[Quickfix-users] Session reset
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From: Brian E. <azz...@ya...> - 2005-05-13 15:37:02
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We are having a problem with QuickFIX session start/end times. We currently have the following values set in our QUICKFIX.INI file: StartDay=Friday StartTime=16:50:00 EndDay=Friday EndTime=16:45:00 As I understand the documentation, this should set up a weeklong session, starting on Friday 16:50 UTC and ending the next Friday at 16:45 UTC. However, when we tested this, we had our session reset on Friday at exactly 00:00 local time (Chicago). The "active" session had started on Monday at 18:47:47 UTC (we brought up our app in "mid-session" and had let it run continuously since then). I looked at the Session and SessionTime code (specifically the checkSessionTime and isSameSession/isSessionTime methods) and I didn't see anything obviously wrong (tried to run it in my head). Has anyone seen this type of error before? Any help would be much appreciated. - Brian Erst p.s. We are considering just moving to a Saturday-Saturday session. Is StartTime/EndTime required, or would it default to 00:00 UTC on Saturday? |