Re: [Quickfix-users] Correct way to reset sequence numbers

[sumit a. <aro...@ya...>]

Hi James,
 
I would suggest to not use 141=Y, during logon use N instead. Then you need some checks in your code to see that you haven't missed any messages like an explicit ACK with the remote engine is a good idea. If you then miss some messages you can send a resend request to the remote engine with the explicit sequence numbers you are after.
 
Thanks,
Sumit

--- On Thu, 5/14/09, Macleod, James <Jam...@st...> wrote:


From: Macleod, James <Jam...@st...>
Subject: [Quickfix-users] Correct way to reset sequence numbers
To: qui...@li...
Date: Thursday, May 14, 2009, 2:53 PM


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



Hello, 
What is the correct way to resent sequence numbers? We have a week long session and reset sequence numbers on logout. This however creates a vulnerability if for some reason we delay to reconnect at the start of the week. The remote fix engine that we connect to unilaterally resets sequence numbers before we connect. We then connect and the quick fix engine sends a logon request with tag 141=Y which resets sequence numbers on both sides. If any trades have been made before we connect, we lose them because their sequence numbers are reset in response to tag 141=Y. 
Is this a bug in the remote engine? Or are we resetting sequence numbers at the wrong time? 
Thanks, 
James 


******************************************************************************************
More information on Standard Bank is available at www.standardbank.com
Everything in this email and any attachments relating to the official business 
of Standard Bank Group Limited and any or all subsidiaries, ("the Company"), is 
proprietary to the Company. It is confidential, legally privileged and protected 
by relevant laws. The Company does not own and endorse any other content. 
Views and opinions are those of the sender unless clearly stated as being 
that of the Company.
The person or persons addressed in this email are the sole authorised 
recipient. Please notify the sender immediately if it has unintentionally, 
or inadvertently reached you and do not read, disclose or use the content 
in any way and delete this e-mail from your system. 
The Company cannot ensure that the integrity of this email has been
maintained nor that it is free of errors, virus, interception or interference. 
The sender therefore does not accept liability for any errors or omissions 
in the contents of this message which arise as a result of e-mail transmission. 
If verification is required please request a hard-copy version. This message 
is provided for informational purposes and should not be construed as a 
solicitation or offer to buy or sell any securities or related financial instruments.
******************************************************************************************
 
This message has been scanned for viruses by BlackSpider MailControl
-----Inline Attachment Follows-----


------------------------------------------------------------------------------
The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
production scanning environment may not be a perfect world - but thanks to
Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
Series Scanner you'll get full speed at 300 dpi even with all image 
processing features enabled. http://p.sf.net/sfu/kodak-com
-----Inline Attachment Follows-----


_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users