[Quickfix-developers] Resend Request not Fulfilled, QuickFIX 1.10.2

[Jim W. <wi...@wi...>]

   This morning we had an issue with our FIX server built on
QuickFIX 1.10.2.  We had a NewOrderSingle go out at about
9:32 am, which was immediately followed by a re-logon to the
counterparty's system -- but the NewOrdSingle message was
never resent.  This seemed to me to clearly be a failure in the
session management.  Here is the relevant output from the
event log:

20070221-13:37:33 : Created session
20070221-13:37:33 : Connecting to 192.168.1.5 on port 4000
20070221-13:37:33 : Connection succeeded
20070221-13:37:33 : Initiated logon request
20070221-13:37:34 : Received logon response
20070221-14:31:58 : Socket Error: Connection reset by peer.
20070221-14:31:58 : Disconnecting
20070221-14:31:59 : Connecting to 192.168.1.5 on port 4000
20070221-14:31:59 : Connection succeeded
20070221-14:31:59 : Initiated logon request
20070221-14:32:00 : Received logon response
20070221-14:32:00 : Received ResendRequest FROM: 110 TO: 111
20070221-14:32:00 : Sent SequenceReset TO: 112

   Here is the relevant section from the outgoing packet log:

8=FIX.4.2^A9=55^A35=0^A34=108^A49=mXXXXX3^A52=20070221-14:31:03.013^A56=IB^A10=106^A
8=FIX.4.2^A9=55^A35=0^A34=109^A49=mXXXXX3^A52=20070221-14:31:33.014^A56=IB^A10=111^A
8=FIX.4.2^A9=226^A35=D^A34=110^A49=mXXXXX3^A52=20070221-14:31:58.117^A56=IB^A1=UXXXXXX0^A11=19011AGT21JZI001^A15=USD^A21=2^A38=25^A40=2^A44=0.71^A54=2^A55=QQQ^A59=0^A60=20070221-14:31:58^A77=C^A100=BEST^A167=OPT^A200=200703^A201=0^A202=45^A204=0^A231=100^A440=UXXXXXX0^A10=216^A
8=FIX.4.2^A9=67^A35=A^A34=111^A49=mXXXXX3^A52=20070221-14:31:59.236^A56=IB^A98=0^A108=30^A10=163^A
8=FIX.4.2^A9=95^A35=4^A34=110^A43=Y^A49=mXXXXX3^A52=20070221-14:32:00.716^A56=IB^A122=20070221-14:32:00^A36=112^A123=Y^A10=005^A
8=FIX.4.2^A9=55^A35=0^A34=112^A49=mXXXXX3^A52=20070221-14:32:30.016^A56=IB^A10=105^A
8=FIX.4.2^A9=55^A35=0^A34=113^A49=mXXXXX3^A52=20070221-14:33:00.017^A56=IB^A10=105^A


   Here is the relevant section from the incoming packet log:

8=FIX.4.2^A9=0059^A35=0^A34=000108^A43=N^A52=20070221-14:31:05^A49=IB^A56=mXXXXX3^A10=145^A
8=FIX.4.2^A9=0059^A35=0^A34=000109^A43=N^A52=20070221-14:31:35^A49=IB^A56=mXXXXX3^A10=149^A
8=FIX.4.2^A9=000071^A35=A^A34=000110^A43=N^A52=20070221-14:32:00^A49=IB^A56=mXXXXX3^A98=0^A108=30^A10=010^A
8=FIX.4.2^A9=0072^A35=2^A34=000111^A43=N^A52=20070221-14:32:00^A49=IB^A56=mXXXXX3^A7=110^A16=111^A10=195^A
8=FIX.4.2^A9=0059^A35=0^A34=000112^A43=N^A52=20070221-14:32:30^A49=IB^A56=mXXXXX3^A10=139^A
8=FIX.4.2^A9=0059^A35=0^A34=000113^A43=N^A52=20070221-14:33:00^A49=IB^A56=mXXXXX3^A10=138^A


   The connection is to InteractiveBrokers using their IBGateway
Java client on one of our internal machines.  Our FIX server then
connects to this machine and exchanges messages through the
gateway.  The system has been very stable for months.  As you
can see, the systems were happily exchanging heartbeats right
up to the moment the order went out.  The connection appears
to have broken right at that moment and been forced to log back
on.  The counterparty appears to have sent a resend request for
messages 110 to 111, but QuickFIX sent a sequence reset instead;
it never sent the missed messages.  What's up?  Is this a bug?  If
so, has it been fixed in more recent versions of QuickFIX?  Clearly
handling of resend requests is part of session management -- I'm
assuming the messages should have been resent as the default
behavior.  Does my application actually have to explicitly deal
with this?

thanks,
Jim