Re: [Quickfix-developers] isCorrectCompID

[Brian E. <azz...@ya...>]

Ajay -

Absolutely true. The backup channel only contains administrative messages and does not do sequencing at all (all messages to and from CME must have MsgSequenceNum=0) unless and until failover occurs and it becomes the primary channel. Then, you suddenly have to switch to the primary's sequence number. The CME will send a heartbeat to the backup that contains the sequence number that would have been sent on the primary channel (switching to the "P" version of the TargetCompID at the same time), and you must respond with the sequence number that the primary should have used next, also modifying the SenderCompID to the "P" version (from the "B" version).

Needless to say, it's not a fun task to manage...

- Brian Erst
Thynk Software, Inc.

----- Original Message ----
From: Ajay Kamdar <Aja...@tr...>
To: qui...@li...
Sent: Wednesday, May 10, 2006 1:13:21 PM
Subject: RE: [Quickfix-developers] isCorrectCompID

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Brian, I also faintly recall hearing second/third-hand that CME uses 0
as a sequence number for all messages on a backup FIX session up until
it becomes a primary. Is there any truth to that?

- Ajay

-----Original Message-----
From: Brian Erst [mailto:azz...@ya...] 
Sent: Wednesday, May 10, 2006 1:56 PM
To: Oren Miller; Jain, Anil; rho;
qui...@li...
Subject: Re: [Quickfix-developers] isCorrectCompID


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Oren -

Just to make you aware, CME really does violence to the whole
SenderCompID tag. When they created their new FIX gateway a few years
back, they removed just about all the routing intelligence that had been
built into the old one. Due to this fact, they ended up needing a field
that would allow both the failover routing (that whole "U" versus "P"
thing) as well as multi-clearing firm support (for instance, one of my
clients clears under 5-6 different clearing firm numbers due to a number
of acquisitions over the years). 

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