SenderSubID usage

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SenderSubID usage

Vladimir Kvasov
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi

I have a question regarding usage of a SenderSubID field. I plan to implement strategy, when several traders share the same Session and distinguished by SenderSubID.
What is the best way to implement it?
Is it ok to create session without specifying SenderSubID at all and then set this field each time I send something to a market:

quickfix.fix42.NewOrderSingle message = new quickfix.fix42.NewOrderSingle(
...skip...
message.getHeader().setField(new SenderSubID(request.getTraderLogin()));
...skip...
transport.sendToTarget(message, sessionId);

I'm not sure it's possible to do it in quickfix.Application.toApp(quickfix.Message message, quickfix.SessionID sessionID) method since all I have in this method is message and sessionID. sessionID is the same for all traders, so trader name must be already in one of the fields of my message.

any other variants?

thank you beforehand

_________________________________
Vladimir Kvasov

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Re: SenderSubID usage

Shepheard, Toby (London)
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/

Message
> "Is it ok to create session without specifying SenderSubID at all and then set this field each time I send something to a market"
Sure it is, I (and I'm sure many others) do something just like this.
 
> What is the best way to implement it?
Exactly where you put it depends on how you  build up your QFJ message objects, but I use various buildMessage() methods in a class heirarchy, and one of these takes care of the header data for every message I send out.  I don't think toApp is really the place for it as you don't have access to your own application data at that point - and it may not be appropriate for every message you send.
 
 
So for example in my QuoteBuilder class:
 
public Quote buildMessage(Request req) {
    Quote qfQuote = new Quote();
    super.buildMessage(qfQuote, req);
 
    qfQuote.set(.....)
        // do more stuff
        return qfQuote;
}
 
and then in the parent class...
 
protected void buildMessage(Message msg, Request request) {
    msg.getHeader().setString(SenderSubID.FIELD, request.getTraderName());
    // do more stuff
}
 
Hope that helps a little. I've over-simplified but that's the jist of how I've done it. Not saying it's the best or cleanest approach, but it works! Apologies for the non type-safe header setting, I'm on a somewhat older QFJ release and I think that it can be done in a more type-safe manner now.
 
 
Regards,
Toby
 
 
-----Original Message-----
From: [hidden email] [mailto:[hidden email]] On Behalf Of Vladimir Kvasov
Sent: 08 February 2007 14:52
To: [hidden email]
Subject: [Quickfixj-users] SenderSubID usage


Hi

I have a question regarding usage of a SenderSubID field. I plan to implement strategy, when several traders share the same Session and distinguished by SenderSubID.
What is the best way to implement it?
Is it ok to create session without specifying SenderSubID at all and then set this field each time I send something to a market:

quickfix.fix42.NewOrderSingle message = new quickfix.fix42.NewOrderSingle(
...skip...
message.getHeader().setField(new SenderSubID(request.getTraderLogin()));
...skip...
transport.sendToTarget(message, sessionId);

I'm not sure it's possible to do it in quickfix.Application.toApp(quickfix.Message message, quickfix.SessionID sessionID) method since all I have in this method is message and sessionID. sessionID is the same for all traders, so trader name must be already in one of the fields of my message.

any other variants?

thank you beforehand

_________________________________
Vladimir Kvasov

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Re: SenderSubID usage

Vladimir Kvasov
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi Toby,

thank you a lot for a quick response. I had some doubts because SenderSubID is a part of a message header and header data is specified at session level. So I thought maybe it's replaced somehow. Since it's ok to alter header at message creation point I'll use this appoach.

thank you.

_________________________________
Vladimir Kvasov




"Shepheard, Toby (London)" <[hidden email]>
Sent by: [hidden email]

08.02.2007 18:23

Please respond to
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cc
Subject
Re: [Quickfixj-users] SenderSubID usage





QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
> "Is it ok to create session without specifying SenderSubID at all and then set this field each time I send something to a market"
Sure it is, I (and I'm sure many others) do something just like this.
 
> What is the best way to implement it?
Exactly where you put it depends on how you  build up your QFJ message objects, but I use various buildMessage() methods in a class heirarchy, and one of these takes care of the header data for every message I send out.  I don't think toApp is really the place for it as you don't have access to your own application data at that point - and it may not be appropriate for every message you send.
 
 
So for example in my QuoteBuilder class:
 
public Quote buildMessage(Request req) {
    Quote qfQuote = new Quote();
    super.buildMessage(qfQuote, req);
 
    qfQuote.set(.....)
        // do more stuff
        return qfQuote;
}
 
and then in the parent class...
 
protected void buildMessage(Message msg, Request request) {
    msg.getHeader().setString(SenderSubID.FIELD, request.getTraderName());
    // do more stuff
}
 
Hope that helps a little. I've over-simplified but that's the jist of how I've done it. Not saying it's the best or cleanest approach, but it works! Apologies for the non type-safe header setting, I'm on a somewhat older QFJ release and I think that it can be done in a more type-safe manner now.
 
 
Regards,
Toby
 
 
-----Original Message-----
From:
[hidden email] [mailto:[hidden email]] On Behalf Of Vladimir Kvasov
Sent:
08 February 2007 14:52
To:
[hidden email]
Subject:
[Quickfixj-users] SenderSubID usage


Hi


I have a question regarding usage of a SenderSubID field. I plan to implement strategy, when several traders share the same Session and distinguished by SenderSubID.
What is the best way to implement it?

Is it ok to create session without specifying SenderSubID at all and then set this field each time I send something to a market:


quickfix.fix42.NewOrderSingle message = new quickfix.fix42.NewOrderSingle(

...skip...

message.getHeader().setField(new SenderSubID(request.getTraderLogin()));

...skip...

transport.sendToTarget(message, sessionId);


I'm not sure it's possible to do it in quickfix.Application.toApp(quickfix.Message message, quickfix.SessionID sessionID) method since all I have in this method is message and sessionID. sessionID is the same for all traders, so trader name must be already in one of the fields of my message.


any other variants?


thank you beforehand


_________________________________
Vladimir Kvasov


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are not the intended recipient (or have received this e-mail in error)
please notify the sender immediately and destroy this e-mail. Any
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e-mail is strictly forbidden.



If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here for important additional terms relating to this e-mail.     http://www.ml.com/email_terms/

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Logout Message

AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi,

It would be helpful to print the logout message in the log, just like other
admin msgs like Logon and Heartbeat. For example, if sequence numbers are
out of sync, the counterparty will send back logout message in response of
my logon message. If I can see the logout message in the log, i know what
they are expecting right away; otherwise i need to go to DB to figure it
out.

I think Quickfix has similar issue.

Thanks
Alvin



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Re: Logout Message

AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Sorry, I did not make it clear. The root is that Logout Messaeg does not
trigger the "fromApp" callback method.

Thanks




                                                                           
             Alvin Wang                                                    
             <[hidden email]>                                              
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                                                                   Subject
             02/13/2007 11:23          [Quickfixj-users] Logout Message    
             AM                                                            
                                                                           
                                                                           
             Please respond to                                            
             quickfixj-users@l                                            
             ists.sourceforge.                                            
                    net                                                    
                                                                           
                                                                           



QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi,

It would be helpful to print the logout message in the log, just like other
admin msgs like Logon and Heartbeat. For example, if sequence numbers are
out of sync, the counterparty will send back logout message in response of
my logon message. If I can see the logout message in the log, i know what
they are expecting right away; otherwise i need to go to DB to figure it
out.

I think Quickfix has similar issue.

Thanks
Alvin




*******************************************************************************

This e-mail message is intended solely for the use of the addressee.
The message may contain information that is privileged and
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Disclosure to anyone other than the intended recipient is prohibited.
If you are not the intended recipient, please do not disseminate,
distribute or copy this communication, by e-mail or otherwise. Instead,
please notify us immediately by return e-mail(including the original
message with your reply) and then delete and discard all copies of the
message. We have taken precautions to minimize the risk of  transmitting
software viruses but nevertheless advise you to carry out your own
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no liability for any loss or damage caused by software viruses.
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Re: Logout Message

Shepheard, Toby (London)
In reply to this post by AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Admin messages use the toAdmin and fromAdmin callbacks instead, you
could add your own logging in those methods if you required.

Having said that, QFJ should log all incoming and outbound messages as
part of the QFJ logging anyway (take a look at Session.java, in the
send(String messageString) method it logs all outgoing messages before
it attempts to send them) so it sounds like you've not configured QFJ to
log to file which might be the better approach.

Regards,
Toby

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
Alvin Wang
Sent: 13 February 2007 16:27
To: [hidden email]
Cc: [hidden email];
[hidden email]
Subject: Re: [Quickfixj-users] Logout Message


QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Sorry, I did not make it clear. The root is that Logout Messaeg does not
trigger the "fromApp" callback method.

Thanks




 

             Alvin Wang

             <[hidden email]>

             Sent by:
To
             quickfixj-users-b
[hidden email]
             [hidden email]         et

             ceforge.net
cc
 

 
Subject
             02/13/2007 11:23          [Quickfixj-users] Logout Message

             AM

 

 

             Please respond to

             quickfixj-users@l

             ists.sourceforge.

                    net

 

 




QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi,

It would be helpful to print the logout message in the log, just like
other
admin msgs like Logon and Heartbeat. For example, if sequence numbers
are
out of sync, the counterparty will send back logout message in response
of
my logon message. If I can see the logout message in the log, i know
what
they are expecting right away; otherwise i need to go to DB to figure it
out.

I think Quickfix has similar issue.

Thanks
Alvin




************************************************************************
*******

This e-mail message is intended solely for the use of the addressee.
The message may contain information that is privileged and
confidential.
Disclosure to anyone other than the intended recipient is prohibited.
If you are not the intended recipient, please do not disseminate,
distribute or copy this communication, by e-mail or otherwise. Instead,
please notify us immediately by return e-mail(including the original
message with your reply) and then delete and discard all copies of the
message. We have taken precautions to minimize the risk of  transmitting
software viruses but nevertheless advise you to carry out your own
virus checks on any attachment to this message.  We accept
no liability for any loss or damage caused by software viruses.
************************************************************************
*******




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Re: Logout Message

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

Toby,

I did not make it clear. I found that Logout Messaeg does not trigger the
"fromApp" callback method, so I cannot log the logout message in my own
master log

Thanks



                                                                           
             "Shepheard, Toby                                              
             (London)"                                                    
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                                       Re: [Quickfixj-users] Logout        
                                       Message                            
             02/13/2007 11:47                                              
             AM                                                            
                                                                           
                                                                           
             Please respond to                                            
             quickfixj-users@l                                            
             ists.sourceforge.                                            
                    net                                                    
                                                                           
                                                                           



QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Admin messages use the toAdmin and fromAdmin callbacks instead, you
could add your own logging in those methods if you required.

Having said that, QFJ should log all incoming and outbound messages as
part of the QFJ logging anyway (take a look at Session.java, in the
send(String messageString) method it logs all outgoing messages before
it attempts to send them) so it sounds like you've not configured QFJ to
log to file which might be the better approach.

Regards,
Toby

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
Alvin Wang
Sent: 13 February 2007 16:27
To: [hidden email]
Cc: [hidden email];
[hidden email]
Subject: Re: [Quickfixj-users] Logout Message


QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Sorry, I did not make it clear. The root is that Logout Messaeg does not
trigger the "fromApp" callback method.

Thanks






             Alvin Wang

             <[hidden email]>

             Sent by:
To
             quickfixj-users-b
[hidden email]
             [hidden email]         et

             ceforge.net
cc



Subject
             02/13/2007 11:23          [Quickfixj-users] Logout Message

             AM





             Please respond to

             quickfixj-users@l

             ists.sourceforge.

                    net








QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi,

It would be helpful to print the logout message in the log, just like
other
admin msgs like Logon and Heartbeat. For example, if sequence numbers
are
out of sync, the counterparty will send back logout message in response
of
my logon message. If I can see the logout message in the log, i know
what
they are expecting right away; otherwise i need to go to DB to figure it
out.

I think Quickfix has similar issue.

Thanks
Alvin




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Re: Logout Message

Oren Miller
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
No, but they come in the fromAdmin callback.

--oren

On Feb 13, 2007, at 10:56 AM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Toby,
>
> I did not make it clear. I found that Logout Messaeg does not  
> trigger the
> "fromApp" callback method, so I cannot log the logout message in my  
> own
> master log
>
> Thanks


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Re: Logout Message

AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Sorry, my mistake again. I do not think Logout (at least abnormal logout)
triggers fromAdmin callback, which is the problem.




                                                                           
             Oren Miller                                                  
             <oren@quickfixeng                                            
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             02/13/2007 12:47          Re: [Quickfixj-users] Logout        
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
No, but they come in the fromAdmin callback.

--oren

On Feb 13, 2007, at 10:56 AM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
> Toby,
>
> I did not make it clear. I found that Logout Messaeg does not
> trigger the
> "fromApp" callback method, so I cannot log the logout message in my
> own
> master log
>
> Thanks


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Re: Logout Message

Oren Miller
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Can you elaborate?  And 'abnormal' logout is typically a disconnect,  
in which case there is not logout message to pass along.

--oren

On Feb 13, 2007, at 12:28 PM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Sorry, my mistake again. I do not think Logout (at least abnormal  
> logout)
> triggers fromAdmin callback, which is the problem.


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Re: Logout Message

AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
i say 'abnormal' logout , meaning when seq number is out of sync, then
logout is sent to me in response of my logon




                                                                           
             Oren Miller                                                  
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             02/13/2007 02:49          Re: [Quickfixj-users] Logout        
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QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Can you elaborate?  And 'abnormal' logout is typically a disconnect,
in which case there is not logout message to pass along.

--oren

On Feb 13, 2007, at 12:28 PM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Sorry, my mistake again. I do not think Logout (at least abnormal
> logout)
> triggers fromAdmin callback, which is the problem.


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Re: Logout Message

Shepheard, Toby (London)
In reply to this post by AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Ahh, ok I wish you'd said that in the first place!

The callbacks within QFJ are made at the end of the verify method in
Session.java - and if there's an issue with the verification then it
will return without having made that callback. This is why it's not
picked up in your fromAdmin callback.

 I think the point here is that the Logout command is never actually
processed by the engine, instead it will follow the correct behaviour
for an invalid sequence number (too low or too high, you don't specify
which in this case) - this will then either cause a resendRequest or a
logout and disconnect from your side, depending which way it is. So you
could argue that this is correct behaviour as the FIX message is
technically invalid if the logout message itself is out of sequence - I
leave that to the likes of Steve and Oren to discuss though, I'm not
very good on the FIX specifics.

Regards,
Toby

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
Alvin Wang
Sent: 13 February 2007 19:52
To: [hidden email]
Cc: [hidden email];
[hidden email]
Subject: Re: [Quickfixj-users] Logout Message


QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
i say 'abnormal' logout , meaning when seq number is out of sync, then
logout is sent to me in response of my logon




 

             Oren Miller

             <oren@quickfixeng

             ine.org>
To
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Subject
             02/13/2007 02:49          Re: [Quickfixj-users] Logout

             PM                        Message

 

 

             Please respond to

             quickfixj-users@l

             ists.sourceforge.

                    net

 

 




QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Can you elaborate?  And 'abnormal' logout is typically a disconnect,
in which case there is not logout message to pass along.

--oren

On Feb 13, 2007, at 12:28 PM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Sorry, my mistake again. I do not think Logout (at least abnormal
> logout)
> triggers fromAdmin callback, which is the problem.


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Re: Logout Message

AWang
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
IMHO, this behavior has nothing to do with FIX spec, rather than how the
QuickFIX(J)'s API should be understood.

I believe in the future there will be a tag so counterparty can indicate in
Logout what seq it is expecting, so in fromApp I can adjust accordingly
without any manual intervention to recover the session. Now QF just
increments seq to try to meet with the counterparty's, but sometimes
counterparty is expecting a lower seq number. so the session will never be
able to recover itself.

BTW, onLogout will not help since it does not pass the Logout message




                                                                           
             "Shepheard, Toby                                              
             (London)"                                                    
             <Toby_Shepheard@m                                          To
             l.com>                    <[hidden email].
             Sent by:                  net>                                
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                                       Message                            
             02/14/2007 07:04                                              
             AM                                                            
                                                                           
                                                                           
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             quickfixj-users@l                                            
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                    net                                                    
                                                                           
                                                                           



QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Ahh, ok I wish you'd said that in the first place!

The callbacks within QFJ are made at the end of the verify method in
Session.java - and if there's an issue with the verification then it
will return without having made that callback. This is why it's not
picked up in your fromAdmin callback.

 I think the point here is that the Logout command is never actually
processed by the engine, instead it will follow the correct behaviour
for an invalid sequence number (too low or too high, you don't specify
which in this case) - this will then either cause a resendRequest or a
logout and disconnect from your side, depending which way it is. So you
could argue that this is correct behaviour as the FIX message is
technically invalid if the logout message itself is out of sequence - I
leave that to the likes of Steve and Oren to discuss though, I'm not
very good on the FIX specifics.

Regards,
Toby

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
Alvin Wang
Sent: 13 February 2007 19:52
To: [hidden email]
Cc: [hidden email];
[hidden email]
Subject: Re: [Quickfixj-users] Logout Message


QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
i say 'abnormal' logout , meaning when seq number is out of sync, then
logout is sent to me in response of my logon






             Oren Miller

             <oren@quickfixeng

             ine.org>
To
             Sent by:
[hidden email]
             quickfixj-users-b         et

             [hidden email]
cc
             ceforge.net
[hidden email]
                                       eforge.net


Subject
             02/13/2007 02:49          Re: [Quickfixj-users] Logout

             PM                        Message





             Please respond to

             quickfixj-users@l

             ists.sourceforge.

                    net








QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Can you elaborate?  And 'abnormal' logout is typically a disconnect,
in which case there is not logout message to pass along.

--oren

On Feb 13, 2007, at 12:28 PM, Alvin Wang wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> Sorry, my mistake again. I do not think Logout (at least abnormal
> logout)
> triggers fromAdmin callback, which is the problem.


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