[Quickfix-users] understandign message gap filling

[<ma...@Ge...>]

Hi

I have been experimenting with crashing my QuickFix application to see how
recovery can work.  I noticed that QF is taking care of managing message holes
or gaps.  It seems that if I send an order and immediately call abort() then
obviously I don't get the execution report.  I check the logs and it is not
there.  Then, I started my application and send no orders and no aborts.  After
logon I get the missing execution report.  Very nice, it seems QF will manage
that part of recovery for me.

I suspected that QF was using the log files on startup to determine what had
been received and what not.  So, I deleted all my logs before restarting my
application.  It picked up where it left off.  How does QF determine what
messages were not received?

Thank you,
Marc


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Marc Schwarzschild                                     1-646-825-2163
Gerber Capital Management Inc.                      120 Broadway, NYC