Re: [Quickfix-developers] Message Recovery for previous days.

[Djalma R. d. S. F. <drs...@gm...>]

Hi Bharath,

IMHO, this is a request that should be handled in the application
layer and not in the session layer, maybe with a user defined message
you must create and not using the fix resend request.

When session is reset, quickfix simply empties the store to start
another brand new session, this means that all your messages from the
previous session are simply deleted at 17:30 CST. I believe that this
is the correct behaviour, because message resending using Resend
Request must work only for the current session.

But in order to be able to respond to this kind of recovery request,
your acceptor side must have the ability to backup all messages from
previous day. If the acceptor side is under your control and is also
using quickfix, I suggest that you modify the reset() method of the
quickfix store you are using there to make a copy of the messages
somewhere else before the regular implementation removes all of them.
With this backup the application will be able to replay all messages,
maybe with a PossResend indication.

Djalma


On Dec 12, 2007 9:22 PM, Bharath Kumar N <bha...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All,
>       We are implementing the Initiator side using Quickfix\J version
> 1.3.0.The FIX version is FIX.4.2.
> We are getting the daily fix trades/messages from the acceptor side.The
> acceptor side resets the session every day at 17:30 CST.
>
> Here are a few the setting from my cfg properties file.
>
> [session]
> BeginString=FIX.4.2
> ConnectionType=initiator
> SenderCompID=XXXX
> TargetCompID=YYYY
> StartTime=00:00:00
> EndTime=23:59:59
> #Reset the sequence number
> ResetOnDisconnect=Y
>
> The fix cleint application (initiator) at our end saves the messages into a
> table in the database as soon as a message is available.
>
> I have a few questions on how to implement the following logic:
>
> 1) The acceptor sends in the messages.Lets say that the application at our
> end which listens and saves the messages into the DB breaks down, but the
> the acceptor keeps on sending the message.
> To recover these messages we restart the fix client and at at logon ,we send
> a RESEND request from startseqNum 1 to endSeqNum 0 and get in all the
> messages for the day.Check for duplicates using the unique key ExecID and
> save into the database the missing messages.
>
> Since the session is reset everyday at 17:30 CST on the acceptor side.What
> if we want to process the trades for the day after the session is reset at
> the acceptor end ? How do we get the missing trades for the day after 17:30
> CST ?
>
> Appreciate all the help.
>
> Thanks
> Bharath
> --
> View this message in context: http://www.nabble.com/Message-Recovery-for-previous-days.-tp14305075p14305075.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
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