Re: Quickfixj-users Digest, Vol 133, Issue 8

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Re: Quickfixj-users Digest, Vol 133, Issue 8

Anila Saifan
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Team,

How do I know the last message sequence number processed in quickfixj .In my message logs I get session level rejects and also could see 369=0 .Please help me debug the issue.I want to know whether my records have been processed or not.

Also I see a failure pattern when trying to submit a file using quickfixj to third party.

One my first submission using quickfixj I am able to submit the file with no rejects .But when I try to submit the same file again I get rejects .
I get 35=j and 35=3

Invalid tag number

Also when I try to submit some other file I see message  rejects in the logs of the previous file I submitted and the current file I submitted .

With the same error Invalid tag number.

Any Idea how do I debug the issue?

Many thanks

On Jul 7, 2017 3:12 PM, <[hidden email]> wrote:
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Today's Topics:

   1. Re: Verbose descriptions in data dictionary XML & version
      1.7? (Freedman, Jon)
   2. Re: Verbose descriptions in data dictionary XML & version
      1.7? (Freedman, Jon)


----------------------------------------------------------------------

Message: 1
Date: Fri, 7 Jul 2017 08:47:44 +0000
From: "Freedman, Jon" <[hidden email]>
To: "'[hidden email]'" <[hidden email]>,
        "[hidden email]"
        <[hidden email]>
Subject: Re: [Quickfixj-users] Verbose descriptions in data dictionary
        XML & version 1.7?
Message-ID:
        <[hidden email]>
Content-Type: text/plain; charset="iso-8859-1"

I've done a diff of the generated sources and the results are identical.

From: Christoph John [mailto:[hidden email]]
Sent: 07 July 2017 08:54
To: [hidden email]; Freedman, Jon
Subject: Re: [Quickfixj-users] Verbose descriptions in data dictionary XML & version 1.7?

Hi,

thanks for the PR, I will have a look at it later. I think it is sensible to sanitise the values before creating the Java code.
The code generator was mostly used for the output of the QFJ data dictionary generator (it takes the FIX Repository files as input) and so there was yet no effort made to sanitise the values.

Did you check that the output of generated code with the dictionaries that ship with QFJ is still the same?

W.r.t. 1.7.x release plan: there is none. ;) I will look at getting 1.6.4 ready at the moment (approx. until end of August). 1.7.x is some time after that.

Cheers,
Chris.
On 06/07/17 16:33, Freedman, Jon wrote:

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/







I started looking at generating code for the data dictionaries provided by various counterparties we work with and ran into a fairly major issue with Bloomberg the codegenerator assumes the description for each field value will be a valid Java variable name.  I've created a PR which deals with this @ https://github.com/quickfix-j/quickfixj/pull/119 and have also queried with Bloomberg whether they will re-write their dictionary however I wonder if it may be worth merging this change anyway for flexibility.

Do people feel this is useful?  I was also curious as to the release plans for the 1.7 branch

Cheers

Jon



This email, the information therein and any attached materials (collectively the "Email") are intended only for the addressee(s) and may contain confidential, proprietary, copyrighted and/or privileged material. If you have received this Email in error please delete it and notify the sender immediately. This Email remains the property of Brevan Howard, which reserves the right to require its return (together with any copies or extracts thereof) at any time upon request. Any unauthorised review, retransmission, dissemination, forwarding, printing, copying or other use of this Email is prohibited. Brevan Howard may be legally required to review and retain outgoing and incoming email and produce it to regulatory authorities and others with legal rights to the information. Internet communications cannot be guaranteed to be secure or error free as information could be intercepted, changed corrupted, lost, arrive late or contain viruses. Brevan Howard accepts no liability for any errors or omissions in this Email which arise as a result of internet transmission. This Email is not an official confirmation of any transaction. Any comments or statements made herein do not necessarily reflect the views of Brevan Howard.
This Email is not an offer to sell or solicitation of an offer to buy any security or investment. It does not constitute or contain any investment advice and is being made without regard to the recipients investment objectives, financial situation or means. Past Performance is not an indicator of future results and Brevan Howard provides no assurance that future results will be consistent with any information provided herein or attached hereto. Brevan Howard and the sender make no warranties regarding the accuracy or completeness of the information in this Email and it should not be relied upon and is subject to change without notice. Brevan Howard and its representatives, officers and employees accept no responsibility for any losses suffered as a result of reliance on the information in this Email or the reliability, accuracy, or completeness thereof.
In this Email, "Brevan Howard" means Brevan Howard Asset Management LLP ("BHAM"), Brevan Howard Inc., Brevan Howard (Israel) Ltd and their respective affiliates. BHAM is a limited liability partnership authorised and regulated by the Financial Conduct Authority of the United Kingdom and registered in England & Wales (reg. no. OC302636).


--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:[hidden email]




http://www.macd.com<http://www.macd.com/>

________________________________

________________________________

MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10

 Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663

Gesch?ftsf?hrer: George Macdonald

________________________________

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take care of the environment - print only if necessary
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Message: 2
Date: Fri, 7 Jul 2017 09:42:02 +0000
From: "Freedman, Jon" <[hidden email]>
To: "'[hidden email]'" <[hidden email]>,
        "'[hidden email]'"
        <[hidden email]>
Subject: Re: [Quickfixj-users] Verbose descriptions in data dictionary
        XML & version 1.7?
Message-ID:
        <[hidden email]>
Content-Type: text/plain; charset="iso-8859-1"

I had a few issues with github but I think I've got my PRs lined up now so there are changes to both the 1.6 and 1.7 branches + a TravisCI PR just on master.  I'm going on vacation for a couple of weeks so it would be awesome if 1.6.4 could be cut a bit sooner, I'm happy to help make that happen.

From: Freedman, Jon
Sent: 07 July 2017 09:48
To: '[hidden email]'; [hidden email]
Subject: RE: [Quickfixj-users] Verbose descriptions in data dictionary XML & version 1.7?

I've done a diff of the generated sources and the results are identical.

From: Christoph John [mailto:[hidden email]]
Sent: 07 July 2017 08:54
To: [hidden email]<mailto:[hidden email]>; Freedman, Jon
Subject: Re: [Quickfixj-users] Verbose descriptions in data dictionary XML & version 1.7?

Hi,

thanks for the PR, I will have a look at it later. I think it is sensible to sanitise the values before creating the Java code.
The code generator was mostly used for the output of the QFJ data dictionary generator (it takes the FIX Repository files as input) and so there was yet no effort made to sanitise the values.

Did you check that the output of generated code with the dictionaries that ship with QFJ is still the same?

W.r.t. 1.7.x release plan: there is none. ;) I will look at getting 1.6.4 ready at the moment (approx. until end of August). 1.7.x is some time after that.

Cheers,
Chris.
On 06/07/17 16:33, Freedman, Jon wrote:

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/

QuickFIX/J Support: http://www.quickfixj.org/support/






I started looking at generating code for the data dictionaries provided by various counterparties we work with and ran into a fairly major issue with Bloomberg the codegenerator assumes the description for each field value will be a valid Java variable name.  I've created a PR which deals with this @ https://github.com/quickfix-j/quickfixj/pull/119 and have also queried with Bloomberg whether they will re-write their dictionary however I wonder if it may be worth merging this change anyway for flexibility.

Do people feel this is useful?  I was also curious as to the release plans for the 1.7 branch

Cheers

Jon



This email, the information therein and any attached materials (collectively the "Email") are intended only for the addressee(s) and may contain confidential, proprietary, copyrighted and/or privileged material. If you have received this Email in error please delete it and notify the sender immediately. This Email remains the property of Brevan Howard, which reserves the right to require its return (together with any copies or extracts thereof) at any time upon request. Any unauthorised review, retransmission, dissemination, forwarding, printing, copying or other use of this Email is prohibited. Brevan Howard may be legally required to review and retain outgoing and incoming email and produce it to regulatory authorities and others with legal rights to the information. Internet communications cannot be guaranteed to be secure or error free as information could be intercepted, changed corrupted, lost, arrive late or contain viruses. Brevan Howard accepts no liability for any errors or omissions in this Email which arise as a result of internet transmission. This Email is not an official confirmation of any transaction. Any comments or statements made herein do not necessarily reflect the views of Brevan Howard.
This Email is not an offer to sell or solicitation of an offer to buy any security or investment. It does not constitute or contain any investment advice and is being made without regard to the recipients investment objectives, financial situation or means. Past Performance is not an indicator of future results and Brevan Howard provides no assurance that future results will be consistent with any information provided herein or attached hereto. Brevan Howard and the sender make no warranties regarding the accuracy or completeness of the information in this Email and it should not be relied upon and is subject to change without notice. Brevan Howard and its representatives, officers and employees accept no responsibility for any losses suffered as a result of reliance on the information in this Email or the reliability, accuracy, or completeness thereof.
In this Email, "Brevan Howard" means Brevan Howard Asset Management LLP ("BHAM"), Brevan Howard Inc., Brevan Howard (Israel) Ltd and their respective affiliates. BHAM is a limited liability partnership authorised and regulated by the Financial Conduct Authority of the United Kingdom and registered in England & Wales (reg. no. OC302636).

--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:[hidden email]




http://www.macd.com<http://www.macd.com/>

________________________________

________________________________

MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10

 Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663

Gesch?ftsf?hrer: George Macdonald

________________________________

________________________________

take care of the environment - print only if necessary
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Re: Quickfixj-users Digest, Vol 133, Issue 8

Guido Medina
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



If you are going to reply to an existing e-mail at least change the subject and remove the text from the previous e-mail.
Failing to do so will only create confusion and discourage people from answering you, it would had only taken 10 seconds to do so even for most lazy person on planet earth.
Help us help you !!!

Thanks,

Guido.

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