RE: [Quickfix-developers] Wait for additional TraderLogon

[Dave L. <dav...@ma...>]

Hi Mike,

Once you've sent a message and it has been queued then it has consumed a
sequence number.  Messages must be sent in sequence, so QuickFix either
has to send it or send a SequenceReset (gap fill) instead.

A couple of suggestions:

1) You could check to see if the session is logged, using isLoggedOn()
session property, before calling sendToTarget. This will help avoid
queuing messages when the connection is down. Although this won't help
if you have an abnormal disconnection.

2) You could also throw a DoNotSend exception in the toApp() method for
all messages with a PossDupFlag set, this will result in appropriate gap
fill messages being sent. You could then resend any orders in new
messages, following the TraderLogon.

Hope this helps a little.

Maybe other have some more suggestions.

Have a nice weekend.

Cheers

Dave

> -----Original Message-----
> From: qui...@li... 
> [mailto:qui...@li...] On 
> Behalf Of Mike Smith
> Sent: 24 March 2006 21:48
> To: qui...@li...
> Subject: [Quickfix-developers] Wait for additional TraderLogon
> 
> 
> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/> html/index.html
> 
> QuickFIX Support: 
> http://www.quickfixengine.org/services.html
> 
> The ICE exchange has a custom message called TraderLogon, 
> which you need to submit immediately after your Logon 
> message.  You then get a TraderLogonResponse message back.  
> After this point, you can begin to send your orders in.
> 
> Right now I'm running into an issue where I have an order 
> queued up, I LOGON to ICE and then my queued order gets sent, 
> before I can send the TraderLogon and get the TraderResponse. 
>  I have code right now in the onLogon, which submits my 
> TraderLogon message, but I don't know how to stop the queued 
> messages from being sent until after I receive the 
> TraderResponse message.
> 
> Any suggestions?
> 
> Thanks,
> 
> Mike
> 
> 
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