Re: [Quickfix-developers] [repost] Queuing orders before StartTime

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

> I asked a question on Oct 13 (well actually the same in 2 mails)  
> and got
> no answers at all which is not usual on this list. I was trying to  
> check
> on http://sourceforge.net/mailarchive/forum.php?forum=quickfix- 
> developers
> before reposting but this seems down. I also find the list to have  
> very
> little activity these days, is anything wrong with  
> lists.sourceforge/my
> isp-email provider ?

Posting has been very active.  There is apparently something wrong  
with the SourceForge mailing list archive.  The quickfix mailing  
lists are also archived at gmane and nabble:
http://www.nabble.com/QuickFIX---Dev-f1041.html
http://dir.gmane.org/gmane.comp.finance.quickfix.devel

> Please accept my apologies if this as been debated, in which case  
> I'd love
> to have access to the answers (is there any other archive ?)
>
> Question was : if I send orders to QF before StartTime, it seems  
> they are
> never sent when the connection is up at StartTime. It seems to me as a
> side effect of two behaviors :
>
> 1) (Quote from Oren)
>> I believe that now when there is activity outside of the session  
>> time,
>> the sequence numbers do not get incremented.
> This is logical for an ACCEPTOR, but is both pointless (and with side
> effects) for an INITIATOR.

Not sure what the difference is.  The only difference between an  
initiator and acceptor is who initiates the connection.  Other than  
this there is nothing in the FIX spec that differentiates their  
behavior.  They are considered pears.

> 2) as we depend on the counterparty to detect unsent messages, if the
> sequence numbers are not incremented, the orders are never sent.

True, but if you are sending outside of the session time, you are  
sending on a session that does not really exist.  It's hard to tell  
where the line gets drawn.  If you are pumping a bunch of message  
through at the end of the day and a couple get pushed through after  
the session closes, should QuickFIX try to send those orders when the  
next session opens up the next day.  I think that would be pretty  
surprising behavior.  But if sequence numbers were incremented  
outside of a session time, that is exactly what would happen.

--oren