Re: [Quickfix-developers] Daily Sequence Number Resets?
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From: Shane T. <str...@co...> - 2008-03-10 17:04:45
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Yes, remove StartDay/EndDay as you will be using daily sessions. Set StartTime and EndTime to your normal daily session (But note that you must use UTC time) and it will reset daily. On 3/10/08, mr azmat <mr...@gm...> wrote: > So if I remove the StartDay and EndDay parameters, the sequence numbers will > reset every day between the EndTime and StartTime (s)? > However, I want to not trade from Friday 4PM till Sunday 6PM, but reset on a > daily basis between 4PM and 6PM. Does that make sense? > > > > thanks! > azmat > > > On Mon, Mar 10, 2008 at 11:56 AM, Shane Trotter <str...@co...> > wrote: > > Azmat, > > > > Yes, QuickFIX should reset your sequence numbers between sessions. > > > > Note that if you use a week-long session as decided by the config file > > option StartDay and EndDay, your sequence numbers will be reset > > between the week session and not the day session. > > > > > > > > > > On 3/10/08, azmat <mr...@gm...> wrote: > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > > > > > > All- > > > > > > My counter-party requires that I reset both the sequence numbers on all > our > > > sessions every day before the StartTime. How is this doable? I did > take a > > > look at these three parameters for the config file, but they don't > exactly > > > fit my need. > > > > > > ResetOnLogon > > > ResetOnLogout > > > ResetOnDisconnect > > > > > > I don't need to reset the sequence numbers during the day (during > incidental > > > logoffs or abnormal resets, etc) but between the time the trading day > comes > > > to an end and begins. My question is if I set the StartTime and > EndTime > > > parameters in the config file, will the quickfix engine automatically > reset > > > sequence numbers in this "down time"? And if not, then how would I > > > accomplish this? > > > > > > thanks! > > > azmat > > > -- > > > View this message in context: > http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p15950889.html > > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > > > > ------------------------------------------------------------------------- > > > This SF.net email is sponsored by: Microsoft > > > Defy all challenges. Microsoft(R) Visual Studio 2008. > > > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > > _______________________________________________ > > > Quickfix-developers mailing list > > > Qui...@li... > > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > > > > -- > > Shane Trotter > > Connamara Systems, LLC > > > > -- Shane Trotter Connamara Systems, LLC |