Re: [Quickfix-users] Some questions about restarting a quickfix server

[Joerg T. <Joe...@ma...>]

Staffan Ulfberg wrote:
> Is there any other source for documentation except the main web site
> and the souce code?  I find that many minor points (for example,
> is an outgoing FIX message guaranteed to be written to the message
> store before it is sent to the client?

If the sendToTarget() method returns, the message has been written to the=
 store at least.
QuickFIX takes care to send out the message when appropriate, ie when a F=
IX connection has=20
been established or a ResendRequest is being processed.

If you use a database-backed store, the database will guarantee that the =
message is stored=20
savely. File-based storage may be not so safe.

> When are incoming messages written to the message store?) are hard to f=
ind answers
> to...

There is no need to write them to the store. You just receive them via fr=
omApp().

>>>When the server is restarted, maybe after a crash, one way to find out
>>>if there are any orders whose status is not known by the client is to
>>>read the message log.  Is there any way to do that while using the
>>>quickfix engine's message parsing functions?
>> [...]
>=20
> I was thinking along these lines, however: I'm writing a FIX gateway
> for a proprietary exchange API.  Since the proprietary API allows
> me to chose the order id, I could let that order id be a
> string composed of the FIX client's compid and the FIX client order
> id.  Then, at application start, I could read the FIX log to find all
> orders that are still active as far as the FIX client knows.  Since
> the client order ids are enough to identify the orders at the
> exchange, I could just query their state and send out execution
> reports with their current status, if different from what has already
> been sent.  (Or, just send out all information including trades for
> these orders, with the PossResend flag set.)
>=20
> Anyway, then I have to parse the FIX message log...  Not very hard to
> do by hand since there are only a couple of messages of interest, but
> it would of course be nice to be able to use all of the type safe
> functions in the QuickFIX api...

If I remember right, there has been some discussions about using the mess=
age log or store=20
for session recovery in this list. Please have a look at earlier posts.

Cheers, J=F6rg

--=20
Joerg Thoennes
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