Re: [Quickfix-developers] messages lost during EndOfDay

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

That seems like a pretty reasonable solution.  As long as QuickFIX  
validates that the LogonTime time ranges are within the SessionTime,  
I think this could be a reasonable solution.  I would consider  
calling them instead LogonTime and LogoutTime as I think it is a  
little more descriptive as to their intent and they do not  
necessarily need to be paired together.  (BTW, I am aware that the  
corollary to Logon is Logoff, but the FIX protocol mixed them up so  
QuickFIX does as well to match terminology with the spec).  But yeah,  
I think it is a good idea to use the Session times as defaults.

If you could check the session time behavior again that would be  
helpful.  Their has indeed been a lot done since 1.9.2 so I wouldn't  
rely on the past behavior as a reliable indicator of how 1.12  
operates.  There is a good chance that this particular problem has  
been resolved.

--oren

On Nov 13, 2006, at 1:00 PM, Brian Erst wrote:

> Oren -
>
> Given that the subject seems to a popular one, perhaps QF  
> configuration should be extended to add a "LoginStartTime" and  
> "LoginEndTime". These would default to the Start/EndTimes of the  
> session, but if populated, would allow users to spool orders prior  
> to the start of trading. I know a lot of users have standard sets  
> of orders that are submitted at the start of each day, and others  
> that have order management systems that are live prior to trading  
> that allow users to submit orders that will be sent to the exchange  
> as soon as the trading session begin.
>
> In this scenario, "session" start and end times would define the  
> period where QF accepts orders, and "login" start and end times  
> would define the period where the opposite side will accept orders.  
> Orders outside the "session" times would still be rejected/dropped.
>
> In regards the possible bug, in previous releases overlapping  
> session times (start time is "after" end time) has caused problems,  
> especially on weekly sessions. I used to have a session defined  
> from Sunday at 16:30 to Sunday at 16:25 (essentially resetting the  
> session once a week on Sunday afternoon) and it caused no end of  
> problems, but this was using QF 1.9.2. I know I, and others, have  
> made patches to the SessionTime objects since and these may have  
> fixed that problem. But we modified our sessions to reset around  
> midnight on Sunday (session starts Sunday at 0:05 and ends Saturday  
> at 23:55), so I'm not sure if it ever got resolved.
>
> - Brian
>