Re: [Quickfix-users] FIX SequenceNumbers problem

[Roman T. <ro...@de...>]

Good day, Kai!

I think your problem not related with my issues :(
FIX session, in definition, should not expire until FIX counterparties, 
interchanging by heartbeat messages.

In my opinion, you should check:
1) FIX heartbeat interval
2) TCP connection timeout should be greater then heartbeat interval
3) check you firewall settings for 2)

In my situation, I've found undocumented option SendResetSeqNumFlag=Y.
This option leaved by developers for debugging (maybe ;-), but has some 
bugs in realization.
If set to Y, Initiator side will reset session on sending LOGON message. 
ResetOnLogout and ResetOnDisconnect options
does not affect to this option behavior.
Here was a patch with fix SendResetSeqNumFlag option implementation.
Also patch fixes a problem with broken fix-storage condition, after 
ResetOnLogout option was set to N.

Wishing you nice day, Roman

kai wrote:

> Hi Roman, I think the same bug is also causing my initiator reseting 
> the sequence number every time a session expires (even though I have 
> ResetOnLogout=N and ResetOnDisconnect=N set explicitly in the cfg 
> file). Do you mind sending me the patch? or tell me where in the 
> source files that is causing this problem? Many thanks in advance.
>  
> kai
>
>  
> On 12/13/05, *Roman Tsiroulnikov* <ro...@de... 
> <mailto:ro...@de...>> wrote:
>
>     Hello, guys!
>
>     I've just resolved this issue.
>
>     If you set ResetOnLogout option, the Initator side will drop the
>     fix-storage after finishing the session.
>     That's means - actually, sequences will be reset on NEXT logon
>     only. But if you
>     switch off ResetOnLogout, you Initiator fix-storage will be
>     broken, because of sequence numbers information has been destroyed.
>
>     Also, the sosurce codes has undocumented option: SendResetSeqNumFlag=Y
>     If set, this option enforces sequence reset on LOGON, without data
>     corruption.
>
>     But! Current version of quickfix has a bug, SendResetSeqNumFlag
>     will work incorrect.
>     I have a patch with fixes for this bug.
>
>
>     Roman Tsiroulnikov wrote:
>
>>     QuickFIX Documentation:
>>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>     <http://www.quickfixengine.org/services.html>
>>
>>
>>     Hello, quickifix team!
>>
>>     I'm newbie using quickix, but I have strange problem with message
>>     sequence numbers.
>>     Problem occurs only on Initiator side. In normal LOGON mode
>>     (ResetSeqNumFlag=N),
>>     everything was fine. If initiator side tries to login in SeqReset
>>     mode (LOGON with ResetSeqNumFlag=Y),
>>     session works OK, but library does not update
>>     <fix-store>/FIX-4.4-*.* files with FIX session storage data.
>>     As the result, initiator side loses sequence numbers and FIX
>>     messages body information.
>>     After that, if initiator open a session with normal LOGON
>>     (ResetSeqNumFlag=N),
>>     the initiator trying to start session from sequence number 1, but
>>     server expected number N. After that,
>>     acceptor receives LOGON from initiator and reply by LOGOUT with
>>     error (Text=MsgSeqNum too low, expecting N but received 1).
>>
>>     version: FIX 4.4, quickfix-1.10.2
>>
>>     Hope for your help ;-)
>>
>>     Wishing you nice day, Roman
>>
>>
>>
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>
>
>
>     -- 
>     Wishing you nice day,
>     ___________________________
>     Roman Tsiroulnikov
>     Monitoring & infrastructure projects
>     ro...@de... <mailto:ro...@de...>
>     http://www.devexperts.com <http://www.devexperts.com/>
>     Tel. +7(812) 336-57-88
>      
>
>