I am a software professional, mainly working on Java and related technologies. Started with Swing and moved to Web development. Learning has been intense, yet fun.
I have written so many test code in all these years but never shared it and many of them, I lost along the line. In this blog I am just sharing some old and some new test codes of mine. I am yet to identify a correct way of reading Technical Book :). You can follow this blog and will be notified by email, whenever a new post is available. Most of the post will be related to Java, Java EE, Spring, MicroServices, Hadoop, DataStructure and Algorithms, Hibernate, JPA, Maven, jQuery, JSF, Primefaces etc.
I have worked on different domain namely Logistic, Supply Chain but mainly Financial Market.
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Hi Prabhat..! How are you ?? My name is vijay and I am software Engineer, I followed your demo on FIX protocol, It was awesome.. Basically i need your help to understand more on protocol and required your guidelines & advices. Can you please help me out & i need your email address for communication, so can you please help me out..
Thanks in advance…!
Waiting for your prompt & positive response,
Thanks for your comment, since this blog is just an effort to share my knowledge I may not be able to help you much with understanding (because of time contraint) though I would strongly suggest you to look at fixprotocol.org and in case you have any specific queries I can help you in that.
Hope you understand.
Thanks for replying, i have 2 queries so can you please help me out in resolving them.I will be thankful to you.
8=FIX.4.2 9=71 35=A 34=1 49=TESTSESSION 52=20130311-13:37:04.812 56=TEST 98=0 108=30 141=Y 10=005
8=FIX.4.2 9=93 35=3 34=9 49=TEST 52=20130311-13:36:41.733 56=TESTSESSION58=Expecting SeqNum 2, received 1 45=34 10=206
I am trying to send Single order with the application, but i can’t connect with the exchange facing the problem of 58 Tag showing that Expecting SeqNum2, received 1 from exchange, i talked with the broker and he said Sequence No. should be initialized at start of Day (at Trading Session Start) but i am facing problem in connecting so can you please suggest me how to resolve this issue 😦 i can’t find any kind of help related i tried to reset sequence no but from exchange it’s not allowing me to reset the sequence number it’s restricted.
How to send market data request to exchange ? can you please send me some sample code to see that how we can set the values and send request for market data to exchange.
can you please help me out.
Waiting for your positive response,
Thanks in advance
1. Resetting should automatically be done by QuickFIX/J. Check in your config file what is the value for STARTDAY and ENDDAY also if you have specified STARTTIME and ENDTIME. So for a normal scenario of Monday to Friday working week and say 9 to 6 working hours, your QuickFIX/J configuration can look like
But remember to specify time in GMT and not your local time.
If your issue is still persistent then check what is the logout time at your exchange. Say if logout time is 5 second then you need to send hearbeat message say 5 sec for connection to be available and not getting lost. Hope this will resolve your issue.
2. I don’t have any sample code for MarketData but then it should be straight forward
a. Create message using a MessageFactory
b. Set Field in your message called as MarketDepth(1) // This will move it top of book so if message object in a is called message this piece will be message.setField(new MarketDepth(1));
c. Create a group for MARKET_DATA_REQUEST and add this group to your message object created in step a say message.addgroup();
d. Set number of Symbol in your message created in step a
e. For each symbol you will create a group with type as MARKET_DATA_REQUEST and add this group to your request.
I will try to compile these steps as workable code in a day or two and let you know.
Hope this helps.
Hi Prabhat, i have read with a lot of interest the entries
about spring security and user access control it is very
interesting. I’m not able to run some parts. I have a problem with
the “functionality remember me”, that is not working in my code.
I’m developing a java web application and now i’m creating the user
access security. Do you have any project with source to see the
whole stuff together working to see a running example of the ACL?
I am doing manipulation around logon message in acceptor side. If any client send me any log on message , i need to send some session rejects (35=3) . but i am not able find any source or idea for that except that it should be done from fromAdmin function.
Help me please
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