QuickFIX 1.10.2 is now available

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QuickFIX 1.10.2 is now available

Oren Miller
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

QuickFIX 1.10.2 is now available at http://www.quickfixengine.org/

A couple of point releases went out before I had a chance to announce  
1.10.0.  You can get the release notes for all versions here: http://
www.quickfixengine.org/NEWS

Well now.  It's been a bit longer between releases then normal, but  
here it is.  Not everything we wanted to get in here did, but we will  
be pushing for a 2.0 release and hope to incorporate some of our more  
ambitious goals.

Some of the things you will find in this version is automated support  
for SequenceResets.  If your engine receives one, it will reset your  
sequence numbers and send the appropriate ack.  If you attach a  
ResetSeqNumFlag=Y to your logon message, the engine will reset its  
sequence numbers appropriately.  This flag will also automatically  
attach itself at the appropriate time if you have ResetOnDisconnect  
or ResetOnLogoff set.

You can now reliably stop and start initiators and acceptors as much  
as you like.  Previously once you stopped in initiator or acceptor,  
it wasn't designed to be brought back up and you'd have to throw it  
away.  Now you can call start/stop as much as you like.  Even better,  
the initiator/acceptor will attempt to properly logout of all  
sessions before shutting down.  It will only forcibly take down a  
session if it doesn't respond withing 5 seconds to the logout attempt.

Some things with field validation.  You can turn them off for user  
defined fields with the ValidateUserDefinedFields configuration  
setting.  Also the validation algorithm will now check for required  
fields in the header, trailer, and repeating groups instead of just  
the main message body.

The much wanted method to getSessions from an initiator/acceptor is  
now available in all APIs.

And you can check the release notes for all the details.  Did we miss  
something?  Please enter it into the bugtracker (http://
www.quickfixengine.org/bugtracker/).  That's the best way to ensure  
that we don't miss it.  The mailing list has grown a bit much to be  
used as a way to reliably track such things (the developer list alone  
had 190 posts last month).  After reporting something to the list, if  
the discussion reveals a need for action, please help us out by  
entering it into the bugtracker and attaching any relevant log files.

--oren



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Session qualifier?

Steve Bate-5
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello,

I am curious about why QF uses session qualifiers as part of
the session identification rather than using subID and location.

I'm looking into implementing third-party message routing in
QFJ and this looks like the session qualifier technique might be
a problem.

Steve





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Re: Session qualifier?

Oren Miller
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Those fields can change on a per message basis.  We cannot rely on those
fields remaining constant inside a session.  Also the sessions themselves
may not be expected the presence of such fields and may even reject them.

This came about because some feeds are running sessions with identical
versions and comp ids while using the IP addresses or port number to
disambiguate the session.  A very bad idea, but one that needed a work
around.  Otherwise it would have required running multiple processes. You
can read more about the problem here:

http://sourceforge.net/mailarchive/message.php?msg_id=9120281
http://sourceforge.net/mailarchive/forum.php?thread_id=5249494&forum_id=103

----- Original Message -----
From: "Steve Bate" <[hidden email]>
To: <[hidden email]>
Sent: Tuesday, July 05, 2005 8:11 AM
Subject: [Quickfix-developers] Session qualifier?


> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I am curious about why QF uses session qualifiers as part of
> the session identification rather than using subID and location.
>
> I'm looking into implementing third-party message routing in
> QFJ and this looks like the session qualifier technique might be
> a problem.
>
> Steve
>
>
>
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by: Discover Easy Linux Migration Strategies
> from IBM. Find simple to follow Roadmaps, straightforward articles,
> informative Webcasts and more! Get everything you need to get up to
> speed, fast. http://ads.osdn.com/?ad_id=7477&alloc_id=16492&op=click
> _______________________________________________
> Quickfix-developers mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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RE: Session qualifier?

Steve Bate-5
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

> Those fields can change on a per message basis.  We cannot rely on
> those fields remaining constant inside a session.  Also the sessions
> themselves may not be expected the presence of such fields and may even
reject them.

Hi Oren,

Although those fields aren't required to be static, if they are used as part
of the session ID (as agreed by the counterparties) they can be assumed to
be static in that context and the session would be configured to expect them
(in fact, require them).

All the commercial FIX engines I've used have at least supported subID as an
optional part of the session ID, if not also the location field. Also, so
far I haven't connected with a counterparty that used a dynamic SenderSubID.
However, if they did, it obviously wouldn't be considered part of the
session ID.

The issue with the session qualifier is that there's no standard way for a
counterparter to send it to the FIX engine. This seems to make it difficult
to do third-party routing since the DeliverToCompID might refer to any
number of sessions. Some options are to reject ambiguous routing requests or
allow the configuration of session subIds for routing although they aren't
used as part of the session ID.

> This came about because some feeds are running sessions with identical
> versions and comp ids while using the IP addresses or port number to
> disambiguate the session.  A very bad idea, but one that needed a work
> around.  Otherwise it would have required running multiple processes.
> You can read more about the problem here:
>
> http://sourceforge.net/mailarchive/message.php?msg_id=9120281
> http://sourceforge.net/mailarchive/forum.php?thread_id=5249494&forum_i
> d=10
> 3

Interesting messages. Thanks for the pointers.

Why couldn't that scenario have been handled with the following type of
config?

[SESSION]
 SenderCompID=SENDER
 TargetCompID=TARGET
 TargetSubID=MARKETDATA
 
 
 [SESSION]
 SenderCompID=SENDER
 TargetCompID=TARGET
 TargetSubID=ORDER

Where TargetSubID is used instead of UserID (as in the original
message) or session qualifier?

Steve



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RE: Session qualifier?

Steve Bate-5
In reply to this post by Steve Bate-5
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

> Oren wrote:
> I suppose because that would cause the messages sent with a TargetSubID, a
> field which may not be supported by the counterparty (this was my
> understanding of the situation).
>
> I guess I'm not the most knowledgable person regarding this scenario as
> I've never encountered the need for it myself.  I'm open to other
> solutions, but we need to keep in mind that it seems it is pretty
> commonly used functionality.  I'm ok breaking backwards compatibility
> if there is a more elegant solution that fits better within the
> protocol.

It seems to be possible to add the support for optional subIDs and
locationIDs without removing the existing qualifier support. For
third-party routing, a message would be rejected if the destination
session is ambiguous due to duplicate TargetComp/Sub/LocationIDs,
even if the qualifiers are different.

Steve

> Again if anyone has comments on this, particularly people who are using
> this functionality, speak up as this will affect you in the future.
>
> --oren

> -----Original Message-----
> From: Oren Miller [mailto:[hidden email]]
> Sent: Tuesday, July 05, 2005 10:58 AM
> To: Steve Bate
> Subject: Re: [Quickfix-developers] Session qualifier?
>
> I suppose because that would cause the messages sent with a TargetSubID, a
> field which may not be supported by the counterparty (this was my
> understanding of the situation).
>
> I guess I'm not the most knowledgable person regarding this scenario as
> I've
> never encountered the need for it myself.  I'm open to other solutions,
> but
> we need to keep in mind that it seems it is pretty commonly used
> functionality.  I'm ok breaking backwards compatibility if there is a more
> elegant solution that fits better within the protocol.
>
> Again if anyone has comments on this, particularly people who are using
> this
> functionality, speak up as this will affect you in the future.
>
> --oren
>
> > Why couldn't that scenario have been handled with the following type of
> > config?
> >
> > [SESSION]
> > SenderCompID=SENDER
> > TargetCompID=TARGET
> > TargetSubID=MARKETDATA
> >
> >
> > [SESSION]
> > SenderCompID=SENDER
> > TargetCompID=TARGET
> > TargetSubID=ORDER
> >
> > Where TargetSubID is used instead of UserID (as in the original
> > message) or session qualifier?
> >
> > Steve
> >
> >




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