[Quickfix-developers] messages lost during EndOfDay

[<ale...@el...>]

Hello quickfix developers/users,

With QuickFIX Version 1.12.4 I observe the following behavior using the =
c++ examples tradeclient and executor:

The fix session utc start and end times on both sides are configured as =
follows:
StartTime=3D15:55:00
EndTime=3D15:50:00

If a new order is entered using the tradeclient after the EndTime, e.g. =
at 15:52 utc, the FIX::Session::sendToTarget API call returns =
successfully and the tradeclient application prints the outgoing =
message. Due to the session time configuration, the message has not yet =
been sent from the tradeclient to the executor. The message resides in =
the tradeclient's message store, having a message sequence number of 1.

As soon as the StartTime is reached again (15:55), the tradeclient =
application logs on to the executor, but the new order will not be sent. =
Reviewing the tradeclient's message store shows, that the message store =
has been cleaned up and does only contain the logon and subsequent =
heartbeat messages between the tradeclient and executor.

This behavior causes messages that are sent between end and start time =
to be 'lost'. I expected the new order message to be sent as soon as the =
new FIX session has been established.

- Is this behavior of QuickFIX correct or is it a bug ?
- If this behavior is intented, what additional steps / API calls are =
required to ensure, that messages sent between two FIX sessions (after =
end and before start time), get transmitted ?

Regards,
 alex goehring