[Quickfix-developers] Substituting message resend with Gap Fill

[Jain, A. <Ani...@rb...>]

I sent this mail, but do not see as being received - resending
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-----Original Message-----
Sent: Wednesday, July 26, 2006 5:06 PM

This is for QuickFIX 1.10.2:

Will anybody suggest what should I do, as an initiator, to send SequenceRes=
et-GapFill, every time we get resend request, irrespective of whether those=
 sequence numbers are for admin or trade messages to be sent.

As per FIX protocol, I have the following options:
1=2E Sequence Reset - GapFill	(35(MsgType)=3D2(Resend Request),43(PossDupFl=
ag)=3DY,123(GapFillFlag)=3DY
2=2E Sequence Reset - Reset	(35(MsgType)=3D2(Resend Request),43(PossDupFlag=
)=3DY,123(GapFillFlag)=3DN
3=2E Sequence Reset - GapFill for Admin Messages, resend messages with 43=
=3DY for trade messages

As is expected by default, QuickFIX implements the option (3), but we wish =
not to transmit outdated messages.

Sending SequenceReset - GapFill from fromAdmin did not work for certain ECN=
s=2E

07/26/06 14:38:11.095 : Created session
07/26/06 14:38:11.131 : Connecting to 141.228.53.67 on port 58123
07/26/06 14:38:11.207 : Connection succeeded
07/26/06 14:38:12.203 : 8=3DFIX.4.2|9=3D73|35=3DA|34=3D85|49=3DINITIATOR|52=
=3D20060726-18:38:12.203|56=3DACCEPTOR|98=3D0|108=3D30|10=3D054|
07/26/06 14:38:12.204 : Initiated logon request
07/26/06 14:38:12.886 : 8=3DFIX.4.2|9=3D69|35=3DA|49=3DACCEPTOR|56=3DINITIA=
TOR|34=3D78|52=3D20060726-18:38:12|108=3D30|98=3D0|10=3D122|
07/26/06 14:38:12.886 : Received logon response
07/26/06 14:38:12.963 : 8=3DFIX.4.2|9=3D68|35=3D2|49=3DACCEPTOR|56=3DINITIA=
TOR|34=3D79|52=3D20060726-18:38:12|7=3D84|16=3D84|10=3D068|
07/26/06 14:38:12.971 : 8=3DFIX.4.2|9=3D78|35=3D4|34=3D86|49=3DINITIATOR|52=
=3D20060726-18:38:12.971|56=3DACCEPTOR|36=3D85|43=3DY|123=3DY|10=3D097|
07/26/06 14:38:12.971 : Received ResendRequest FROM: 84 TO: 84
// The following SequenceReset sent from fromAdmin on getting ResendRequest
07/26/06 14:38:12.972 : 8=3DFIX.4.2|9=3D100|35=3D4|34=3D84|43=3DY|49=3DINIT=
IATOR|52=3D20060726-18:38:12.972|56=3DACCEPTOR|122=3D20060726-18:38:12|36=
=3D85|123=3DY|10=3D196|
07/26/06 14:38:12.972 : Sent SequenceReset TO: 85
07/26/06 14:38:13.259 : Disconnecting
07/26/06 14:38:13.259 : Socket Error: Connection reset by peer.

Regards,

Anil Jain



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