Re: [Quickfix-users] Spontaneous Logout message

[Peter H. <pet...@ya...>]

Ah... yes, I see that when I convert to UTC, 00:00:00 was precisely when both connections logged themselves off. 


I'm going to see if I can alter the FIX::SessionSettings inside the executable to automatically clear the next 12 hours for the current session. 


Thanks



________________________________
 From: Grant Birchmeier <gbi...@co...>
To: Peter Handel <pet...@ya...> 
Cc: "qui...@li..." <qui...@li...> 
Sent: Tuesday, November 20, 2012 5:54 PM
Subject: Re: [Quickfix-users] Spontaneous Logout message
 

Please note that 00:00:00 is UTC time by default, so it's not actually midnight.  You can use UseLocalTime=Y to make it treat those times as your local clock's time zone.


If they are the same then that means the Acceptor will logout everyone at that time, but will instantly accept new connections/re-connections (though the seq numbers will be reset).


I'd suggest just setting StartTime/EndTime to be some time in which you will never be running the server.  Like midnight.  Alternately, you can add StartDay/EndDay to turn the session into a weeklong session, so it will only reset the connections once per *week*.


-Grant



On Tue, Nov 20, 2012 at 7:43 PM, Peter Handel <pet...@ya...> wrote:

Yes, I am new to FIX. For the initiator and acceptor, I have the StartTime and EndTime set to 00:00:00. I got those values from the example .cfg files in the quickfix distribution. 
>With these values, I thought that it would just ignore start/end times. Is this not the case? I want to avoid having to edit the .cfg files every time I want to run the server, is there a 
>way I can set this explicitly through the FIX::SessionSettings directly?
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>________________________________
> From: Grant Birchmeier <gbi...@co...>
>To: Peter Handel <pet...@ya...> 
>Cc: "qui...@li..." <qui...@li...> 
>Sent: Tuesday, November 20, 2012 5:27 PM
>Subject: Re: [Quickfix-users] Spontaneous Logout message
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>Does it happen at the same time every day?  Do you know what the session end-time configuration is?  To me this sounds like normal behavior when the Acceptor hits the configured EndTime.
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>As far as the simultaneous Logouts... well, that's what FIX does.  When one side sends a Logout, the other side responds with a Logout.  It should always be the Acceptor i.e. server-side first (unless you explicitly ordered the Trader to logout).
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>Forgive me if my answer seem obvious or if you've already checked your config's EndTime.  This is just what I see given your description of the issue.  It kind of sounds like you might not be well-versed in FIX or QF.
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>-Grant
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>On Tue, Nov 20, 2012 at 7:09 PM, Peter Handel <pet...@ya...> wrote:
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>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
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>>I've been testing an electronic trader with a FIX Server, using a FIX connection to send market data in real time. 
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>>The Trader works for about 4 hours or so, until the FIX connection sends a spontaneous Logout Message. It seems that the Server and the trader application decide to send each other Logout messages at almost the same time. If one is initiating, its hard to determine which one is doing it. Heartbeat messages are being sent and received on both sides. Just at this one point in the trader, the Logouts get sent and chaos ensues. There are no erroneous messages that warrant this, the connection is on the same computer, so this behavior is baffling me. 
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>>How can I suppress/control this Logout behavior? Any clues as to whats' causing it? I've been logging all the incoming and outgoing messages from the trader and the server, but I can't determine the cause. 
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>-- 
>
>Grant Birchmeier
>
>Connamara Systems, LLC
>
>Made-To-Measure Trading Solutions.
>Exactly what you need. No more. No less.
>
>http://connamara.com
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-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

http://connamara.com