Re: [Quickfix-developers] What is correct?
Brought to you by:
orenmnero
|
From: Oren M. <or...@qu...> - 2005-10-04 18:55:05
|
Make sure you turn on logging for QuickFIX as well. You can use the FileLogFactory or ScreenLogFactory and pass it into your initiator. --oren ----- Original Message ----- From: "Sacha Grbic" <gr...@gm...> To: "Dale Wilson" <wil...@oc...>; "Sacha Grbic" <gr...@gm...> Cc: <qui...@li...> Sent: Tuesday, October 04, 2005 12:45 PM Subject: AW: [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 Dale I have: void Application::toApp (FIX:Message& message, const FIX::SessionID&, sessionsID ) throw ( FIX::DoNotSend ) { } hmm, looks like this could be the reason? I will check this tomorrow. Thx for the Feedback. Sacha -----Ursprüngliche Nachricht----- Von: Dale Wilson [mailto:wil...@oc...] Gesendet: Dienstag, 4. Oktober 2005 19:02 An: Sacha Grbic Cc: qui...@li... Betreff: Re: [Quickfix-developers] What is correct? 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=14 4 >| > >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=F R >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|3 8 >=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=1 8 >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=1 7 >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=1 8 >5| > > > > > >------------------------------------------------------- >This SF.Net email is sponsored by: >Power Architecture Resource Center: Free content, downloads, discussions, >and more. http://solutions.newsforge.com/ibmarch.tmpl >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- ------------------------------------------------------- This SF.Net email is sponsored by: Power Architecture Resource Center: Free content, downloads, discussions, and more. http://solutions.newsforge.com/ibmarch.tmpl _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |