Re: [Quickfix-developers] Sequence Reset's Sequence #?

[Hei C. <str...@ya...>]

Hi,


I believe it is a bug in QuickFIX because according to FIX 4.2 specification:
"If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset-GapFill message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message)."

So in the example in my previous email, QuickFIX should reply with a GapFill message with 34=2 because the Resend Request asked for the message with a sequence # of 2.

I have filled a bug:
https://sourceforge.net/tracker/?group_id=37535&atid=1126912

Thanks in advance.


Cheers,
Hei



________________________________
From: Hei Chan <str...@ya...>
To: "qui...@li..." <qui...@li...>
Sent: Wednesday, September 7, 2011 5:33 PM
Subject: [Quickfix-developers] Sequence Reset's Sequence #?

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



Hi,

I am using the latest QuickFIX C++.

When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)?

If yes, it seems like there is a bug in QuickFIX:
Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A

QuickFIX's response:
8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A

As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2.

Any idea?

Thanks in advance.


Cheers,
Hei
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