
------------------------------
Message: 2
Date: Thu, 12 Jul 2018 12:56:21 +0000
From: Matthijs de Z <mldz at hotmail.com>
To: Stefano Facchetti - Arcoba Srl <s.facchetti at arcoba.it>, "Mailing
list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} fix connection to bloomberg
Message-ID:
<AM5P190MB05465C2C15D4404120C0AF3CD0590 at AM5P190MB0546.EURP190.PROD.OUTLOOK.COM>
Content-Type: text/plain; charset="us-ascii"
Hi Stefano,
Thanks for your help. I've tried that as well. Same result unfortunately.
Kind regards,
MAtthijs
From: Stefano Facchetti - Arcoba Srl <s.facchetti at arcoba.it>
Sent: Thursday, July 12, 2018 14:48
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>; Matthijs de Z <mldz at hotmail.com>
Subject: Re: {{Quickfixn}} fix connection to bloomberg
Hi,
I'm using the following SSL configuration.
SSLEnable=Y
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=./fix/bloomberg/cert.pfx
SSLCertificatePassword=xxxxxxxxx
SSLProtocols=Tls12
Best regards,
Stefano.
Il 12/07/2018 11:58, Matthijs de Z ha scritto:
Hi,
Hopefully someone can help me out with a connection issue between me and Bloomberg.
For some reason I'm getting these error messages: (Socket Error: Connection reset by peer.)
The counterparty / peer (Bloomberg) stated that it was due to this error message:
ERROR: SSL_handshake() failed: unknown protocol error=336027900
After some testing with different settings, I set it up like this answer: https://stackoverflow.com/questions/46936407/quickfix-n-bloomberg-configuration
Also installed the certificate on my machine (under the user credentials).
But I keep getting the same issues.
Anyone familiar with connecting to Bloomberg (it's a copy of the original line. Just to get the trades for back-end purposes)
Last setup used:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=2
FileStorePath=G:\ClientProjects\aaaaaa\FixCfg\fixfiles
FileLogPath=fixlog
StartTime=00:00:01
StartDay=monday
EndTime=23:59:59
EndDay=friday
SocketConnectHost=69.191.198.34
SocketConnectPort=8228
[SESSION]
BeginString=FIX.4.4
SenderCompID=xxxxxx
TargetCompID=yyyyyy
HeartBtInt=60
ValidateFieldsOutOfOrder=N
UseDataDictionary=N
CheckLatency=N
SSLEnable=Y
SSLProtocols=TLS
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=G:\ClientProjects\aaaaaa\FixCfg\cert.pfx
SSLCertificatePassword=yyyyyy
SSLCACertificate=G:\ClientProjects\aaaaaa\FixCfg\CACerts.pem
SSLRequireClientCertificate=Y
Thanks,
Matthijs
_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com<mailto:Quickfixn at lists.quickfixn.com>
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20180712/3da61eb3/attachment-0001.html>
------------------------------
Message: 3
Date: Thu, 12 Jul 2018 13:28:07 +0000
From: Matthijs de Z <mldz at hotmail.com>
To: "quickfixn-request at lists.quickfixn.com"
<quickfixn-request at lists.quickfixn.com>,
"quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 81, Issue 10
Message-ID:
<AM5P190MB05464E719A2DD8A8D7056A6ED0590 at AM5P190MB0546.EURP190.PROD.OUTLOOK.COM>
Content-Type: text/plain; charset="us-ascii"
Hi Roberto,
set the settings like this:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=30
FileStorePath=G:\ClientProjects\[CorrectPath]\FixCfg\fixfiles
FileLogPath=fixlog
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
ValidateUserDefinedFields=N
ValidateFieldsHaveValues=N
ValidateFieldsOutOfOrder=N
#ResetOnLogon=N
#ResetOnDisconnect=N
# DataDictionary=F:\Anwendungen\METRAS\Test1\Service\FixMessageData\FIX44.xml
#HttpAcceptPort=9911
PersistMessages=Y
LogoutTimeout=5
#-------------------------------------------------
# EMSX SESSION SIMULATION
[SESSION]
BeginString=FIX.4.4
SenderCompID=[correctSenderCompID]
TargetCompID=BLPDRPUAT
HeartBtInt=30
StartTime=04:00:00
EndTime=23:30:00
ValidateFieldsOutOfOrder=N
UseDataDictionary=N
# DataDictionary=F:\Anwendungen\METRAS\Test1\Service\FixMessageData\20180227_LBBI_FIX42.xml
CheckLatency=N
SocketConnectHost=[correctIP]
SocketConnectPort=8228
SSLEnable=Y
SSLProtocols=Tls12
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=G:\ClientProjects\[CorrectPath]\FixCfg\cert.pfx
SSLCertificatePassword=[correctPassword]
Still connection refused...
Thanks,
Matthijs
________________________________
Van: Quickfixn <quickfixn-bounces at lists.quickfixn.com> namens quickfixn-request at lists.quickfixn.com <quickfixn-request at lists.quickfixn.com>
Verzonden: donderdag 12 juli 2018 14:47
Aan: quickfixn at lists.quickfixn.com
Onderwerp: Quickfixn Digest, Vol 81, Issue 10
Send Quickfixn mailing list submissions to
quickfixn at lists.quickfixn.com
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
or, via email, send a message with subject or body 'help' to
quickfixn-request at lists.quickfixn.com
You can reach the person managing the list at
quickfixn-owner at lists.quickfixn.com
When replying, please edit your Subject line so it is more specific than "Re: Contents of Quickfixn digest..."
Today's Topics:
1. fix connection to bloomberg (Matthijs de Z)
2. Re: fix connection to bloomberg (Roberto Reff)
----------------------------------------------------------------------
Message: 1
Date: Thu, 12 Jul 2018 09:58:52 +0000
From: Matthijs de Z <mldz at hotmail.com>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} fix connection to bloomberg
Message-ID:
<AM5P190MB054681AD0E60978488147A29D0590 at AM5P190MB0546.EURP190.PROD.OUTLOOK.COM>
Content-Type: text/plain; charset="us-ascii"
Hi,
Hopefully someone can help me out with a connection issue between me and Bloomberg.
For some reason I'm getting these error messages: (Socket Error: Connection reset by peer.)
The counterparty / peer (Bloomberg) stated that it was due to this error message:
ERROR: SSL_handshake() failed: unknown protocol error=336027900
After some testing with different settings, I set it up like this answer: https://stackoverflow.com/questions/46936407/quickfix-n-bloomberg-configuration
Also installed the certificate on my machine (under the user credentials).
But I keep getting the same issues.
Anyone familiar with connecting to Bloomberg (it's a copy of the original line. Just to get the trades for back-end purposes)
Last setup used:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=2
FileStorePath=G:\ClientProjects\aaaaaa\FixCfg\fixfiles
FileLogPath=fixlog
StartTime=00:00:01
StartDay=monday
EndTime=23:59:59
EndDay=friday
SocketConnectHost=69.191.198.34
SocketConnectPort=8228
[SESSION]
BeginString=FIX.4.4
SenderCompID=xxxxxx
TargetCompID=yyyyyy
HeartBtInt=60
ValidateFieldsOutOfOrder=N
UseDataDictionary=N
CheckLatency=N
SSLEnable=Y
SSLProtocols=TLS
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=G:\ClientProjects\aaaaaa\FixCfg\cert.pfx
SSLCertificatePassword=yyyyyy
SSLCACertificate=G:\ClientProjects\aaaaaa\FixCfg\CACerts.pem
SSLRequireClientCertificate=Y
Thanks,
Matthijs
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20180712/051c217a/attachment-0001.html>
------------------------------
Message: 2
Date: Thu, 12 Jul 2018 12:47:27 +0000
From: Roberto Reff <roberto.reff at poligram.de>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} fix connection to bloomberg
Message-ID:
<AM6PR05MB4310DBC6FE6A14F262410C849C590 at AM6PR05MB4310.eurprd05.prod.outlook.com>
Content-Type: text/plain; charset="iso-8859-1"
Hello Matthijs.
Which QuickFix Version do you using?
Here my working fixsettings connecting Bloomberg EMSX.
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=30
FileStorePath=F:\Anwendungen\METRAS\TEST1\Log\FixSession\20180712_store
FileLogPath=F:\Anwendungen\METRAS\Test1\Service\log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
ValidateUserDefinedFields=N
ValidateFieldsHaveValues=N
ValidateFieldsOutOfOrder=N
#ResetOnLogon=N
#ResetOnDisconnect=N
DataDictionary=F:\Anwendungen\METRAS\Test1\Service\FixMessageData\FIX44.xml
#HttpAcceptPort=9911
PersistMessages=Y
LogoutTimeout=5
#-------------------------------------------------
# EMSX SESSION SIMULATION
[SESSION]
BeginString=FIX.4.2
SenderCompID=BLAEMSX
TargetCompID=EMSXBLA
HeartBtInt=30
StartTime=04:00:00
EndTime=23:30:00
ValidateFieldsOutOfOrder=N
UseDataDictionary=Y
DataDictionary=F:\Anwendungen\METRAS\Test1\Service\FixMessageData\20180227_LBBI_FIX42.xml
CheckLatency=N
SocketConnectHost=160.43.172.34
SocketConnectPort=8228
SSLEnable=Y
SSLProtocols=Tls12
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=F:\Anwendungen\METRAS\Test1\Service\Tls\EMSX_simulation_cert\pkcs12\cert.pfx
SSLCertificatePassword=YOURPASS
Regards
Roberto
________________________________
Von: Quickfixn <quickfixn-bounces at lists.quickfixn.com> im Auftrag von Matthijs de Z <mldz at hotmail.com>
Gesendet: Donnerstag, 12. Juli 2018 11:58
An: quickfixn at lists.quickfixn.com
Betreff: {{Quickfixn}} fix connection to bloomberg
Hi,
Hopefully someone can help me out with a connection issue between me and Bloomberg.
For some reason I'm getting these error messages: (Socket Error: Connection reset by peer.)
The counterparty / peer (Bloomberg) stated that it was due to this error message:
ERROR: SSL_handshake() failed: unknown protocol error=336027900
After some testing with different settings, I set it up like this answer: https://stackoverflow.com/questions/46936407/quickfix-n-bloomberg-configuration
Also installed the certificate on my machine (under the user credentials).
But I keep getting the same issues.
Anyone familiar with connecting to Bloomberg (it's a copy of the original line. Just to get the trades for back-end purposes)
Last setup used:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=2
FileStorePath=G:\ClientProjects\aaaaaa\FixCfg\fixfiles
FileLogPath=fixlog
StartTime=00:00:01
StartDay=monday
EndTime=23:59:59
EndDay=friday
SocketConnectHost=69.191.198.34
SocketConnectPort=8228
[SESSION]
BeginString=FIX.4.4
SenderCompID=xxxxxx
TargetCompID=yyyyyy
HeartBtInt=60
ValidateFieldsOutOfOrder=N
UseDataDictionary=N
CheckLatency=N
SSLEnable=Y
SSLProtocols=TLS
SSLValidateCertificates=N
SSLCheckCertificateRevocation=N
SSLCertificate=G:\ClientProjects\aaaaaa\FixCfg\cert.pfx
SSLCertificatePassword=yyyyyy
SSLCACertificate=G:\ClientProjects\aaaaaa\FixCfg\CACerts.pem
SSLRequireClientCertificate=Y
Thanks,
Matthijs
________________________________
Poligram GmbH
Rilkeweg 4
59519 M?hnesee
Gesch?ftsf?hrung: Roberto Reff
Registergericht: Amtsgericht Arnsberg
Registernummer: HRB10900
USt.ID: DE251226082
http://www.poligram.de
This message contains confidential information and is intended only for the individual(s) addressed in the message. If you are not the named addressee, you should not disseminate, distribute, or copy this e-mail. If you are not the intended recipient, you are notified that disclosing, distributing, or copying this e-mail is strictly prohibited.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20180712/ef51e404/attachment.html>
------------------------------
Subject: Digest Footer
_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
------------------------------
End of Quickfixn Digest, Vol 81, Issue 10
*****************************************
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20180712/5a8ae2ee/attachment.html>
------------------------------
Subject: Digest Footer
_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
------------------------------
End of Quickfixn Digest, Vol 81, Issue 11
*****************************************
More information about the Quickfixn
mailing list