Re: [Quickfix-users] Msg Seq No

[aupadras <ani...@ya...>]

Hi Mike,

Thanks for your response. It seems the issue was resolved. I changed some of
the settings in the config file and the data dictionary that solved the
socket error and other issues. 

As expected I am resetting the the MsgNo to 1 every night and increment the
seq no every time a new message was sent back and forth.  Currently, I am
working on the execution report to receive the fill back after the order is
completely executed. Please address the following questions and let me know
if I am not on the right track.

Questions :
a) Currently, I am logging the create and message log using the filefactory
settings. This current setting does not distinguish the incoming and
outbound messages. I only see what I am sending on my side. How can I see or
view the logs of my counter party messages (in my case the acceptor
messages) ?
Is something already existing in quick fix to log incoming/outbound messages
or do we need to write the logic using toApp, fromApp and toadmin and
fromadmin event handlers?

b) What is the quickest way in quick-FIX to retrieve the execution report ?
writing it to csv or to the data base (SQL Server). However, we would like
to have the complete execution of split fills to the database by the end of
the day. 

c) Also, currently I designed system for new Single Order as provided in the
examples initiator start and initiator stop. We trade particular set of
markets at particular time of the day, my question is whether the design
will be robust if I send the multiple orders at 1 PM i.e.., for "n" orders
sending the "n" separate new single Order type messages (with initiator
start and stop) at 1 PM. How does this work in terms of session IDs, msg seq
nos and conflicts in getting the filled split fills)

d) Is there any efficient way using quick fix to send multiple orders in one
shot rather than sending it  multiple times as new single order messages ?
If so, what are the pros and cons in implementing the (c) vs (d).

Any input or information or suggestion is highly appreciated.

Thanks,
aupadras.





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