Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi
 Well you first 2 items are true, the QF engine takes care of gab filling so long that everything is working properly, and in case your system crashes and you need to go to your backup system then you need manually to handle the sequence number. What I did is that, in "fromAdmin", where I receive a reject/logout on my logon because of seq.nr, I analyze the message and set the target sequence number accordingly. I hope some one comes with an example may be easier than mine and more concrete code.


Med venlig hilsen / Best regards

Pierre

-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 6. juni 2011 13:26
Til: qui...@li...
Emne: Re: [Quickfix-developers] re quest missed messages

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


Hi,

Just a recap so I understand correctly, if the trading day runs without problems and my quickfix engine do not need to re-logon for any reason all issues regarding sequence numbers, filing gaps etc. is taken care of automatically?

But, I if my application crash, get network failure etc. and need to re-login I need to manually sort out any issues with for example "(quickfix.SessionException MsgSeqNum too low, expecting 2 but received 1)"?

If above is correct, where do I handle the logic of catching up of seqno intraday for example manually set the seqno as you describe? I guess this must be a very common case, is there any java example implementation to look at to handle catch up of seq no intraday in case of neet to re-login?''

my setings are now:
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

Thanks a lot for your time and answers.


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  Well, that is what exactly happens. When you have a daily session the 
> Sequence number will be rest each new day on the starttime and you 
> will be loge doff on the end time. On during the session time the 
> sequence number will be incremented on each message, where the 
> Quickfix engine will take care of the gap fill automatically.
> If you set RestOnLogon = y then what happens is that your QF engine, 
> This has no side effect on the first log but, will rest the Sequence 
> number on the re-logon where apparently the Data supplier is not 
> resetting the sequence number and there by they are expecting a higher 
> sequence number and not "0".
> When getting this message " MsgSeqNum too low, expecting ..." then 
> your partner is getting a lower sequence number than expected ( we do 
> agree on
> that) and this happens on the re-logon, then what you could do is just 
> set you sequence number as the suggest in there rest of their message.
> 
> 
> Regards 
>           Pierre
> 
> 

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