Re: [Quickfix-developers] Using .seqnums file to trigger a full resend

[Grant B. <gbi...@co...>]

Your broker should have some documentation for their FIX interface, which
explains what messages and fields are allowed and expected.  If there is a
history-retrieval feature, I'm sure it is documented.


On Wed, Feb 22, 2017 at 11:24 PM, <daw...@ya...> wrote:

> Hi Grant,
>
> Yes it sounded a bit 'hacky' to me too but this was the approach
> recommended to me by Asher Newcomer on this forum last October. Ok I will
> speak to the broker and ask what they recommend.
>
> Thanks,
> Dermot
>
> ----- Original Message -----
> *From:* Grant Birchmeier <gbi...@co...>
> *To:* daw...@ya...
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Date:* 2017/2/23, Thu 13:07
> *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a
> full resend
>
> I would call this a bad practice.  (You're not the first to invent it.)
>
> You're hacking your app's state to basically lie to your counterparty
> about missing messages.  If you are asking for a *lot* of history, they'll
> probably truncate it.
>
> Have you checked your counterparty's docs to see if they provide another
> way to get the historical data that you need?  Surely you aren't the first
> person to need historical data from this system.
>
> On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/
> <http://www.quickfixengine.org/quickfix/doc/html/>
>
>
> Hi Guys,
>
> I'm trying to trigger a resend of all the executor's messages for the day. I
> manually set the incoming seq no in the .seqnums file to 0, then login
> and this triggers a resend request for all messages as soon as my FIX
> engine receives the logon response message - all good so far. All the
> messages are resent and received correctly. The problem is when I log out I
> can see that the .seqnums file does not have the updated incoming seq no
> (it's just set to 1) so when I log in again it triggers another resend
> request.
>
> This problem should be very easy to reproduce. The steps are:-
> 1. Log on
> 2. Send order
> 3. Receive execution
> 4. Log out
> 5. Manually change the .seqnums file from "0000000004 : 0000000004" to
> "0000000004 : 0000000000"
> 6. Log on (resend is triggered)
> 7. Log out.
> 8. Check the seqnums file again and you get "0000000007 : 0000000001" when
> it should be "0000000007 : 0000000006"
>
> Any ideas?
>
> Thanks a lot!
> Dermot
>
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>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com