[Quickfix-developers] possible quickfix sequence number bug?

[Mark T. K. <mke...@di...>]

if a quickfix initiator:

1) receives and acks a logout (in sequence)

2) logs back in

3) detects a gap in the in-bound sequence numbers

4) sends a resend request to fill in the gap

5) and then receives another logout message (out of sequence)

it will immediately process the out-of-sequence logout and increment
the expected in-bound sequence number (in FIX::Session::nextLogout),
even though no new in-sequence message has been (logically) received.
it should only increment the in-bound sequence number if the logout
was received in-sequence.

this causes a sequence number to be skipped and a message to be lost.

i think this can also happen with session-level reject messages.

thoughts/comments?

/mark kennedy
cto, quant group
diamondback capital management


This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback.