Re: [Quickfix-developers] Daily Sequence Number Resets?

[atularora78 <atu...@rb...>]

Hi Shane,

What about for not having a session working over the weekend ? I mean
dis-connecting after the end of trading day on Friday say 6PM I want to
start my session again on Monday 00:30 Hrs.

Note: I am maintaining 24 hrs connectivity to acceptor.

Thanks in advance.

Regds
Atul



Shane Trotter wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 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.
>> > >
>> > >
>> > >
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>> > --
>> > Shane Trotter
>> > Connamara Systems, LLC
>> >
>>
>>
> 
> 
> -- 
> Shane Trotter
> Connamara Systems, LLC
> 
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