Re: [Quickfix-developers] Substituting message resend with Gap Fill

[Oren M. <or...@qu...>]

Just stick this in your toApp(),

throw FIX::DoNotSend();

--oren

On Jul 28, 2006, at 10:26 AM, Jain, Anil wrote:

> I sent this mail, but do not see as being received - resending
> ---------------------------------------------------------------------- 
> ---------------
> -----Original Message-----
> Sent: Wednesday, July 26, 2006 5:06 PM
>
> This is for QuickFIX 1.10.2:
>
> Will anybody suggest what should I do, as an initiator, to send  
> SequenceReset-GapFill, every time we get resend request,  
> irrespective of whether those sequence numbers are for admin or  
> trade messages to be sent.
>
> As per FIX protocol, I have the following options:
> 1. Sequence Reset - GapFill     (35(MsgType)=2(Resend Request),43 
> (PossDupFlag)=Y,123(GapFillFlag)=Y
> 2. Sequence Reset - Reset       (35(MsgType)=2(Resend Request),43 
> (PossDupFlag)=Y,123(GapFillFlag)=N
> 3. Sequence Reset - GapFill for Admin Messages, resend messages  
> with 43=Y for trade messages
>
> As is expected by default, QuickFIX implements the option (3), but  
> we wish not to transmit outdated messages.
>
> Sending SequenceReset - GapFill from fromAdmin did not work for  
> certain ECNs.
>
> 07/26/06 14:38:11.095 : Created session
> 07/26/06 14:38:11.131 : Connecting to 141.228.53.67 on port 58123
> 07/26/06 14:38:11.207 : Connection succeeded
> 07/26/06 14:38:12.203 : 8=FIX.4.2|9=73|35=A|34=85|49=INITIATOR| 
> 52=20060726-18:38:12.203|56=ACCEPTOR|98=0|108=30|10=054|
> 07/26/06 14:38:12.204 : Initiated logon request
> 07/26/06 14:38:12.886 : 8=FIX.4.2|9=69|35=A|49=ACCEPTOR| 
> 56=INITIATOR|34=78|52=20060726-18:38:12|108=30|98=0|10=122|
> 07/26/06 14:38:12.886 : Received logon response
> 07/26/06 14:38:12.963 : 8=FIX.4.2|9=68|35=2|49=ACCEPTOR| 
> 56=INITIATOR|34=79|52=20060726-18:38:12|7=84|16=84|10=068|
> 07/26/06 14:38:12.971 : 8=FIX.4.2|9=78|35=4|34=86|49=INITIATOR| 
> 52=20060726-18:38:12.971|56=ACCEPTOR|36=85|43=Y|123=Y|10=097|
>
> 07/26/06 14:38:12.971 : Received ResendRequest FROM: 84 TO: 84
> // The following SequenceReset sent from fromAdmin on getting  
> ResendRequest
> 07/26/06 14:38:12.972 : 8=FIX.4.2|9=100|35=4|34=84|43=Y| 
> 49=INITIATOR|52=20060726-18:38:12.972|56=ACCEPTOR| 
> 122=20060726-18:38:12|36=85|123=Y|10=196|
>
> 07/26/06 14:38:12.972 : Sent SequenceReset TO: 85
> 07/26/06 14:38:13.259 : Disconnecting
> 07/26/06 14:38:13.259 : Socket Error: Connection reset by peer.
>
> Regards,
>
> Anil Jain
>
>
>
> ______________________________________________________________________ 
> _
>
> This E-Mail (including any attachments) may contain privileged or  
> confidential information.  It is intended only for the addressee(s)  
> indicated above.
> The sender does not waive any of its rights, privileges or other  
> protections respecting this information.
> 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 prohibited.
> If you received this E-Mail in error, please delete it and advise  
> the sender (by return E-Mail or otherwise) immediately.
>
> This E-Mail (including any attachments) has been scanned for viruses.
> It is believed to be free of any virus or other defect that might  
> affect any computer system into which it is received and opened.
> However, it is the responsibility of the recipient to ensure that  
> it is virus free.
> 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.
> Such communications are retained and may be produced to regulatory  
> authorities or others with legal rights to the information.