Re: Retransmissions request on UDP for ITCH
Carlos Hernández <carlos3.14@...>
Thanks so much Frank! Honestly, we are skidding on a stupid c networking detail. The spec asks me to open a socket to receive both the multicast UDP packets and the retransmissions (still UDP but unicast) while using the same socket to send the resend request. How would I go about opening such socket? Thanks for everybody's time. --C
On Tue, Mar 7, 2017 at 8:24 AM, Frank Quinn <fquinn@...> wrote:
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OpenMAMA-6.2.0-rc1 Now Available
Frank Quinn <fquinn.ni@...>
Hi Folks, We are pleased to announce the first release candidate for OpenMAMA 6.2.0 is now available including binary releases: This release bumps the version of OpenMAMA up to 6.2.0 due to recent MAMA Payload changes which could potentially break the bridge for payload bridges which treat mamaDateTime as a U64 pointer and attempt direct access. See the RFC on the change for for more details. Payload bridge developers in particular are encouraged to rigorously test their bridges with this release. Key changes and bugfixes included in this release:
For a complete list of all 22 issues and pull requests included in this release, please see here: https://github.com/OpenMAMA/OpenMAMA/milestone/6?closed=1 Cheers,Frank
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Code change(s) just landed on origin/next (Successful)
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[Frank Quinn] UNITTEST: Fixed issue with windows unit tests mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp common/c_cpp/src/gunittest/c/timertest.cpp
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OpenMAMA_RPM - Build # 523 - Still Failing!
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[fquinn.ni] MAMA: Cleanup ahead of OpenMAMA 6.2.0 cut mama/c_cpp/src/c/mama.c common/c_cpp/src/c/thread.c mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp mama/c_cpp/src/gunittest/c/payload/payloadgeneraltests.cpp mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/c/bridge.h mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookWriter.cpp mama/c_cpp/src/cpp/datetime.cpp
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[fquinn.ni] MAMA: Cleanup ahead of OpenMAMA 6.2.0 cut mama/c_cpp/src/c/mama.c common/c_cpp/src/c/thread.c mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookWriter.cpp mama/c_cpp/src/c/bridge.h mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp mama/c_cpp/src/gunittest/c/payload/payloadgeneraltests.cpp mama/c_cpp/src/cpp/datetime.cpp mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp
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OpenMAMA_RPM - Build # 522 - Failure!
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[fquinn.ni] MAMA: Cleanup ahead of OpenMAMA 6.2.0 cut mama/c_cpp/src/c/bridge.h mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp mama/c_cpp/src/cpp/datetime.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookWriter.cpp mama/c_cpp/src/gunittest/c/payload/payloadgeneraltests.cpp common/c_cpp/src/c/thread.c mama/c_cpp/src/c/mama.c mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp
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Re: Retransmissions request on UDP for ITCH
Frank Quinn <fquinn@...>
Hi Carlos,
This your own feed handler I take it? You writing it as an app or as a MAMA bridge?
Note I can’t share any proprietary Vela feed handler retransmission code if that’s what you’re asking… Happy to help on the MAMA side though.
Cheers, Frank
FRANK QUINN Principal Engineer - EMEA Vela Trading Technologies
O. +44 289 568 0209 ext. 3592
Adelaide Exchange Building, 2nd Floor, 24-26 Adelaide Street, Belfast, BT2 8GD velatradingtech.com | @vela_tt
From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...]
On Behalf Of Carlos Hernández
Sent: 07 March 2017 14:12 To: openmama-dev@... Subject: [Openmama-dev] Retransmissions request on UDP for ITCH
Hi folks,
I'm writing a feedhadler and the retransmission request from the feed handler to the feed on ITCH 4.1 is causing me headaches.
Anyone has any pointers on possible source code for this use?
Cheers
--C
-- Carlos J. Hernandez The information contained in this message may be privileged and confidential and protected from disclosure. If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to this message and deleting it from your computer. Thank you. Vela Trading Technologies LLC
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Retransmissions request on UDP for ITCH
Carlos Hernández <carlos3.14@...>
Hi folks, I'm writing a feedhadler and the retransmission request from the feed handler to the feed on ITCH 4.1 is causing me headaches. Anyone has any pointers on possible source code for this use? Cheers --C
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Code change(s) just landed on origin/next (Successful)
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[fquinn.ni] [GENERAL] Add .clang-format to OpenMAMA root directory .clang-format
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Code change(s) just landed on origin/next (Successful)
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[fquinn.ni] [MAMAC] Expose Middleware and Payload Bridge accessors mama/c_cpp/src/c/mama.c mama/c_cpp/src/gunittest/c/openclosetest.cpp mama/c_cpp/src/c/mama/mama.h [fquinn.ni] [MAMACPP] Adding payload bridge loading to CPP mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.cpp mama/c_cpp/src/cpp/mama/mamacpp.h mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.h mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/cpp/mamacpp.cpp [fquinn.ni] [MAMACPP] Expose payload and middleware accessors. mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/cpp/mamacpp.cpp mama/c_cpp/src/cpp/mama/mamacpp.h
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[fquinn.ni] [MAMAC] Expose Middleware and Payload Bridge accessors mama/c_cpp/src/c/mama.c mama/c_cpp/src/gunittest/c/openclosetest.cpp mama/c_cpp/src/c/mama/mama.h [fquinn.ni] [MAMACPP] Adding payload bridge loading to CPP mama/c_cpp/src/cpp/mama/mamacpp.h mama/c_cpp/src/cpp/mamacpp.cpp mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.h mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.cpp [fquinn.ni] [MAMACPP] Expose payload and middleware accessors. mama/c_cpp/src/cpp/mamacpp.cpp mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/cpp/mama/mamacpp.h
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[fquinn.ni] PLAT-742: For MAMA include files remove C++ 'using' directives mamda/c_cpp/src/cpp/MamdaSecStatusSymbolSourceAdapter.cpp mamda/c_cpp/src/examples/orderbooks/bookticker.cpp mamda/c_cpp/src/examples/auctionticker.cpp mamda/c_cpp/src/cpp/MamdaFundamentalListener.cpp mamda/c_cpp/src/examples/comboticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookPriceLevel.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookExceptions.h mamda/c_cpp/src/cpp/options/mamda/MamdaOptionChain.h mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDelta.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookDepthFilter.h mama/c_cpp/src/cpp/MamaSourceGroupManager.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaQuoteToBookListener.h mama/c_cpp/src/examples/cpp/mamasymbollistsubscribercpp.cpp mamda/c_cpp/src/examples/quoteticker.cpp mamda/c_cpp/src/examples/tradeticker.cpp mamda/c_cpp/src/cpp/mamda/MamdaDataException.h mamda/c_cpp/src/examples/orderbooks/bookchurn.cpp mamda/c_cpp/src/cpp/news/MamdaNewsManager.cpp mamda/c_cpp/src/examples/dictrequester.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDelta.h mamda/c_cpp/src/examples/currencyticker.cpp mamda/c_cpp/src/examples/orderimbalanceticker.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDeltaList.h mamda/c_cpp/src/cpp/orderbooks/MamdaQuoteToBookListener.cpp mama/c_cpp/src/cpp/MamaSourceManager.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionFields.h mamda/c_cpp/src/examples/orderbooks/atomicbookticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBook.h mamda/c_cpp/src/examples/orderbooks/bookpublisher.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDeltaList.cpp mamda/c_cpp/src/cpp/options/MamdaOptionContract.cpp mama/c_cpp/src/cpp/mama/MamaMsgField.h
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[fquinn.ni] PLAT-742: For MAMA include files remove C++ 'using' directives mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookExceptions.h mamda/c_cpp/src/cpp/MamdaSecStatusSymbolSourceAdapter.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionChain.h mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookPriceLevel.cpp mamda/c_cpp/src/examples/orderbooks/bookticker.cpp mamda/c_cpp/src/examples/quoteticker.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDeltaList.h mama/c_cpp/src/examples/cpp/mamasymbollistsubscribercpp.cpp mamda/c_cpp/src/examples/orderbooks/bookpublisher.cpp mama/c_cpp/src/cpp/MamaSourceManager.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp mamda/c_cpp/src/examples/comboticker.cpp mamda/c_cpp/src/cpp/options/MamdaOptionContract.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaQuoteToBookListener.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBook.h mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookDepthFilter.h mamda/c_cpp/src/examples/orderbooks/atomicbookticker.cpp mamda/c_cpp/src/examples/tradeticker.cpp mamda/c_cpp/src/cpp/mamda/MamdaDataException.h mamda/c_cpp/src/cpp/news/MamdaNewsManager.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDelta.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaQuoteToBookListener.h mama/c_cpp/src/cpp/MamaSourceGroupManager.cpp mama/c_cpp/src/cpp/mama/MamaMsgField.h mamda/c_cpp/src/examples/auctionticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDeltaList.cpp mamda/c_cpp/src/cpp/MamdaFundamentalListener.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionFields.h mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDelta.h mamda/c_cpp/src/examples/orderimbalanceticker.cpp mamda/c_cpp/src/examples/orderbooks/bookchurn.cpp mamda/c_cpp/src/examples/dictrequester.cpp mamda/c_cpp/src/examples/currencyticker.cpp
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OpenMAMA 6.2.0 Coming Soon
Frank Quinn <fquinn.ni@...>
Hi Folks, With the recent extended MAMA Date Time changes landing and various other fixes and tidy up, it's a good time to get a new release ready. If anyone has any issues they would like to see addressed with urgency in this release, please reply with details now, otherwise I'll cut a release candidate towards the end of this week / start of next week. Cheers, Frank
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Code change(s) just landed on origin/next (Successful)
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[fquinn.ni] BUILD: Fix for RPM build failure release_scripts/openmama-rpm.sh
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OpenMAMA_RPM - Build # 517 - Still Failing!
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[fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. C/CPP Changes mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/cpp/datetime.cpp mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/c/mama/types.h [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. JAVA/JNI mama/jni/src/com/wombat/mama/MamaDateTime.java mama/jni/src/c/mamadatetimejni.c [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures - Unittests. mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp [fquinn.ni] PLAT-971: Extend time range for mamaDateTime structures for C# mama/c_cpp/src/c/mama/msg.h mama/dotnet/src/cs/MamaMsg.cs mama/c_cpp/src/c/msg.c [fquinn.ni] PLAT-971: Junittests for PLAT-773 mama/jni/src/junittests/MamaDateTimeSetTimeZone.java [fquinn.ni] OpenMAMA pull request #245 changes mama/c_cpp/src/c/datetime.c mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetimeimpl.h mama/jni/src/c/mamadatetimejni.c [fquinn.ni] Added timespec based implementation for datetimei and updated C# and mama/jni/SConscript.win mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetimeimpl.h common/c_cpp/src/c/windows/wombat/port.h mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/jni/src/com/wombat/mama/MamaDateTime.java mama/c_cpp/src/c/msg.c mama/c_cpp/src/c/datetime.c
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[fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. C/CPP Changes mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/mama/types.h mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/cpp/datetime.cpp [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. JAVA/JNI mama/jni/src/com/wombat/mama/MamaDateTime.java mama/jni/src/c/mamadatetimejni.c [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures - Unittests. mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp [fquinn.ni] PLAT-971: Extend time range for mamaDateTime structures for C# mama/c_cpp/src/c/msg.c mama/c_cpp/src/c/mama/msg.h mama/dotnet/src/cs/MamaMsg.cs [fquinn.ni] PLAT-971: Junittests for PLAT-773 mama/jni/src/junittests/MamaDateTimeSetTimeZone.java [fquinn.ni] OpenMAMA pull request #245 changes mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetime.c mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetimeimpl.h [fquinn.ni] Added timespec based implementation for datetimei and updated C# and JNI mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/c/msg.c common/c_cpp/src/c/windows/wombat/port.h mama/jni/SConscript.win mama/jni/src/com/wombat/mama/MamaDateTime.java
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