RE: [Quickfix-developers] Restore messages

[Rattinger, J. <Joh...@sa...>]

I also agree! Yes, saving the incoming messages is not a requirement for the
protocol, but it is a great convenience. There are several reasons why this
would be a useful feature. 

The most important IMHO is for debugging. When errors occur with message
processing - such as missed executions, correction, busts, ..., the user
usually doesn't see them until a break occurs the next day. At this point a
resend request from the day before is impossible. Without a complete message
log, it is very difficult to determine who is at fault and therefore who
should eat the error. I would actually like to take the logging a step
further and see one integrated log that combined both incoming and outgoing
messages. This is the only true way to absolutely determine the sequence of
events. 

Also, I don't like the idea of depending on the other side to resend the
messages. Even if that engine has been "certified", it can still have resend
errors and bugs. I know because I have seen it happen many times from the
top vendors. For this same reason, I never resend application messages when
the sell side sends a resend request. I have sent duplicate messages in
response to a resend request and have had them not recognized as dupes. 

You only have to be burned once to learn that lesson.

Having the incoming log is also useful for analyzing message flow,
latencies, ...

I agree with Min that is would be nice to have this as a configurable
option.

That's my 2 cents on the subject.
John

-----------------------------------------------------
John Rattinger
SAC Capital Management Advisors
joh...@sa...

-----Original Message-----
From: Min Tang [mailto:mi...@op...]
Sent: Tuesday, March 04, 2003 9:03 AM
To: Gene Gorokhovsky; om...@th...;
qui...@li...
Subject: Re: [Quickfix-developers] Restore messages


Agree. I think there are many chances for a GUI FIX trading application to
restore incoming messages. For example, a user closed then re-open this
application, all recent orders and executions should be re-loaded. It will
be great helpful if Oren can offer the functionality to store/recover
incoming message as well (just same as what QuickFix handles outgoing
messages). For performance consideration, this shouldn't be mandatory, a
flag in config file can solve the problem. Of course I can implement this
using outgoing log file, but I do feel this is a fundamental requirement (I
checked email archive, and at least 3 people mentioned same thing).

----- Original Message -----
From: "Gene Gorokhovsky" <mus...@ya...>
To: <om...@th...>; "Min Tang" <mi...@op...>;
<qui...@li...>
Sent: Monday, March 03, 2003 8:27 PM
Subject: Re: [Quickfix-developers] Restore messages


> Remember also that you can always ask for the message
> resend from the session counter-party using FIX.
>
> Gene
>
> --- Oren Miller <ore...@ya...> wrote:
> >
> > You can't.  There is no reason to store incoming
> > messages to implement the protocol, so they are not
> > stored.  Doing so would just increase I/O.  You can
> > use the logger interface to store both incoming and
> > outgoing messages, however you would have to
> > implement something to read them into your
> > application.
> >  Min Tang <mi...@op...> wrote:Hello, We
> > can restore outgoing messages by using FileStore
> > class, but how can I restore incoming messages? Is
> > there any utility to load XXX.incoming |
> > XXX.outgoing files or I have to write myself?
> > Thanks.
> >
> >
> > ---------------------------------
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