Re: sendToTarget and "SessionNotFound" woes...

[Alex Marangos]

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Same errors.

 

Apologies for the confusion, I was trying various combinations and I copied the latest (working) version of my INI file when I was using the type-safe code.

 

 

Rgds,

Alexandros

----- Original Message ----
From: John Haldi <john@...>
To: Alex Marangos <alex.marangos@...>
Sent: Tuesday, 1 July, 2008 1:36:23 PM
Subject: RE: [Quickfix-developers] sendToTarget and "SessionNotFound" woes...

Alex,

 

I'm a little confused.  If you want to write FIX-version agnostic code, why are you using the DataDictionary for 4.0?

 

I don't know the details under the hood for the SendToTarget method, but what happens if you change UseDataDictionary to N, strip the DataDictionary entry from the config file completely, and then use the SendToTarget(msg,sID) signature with the quickfix.message object?

 

   John

---

From: quickfix-developers-bounces@... [mailto:quickfix-developers-bounces@...] On Behalf Of Alex Marangos
Sent: Tuesday, July 01, 2008 8:11 AM
To: quickfix-developers@...
Subject: [Quickfix-developers] sendToTarget and "SessionNotFound" woes...

Hi all,
 
I'm writing a simple QuickFix application (just evaluating it for now) in C#, and I'm having problems getting sendToTarget to work... Sorry for the length of this email, but I'm completely baffled by what does and doesn't work...
 
So far, I've created a ThreadedSocketInitiator with the following config:
 
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=40000
ReconnectInterval=60
FileStorePath=Logs\QuickFIX.Acceptor
FileLogPath=Logs\QuickFIX.Acceptor
PersistMessages=Y
 
[SESSION]
BeginString=FIX.4.0
SenderCompID=ACCEPTOR40
TargetCompID=INITIATOR40
StartTime=00:00:00
EndTime=23:59:59
HeartBtInt=5
UseDataDictionary=Y
DataDictionary=FIX40.xml
ValidateFieldsHaveValues=Y
ValidateFieldsOutOfOrder=N
 
On the receiving end I have an instance of the executor running, with the appropriate session configuration. I can start both applications and the sessions connect and heartbeat.
 
Now I'm confused as to what's needed when creating a FIX message and using sendToTarget() in my application, as in some cases it works, in others it doesn't. The code to create and send the message looks like:
 
01: string beginString = "FIX.4.0";
02: string senderCompID = "INITIATOR40";
03: string targetCompID = "ACCEPTOR40";
04: QuickFix.Message fixmsg = new QuickFix.Message();
05: QuickFix.BeginString bgn = new BeginString(beginString);
06: QuickFix.SenderCompID scid = new SenderCompID(senderCompID);
07: QuickFix.TargetCompID tcid = new TargetCompID(targetCompID);
08: QuickFix.MsgType msgType = new QuickFix.MsgType(QuickFix.MsgType.ORDER_SINGLE);
09: QuickFix.OrdType ordType = new QuickFix.OrdType(QuickFix.OrdType.MARKET);
10: int rnd = new System.Random().Next();
11: QuickFix.ClOrdID clOrdID = new QuickFix.ClOrdID(rnd.ToString());
12: QuickFix.HandlInst handlInst = new QuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PUBLIC);
13: QuickFix.OrderQty orderQty = new QuickFix.OrderQty(1000);
14: QuickFix.Symbol symbol = new QuickFix.Symbol("IBM");
15: QuickFix.Side side = new QuickFix.Side(QuickFix.Side.BUY);
16: fixmsg.getHeader().setField(bgn);
17: fixmsg.getHeader().setField(scid);
18: fixmsg.getHeader().setField(tcid);
19: fixmsg.setField(ordType);
20: fixmsg.setField(msgType);
21: fixmsg.setField(clOrdID);
22: fixmsg.setField(handlInst);
23: fixmsg.setField(symbol);
24: fixmsg.setField(side);
25: fixmsg.setField(orderQty);
26: fixmsg.setField(ordType);
27: Console.WriteLine("Message to send: {0}", fixmsg.ToString());
28: Console.WriteLine("BeginString: {0}", beginString);
29: Console.WriteLine("SenderCompID: {0}", senderCompID);
30: Console.WriteLine("TargetCompID: {0}", targetCompID);
31: SessionID sID = new SessionID(beginString, senderCompID, targetCompID);
32: Console.WriteLine("Session Exists: {0}", Session.doesSessionExist(sID));
33: Session.sendToTarget(fixmsg, senderCompID, targetCompID);
 
This throws a "SessionNotFound" error. Session.doesSessionExist(sID) returns "True", however...
 
And if I replace sendToTarget() with:
Session.sendToTarget(fixmsg, sID);
 
I get an exception as follows:
System.Runtime.InteropServices.SEHException: External component has thrown an exception.
   at _CxxThrowException(Void* , _s__ThrowInfo* )
   at FIX.FieldMap.getField(FieldMap* , FieldBase* field)
   at Application.create(Application* , Message* unmanaged)
   at Application.toApp(Application* , Message* message, SessionID* sessionID)
   at FIX.Session.sendToTarget(Message* , SessionID* )
   at QuickFix.Session.sendToTarget(Message message, SessionID sessionID)
   at QuickFIXMessageProvider.MessageProvider.Test2() in C:\Temp\QuickFIX\Prototypes\Test\Properties\MessageSender.cs:line 357
   at QuickFIXMessageProvider.MessageProvider.ReceivedMsg(Message msg, String SenderCompID, String TargetCompID, String BeginString) in C:\Temp\QuickFIX\Prototypes\Test\Properties\MessageSender.cs:line 245

Now, if I change my code above to use QuickFix40.NewOrderSingle (instead of QuickFix.Message), it works...
So just change line 04 to read:
 
04: QuickFix40.NewOrderSingle fixmsg = new QuickFix40.NewOrderSingle();
(commenting out lines 08 and 20 which set the MsgType)
 
With the above changes (using version-specific message class), sendToTarget works fine, regardles of which method signature I use... (and sendToTarget(fixmsg, sID) doesn't throw the above exception either, it works fine).
 
I'd like to avoid using FIX version-specific code if possible, which is why I'm trying to figure out what I need to do to get my code above to work correctly.
 
Any help would be  appreciated.
 
Rgds,
Alexandros

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