Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number
Brought to you by:
orenmnero
From: Grant B. <gbi...@co...> - 2014-08-26 15:25:28
|
Where are the MDRequests with sequence numbers 2-31? If the outgoing logon is 1, and the Heartbeat is 32, then your log should also be showing the 30 messages in-between. Are those in-between messages triggering some type of error and not being sent? Something is weird here, but I can't see it in what you've provided. On Tue, Aug 26, 2014 at 3:03 AM, Namalie Muthuthanthri <nam...@rh... > wrote: > Furthermore there are 30 market data requests that has to be sent . I’m > guessing this is why the heartbeat sequence number is set to 32. The > problem is when the fix message log files are checked the heartbeat message > gets sent out before the 30 market data requests. > > > > *From:* Namalie Muthuthanthri > *Sent:* Tuesday, 26 August, 2014 11:15 AM > *To:* 'Grant Birchmeier' > *Cc:* qui...@li... > *Subject:* RE: [Quickfix-users] Sends heartbeat messages with incorrect > sequence number > > > > Hi Grant, > > > > Thanks for your reply. > > > > No, there are no explicit logon calls in the code. However there’s code to > send market data requests on log on message. (onMessage(QuickFix43.Logon > , SessionID) method.) > > > > Thanks, > > Namalie. > > > > > > *From:* Grant Birchmeier [mailto:gbi...@co... > <gbi...@co...>] > *Sent:* Monday, 25 August, 2014 10:02 PM > *To:* Namalie Muthuthanthri > *Cc:* qui...@li... > *Subject:* Re: [Quickfix-users] Sends heartbeat messages with incorrect > sequence number > > > > I strongly suspect you are doing something weird in your code. > > > > Are you explicitly sending Logon messages? e.g. are you calling something > like sendToTarget(logon_message)? > > > > On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri < > nam...@rh...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > QuickFix wrapper seems to be sending out heartbeat messages with seqNum > field set to 32 every once in a way immediately after receiving a logon > reponse from our counterparty. > > This is after having 141=Y on the login request. > > Below are the message logs (from a long time ago, but this is still > happening) from several instances this has happened. This happens > intermittently and is not noticed when a login is preceded by a logout . > We are using product version 1.0.3748 > > > > 20131120-09:46:53.256 : > 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218 > > 20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM > 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212 > > 20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US > 52=20131120-09:47:24.69156= THEM 10=17 > > > > > > 20131124-05:21:47.825 : > 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212 > > 20131124-05:22:17.856 : > 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175 > > 20131124-05:22:17.887 : > 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128 > > 20131124-05:22:18.246 : > 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248 > > > > 20131201-05:30:30.165 : > 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201 > > 20131201-05:30:31.600 : > 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206 > > 20131201-05:31:01.600 : > 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151 > > 20131201-05:31:01.927 : > 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249 > > > > 20131209-14:37:42.386 : > 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224 > > 20131209-14:37:44.757 : > 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223 > > 20131209-14:38:14.850 : > 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177 > > > > Any help would be appreciated. > > > > Thanks, > > Namalie. > > > > > > > > > This e-mail may contain confidential and/or privileged information. If you > are not the intended recipient (or have received this e-mail in error) > please notify the sender immediately and destroy this e-mail. Any > unauthorised copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. Although this e-mail and any attachments are > believed to be free of any virus or any other defect which may affect any > computer or IT system into which they are received and opened, it is the > responsibility of the recipient to ensure that they are virus free and no > responsibility is accepted by Rhicon Currency Management for any loss or > damage arising in any way from receipt or use thereof. This message is for > information purposes only, it does not constitute investment advice or an > offer or a solicitation to invest. The information herein is only directed > at professional clients and eligible counterparties and the services or > investments referred to in this e-mail and any attachments thereto are only > available to professional clients and eligible counterparties. Retail > clients should not rely on the information herein. Rhicon Currency > Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence > No. CMS100198-2) and is registered with the CFTC as a Commodity Trading > Advisor and a member of the National Futures Association in the United > States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and > regulated by the Financial Conduct Authority (FRN: 228713), and registered > as a limited company in England and Wales No. 4610606. > > > > > > ------------------------------------------------------------------------------ > Slashdot TV. > Video for Nerds. Stuff that matters. > http://tv.slashdot.org/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > > > > -- > > Grant Birchmeier > > *Connamara Systems, LLC* > > *Made-To-Measure Trading Solutions.* > > Exactly what you need. No more. No less. > > http://connamara.com > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |