Re: [Quickfix-developers] What is correct?

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Do you have log files?

--oren

----- Original Message ----- 
From: "Sacha Grbic" <gr...@gm...>
To: <qui...@li...>
Sent: Tuesday, October 04, 2005 4:01 AM
Subject: [Quickfix-developers] What is correct?

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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|
>
>
>
>
>
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