Re: [Quickfix-developers] SendToTarget...

[Shane T. <str...@co...>]

There is a configuration option:

*PersistMessages* If set to N, no messages will be persisted. This will
force QuickFIX to always send GapFills instead of resending messages. Use
this if you know you never want to resend a message. Useful for market data
streams.

On Tue, Jun 9, 2009 at 10:20 AM, John Haldi <jr...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am interested in designing behavior in my application such that I
> intelligently handle a scenario whereby SendToTarget might return False.
>
> The scenario I am interested in handling is one where the FIX connection
> has been lost and I attempt to send a new order to the exchange.  My problem
> (as I understand it) is that if I call SendToTarget while the connection is
> down, QuickFix will store the message for later transmission when the
> session gets reestablished.  If you can imagine a scenario where a user
> tries to send an order which fails (perhaps because the network connection
> to the workstation is down), I have a potential issue with the order
> subsequently being transmitted at a later time when the connection is
> reestablished.  If the market has moved since, the order may now be so far
> away (or through) the market that sending it would be a big issue.
>
> Does anybody have any insight as to what circumstances might cause
> SendToTarget to fail?  Similarly does anybody have any suggestions on how I
> might construct my application such that if a SendToTarget fails, the
> attempted NewOrderSingle is discarded and NOT sent on a subsequent
> reconnection?  (fyi I'm using the generic QF build out of the box in a .NET
> environment.)
>
> I have constructed my code such that I do check that the session is logged
> on immediately prior to attempting to send the order, but this leaves the
> possibility that the session drops immediately after I check isLoggedOn but
> before I attempt to SendToTarget.
>
> Any advice would be greatly appreciated.
>
> Many thanks,
>
>     John
>
>
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-- 
Shane Trotter
Connamara Systems, LLC