Re: [Quickfix-developers] ResendRequest/SequenceReset-GapFill results in losing

[Alex S. <al...@ho...>]

Oren,

Yes, here is the log of the scenario described in my first email. bt2tdr is 
quickfix and CNX is OtherEngine

8=FIX.4.2
9=67
35=A
34=3319
49=bt2tdr
52=20061109-16:32:04.461
56=CNX
98=0
108=20
10=216

8=FIX.4.2
9=67
35=A
49=CNX
56=bt2tdr
34=3323
52=20061109-16:32:05.122
108=20
98=0
10=206

8=FIX.4.2
9=67
35=2
34=3320
49=bt2tdr
52=20061109-16:32:05.133
56=CNX
7=3322
16=0
10=186

8=FIX.4.2
9=67
35=h
49=CNX
56=bt2tdr
34=3324
52=20061109-16:32:05.124
336=0
340=2
10=241

8=FIX.4.2
9=74
35=4
49=CNX
56=bt2tdr
34=3322
52=20061109-16:32:07.207
43=Y
123=Y
36=3325
10=075

8=FIX.4.2
9=55
35=0
34=3321
49=bt2tdr
52=20061109-16:32:25.213
56=CNX
10=163

8=FIX.4.2
9=55
35=0
49=CNX
56=bt2tdr
34=3325
52=20061109-16:32:27.211
10=167


Thanks

>From: Oren Miller <or...@qu...>
>To: "Alex Shterenberg" <al...@ho...>
>CC: qui...@li...
>Subject: Re: [Quickfix-developers] ResendRequest/SequenceReset-GapFill 
>results in losing important messages
>Date: Thu, 9 Nov 2006 16:42:45 -0600
>
>Do you have logs?
>
>--oren
>
>On Nov 9, 2006, at 2:25 PM, Alex Shterenberg wrote:
>
>>Hi
>>
>>
>>
>>Quickfix seems to ignore an important message in what looks like a  race 
>>condition.
>>
>>Consider this scenario:
>>
>>
>>
>>Quickfix sends a login, seq# 3319
>>
>>OtherEngine responds to login with seq#3323
>>
>>Quickfix missed #3322 when it previously disconnected, so it sends  a 
>>ResendRequest for #3322, which happens to be a heartbeat
>>
>>before OtherEngine receives the resend request, it sends out the  Trading 
>>Session Status, #3324
>>
>>OtherEngine sends a Gap-Fill resetting the sequence number to #3325
>>
>>Session continues with OtherEngine’s sequence number at 3325 and  
>>Quickfix’s sequence number at 3321
>>
>>
>>
>>My app never hears about the trading session status message.
>>
>>
>>
>>If this is not a problem with quickfix, what can I do to ensure  that I 
>>never miss the trading status message?
>>
>>
>>
>>Thanks!
>>
>>
>>
>>Alex
>