[Quickfix-users] Problems with bi-directional resend scenario for CME certification

[Chakka, G. B <gan...@jp...>]

Hello,

I am looking for some help in resolving the issue I have.

I am currently doing a CME DropCopy certification which has a scenario for bi-directional resend.  In this scenario, my process first has to detect a gap and send a RESEND request which works fine.  CME later would issue a RESEND request, to which the FIX engine on my side should have responded with a GAP-FILL message. But, It doesn't.

Below are the raw messages from this scenario.  Has anybody encountered this issue?  There seems to be a quickfix bug.   Quickfix version we use is 1.13.3.


20110429-13:15:17.516 : 8=FIX.4.2^A9=85^A35=0^A34=2312^A49=<XYZ>^A50=1^A52=20110429-13:15:17.516^A56=CME^A57=G^A142=US,NY^A369=2317^A10=249^A   <--- HeartBeat

20110429-13:15:17.808 : 8=FIX.4.2^A9=356^A35=8^A34=2319^A49=CME^A50=G^A52=20110429-13:14:57.426^A56=<XYZ>^A57=dummy^A369=1006^A...........................^A10=089  <-- ExecutionReport

20110429-13:15:17.809 : 8=FIX.4.2^A9=97^A35=2^A34=2313^A49=<XYZ>^A50=1^A52=20110429-13:15:17.808^A56=CME^A57=G^A142=US,NY^A369=2317^A7=2318^A16=0^A10=027^A  <-- Resend request from me

20110429-13:15:17.942 : 8=FIX.4.2^A9=383^A35=8^A34=2318^A43=Y^A49=CME^A50=G^A52=20110429-13:15:17.883^A56=<XYZ>^A57=dummy^A122=20110429-13:14:57^A369=1006^A....................^A10=155^A <-- ExecutionReport

20110429-13:15:18.089 : 8=FIX.4.2^A9=383^A35=8^A34=2319^A43=Y^A49=CME^A50=G^A52=20110429-13:15:17.883^A56=<XYZ>^A57=dummy^A122=20110429-13:14:57^A369=1006^A...................^A10=151^A <-- ExecutionReport

20110429-13:15:18.089 : 8=FIX.4.2^A9=87^A35=2^A34=2320^A49=CME^A50=G^A52=20110429-13:15:17.734^A56=<XYZ>^A57=1^A369=2309^A7=2310^A16=0^A10=183^A <-- Resend request from CME

<...  Here we should have sent 35=4 which is the GapFill.... But QuickFix doesn't do that and it appears to have ignored it. ....>

20110429-13:15:47.545 : 8=FIX.4.2^A9=85^A35=0^A34=2314^A49=<XYZ>^A50=1^A52=20110429-13:15:47.545^A56=CME^A57=G^A142=US,NY^A369=2319^A10=002^A <--  We instead sent heart beat after 30 sec which is the configured interval


Thanks in advance for any help.

Regards,
-Ganesh.




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