[Quickfix-developers] Persisting unprocessed messages

[Simeon S. <sim...@gm...>]

Hi, I have a quickfix initiator and I am trying to solve the following
problem. If I have a burst of fills, quickfix will receive all the fills
and start passing them to the application. The fill messages at this point
have been received and are held in memory by quickfix. If the application
crashes while processing the messages then what is in memory is lost. When
the client restarts it has to re-request the unprocessed messages from the
server which might not have them.

My question is this - is there a simple way to make quickfix dump messages
to disk so that when the application crashes it can pick from where it left
off? I have enabled 'PersistMessages=Y' and I have a disk store but it
doesn't seem to be picking up from where it left off upon restart. I am not
sure what config I need to get this functionality.

Kind regards,
Simeon