Re: [Quickfix-users] how to configure

[Dan G. <dua...@ya...>]

John,
if resend is automatic (after rejecting out-of-sequence msg), that is perfect for me. now, the question becomes this - what is this "request for a resend of the missing one" you mentioned? ie. the format and all the details. I need ask our counter-party to see if they get it and support it.

this pops up when a session dies in the intraday. later, in my log, i see i never receive a msg, but our counter-party's log indicated they push out that message. this is a very unsettled situation.

thank you or anyone who has more pointers,

Dan

----- Original Message ----
From: John Haldi <jh...@ca...>
To: Dan Guo <dua...@ya...>
Sent: Tuesday, March 18, 2008 11:25:22 AM
Subject: RE: [Quickfix-users] how to configure


quickfix will detect missing seq nums and will actually reject the out of sequence messsage and request a resend of the missing one.  This should be transparent to your app, since it happens under the hood in the quickfix engine (assuming you're using the out of the box quickfix dlls).

The entire purpose of the sequencing protocol is to prevent what you are describing at a messaging level.  Now if your contra is somehow not sending an expected message at the app level, that's a different can of worms....

-----Original Message-----
From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo
Sent: Tuesday, March 18, 2008 11:17 AM
To: qui...@li...
Subject: Re: [Quickfix-users] how to configure

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Here are my specific questions -
1. i suspect there is lost incoming msg. If that occured, my counter-party required me to request with the missed incoming msg's sequence #. how can i make that happen?
2. i see a file .seqnums. it contains 2 numbers:
          00003434 : 00001234
  i guess the 1st is incoming msg's sequence # and the 2nd is outgoing msg's sequence #.

  if any incoming msg got lost, can quickfix automatically detect the gap and ask for resending from my counter-party? how?

thanks,
Dan

----- Original Message ----
From: Dan Guo <dua...@ya...>
To: qui...@li...
Sent: Tuesday, March 18, 2008 10:47:24 AM
Subject: [Quickfix-users] how to configure

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I would like to study how to ensure message delivery.  Our counter-party suggested the following -
> You should test your resend capability in our test environment.  Go in
> and send a few orders then disconnect, change the incoming sequence
> number lower and reconnect to see if you receive the missed messages.
> If not then there could be a problem/configuration issues with your
> Fix software.
> Since this is such a fundamental Fix process your software should have
> some documentation concerning it.

can anyone in this forum give me some pointers?

thanks,
Dan

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