RE: [Quickfix-users] Quick FIX reconnection problem?

[Brendan B. B. <br...@ka...>]

I ran into the problem w/the NewOrderSingle being 'dropped' this
weekend but haven't had a chance to debug fully.

It appears that the processing of msg 618 caused the drop.  I've been
able to reproduce this by having an unsent NewOrderSingle sitting in
.outgoing and then connect.

The reject message is because because the checksum does not match was
was expected.  I found and reported a problem with computing the
checksum about a month or so ago.  Orem posted a reply containing the
lines to implement a correct fix.

Regards,
Brendan

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of Pedro Sousa
Sent: Monday, August 25, 2003 11:03 AM
To: qui...@li...
Subject: [Quickfix-users] Quick FIX reconnection problem?


Hi,

I'm having the following problem using QuickFix:

We have an application using QuickFIX as an Acceptor. Another FIX
engine is connected to ours to send Stock Orders. Sometimes, the
connection between the FIX engines is lost. When the connection is
re-established, both FIX engines try to reconnect and send the
messages shown below. The problem is that message 619 (a
NewOrderSingle message) is lost! It is logged, but never reaches the
"Application.fromApp" method. It seems the Order is sent during the
reconnection process, but that shouldn't be a problem, right? And
what does the message "Value is incorrect (out of range) for this
tag" mean, in message 622? I've check incoming message 617 but I
can't see nothing wrong with it. Is there something wrong with the
reconnection messages sequence? I Could you please help me? This
happened 3 times in 3 consecutive days!

Thank you.

Pedro Sousa


EVENT: ---------------------------------------------------------------------
---------------------------------------------------------------------------
20030825-06:02:01 : Received logon request
20030825-06:02:01 : Responding to logon request
20030825-11:05:01 : Sent test request TEST
20030825-11:05:37 : Timed out waiting for heartbeat
20030825-11:05:37 : Disconnecting
20030825-11:06:22 : Received logon request
20030825-11:06:22 : Responding to logon request
20030825-11:06:22 : MsgSeqNum too high RECEIVED: 618 EXPECTED: 617
20030825-11:06:22 : Sent ResendRequest FROM: 617 TO: 617
20030825-11:06:22 : Received ResendRequest FROM: 619 TO: 620
20030825-11:06:22 : Sent SequenceReset TO: 621
20030825-11:06:22 : Processing QUEUED message: 618
20030825-11:06:22 : Received SequenceReset FROM: 619 TO: 618
20030825-11:06:22 : Message 617 Rejected: Value is incorrect (out of range)
for this tag
20030825-11:06:23 : Received ResendRequest FROM: 621 TO: 622
20030825-11:06:23 : Sent SequenceReset TO: 623
20030825-11:06:25 : Disconnecting
20030825-11:06:52 : Received logon request
20030825-11:06:52 : Responding to logon request


INCOMING:-------------------------------------------------------------------
----------------------------------------------------------------------------
-
8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=614
52=20030825-10:58
:34
10=203

8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=615
52=20030825-10:59
:04
10=202

8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=616
52=20030825-10:59
:35
10=207

8=FIX.4.1
9=0075
35=A
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=618
52=20030825-11:01
:32
98=0
108=30
10=239

8=FIX.4.1
9=0076
35=2
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=619
52=20030825-11:01
:32
7=619
16=620
10=027

8=FIX.4.1
9=0081
35=4
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=617
43=Y
52=20030825-
11:01:32
123=Y
36=618
10=054

8=FIX.4.1
9=0076
35=2
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=618
52=20030825-11:01
:32
7=621
16=622
10=021

8=FIX.4.1
9=0185
35=D
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=619
52=20030825-11:01
:34
11=20030825-X00265
109=999002
1=CITI
21=1
100=LS
55=BCP
48=PTBCP0AM0007

22=4
54=2
38=50000
40=2
44=1.59000000
15=EUR
59=0
10=198

8=FIX.4.1
9=0075
35=A
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=620
52=20030825-11:02
:01
98=0
108=30
10=229

8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=621
52=20030825-11:02
:31
10=188

8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=622
52=20030825-11:03
:01
10=187

8=FIX.4.1
9=0063
35=0
49=GTRDCIMD
56=IMDLX
57=IMDLX
34=623
52=20030825-11:03
:31
10=191

----------------------------------------------------------------------------
--------------------------------------------------------------------




OUTGOING: ------------------------------------------------------------------
----------------------------------------------------------------------------
--
8=FIX.4.1
9=54
35=0
34=613
49=IMDLX
52=20030825-11:02:47
56=GTRDCIMD
10=060

8=FIX.4.1
9=54
35=0
34=614
49=IMDLX
52=20030825-11:03:17
56=GTRDCIMD
10=059

8=FIX.4.1
9=54
35=0
34=615
49=IMDLX
52=20030825-11:03:47
56=GTRDCIMD
10=063

8=FIX.4.1
9=54
35=0
34=616
49=IMDLX
52=20030825-11:04:17
56=GTRDCIMD
10=062

8=FIX.4.1
9=195
35=8
34=617
49=IMDLX
52=20030825-11:04:35
56=GTRDCIMD
6=1.58

11=20030825-X00045
14=10708
17=1137014493220030825
20=0
31=1.58
32=10708
37
=20030825-X00045
38=50000
39=1
54=2
55=BCP
150=1
151=39292
10=204

8=FIX.4.1
9=191
35=8
34=618
49=IMDLX
52=20030825-11:04:35
56=GTRDCIMD
6=1.58

11=20030825-X00045
14=50000
17=1137114493220030825
20=0
31=1.58
32=39292
37
=20030825-X00045
38=50000
39=2
54=2
55=BCP
150=2
151=0
10=241

8=FIX.4.1
9=63
35=1
34=619
49=IMDLX
52=20030825-11:05:01
56=GTRDCIMD
112=TES
T
10=078

8=FIX.4.1
9=66
35=A
34=620
49=IMDLX
52=20030825-11:06:22
56=GTRDCIMD
98=0
10
8=30
10=100

8=FIX.4.1
9=67
35=2
34=621
49=IMDLX
52=20030825-11:06:22
56=GTRDCIMD
7=617
1
6=617
10=148

8=FIX.4.1
9=94
35=4
34=619
43=Y
49=IMDLX
52=20030825-11:06:22
56=GTRDCIMD
12
2=20030825-11:06:22
36=621
123=Y
10=230

8=FIX.4.1
9=111
35=3
34=622
49=IMDLX
52=20030825-11:06:22
56=GTRDCIMD
45=617

58=Value is incorrect (out of range) for this tag
10=190

8=FIX.4.1
9=94
35=4
34=621
43=Y
49=IMDLX
52=20030825-11:06:23
56=GTRDCIMD
12
2=20030825-11:06:23
36=623
123=Y
10=227

8=FIX.4.1
9=66
35=A
34=623
49=IMDLX
52=20030825-11:06:52
56=GTRDCIMD
98=0
10
8=30
10=106

8=FIX.4.1
9=54
35=0
34=624
49=IMDLX
52=20030825-11:07:22
56=GTRDCIMD
10=060

8=FIX.4.1
9=54
35=0
34=625
49=IMDLX
52=20030825-11:07:52
56=GTRDCIMD
10=064

8=FIX.4.1
9=54
35=0
34=626
49=IMDLX
52=20030825-11:08:22
56=GTRDCIMD
10=063

----------------------------------------------------------------------------
--------------------------------------------------------------------