Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number
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Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number
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From: Grant B. <gbi...@co...> - 2014-08-27 14:45:55
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Something's not right. I wonder if there's a threading issue or something. Put simply, it looks like the heartbeat is getting sent before the MDRRs, even though the MDRRs are created first. I'm not as well-versed in the C++ QF as I am other ones (Java/C#), and this really seems like a bug specific to C++. Can someone else with a deeper understanding of the C++ engine step in here? On Tue, Aug 26, 2014 at 10:44 PM, Namalie Muthuthanthri < nam...@rh...> wrote: > > > Hi Grant, > > > > Below is from a more recent log. The incorrect heartbeat sequence number > is now 38 because we have more MDR requests for more currency pairs than > from the earlier log . As you can see the MDR requests go out after the > heartbeat that has 38 as it’s sequence number. Also the heartbeat interval > is set to 30 secs in the configs. > > > > > > 20140817-04:19:17.760 : 8=FIX.4.3 9=77 35=A 34=1 49=US > 52=20140817-04:19:17.760 56=THEM 98=0 108=30 141=Y 10=226 > > 20140817-04:19:19.788 : 8=FIX.4.3 9=77 35=A 34=1 49=THEM > 52=20140817-04:19:19.635 56=US 98=0 108=30 141=Y 10=229 > > 20140817-04:19:50.521 : 8=FIX.4.3 9=60 35=0 34=38 49=US > 52=20140817-04:19:50.459 56=THEM 10=191 > > 20140817-04:19:50.631 : 8=FIX.4.3 9=59 35=0 34=2 49=THEM > 52=20140817-04:19:50.496 56=US 10=143 > > 20140817-04:19:50.990 : 8=FIX.4.3 9=68 35=2 34=3 49=THEM > 52=20140817-04:19:50.730 56=US 7=2 16=0 10=005 > > 20140817-04:19:51.629: 8=FIX.4.3 9=183 35=V 34=2 43=Y 49=US > 52=201408104:19:51.629 56=THEM 122=2014081704:19:19.944 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=059 > > 20140817-04:19:51.707 : 8=FIX.4.3 9=183 35=V 34=3 43=Y 49=US > 52=20140817-04:19:51.707 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=108 > > 20140817-04:19:51.723 : 8=FIX.4.3 9=183 35=V 34=4 43=Y 49=US > 52=20140817-04:19:51.723 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=115 > > 20140817-04:19:51.738 : 8=FIX.4.3 9=183 35=V 34=5 43=Y 49=US > 52=20140817-04:19:51.738 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=084 > > 20140817-04:19:51.738 : 8=FIX.4.3 9=183 35=V 34=6 43=Y 49=US > 52=20140817-04:19:51.738 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=130 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=7 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=057 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=8 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=076 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=9 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=145 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=10 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=186 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=11 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=162 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=12 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=143 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=13 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=174 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=14 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=117 > > 20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=15 43=Y 49=US > 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=136 > > 20140817-04:19:51.770 : 8=FIX.4.3 9=184 35=V 34=16 43=Y 49=US > 52=20140817-04:19:51.770 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=135 > > 20140817-04:19:51.801 : 8=FIX.4.3 9=184 35=V 34=17 43=Y 49=US > 52=20140817-04:19:51.801 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=145 > > 20140817-04:19:51.816 : 8=FIX.4.3 9=184 35=V 34=18 43=Y 49=US > 52=20140817-04:19:51.801 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=126 > > 20140817-04:19:51.816 : 8=FIX.4.3 9=184 35=V 34=19 43=Y 49=US > 52=20140817-04:19:51.816 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=192 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=20 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=081 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=21 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=132 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=22 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=118 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=23 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=116 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=24 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=107 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=25 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=104 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=26 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=107 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=27 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=131 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=28 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=126 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=29 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=117 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=30 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=103 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=31 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=108 > > 20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=32 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=123 > > 20140817-04:19:51.848 : 8=FIX.4.3 9=184 35=V 34=33 43=Y 49=US > 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=156 > > 20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=35 43=Y 49=US > 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=200 > > 20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=36 43=Y 49=US > 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=161 > > 20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=37 43=Y 49=US > 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR > 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 > 10=164 > > 20140817-04:19:51.879 : 8=FIX.4.3 9=103 35=4 34=38 43=Y 49=US > 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:51.879 36=39 123=Y > 10=075 > > > > *From:* Grant Birchmeier [mailto:gbi...@co...] > *Sent:* Tuesday, 26 August, 2014 11:25 PM > > *To:* Namalie Muthuthanthri > *Cc:* qui...@li... > *Subject:* Re: [Quickfix-users] Sends heartbeat messages with incorrect > sequence number > > > > 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. 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