[Quickfix-developers] implementation of msmq

[Parthosarathi K. <par...@gm...>]

hi friends..

im currently tryin to implement MSMQ in my orderserver(using quickfix 4.2 t=
o=20
create a interface between different clients and cme exchange)
the queue is located in the cmeorderserver machine and is implemented=20
between the clients and the cme order server.
the ideal situation-
1) the client places a request(order/cancel order etc) to the=20
cmeorderserver..which in turn places the same request to cme
2)in return cme processes the order and sends the execution report to=20
cmeorderserver and cme orderserver passes on to the client
now in pt.2 suppose the client gets dscon then we send the message(executio=
n=20
report) to the queue (which stores it accoding to targetcomp id of the=20
client)...now when the client logs back in..the cme order server reads the=
=20
pending msg from the q and sends it to the client

now the problem im facing is that when the client logs in the 2nd time ,the=
=20
messages are read from the queue to the client but the messages do not go t=
o=20
the messagecrack function
since as soon as the client logs on to cme orderserver it recives the unsen=
t=20
msgs from the q with msg sequence mismatch at the cleint side..=20

 the log files are

/*****FIX.4.2-CLIENT1-CMEORDERSERVER.event******/
20050901-14:54:04 : Initiated logon request
20050901-14:54:04 : Received logon response
20050901-14:54:04 : MsgSeqNum too high, expecting 535 but received=20
537(/**537 is the msg seq num of the execution
20050901-14:54:04 : Sent ResendRequest FROM: 535 TO: 0
20050901-14:54:09 : Received SequenceReset FROM: 536 TO: 538
20050901-15:01:48 : Dropped Connection

 /****FIX.4.2-CLIENT1-CMEORDERSERVER.incoming*****/
8=3D
FIX.4.2=019=3D113=0135=3DA=0134=3D537=0149=3DCMEORDERSERVER=0150=3DH65524N=
=0152=3D20050901-14:54:04.000=0156=3DCLIENT1=01142=3Dtest123=0195=3D3=0196=
=3DH65=0198=3D0=01108=3D30=0110=3D075=01

logon message from cmeorederserver

8=3D
FIX.4.2=019=3D342=0135=3D8=0134=3D535=0143=3DY=0149=3DCMEORDERSERVER=0150=
=3DH65524N=0152=3D20050901-14:54:04.000=0156=3DCLIENT1=01122=3D20050901-14:=
53:35=01142=3Dtest123=01369=3D2883=011=3D666666=016=3D0=0111=3D12345678=011=
4=3D0=0117=3D00014520050901095328=0120=3D0=0137=3D20050901002180=0138=3D100=
=0139=3D0=0140=3D2=0141=3D0=0144=3D124275=0148=3DCME000010306=0154=3D1=0155=
=3DES=0159=3D0=0160=3D20050901-14:53:28=01107=3DES20051200=01150=3D0=01151=
=3D100=01167=3DFUT=01432=3D20050901=0110=3D028=01

execution report (read from the queue and sent to the client)=20

8=3D
FIX.4.2=019=3D129=0135=3D4=0134=3D536=0143=3DY=0149=3DCMEORDERSERVER=0150=
=3DH65524N=0152=3D20050901-14:54:09.000=0156=3DCLIENT1=01122=3D20050901-14:=
54:09=01142=3Dtest123=0136=3D538=01123=3DY=0110=3D159=01

=20
as a result the message is lost..
regards=20
Partho