Re: [Quickfix-developers] Valid resend requests rejected by QuickFIX library

[gunnar <gh...@hi...>]

Hi Eugene,

Thank you for responding! Indeed the clients always logon with sequence 
reset false. For example this day:

--
20141219-05:51:27.298 : Received logon request
20141219-05:51:27.298 : info: HiQExchangeHandler::reset seqReset=false
20141219-05:51:27.298 : Responding to logon request
20141219-05:51:29.057 : Received ResendRequest FROM: 1 TO: 3
20141219-05:51:29.057 : Invalid message: Header fields out of order
--

And the "offending" message was:

20141219-05:51:29.057 : 
8=FIX.4.2|
9=58|
35=2|
49=HIQ1|
56=HIQFIX|
52=20141219-05:51:29|
34=3
|7=1
|16=3|
10=113



I  have some more info. This client always tries to logon a first time 
much earlier and then we send them a logout message and disconnect their 
session. Perhaps we don't that the correct way and the session is not in 
a healthy state after this.
The bold lines below illustrate how we disconnect them. Maybe someone 
knows if this is the correct way to disconnect a client. Perhaps the 
call to disconnect() is not needed and sending a logout message is 
enough? Or perhaps we need to call yet another method on their session 
(MFIXSession) after calling disconnect().

bool HiQExchangeHandler::logoutAndDisconnectFIX(const FIX::Text& text) {
     try {
         if (MFIXSession != NULL) {
             if (MFIXSession->receivedLogon()) {
*                FIX42::Logout message;**
**
**                message.set(text);**
**                FIX::Session::sendToTarget(message, MFIXSessionID);**
*            }
*            MFIXSession->disconnect();**
*            return true;
         }
         else {
             logError("HiQSession::logoutAndDisconnectFIX: MFIXSession 
== NULL");
         }
     }
     catch (...) {
         logError("HiQSession::logoutAndDisconnectFIX caught 
unidentified exception");
     }
     return false;
}


Strange thing is of course that it happens so rarely.


Thanks a lot!
Gunnar

Gunnar Harms

T +31 (0)20 53 53 487
F +31 (0)20 42 08 852
I www.hiqinvest.nl

HiQ Invest
Herengracht 442
1017 BZ Amsterdam

On 12/19/2014 04:39 PM, Eugene Krel wrote:
> Hi Gunnar,
>
> I have seen this issue as well. It commonly happens when we reset 
> sequence numbers for the day and an incoming session comes in with 
> sequence numbers from the previous day. The two sessions logn on/off 
> and then the incoming session logs off. They later log on for the new 
> day with reset sequence numbers and eventually leads to the exact 
> resend request scenario.
>
> I have not had time to look for a solution in the code, but having 
> both sides reset the sequence numbers at appropriate times and logon 
> as 1-1 for the new day addresses it.
>
> Hope this helps.
>
> Regards,
>
> -
> Eugene Krel - 646-293-1805 - Quantitative Brokers 
> <http://www.quantitativebrokers.com>
>
> On Fri, Dec 19, 2014 at 10:02 AM, gunnar <gh...@hi... 
> <mailto:gh...@hi...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/
>
>     Hello,
>
>     We have some problems where our FIX server (an acceptor) sometimes
>     rejects perfectly valid resend request messages from our clients.
>     In the event log we then see for example:
>
>     20140225-08 <tel:20140225-08>:04:51.589 : Received ResendRequest
>     FROM: 3356 TO: 3374
>     20140225-08 <tel:20140225-08>:04:51.589 : Invalid message: Header
>     fields out of order
>
>     (or it can complain about no SOH at the end. In any way QuickFIX is
>     wrong because the messages that we receive are valid 35=2 messages)
>
>     We use the C++ QuickFIX library.
>     The issue is not easily reproducible and happens rarely, twice a month
>     or so. If it happens we restart our FIX server and from then it
>     accepts
>     the exact same resend requests again.
>     I know I have not provided much information in this email, but am just
>     hoping someone recognizes the issue.
>
>
>     Regards,
>     Gunnar
>
>
>
>     ------------------------------------------------------------------------------
>     Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server
>     from Actuate! Instantly Supercharge Your Business Reports and
>     Dashboards
>     with Interactivity, Sharing, Native Excel Exports, App Integration
>     & more
>     Get technology previously reserved for billion-dollar
>     corporations, FREE
>     http://pubads.g.doubleclick.net/gampad/clk?id=164703151&iu=/4140/ostg.clktrk
>     _______________________________________________
>     Quickfix-developers mailing list
>     Qui...@li...
>     <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> CONFIDENTIALITY NOTICE: This e-mail and any attachments are for the 
> exclusive
> and confidential use of the recipient(s) who we intend for institutional
> customers as opposed to retail customers and may constitute non-public 
> information.
> If you received this e-mail in error, disclosing, copying, 
> distributing or taking
> any action in reliance of this e-mail is strictly prohibited and may 
> be unlawful.
> Instead, please notify us immediately by return e-mail and promptly 
> delete this
> message and its attachments from your computer system as we do not 
> waive any work
> product or other applicable legal privilege(s) by the transmission of 
> this message.
> NOTE: The information in this e-mail does not constitute trading advice.
>