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<p class="MsoPlainText">Grant,<o:p></o:p></p>
<p class="MsoPlainText"> Thanks for that, I have now managed to setup my initiator CLIENT1 and g<span style="color:#1F497D">o</span>t heartbeat communication with my EXECUTOR acceptor
<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText"><b><u><span style="color:red">Acceptor Executor VB code<o:p></o:p></span></u></b></p>
<p class="MsoPlainText">sub<o:p></o:p></p>
<p class="MsoNormal" style="margin-left:36.0pt;text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim osessionSettings As New SessionSettings("executor.cfg")<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim application As New Application<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim storeFactory As New FileStoreFactory(osessionSettings)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim logFactory As New ScreenLogFactory(osessionSettings)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim messageFactory As New DefaultMessageFactory<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim acceptor As New ThreadedSocketAcceptor _<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> (application, storeFactory, osessionSettings, logFactory)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> acceptor.Start()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Console.WriteLine("press <enter> to quit")<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Console.Read()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Do<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Call SendExecutionReport()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Loop While LoggedOn = False<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">End sub<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">Private Sub SendExecutionReport()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim sSenderCompID, sTargetCompID As String<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim symbol As New Symbol<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim side As New Symbol<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim ordType As New OrdType<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim orderQty As New OrderQty<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim price As New Price<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim clOrdID As New ClOrdID<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Dim mySessionID As QuickFix.SessionID<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="margin-left:36.0pt;text-indent:6.0pt;text-autospace:none">
<span style="font-size:9.5pt;font-family:Consolas">Dim executionReport As New QuickFix.FIX44.ExecutionReport(genOrderID(), genExecID(), New ExecType(ExecType.FILL), New OrdStatus(OrdStatus.FILLED), New Symbol, New Side, New LeavesQty(0), New CumQty(orderQty.getValue()),
New AvgPx(price.getValue()))<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> executionReport.Set(clOrdID)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> executionReport.Set(orderQty)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> executionReport.Set(New LastQty(orderQty.getValue()))<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> executionReport.Set(New LastPx(price.getValue()))<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> sSenderCompID = "EXECUTOR"<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> sTargetCompID = "CLIENT1"<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> mySessionID = New SessionID("FIX<span style="color:black">.</span>4.4", sSenderCompID, sTargetCompID)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Try<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Debug.Print("Sending Execution Report")<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:red"> Session.SendToTarget(executionReport, mySessionID)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> Catch ee As SessionNotFound<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> End Try<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> End Sub<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><b><u><span style="font-size:9.5pt;font-family:Consolas;color:red">Acceptor EXECUTOR - Config<o:p></o:p></span></u></b></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ConnectionType=acceptor<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SocketAcceptPort=5001<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SocketReuseAddress=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">StartTime=00:00:00<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">EndTime=00:00:00<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">FileLogPath=C:\fixfiles\logs<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">UseDataDictionary=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ResetOnLogon=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ResetOnLogout=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ResetOnDisconnect=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New""><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">[SESSION]<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">BeginString=FIX.4.4<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SenderCompID=EXECUTOR<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">TargetCompID=CLIENT1<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">FileStorePath=c:\fixfiles\<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">DataDictionary=C:\fixfiles\Spec\FIX44.xml<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue"><o:p> </o:p></span></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Once I add the <span style="font-size:9.5pt;font-family:Consolas">
SendExecutionReport</span> code it appears to work with no exception being generated, in debug the
<o:p></o:p></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;mso-fareast-language:EN-GB">Public Sub toApp(ByVal message As QuickFix.Message, ByVal sessionID As QuickFix.SessionID) Implements QuickFix.Application.ToApp<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;mso-fareast-language:EN-GB">End Sub<o:p></o:p></span></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">ToApp g<span style="color:#1F497D">o</span>t invoked (in executor) after the<span style="font-size:9.5pt;font-family:Consolas;color:red"> Session.SendToTarget
</span><span style="font-size:9.5pt;font-family:Consolas">is run</span> but I am not getting any response in the CLIENT
<o:p></o:p></p>
<p class="MsoPlainText"><b><u><span style="color:red">Initiator CLIENT1 VB code<o:p></o:p></span></u></b></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black">Sub Main()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> mySessionSettings = New SessionSettings("myconfig.cfg")<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myApplication = New Application<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myStoreFactory = New FileStoreFactory(mySessionSettings)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myMessageFactory = New DefaultMessageFactory<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myLogFactory = New ScreenLogFactory(True, True, True)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myInitiator = New QuickFix.Transport.SocketInitiator(myApplication, myStoreFactory, mySessionSettings, myLogFactory)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> myInitiator.start()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> Do<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> Loop While LoggedOn = False<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> End Sub<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><u><span style="font-size:9.5pt;font-family:Consolas;color:red">I was expecting to get a response in OnMessage for my 44 execution report
<o:p></o:p></span></u></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black">Public Overloads Sub
</span><b><u><span style="font-size:9.5pt;font-family:Consolas;color:red">onMessage</span></u></b><span style="font-size:9.5pt;font-family:Consolas;color:black">(ByVal message As QuickFix.FIX44.ExecutionReport, ByVal Param As QuickFix.SessionID)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> System.Console.WriteLine()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> MsgBox("mesaage received")<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"> End Sub<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:black"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><b><u><span style="font-size:9.5pt;font-family:Consolas;color:red">Initiator CLIENT1 - myconfig.cfg<o:p></o:p></span></u></b></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">[DEFAULT]<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ConnectionType=initiator<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ReconnectInterval=2<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">FileStorePath=c:\fixfiles<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">StartTime=00:00:00<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">EndTime=00:00:00<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">UseDataDictionary=N<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">DataDictionary=C:\fixfiles\Dictionary\<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">HttpAcceptPort=9911<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SocketConnectHost=127.0.0.1<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SocketConnectPort=5001<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">FileLogPath=C:\fixfiles\logs<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">LogoutTimeout=5<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">ResetOnLogon=Y<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New""># standard config elements<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">[SESSION]<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New""># inherit ConnectionType, ReconnectInterval and SenderCompID from default<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">BeginString=FIX.4.4<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">SenderCompID=CLIENT1<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">TargetCompID=EXECUTOR<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-family:"Courier New"">HeartBtInt=30
<o:p></o:p></span></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Any suggestions would be appreciated<o:p></o:p></p>
<p class="MsoPlainText">Thanks<o:p></o:p></p>
<p class="MsoPlainText">Jonathan<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Message: 2<o:p></o:p></p>
<p class="MsoPlainText">Date: Tue, 14 Aug 2012 09:43:58 -0500<o:p></o:p></p>
<p class="MsoPlainText">From: Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com">gbirchmeier@connamara.com</a>><o:p></o:p></p>
<p class="MsoPlainText">To: "Mailing list for QuickFIX/n" <<a href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a>><o:p></o:p></p>
<p class="MsoPlainText">Subject: Re: {{Quickfixn}} re question RE: Quickfixn Digest, Vol 10,<o:p></o:p></p>
<p class="MsoPlainText"> Issue 23<o:p></o:p></p>
<p class="MsoPlainText">Message-ID:<o:p></o:p></p>
<p class="MsoPlainText"> <<a href="mailto:CAMq4opNqfiKxx85-S5QuHoyeDFp7syzg-YLs5h8N=g7XvbXVnQ@mail.gmail.com">CAMq4opNqfiKxx85-S5QuHoyeDFp7syzg-YLs5h8N=g7XvbXVnQ@mail.gmail.com</a>><o:p></o:p></p>
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<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Your Initiator code looks alright at a glance. (I don't know VB, but it seems obvious enough.)<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Looks like you want to write an Acceptor to test your app against. I don't recommend using SimpleAcceptor. Instead, I'd look at Executor. It's a simple app that responds to every NewOrderSingle message with an ExecutionReport message
(it does this in the OnMessage/NewOrderSingle handler). I think you'll see how it works fairly quickly. (For your purposes, you can cut out all the non-FIX4.4 functions.)<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Since you're not sending NewOrder messages, you'll want to trigger to the ExecReport some other way. You can easily move that ExecReport creation/sending code into a standalone function, and maybe you can trigger that on-demand via,
say, a button or command-line command.<o:p></o:p></p>
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<p class="MsoPlainText">You can use the same config for both Init and Acc, but each will need it's own [SESSION] section with ConnectionType specified. The TargetCompID for one should be the SenderCompID for the other.<o:p></o:p></p>
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<p class="MsoPlainText">One last detail: Do you have a specification for Bloomberg's ExecReport interface?<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">FIX is a very slippery protocol, and no counterparty I've ever worked with uses the default vanilla message formats. I'd guess that Bloomberg has added or altered fields, and they should have documentation detailing that.<o:p></o:p></p>
<p class="MsoPlainText">In that case, you'll need to update the DataDictionary to match Bloomberg.<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">Also, Bloomberg's config might require you to change some settings in your config. You should review the options in the QF/n config doc page.<o:p></o:p></p>
<p class="MsoPlainText"><a href="http://quickfixn.org/tutorial/configuration">http://quickfixn.org/tutorial/configuration</a><o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">-Grant<o:p></o:p></p>
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