Re: [Quickfix-developers] What is correct?
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Re: [Quickfix-developers] What is correct?
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From: Dale W. <wil...@oc...> - 2005-10-04 17:02:01
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Hi Sacha,
Sacha Grbic wrote:
>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?
>
>
Look at the toApp method in the class derived from FIX::Application to
see if you have code that looks something like this:
try
{
FIX::PossDupFlag possDupFlag;
message.getHeader().getField( possDupFlag );
if ( possDupFlag ) throw FIX::DoNotSend();
}
catch ( FIX::FieldNotFound& ) {}
(this is from the quickfix/testclient example, BTW)
If so, remove it. Throwing FIX::DoNotSend() suppresses resending the
message so a gap fill is sent instead.
If you do not have such code, QuickFIX should retransmit the message
when asked.
Dale
>
>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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--
-----------------------------------------------------
Dale Wilson, Senior Software Engineer
Object Computing, Inc. (OCI)
http://www.ociweb.com/ http://www.theaceorb.com/
----------------------------------------------------
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