<div dir="ltr">Igor,<div><br></div><div>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 <font face="monospace, monospace">FileLogPath</font> in your <font face="monospace, monospace">SessionSettings</font> file (i.e. "my-config.txt").</div><div><br></div><div><br></div><div>Regarding <font face="monospace, monospace">ClOrdID</font>: this is a unique identifier assigned by you, which will be echoed back to you on <font face="monospace, monospace">ExecutionReports</font>, etc. so that you can associate orders with their responses. Per the FIX Protocol Specification: </div><div><br></div><blockquote style="margin:0 0 0 40px;border:none;padding:0px"><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><font face="times new roman, serif"><i>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.</i></font></blockquote></blockquote><div><br></div><div>You may find this online interactive specification helpful in understanding the various FIX Protocol messages and tags: <a href="http://fiximate.fixtrading.org/">http://fiximate.fixtrading.org/</a> </div><div><br></div><div><br></div><div>Regading setting the <font face="monospace, monospace">TimeInForce</font>:</div><div><br></div><blockquote style="margin:0 0 0 40px;border:none;padding:0px"><div><font face="monospace, monospace">order.Set(New TimeInForce(TimeInForce.GOOD_TIL_CANCEL))</font></div></blockquote><font face="arial, helvetica, sans-serif"><br></font><div><font face="arial, helvetica, sans-serif"><br></font></div></div><div class="gmail_extra"><br clear="all"><div><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><font face="arial, helvetica, sans-serif">--</font></div><font face="arial, helvetica, sans-serif">Mike Gatny<br>Connamara Systems, LLC</font></div></div></div>
<br><div class="gmail_quote">On Mon, Mar 19, 2018 at 5:12 PM, Mario Vitic <span dir="ltr"><<a href="mailto:igrview@gmail.com" target="_blank">igrview@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">
<span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">Hi, Thanks</span><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">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.</div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">I got this error in debug \log.txt:</div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br></div><div style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:12.8px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><div>0180319-20:36:11.447 : Created session</div><div>20180319-20:36:19.662 : Connecting to XXXXXXXXXXXXXXXXXxx</div><div>20180319-20:36:20.603 : Connection succeeded</div><div>20180319-20:37:44.162 : Initiated logon request</div><div>20180319-20:37:44.173 : Session FIX.4.4:XXXXXXXXXXXx->XXXXXXXX<wbr>XX disconnecting: System.Net.Sockets.SocketExcep<wbr>tion (0x80004005): An existing connection was forcibly closed by the remote host</div><div> at QuickFix.SocketInitiatorThread<wbr>.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)</div><div> at QuickFix.SocketInitiatorThread<wbr>.Read()</div><div><br></div><div>My code below... something is wrong with my <span> </span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">NewOrderSingle i guess?</span></div><div><br></div><div><div>Private Sub Button4_Click(sender As Object, e As EventArgs) Handles Button4.Click</div><div> Try</div><div> Dim settings As SessionSettings = New SessionSettings("my-config.txt<wbr>")</div><div> Dim myApp2 As IApplication = New TradeClientApp() </div><div> Dim storeFactory As IMessageStoreFactory = New FileStoreFactory(settings)</div><div> Dim logFactory As ILogFactory = New FileLogFactory(settings)</div><div> Dim initiator As SocketInitiator = New SocketInitiator(myApp2, storeFactory, settings, logFactory)</div><div><br></div><div> initiator.Start()</div><div> </div><div> <b><span> </span> TradeClientApp.Run()</b></div><div> initiator.Stop()</div><div><br></div><div> Catch ex As Exception</div><div> MessageBox.Show(ex.Message)</div><div> End Try</div><div> End Sub</div></div><div><br></div><div>===========</div><div class="gmail_extra">Then, <span> </span><b style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">In<span> </span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">TradeClientApp.Run() it calls this function:</span></b></div><div class="gmail_extra">===========</div><div class="gmail_extra"><br></div><div class="gmail_extra"><br></div><div class="gmail_extra"><div class="gmail_extra"> Shared Function QueryNewOrderSingleNEW44()</div><div class="gmail_extra"> Try</div><div class="gmail_extra"> Dim order = New QuickFix.FIX44.NewOrderSingle(<wbr>New ClOrdID("1234"),</div><div class="gmail_extra"> New Symbol("EUR/USD"),</div><div class="gmail_extra"> New Side(Side.BUY),</div><div class="gmail_extra"> New TransactTime(DateTime.Now),</div><div class="gmail_extra"> New OrdType(OrdType.MARKET))</div><div class="gmail_extra"> order.Account = New Account("01053978")</div><div class="gmail_extra"> order.Set(New OrderQty(1))</div><div class="gmail_extra"><br></div><div class="gmail_extra"> 'order.Set(New TimeInForce("GOOD_TILL_CANCEL"<wbr>) comment: doesn't work</div><div class="gmail_extra"><br></div><div class="gmail_extra"> Session.SendToTarget(order, MySessionID_X)</div><div class="gmail_extra"> Catch ex As Exception</div><div class="gmail_extra"> MessageBox.Show(ex.Message)</div><div class="gmail_extra"> End Try</div><div class="gmail_extra"> End Function</div><div class="gmail_extra"><br></div><div class="gmail_extra">Is <span> </span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">ClOrdID something arbitrary?</span></div><div class="gmail_extra">So what am I missing in my code please?</div><div class="gmail_extra">Is my <span> </span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline"><b>order.<span> </span></b></span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">missing some parameter?</span></div><div class="gmail_extra">How to set <span> </span><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">GOOD_TILL_CANCEL please?</span></div><div class="gmail_extra"><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline"><br></span></div><div class="gmail_extra"><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">Thank you</span></div><div class="gmail_extra"><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">Best regards</span></div><div class="gmail_extra"><span style="color:rgb(34,34,34);font-family:arial,sans-serif;font-size:small;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">Igor</span></div><div class="m_1488315880598539563gmail-yj6qo m_1488315880598539563gmail-ajU" style="outline:none;padding:10px 0px;width:22px;margin:2px 0px 0px"><div id="m_1488315880598539563gmail-:f7" class="m_1488315880598539563gmail-ajR" style="background-color:rgb(241,241,241);border:1px solid rgb(221,221,221);clear:both;line-height:6px;outline:none;width:20px"><img class="m_1488315880598539563gmail-ajT" src="https://ssl.gstatic.com/ui/v1/icons/mail/images/cleardot.gif" style="background:url("") no-repeat;height:8px;opacity:0.3;width:20px"></div></div></div></div><span class="">
<br><div class="gmail_extra"><br><div class="gmail_quote">2018-03-16 14:58 GMT+01:00 Mike Gatny <span dir="ltr"><<a href="mailto:mgatny@connamara.com" target="_blank">mgatny@connamara.com</a>></span>:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Igor,<div><br></div><div>Before quickfix/n was created, the C++ version of quickfix included an example application written in <a href="http://VB.NET" target="_blank">VB.NET</a>:</div><div><a href="https://github.com/quickfix/quickfix/tree/58a660cfae19dbd3e5697e64b1a3d789d4a735e1/examples/executor/vbnet" target="_blank">https://github.com/quickfix/qu<wbr>ickfix/tree/58a660cfae19dbd3e5<wbr>697e64b1a3d789d4a735e1/<wbr>examples/executor/vbnet</a></div><div><br></div><div>Although quickfix/n is not a drop-in replacement for the old quickfix/c++ .NET wrapper, this part of the <a href="http://VB.NET" target="_blank">VB.NET</a> example application might help you understand FromApp(), Crack(), etc.:</div><div><a href="https://github.com/quickfix/quickfix/blob/58a660cfae19dbd3e5697e64b1a3d789d4a735e1/examples/executor/vbnet/Application.vb" target="_blank">https://github.com/quickfix/qu<wbr>ickfix/blob/58a660cfae19dbd3e5<wbr>697e64b1a3d789d4a735e1/<wbr>examples/executor/vbnet/<wbr>Application.vb<br></a></div><div><br></div><div>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.</div></div></blockquote></div><br></div></span></div>
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