Re: [Quickfix-developers] Daily Sequence Number Resets?
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Re: [Quickfix-developers] Daily Sequence Number Resets?
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From: Shane T. <str...@co...> - 2008-05-06 14:10:00
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Atul, This session would be set in the config file as follows: StartDay=mon EndDay=fri # Note that StartTime and EndTime must be specified in GMT StartTime=00:30:00 EndTime=06:00:00 On Mon, May 5, 2008 at 10:39 PM, atularora78 <atu...@rb...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > 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. > >> > > > >> > > > >> > > > >> ------------------------------------------------------------------------- > >> > > 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 > > > > ------------------------------------------------------------------------- > > 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 > > > > > > -- > View this message in context: http://www.nabble.com/Daily-Sequence-Number-Resets--tp15950889p17071545.html > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Shane Trotter Connamara Systems, LLC |
