RE: [Quickfix-developers] RE: In-Session Logon to Reset Sequence Number

[Jain, A. <Ani...@rb...>]

Correction - in oAdmin callback, I do not wait for heartbeat, but for any n=
ext event and check the flag.

-----Original Message-----
From: qui...@li... [mailto:quickfix-deve=
lop...@li...]On Behalf Of Jain, Anil
Sent: Thursday, January 19, 2006 12:06 PM
To: qui...@li...
Subject: [Quickfix-developers] RE: In-Session Logon to Reset Sequence Number


OK, I was able to do daily in-session logon reset (for weekly session conne=
ction) ONLY from the toAdmin callback.
=20
Sure 1.10.2 release notes say that the "logon" message may be modified for =
inserting ResetSeqNumFlag=3DY in toAdmin callback.=20
However "in-session logon" needed to reset sequence numbers, probably would=
 make more sense from fromAdmin, as it has to be done only after we receive=
 heartbeat response? The FIX protocol document says:
=20

One side will initiate the process by sending a TestRequest and wait for a =
Heartbeat in response to ensure of no sequence number gaps.  Once the Heart=
beat has been received, the initiator should send a Logon with ResetSeqNumF=
lag set to Y and with MsgSeqNum of 1.  The acceptor should respond with a L=
ogon with ResetSeqNumFlag set to Y and with MsgSeqNum of 1.  At this point =
new messages from either side should continue with MsgSeqNum of 2.

To achieve this, I merely flagged for logon reset in fromAdmin heartbeat in=
tercept and than waited for next heartbeat intercept in toAdmin to initiate=
 in-session logon.
I wonder, if somebody out here was able to do it in a cleaner way.
=20
Thanks.
=20
Anil
=20
=20

-----Original Message-----
From: Jain, Anil=20
Sent: Tuesday, January 17, 2006 2:31 PM
To: qui...@li...
Subject: In-Session Logon to Reset Sequence Number


Hi,
=20
It's been a good experience for us using QuickFIX. Thank you very much.
Recently, I attempted using In-Session logon to reset sequence numbers at s=
tart of day. I am the initiator.
The logon is successfully responded by the acceptor ECN, but QuickFIX immed=
iately  reacts with a logout message "MsgSeqNum too low, expecting 2 but re=
ceived 1".
Am I missing something?
=20
Cheers.
=20
Anil
=20
P=2ES. Code snippet:
  ...
  // In-Session Logon to Reset Sequence Number
  FIX::Message logon =3D message;
  logon.getHeader().setField( FIX::MsgType( FIX::MsgType_LOGON ) );
  logon.setField( FIX::EncryptMethod( 0 ) );
  logon.setField( FIX::HeartBtInt( 30 ) );
  FIX::ResetSeqNumFlag resetSeqNumFlag=3D"Y";
  logon.setField (resetSeqNumFlag);
  logon.getHeader().setField(FIX::MsgSeqNum(1));
  get_session() -> setNextTargetMsgSeqNum(0);
  get_session() -> setNextSenderMsgSeqNum(1);
  get_session() -> send(logon);


_______________________________________________________________________



This E-Mail (including any attachments) may contain privileged or confident=
ial information.  It is intended only for the addressee(s) indicated above.

The sender does not waive any of its rights, privileges or other protection=
s respecting this information. =20

Any distribution, copying or other use of this E-Mail or the information it=
 contains, by other than an intended recipient, is not sanctioned and is pr=
ohibited.

If you received this E-Mail in error, please delete it and advise the sende=
r (by return E-Mail or otherwise) immediately.



This E-Mail (including any attachments) has been scanned for viruses.=20

It is believed to be free of any virus or other defect that might affect an=
y computer system into which it is received and opened.=20

However, it is the responsibility of the recipient to ensure that it is vir=
us free.=20

The sender accepts no responsibility for any loss or damage arising in any =
way from its use.



E-Mail received by or sent from RBC Capital Markets is subject to review by=
 Supervisory personnel.=20

Such communications are retained and may be produced to regulatory authorit=
ies or others with legal rights to the information.

_______________________________________________________________________

This E-Mail (including any attachments) may contain privileged or confident=
ial information.  It is intended only for the addressee(s) indicated above.
The sender does not waive any of its rights, privileges or other protection=
s respecting this information. =20
Any distribution, copying or other use of this E-Mail or the information it=
 contains, by other than an intended recipient, is not sanctioned and is pr=
ohibited.
If you received this E-Mail in error, please delete it and advise the sende=
r (by return E-Mail or otherwise) immediately.

This E-Mail (including any attachments) has been scanned for viruses.=20
It is believed to be free of any virus or other defect that might affect an=
y computer system into which it is received and opened.=20
However, it is the responsibility of the recipient to ensure that it is vir=
us free.=20
The sender accepts no responsibility for any loss or damage arising in any =
way from its use.

E-Mail received by or sent from RBC Capital Markets is subject to review by=
 Supervisory personnel.=20
Such communications are retained and may be produced to regulatory authorit=
ies or others with legal rights to the information.