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

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

> From: Oren Miller [mailto:or...@qu...]
> Sent: Saturday, July 29, 2006 10:08 AM
> I don't believe that ResetOnLogon exists in the version he is using.  =20
> It can be simulated by setting ResetOnLogoff and ResetOnDisconnect, =20
> then making sure he calls reset() on each session in OnCreate.   Then =20
> in the to app add the ResetSeqNumFlag to every outgoing logon.  This =20
> should give pretty equivalent functionality.

ResetOnLogoff/ResetOnDisconnect will reset the sequence numbers! And I do n=
ot want to add ResetSeqNumFlag to every outgoing logon (this is for recover=
y purposes) - in fact, in CME, only in-session logon are allowed to send Re=
setSeqNumFlag.

We reset sequence number only once each day, at the beginning of the day (e=
xplicitly, when required). Disconnects during day are --not reset-- for seq=
uence numbers.
For this reason even ResetonLogon is not desirable.

I'm afraid, we have moved from the issue of making sure outdated messages a=
re not resent (and this may happen during mid-session too) to ways of doing=
 Sequence Reset - Reset.
In my original mail, I discussed three FIX documented options, whenever an =
ECN asks us to resend messages:
1=2E Sequence Reset - Reset=20
   I do not want to exercise this option as a rule.
   The Reset on Logoff/Logon/Disconnect are a subset of scenarios for this =
option.

2=2E Sequence Reset - Gap Fill even for application(trade) messages.
   This is what I desire as a default and not the following third option, b=
elow (which is the current implementation)
   =20
    Responding with DoNotSend simply does not send the current message, pes=
ky ECN's continue to bother us for resend. Let me clarify once again - It d=
oes not result in GapFill message for the [BeginSeqNo, EndSeqNo] interval a=
sked.
    Responding with sending a new GapFill message from fromAdmin, does not =
work as desired.

3=2E Sequence Reset - Gap Fill admin messages, re-send actual messages for =
trade messages (current behavior)
=20

What, if I make Session::generateSequenceReset public in my QuickFIX source=
, and call it on getting ResendRequest? Will this change QuickFIX behavior?=
 Or, else if I add a flag for resend behavior in Session.h and modify Sessi=
on::sendRaw for this? You see, at this time, I'm skill challenged to deal w=
ith this at the library level:-(.=20

Else, I would try to hack something based on ResendRequest, BeginSeqNo, End=
SeqNo in FromAdmin/ToAdmin. But, if somebody has a good idea, I would be ha=
ppy to hear!

Thank you all, for your responses.
=20
Regards,

Anil
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