Re: [Quickfix-developers] Daily Sequence Number Resets?
Brought to you by:
orenmnero
Menu
▾
▴
Re: [Quickfix-developers] Daily Sequence Number Resets?
|
From: ARORA, A. I. <Atu...@rb...> - 2008-05-07 03:15:38
|
Thanks for the reply Shane. I believe the config setting you sent will enable me to have week long session. May be I was not clear in what I was asking. I am working on the post trade feed from a FIX based acceptor and have a requirement of maintaining 24 hrs connectivity. I need to reset the sequence numbers when the trade date gets rolled over and from this point onwards previous day's trades are [or shall] not be available. On top of it if there is a disconnection in the middle of the day I need to request back all the trades since the start of the day. Hence, what I do 1. Once in a day I "force" the session re-set by sending nextTargetMsgSeqNum=1, nextSenderMsgSeq=1,ResetSeqNumFlag=true and MsgSeqNum=1 in the first logon after the trade date gets rolled over. Which is between 23:30:00 [StartTime] which sets up brand new session with previous trading day's trades not available. 2. In case there is a disconnection in the middle of the trading day I log back in sending nextTargetMsgSeqNum=1. This re-sends me all the trades since the start of the trading day as per my requirements. Though I am able keep connectivity open 24 hrs but would like to give it a pause over the weekend. If I put in StartDay and EndDay along with the StartTime and EndTime the day-to-day session re-set stops to happen. I need day-to-day session plus the processing needs to stopped over the weekend. Regds Atul -----Original Message----- From: Shane Trotter [mailto:str...@co...] Sent: Tuesday, May 06, 2008 3:10 PM To: ARORA, Atul, IDC Cc: qui...@li... Subject: Re: [Quickfix-developers] Daily Sequence Number Resets? 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--tp15950889p1595088 > 9.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--tp15950889p1707154 > 5.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 *********************************************************************************** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the addressee only. If the message is received by anyone other than the addressee, please return the message to the sender by replying to it and then delete the message from your computer. Internet e-mails are not necessarily secure. The Royal Bank of Scotland plc does not accept responsibility for changes made to this message after it was sent. Whilst all reasonable care has been taken to avoid the transmission of viruses, it is the responsibility of the recipient to ensure that the onward transmission, opening or use of this message and any attachments will not adversely affect its systems or data. No responsibility is accepted by The Royal Bank of Scotland plc in this regard and the recipient should carry out such virus and other checks as it considers appropriate. Visit our websites at: www.rbs.com www.rbs.com/gbm www.rbsgc.com *********************************************************************************** ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ |
