Re: [Quickfix-users] message replay

[Oren M. <or...@qu...>]

The MessageStore isn't really designed for this purpose.  For a couple 
reasons.  First, the MessageStore only stores outgoing messages.  It does 
this in the case it is required to resend one of these messages to the 
counterparty.  It does not keep track of incoming messages at all.

Second, the messages stored there are not guaranteed to be retained.  If the 
counterparty requests a sequence number reset for instance, the storage file 
will be wiped clean.

In general it is not recommended to use QuickFIX to manage your applications 
persistance.  Before returning from a callback, you should take care to 
fully process and persist any data you wish to retain.  As soon as the 
callback returns, that is an indication to QuickFIX that you have taken over 
responisbility for the contents of that message.

Instead I would recommend that you stream the messages you want to replay 
into a file and read them back in when you load your application.  You can 
pass the strings you read into the Message contructor.  You can then pass 
those messages into your MessageCracker in order to process them.

--oren

----- Original Message ----- 
From: "AW" <aar...@gm...>
To: <qui...@li...>
Sent: Monday, June 20, 2005 11:04 AM
Subject: [Quickfix-users] message replay


QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi

I'm creating a simple client to receive execution reports from a
vendor. QuickFix has performed fantastically. In order to recover from
logic errors on my side when loading the execution reports Id like to
be able to restart at any point during the day and replay all
execution reports I've already seen.

Im looking for a strategy to replay the day's messages out of the
message store each time I startup my application.  Ive been able to
iterate through a file store and read in the messages, but I cant find
a way to restore the messages to the correct type (ie Id like to be
able to a call crack on the message as if it was new).

Is there built-in replay functionality? Is hitting the file store and
reading in the raw messages a safe/recommended way to go about this?

thanks,
--aaron


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