[Quickfix-developers] Week Long Sessions

[Michael H. <mh...@li...>]

I am using QuickFix 1.94 to connect to SFE. They use a week long =
session. Here is my settings configuration file:

=20

[DEFAULT]

ConnectionType=3Dinitiator

HeartBtInt=3D5

FileStorePath=3D/var/reactor/prd/sfeprice/store

FileLogPath=3D/var/reactor/prd/sfeprice/logs

UseDataDictionary=3DN

ValidateFieldsOutOfOrder=3DN

ValidateFieldsHaveValues=3DN

CheckLatency=3DN

SocketConnectHost=3D192.168.14.149

SocketConnectPort=3D2000

ReconnectInterval=3D5

StartDay=3DSunday

StartTime=3D21:00:00

EndDay=3DFriday

EndTime=3D21:00:00

=20

[SESSION]

BeginString=3DFIX.4.0

TargetCompID=3DSFE

SenderCompID=3DFCS

=20

SFE is base in Sydney and uses EST (UTC+11). At midnight and 1pm UTC =
QuickFix disconnects and reconnects every morning. It also resets the =
sequence numbers back to 1. This causes me about one minute down time =
because it has to download all of the contracts etc... before trading =
can start again. It also has to re-sync the sequence numbers.=20

=20

Do I have something wrong in the configuration file? Does anyone use =
QuickFix past midnight UTC? Is this a known issue?

=20

Thanks

=20

Michael Holm

Liquid Capital Markets Ltd
11 Old Jewry
London EC2R 8DU
Tel:020 7726 3028

=20


--=20
No virus found in this outgoing message.
Checked by AVG Anti-Virus.
Version: 7.0.344 / Virus Database: 267.12.6/152 - Release Date: =
31/10/2005
=20