Re: [Quickfix-developers] Unnotified seq no. changes on acceptor side
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From: Asher N. <ash...@gm...> - 2016-10-05 18:08:49
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Is sending a resend request to your broker causing issues when the sequence number is bumped? If not, I'd probably just live with the behavior, given that reconnects should be relatively infrequent during a session. Given that there aren't really negative side effects beyond a tiny delay on reconnect, it seems like a pretty harmless issue unless I'm missing something. On Wed, Oct 5, 2016 at 12:29 PM, <daw...@ya...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi folks, I'm new to FIX development but I'm currently building a FIX > engine for a client to talk to his broker using QuickFix C++ and FIX4.4. I > need some advice and I would really appreciate the input. Here's the > problem briefly:- > > While doing some initial connection testing vs the brokers FIX engine I > noticed every time I logged in the broker's seq. no incremented by 100 > which of course triggered a resend request from my side. I raised this > with the broker who replied as follows... [When we started interfacing > with the exchange using FIX we found anomalies with test requests and > sequences between disconnects and reconnects. (can’t recall exactly what > the issue was) An easy workaround at the time was to bump the sequence by > 100 after a re-connect and just send a fill when they ask for it. This > was clearly carried forward into our fix gateway implementation.]. > > 1. This all sounds very wrong to me, a lazy "workaround". I would at least > expect a SeqReset message from them on logout, which they are not sending. > Any thoughts on this? [yes I know sorry this is really a FIX protocol issue > but it brings to the question I really need to ask]. > > 2. Assuming they are not going to change the behaviour then how might I > work around this from my QuickFix client side? > > Thank You! > Dermot > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |