Re: [Quickfix-developers] messages lost during EndOfDay

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

Hi there,

(very timely indeed)

>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. 

Would look to me quite logical, provided what seems to me the most needed 
enhancement : that QF would not *silently* drop anything it receives 
before StartTime and after EndTime. I don't know, throw an exception, log 
it somewhere, end the program, nuke the moon, whatever, but not "fail" 
*silently*. 

>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.

... with according notice please :-)

I would be very happy with this solution.

Sincerely,
JG