Re: [Quickfix-developers] Unexpected Logout Problem

[Nick V. <ni...@ad...>]

Nick,
This isn't really the issue.  My point is that I get a successful logon,=20
but less than 30 seconds later, QuickFIX sends a logout request to my=20
counterparty and then exits.  It is this issue that I'm trying to resolve=20
and I suspect it might have something to do with the session start and end =

times.  As an aside, when we try to re-establish the connection, we find=20
that QuickFIX has reset the sequence numbers to 1:1 and I only mentioned=20
this to see if it helped anyone diagnose my original problem of QuickFIX=20
sending the logout message.  Hope this helps.
Thanks.
=20



"Nick Bilak" <be...@gm...>=20
13/12/2006 17:17

To
Nick Volpe/Treasury/ADIA/ae@ADIA
cc

Subject
Re: [Quickfix-developers] Unexpected Logout Problem






Nick,
=20
check your quickfix config for sessions store
try sending logons with ResetSequence=3DY (if counterparty suports this).

=20
On 12/13/06, Nick Volpe <ni...@ad...> wrote:=20
QuickFIX Documentation:=20
http://www.quickfixengine.org/quickfix/doc/html/index.html=20
QuickFIX Support: http://www.quickfixengine.org/services.html


=20

An additional thing I've noticed regarding this issue is that when our=20
support guys try to re-establish the connection, the session sequence=20
numbers have been reset to 1 for QuickFix.  This causes the logon request=20
sent by QuickFIX to be rejected by our counterparty since they are=20
expecting a different sequence number.  Not sure if this helps anyone=20
identify what is causing this problem.  This is part of the message log=20
from today, but shows exactly the same issue.  Any help would be greatly=20
appreciated.=20

8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
202=0152=3D20061212-22:30:00=01112=3D!@SF@!=5FLogout=20
20061212-22:30:00:330=0110=3D021=01=20
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2202=0149=3DQUICKFIX=0152=3D20061212-=
22:30:00.426=0156=3DCOUNTERPARTY=01112=3D!@SF=20
@!=5FLogout 20061212-22:30:00:330=0110=3D226=01=20
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D22=
03=0152=3D20061212-22:30:00=0110=3D163=01=20

8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2203=0149=3DQUICKFIX=0152=3D20061212-2=
2:30:00.442=0156=3DCOUNTERPARTY=0110=3D111=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061212-22:4=
5:45.481=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D016=01=20

8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061212-22:45:45=0198=3D0=01108=3D30=0110=3D074=01=20

8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061212-22:4=
6:08.638=0156=3DCOUNTERPARTY=0110=3D237=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:26.744=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D014=01=20

8=3DFIX.4.2=019=3D135=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D3=
=0152=3D20061213-04:05:26=0158=3DLogon=20
rejected: Sequence number less than expected, received 1 expecting=20
3=0110=3D203=01=20
8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:27.025=0156=3DCOUNTERPARTY=0110=3D224=01=20


Thanks.=20
 =20


Nick Volpe/Treasury/ADIA/ae=20
07/12/2006 09:59=20


To
qui...@li...=20
cc

Subject
Unexpected Logout Problem








I'm using QF 1.11.0 for Java. and have a problem related to QuickFIX=20
sending an unexpected logout request.=20

As you can see, in my configuration file for QuickFIX, I have a session=20
that starts at 22:40 and end as 22:35 (almost 24hrs).=20

ConnectionType=3Dinitiator=20
StartTime=3D22:40:00=20
EndTime=3D22:35:00=20

The counterparty that I'm connected to will send a logout message at=20
22:30.  From the event log, you can see that QuickFIX receives this logout =

request and disconnects at 22:30, as expected.  Then at 22:45, it tries to =

establish a connection with my counterparty, which it seems to do=20
successfully.  But after 30 seconds or so, it disconnects.=20

20061205-22:30:00 : Received logout request=20
20061205-22:30:00 : Sending logout response=20
20061205-22:30:00 : Disconnecting=20
20061205-22:45:55 : Created session=20
20061205-22:45:55 : Connecting to xxx.xxx.xxx.xxx on port xxxx=20
20061205-22:45:55 : Connection succeeded=20
20061205-22:45:56 : Initiated logon request=20
20061205-22:45:56 : Received logon response=20
20061205-22:46:29 : Disconnecting=20

For completeness, I've attached the message log.  You can see that at=20
22:30, my counterparty sends a test request followed by a logout request,=20
which QuickFIX correctly responds to.  Then at 22:46, QuickFIX sends a=20
logon message to my counterparty, which is accepted.  Then around 20=20
seconds later. QuickFIX sends a logout message and the connection is lost. =



8=3DFIX.4.2=019=3D64=0135=3D0=0134=3D2175=0149=3DQUICKFIX=0152=3D20061206-2=
2:29:54.223=0156=3DCOUNTERPARTY=0110=3D131=01=20

8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
183=0152=3D20061206-22:30:00=01112=3D!@SF=20
@!=5FLogout 20061206-22:30:00:223=0110=3D036=01=20
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2176=0149=3DQUICKFIX=0152=3D20061206-=
22:30:00.536=0156=3DCOUNTERPARTY=01112=3D!@SF@!=5FLogout=20
20061206-22:30:00:223=0110=3D245=01=20
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D21=
84=0152=3D20061206-22:30:00=0110=3D174=01=20

8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2177=0149=3DQUICKFIX=0152=3D20061206-2=
2:30:00.551=0156=3DCOUNTERPARTY=0110=3D125=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:10.592=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D015=01=20

8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061206-22:46:10=0198=3D0=01108=3D30=0110=3D070=01=20

8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:30.749=0156=3DCOUNTERPARTY=0110=3D238=01=20


Can anyone see where the problem is??  Could QuickFIX be confused by the=20
session start and end times?  Any help would be greatly appreciated.=20

Thanks.=20

Nik=20

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--=20
Regards,
    Nick.=20