[Quickfix-developers] RE: Session *NOT* Resetting

[Steinberg, J. <Jon...@bo...>]

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