Re: [Quickfix-developers] Sequence Reset

[Brian E. <azz...@ya...>]

Joe -

Add code like the following to your "toApp" callback:

void ExampleApp::toApp(FIX::Message& message, const FIX::SessionID& sessionID) throw(FIX::DoNotSend)
{
    // Don't send messages that are being resent
    try
    {
        FIX::PossDupFlag possDupFlag;
        message.getHeader().getField( possDupFlag );
        if (possDupFlag) 
            throw FIX::DoNotSend();
    }
    catch ( FIX::FieldNotFound& ) {}    

    // Do any other processing...
}
  
QuickFIX will set the PossDup flag on any message that is being resent. You can use that flag to prevent all (or a subset) of messages from being resent by simply throwing the DoNotSend exception.

My rule of thumb is never resend messages that increase market risk (orders, amendments), but it's OK to resend messages that decrease risk (cancels) or report status (execution reports). 

- Brian Erst
Thynk Software, Inc.




________________________________
From: jplavalle <jpl...@co...>
To: qui...@li...
Sent: Tuesday, April 28, 2009 5:29:45 AM
Subject: [Quickfix-developers]  Sequence Reset

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


When the counterparty sends me a sequence reset (they simulate an abnormal
termination), what is the proper way to answer them back? They sent me a
test where the sequence was reset to 1, and quickfix resent all of the days
messages back as new which we dont want to do.
I do not want to resend all of the messages which they would interpret as
new, I believe I need to return a Gap Fill? 
Can anyone suggest the proper way to handle this situation?

thx
Joe

-- 
View this message in context: http://www.nabble.com/Sequence-Reset-tp23274345p23274345.html
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