[Quickfix-developers] RE: Session *NOT* Resetting
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From: Steinberg, J. <Jon...@bo...> - 2006-03-07 23:38:14
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I think I fixed my original problem, but I'm still having issues with the reliability of my sessions. (QuckFix 1.11.0 C# application using quickfix_net wrapper dll, VS 2003, Windows 2003 server) Here's what happened today. When My session started up at 5 AM , apparently the session did not get reset; Here's the event log: 2006-03-06 05:00:11.290 Connecting to xx.xx.xx.xxx on port yyyy 2006-03-06 05:00:12.353 Connection succeeded 2006-03-06 05:00:15.050 PURGING MESSAGES 2006-03-06 05:00:15.067 Updating Session: Old Session creation time :Mar 3 2006 10:00AM 2006-03-06 05:00:15.067 UPDATING SESSION INFO: CreationTime Mar 6 2006 10:00AM incoming seq: 1 outgoing seq: 1 2006-03-06 05:00:16.993 Initiated logon request 2006-03-06 05:00:17.290 Received logon response 2006-03-06 18:00:01.097 Received logout request 2006-03-06 18:00:01.173 Sending logout response 2006-03-06 18:00:01.173 Disconnecting 2006-03-06 18:00:01.220 Socket Error 2006-03-06 18:00:11.000 Connecting to xx.xx.xx.xxx on port yyyy 2006-03-06 18:00:12.047 Connection failed (The Purging messages and updating session entries are the logging I added to diagnose my earlier problem (The 10:AM in the log msgs really is 5:AM ET- I left the UTC in the log message)) Here are my incoming and outgoing logs (I'm BFPG the counterparty is BOFA) 2006-03-07 05:00:12.803 8=FIX.4.09=6135=A34=78249=BFPG52=20060307-10:00:1256=BOFA98=0108=6010=20 3 2006-03-07 05:00:13.227 8=FIX.4.09=6435=A49=BOFA56=BFPG34=143=N52=20060307-10:00:1298=0108=6010= 081 2006-03-07 05:00:14.540 8=FIX.4.09=10035=534=78349=BFPG52=20060307-10:00:1456=BOFA58=MsgSeqNum too low, expecting 932 but received 110=211 2006-03-07 05:00:14.650 8=FIX.4.09=6335=249=BOFA56=BFPG34=243=N52=20060307-10:00:127=116=78110=0 17 2006-03-07 05:00:43.177 8=FIX.4.09=5935=A34=149=BFPG52=20060307-10:00:4356=BOFA98=0108=6010=102 2006-03-07 05:00:43.320 8=FIX.4.09=17635=549=BOFA56=BFPG34=343=N52=20060307-10:00:4358=Catastrop ic Error: Incoming sequence number (1) is less than expected (784) without PossDupFlag being set. Logging out.10=051 2006-03-07 05:00:43.413 8=FIX.4.09=4749=35=534=2BFPG52=20060307-10:00:4356=BOFA10=060 Here is how I read this: The session did not reset at 5, but rather tried to logon with the prior sequence numbers. This caused my session to reject the counter party's logon response, which had properly reset their sequence number 1. At the same time, the counter party sends a resend request. All this happens before 05:00:15 Then suddenly at 05:00:15 the session does reset itself, causing the counter party to reject, as it's not expecting it now. Why is the session not resetting at the session start time? Any help would be much appreciated. Jonathan Steinberg |