Re: [Quickfix-developers] non logged-on messages

[Brian E. <azz...@ya...>]

Oren -

Does FIX mandate PosDup on messages that were never even *attempted* to
be sent? That seems to be an odd requirement.

I would expect that perhaps the first message that gets enqueued due to
a missing socket connection might have to be PosDup'd (perhaps the
socket connection disappeared during a send), but on subsequent
messages the engine would know for sure whether that message had ever
been sent to the counterparty (even though it may not know whether it
reached the counterparty). Almost by definition, any message with a
sequence number greater than the sequence number of last message that
actually reached a valid socket/network-stream object is NOT a PosDup.

In our own home-rolled FIX engine we don't set the PosDup flag unless
the message is sent due to a sequence-resend request and the sequence
number is below the sequence number of the last known attempt at
transmission.

- Brian Erst
Thynk Software, Inc.

--- Oren Miller <or...@qu...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Any message that is sent as a result of a resend request, will always
>  
> have a PosDupFlag=Y attached to it.  This isn't QuickFIX specific,  
> but is mandated by the FIX specification itself.  In your case, if  
> something is added to the queue, it means that the message was not  
> successfully sent the first time around.  So when it does finally get
>  
> sent, it would be due to a resend request.  Even though this message 
> 
> was never sent, it is still labeled PosDup. This is why they call the
>  
> field PosDupFlag instead of DefinatelyDupFlag.
> 
> --oren
> 
> On Aug 31, 2005, at 2:26 AM, John GALLET wrote:
> 
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> 
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi there,
> >
> >
> >> Here's the problem in the example code
> (tradeclient/Application.cpp):
> >>
> > Thanks VERY MUCH for the explanation.
> >
> >
> >> This application will *never* resend messages, since they always
> have
> >> PossDupFlag=Y
> >>
> >
> > So the way it works is that the messages are written to the sending
>  
> > queue
> > with PossDupFlag=Y ? I would never have guessed the logic behind  
> > that. Is
> > there some documentation explaining the inner works of QF for
> message
> > exchanges that I missed ?
> >
> > Thanks again.
> >
> > Sincerely,
> > JG
> >
> >
> >
> >
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> 
> 
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