[Quickfix-developers] What is correct?
Brought to you by:
orenmnero
|
From: Sacha G. <gr...@gm...> - 2005-10-04 09:01:35
|
Hi I'm testing the behavior of a counterparty FIX engine using my self the new version 1.10.2 of QuickFix. Theres some time ago that i worked on a FIX based project and i'm not shure anymore how the session level behavior should be. Here the scenario: I'm sending a SingleOrder which can't be parsed from the counterparty. The counterparty responds by a test request followed by a Resend request. QuickFix seems to respond with a SequenceReset message setting the NewSeq number greather to the Sequence number of the SingleOrder (sent before) and GapFill to Yes. I'm not shure but this seems to be wrong because the Single Order sent before will be ignored. The test request is also not responded. I did the same test case with a commercial FIX engine which seems to handle the test case correctly by resending the order again and responding to the Test request. Who is wrong and why? Regards Sacha LOG QuickFIX: ------------- Logon - FIX.4.0:SENDERID->TARGETID <20050926-15:03:03, FIX.4.0:SENDERID->TARGETID, outgoing> (8=FIX.4.09=5935=0 34=66 49=SENDERID52=20050926-15:03:0356=TARGETID10=183) <20050926-15:03:04, FIX.4.0:SENDERID->TARGETID, incoming> (8=FIX.4.09=006835=049=TARGETID56=SENDERID 34=000069 43=N52=20050926-15:03:0310=205) OUT: 8=FIX.4.0|9=107|35=D| 34=67| 49=SENDERID|52=20050926-15:03:20|56=TARGETID|11=SE1|21=1|38=110|40=2|44=130| 54=1|55=SQN|99=0|10=203 <20050926-15:03:20, FIX.4.0:SENDERID->TARGETID, outgoing> (8=FIX.4.09=10735=D34=6749=SENDERID52=20050926-15:03:2056=TARGETID11=SE121 =138=11040=244=13054=155=SQN99=010=203) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, incoming> (8=FIX.4.09=006835=049=TARGETID56=SENDERID 34=000070 43=N52=20050926-15:03:2710=203) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, incoming> (8=FIX.4.09=0079 35=1 49=TARGETID56=SENDERID 34=000071 43=N52=20050926-15:03:27112=QUE:7010=045) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, outgoing> (8=FIX.4.09=7035=0 34=68 49=SENDERID52=20050926-15:03:2856=TARGETID112=QUE:7010=023) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, incoming> (8=FIX.4.09=008335=249=TARGETID56=SENDERID34=00007243=N52=20050926-15:03:2 77=6716=99999910=169) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, event> (Received ResendRequest FROM: 67 TO: 999999) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, outgoing> (8=FIX.4.09=9835=434=6743=Y49=SENDERID52=20050926-15:03:2856=TARGETID122=2 0050926-15:03:2836=69123=Y10=070) <20050926-15:03:28, FIX.4.0:SENDERID->TARGETID, event> (Sent SequenceReset TO: 69) <20050926-15:03:52, FIX.4.0:SENDERID->TARGETID, incoming> (8=FIX.4.09=006835=049=TARGETID56=SENDERID34=00007343=N52=20050926-15:03:5 110=203) LOG commercial FIX engine: -------------------------- 2005-09-27 09:03:58.734 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0068|35=0|49=TARGETID|56=SENDERID|34=000009|43=N|52=20050927-07: 04:01|10=200| 2005-09-27 09:03:59.670 [5569009] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=58|35=0|49=SENDERID|56=TARGETID|34=9|52=20050927-07:03:59|10=144 | 2005-09-27 09:04:03.632 [15915553] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=208|35=D|49=SENDERID|56=TARGETID|34=10|52=20050927-07:04:03|50=n ego|11=11278046430|40=2|21=3|54=1|44=25|55=AGF|38=10|59=1|109=ICBOURSE|48=FR 0000125924|1=1234|22=4|100=PA|15=EUR|60=20050208-10:25:06|58=sacha04|10=120| 2005-09-27 09:04:22.694 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0068|35=0|49=TARGETID|56=SENDERID|34=000010|43=N|52=20050927-07: 04:25|10=198| 2005-09-27 09:04:22.834 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0079|35=1|49=TARGETID|56=SENDERID|34=000011|43=N|52=20050927-07: 04:25|112=QUE:10|10=034| 2005-09-27 09:04:22.834 [27988400] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=70|35=0|49=SENDERID|56=TARGETID|34=11|52=20050927-07:04:22|112=Q UE:10|10=002| 2005-09-27 09:04:22.850 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0083|35=2|49=TARGETID|56=SENDERID|34=000012|43=N|52=20050927-07: 04:25|7=10|16=999999|10=152| 2005-09-27 09:04:22.850 [27988400] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=235|35=D|49=SENDERID|56=TARGETID|34=10|52=20050927-07:04:22|122= 20050927-07:04:03|43=Y|50=nego|11=11278046430|40=2|21=3|54=1|44=25|55=AGF|38 =10|59=1|109=ICBOURSE|48=FR0000125924|1=1234|22=4|100=PA|15=EUR|60=20050208- 10:25:06|58=sacha04|10=178| 2005-09-27 09:04:22.850 [27988400] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=98|35=4|49=SENDERID|56=TARGETID|34=11|52=20050927-07:04:22|43=Y| 122=20050927-07:04:22|123=Y|36=12|10=041| 2005-09-27 09:04:22.850 [27988400] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=77|35=1|49=SENDERID|56=TARGETID|34=12|52=20050927-07:04:22|112=s ynchronized?|10=228| 2005-09-27 09:04:22.866 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0086|35=0|49=TARGETID|56=SENDERID|34=000013|43=N|52=20050927-07: 04:25|112=synchronized?|10=250| 2005-09-27 09:04:46.654 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0068|35=0|49=TARGETID|56=SENDERID|34=000014|43=N|52=20050927-07: 04:49|10=208| 2005-09-27 09:04:46.810 [24252581] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=59|35=0|49=SENDERID|56=TARGETID|34=13|52=20050927-07:04:46|10=18 5| 2005-09-27 09:05:10.615 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0068|35=0|49=TARGETID|56=SENDERID|34=000015|43=N|52=20050927-07: 05:13|10=201| 2005-09-27 09:05:10.770 [24252581] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=59|35=0|49=SENDERID|56=TARGETID|34=14|52=20050927-07:05:10|10=17 8| 2005-09-27 09:05:34.571 [27988400] [FixSender] (DEBUG) Receiving 8=FIX.4.0|9=0068|35=0|49=TARGETID|56=SENDERID|34=000016|43=N|52=20050927-07: 05:37|10=208| 2005-09-27 09:05:34.726 [24252581] [FixSender] (DEBUG) Sending 8=FIX.4.0|9=59|35=0|49=SENDERID|56=TARGETID|34=15|52=20050927-07:05:34|10=18 5| |