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

[Jain, A. <Ani...@rb...>]

Hi Oren,
=20
This was done before I resorted to the hack I am doing.
DoNotSend throw  results in other side constantly re-requesting resends. I =
have observed this in CME, Island etc.
Are you implying throwing DoNotSend would change resend request behavior to=
 SequenceReset-GapFill?
=20
Regards,
=20
Anil
=20

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Friday, July 28, 2006 1:28 PM
To: Jain, Anil
Cc: qui...@li...; quickfix-developers@=
lists.sourceforge.net
Subject: Re: Substituting message resend with Gap Fill


Just stick this in your toApp(),=20

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=20
---------------------------------------------------------------------------=
----------=20
-----Original Message-----=20
Sent: Wednesday, July 26, 2006 5:06 PM=20

This is for QuickFIX 1.10.2:=20

Will anybody suggest what should I do, as an initiator, to send SequenceRes=
et-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:=20
1=2E Sequence Reset - GapFill     (35(MsgType)=3D2(Resend Request),43(PossD=
upFlag)=3DY,123(GapFillFlag)=3DY=20
2=2E Sequence Reset - Reset       (35(MsgType)=3D2(Resend Request),43(PossD=
upFlag)=3DY,123(GapFillFlag)=3DN=20
3=2E Sequence Reset - GapFill for Admin Messages, resend messages with 43=
=3DY for trade messages=20

As is expected by default, QuickFIX implements the option (3), but we wish =
not to transmit outdated messages.=20

Sending SequenceReset - GapFill from fromAdmin did not work for certain ECN=
s=2E=20

07/26/06 14:38:11.095 : Created session=20
07/26/06 14:38:11.131 : Connecting to 141.228.53.67 on port 58123=20
07/26/06 14:38:11.207 : Connection succeeded=20
07/26/06 14:38:12.203 : 8=3DFIX.4.2|9=3D73|35=3DA|34=3D85|49=3DINITIATOR|52=
=3D20060726-18:38:12.203|56=3DACCEPTOR|98=3D0|108=3D30|10=3D054|=20
07/26/06 14:38:12.204 : Initiated logon request=20
07/26/06 14:38:12.886 : 8=3DFIX.4.2|9=3D69|35=3DA|49=3DACCEPTOR|56=3DINITIA=
TOR|34=3D78|52=3D20060726-18:38:12|108=3D30|98=3D0|10=3D122|=20
07/26/06 14:38:12.886 : Received logon response=20
07/26/06 14:38:12.963 : 8=3DFIX.4.2|9=3D68|35=3D2|49=3DACCEPTOR|56=3DINITIA=
TOR|34=3D79|52=3D20060726-18:38:12|7=3D84|16=3D84|10=3D068|=20
07/26/06 14:38:12.971 : 8=3DFIX.4.2|9=3D78|35=3D4|34=3D86|49=3DINITIATOR|52=
=3D20060726-18:38:12.971|56=3DACCEPTOR|36=3D85|43=3DY|123=3DY|10=3D097|

07/26/06 14:38:12.971 : Received ResendRequest FROM: 84 TO: 84=20
// The following SequenceReset sent from fromAdmin on getting ResendRequest=20
07/26/06 14:38:12.972 : 8=3DFIX.4.2|9=3D100|35=3D4|34=3D84|43=3DY|49=3DINIT=
IATOR|52=3D20060726-18:38:12.972|56=3DACCEPTOR|122=3D20060726-18:38:12|36=
=3D85|123=3DY|10=3D196|

07/26/06 14:38:12.972 : Sent SequenceReset TO: 85=20
07/26/06 14:38:13.259 : Disconnecting=20
07/26/06 14:38:13.259 : Socket Error: Connection reset by peer.=20

Regards,=20

Anil Jain=20



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