[Quickfix-developers] Order sending not yet connected

[John G. <joh...@wa...>]

Hi there,

Using QF 1.11.1 in C++ I have the following behaviour. In general, the fix 
server opens up session at 0600, and we start sending orders at 0700. Tow 
days ago, the server only was available at 0730 so we started writing 
orders in the QF queue without session being up. It goes in my 
application logs like : 
8=FIX.4.2^A9=226^A35=D^A34=1^A (etc for 1st order)
8=FIX.4.2^A9=224^A35=D^A34=2^A (etc for 2nd order).
So the 34 tag seems to increase.
But... (you saw this one coming, right ?)

Half an hour later, on the logon request (at our initiative) :
8=FIX.4.2^A9=68^A35=A^A34=1^A (etc for login request)

Oopsies, started at 1 also, so counterparty will never ask for unsent 
messages. 

What could cause this ? The process had been restarted around 0500. There
had been a mess around midnight, the counterparty resetting all sequences
and QF not yet (still on previous day counter), which lasted until 0100
when the counterpary stopped accepting connections, and even after
restarting at 0500 QF had kept the expected counterparty seq corresponding
to the bad exchanges (138 or something).  What (if anything) should be 
done about it on our side ?

BTW, if you guys remember, a few months ago, I was wondering how safe 
was relying on the counterparty to detect there are unsent orders in the 
queue (which we are perfectly aware of). I am afraid it is not, and never 
will be, safe.

Sincerely,
JG