Re: [Quickfix-developers] FAST FIX

[Jain, A. <Ani...@rb...>]

=20
> Shawn Yarbrough wrote:
> I had to disable QuickFIX's message validation dictionary, and override s=
ome of the sequence number handling, but otherwise it works OK.

Sounds like you handled the CME issues with quite ease :-)
In our case, we did not want weekly logon, so doing a daily logon required =
quite a bit of handling in fromAdmin/toAdmin.

Also, QuickFix and in-session logon do not go quite easy together, fundamen=
tally.
QuickFIX currently does the sequence reset when a sequence reset logon mess=
age is sent and not when it is accepted. If a test request arrives just aft=
er the (in-session) reset logon, QuickFIX will later quit, because of dupli=
cate sequence numbers. We changed QuickFIX - sort of quick and dirty - so t=
hat we can empty queue after in-session logon reset, not the best solution =
but quite practical.

But overall, our CME implementation is free from any manual intervention.

Thanks,

Anil Jain
________________________________________

This E-Mail (including any attachments) may contain privileged or confident=
ial information.  It is intended only for the addressee(s) indicated above.

The sender does not waive any of its rights, privileges or other protection=
s respecting this information. =20

Any distribution, copying or other use of this E-Mail or the information it=
 contains, by other than an intended recipient, is not sanctioned and is pr=
ohibited.

If you received this E-Mail in error, please delete it and advise the sende=
r (by return E-Mail or otherwise) immediately.=20

This E-Mail (including any attachments) has been scanned for viruses.=20

It is believed to be free of any virus or other defect that might affect an=
y computer system into which it is received and opened.=20

However, it is the responsibility of the recipient to ensure that it is vir=
us free.=20

The sender accepts no responsibility for any loss or damage arising in any =
way from its use.

E-Mail received by or sent from RBC Capital Markets is subject to review by=
 Supervisory personnel.=20

Such communications are retained and may be produced to regulatory authorit=
ies or others with legal rights to the information.

IRS CIRCULAR 230 NOTICE:  TO COMPLY WITH U.S. TREASURY REGULATIONS, WE ADVI=
SE YOU THAT ANY U.S. FEDERAL TAX ADVISE INCLUDED IN THIS COMMUNICATION IS N=
OT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, TO AVOID ANY U.S. FE=
DERAL TAX PENALTIES OR TO PROMOTE, MARKET, OR RECOMMEND TO ANOTHER PARTY AN=
Y TRANSACTION OR MATTER.