Re: [Quickfix-developers] Restore messages

[<gar...@su...>]

I'm not sure if I'm one of the people that have mentioned the benefit of
this feature, but I would certainly use it.  Because the functionality
isn't there, I've had to implement something to provide this at the
application layer.  Basically, I configure and create my own FileStore used
for incoming messages.  The Client API I built (through which our client
application talks with the FIX engine) has the means to request messages
that the engine may have received since the client's last received
messages.  This becomes useful when the engine remains up and can
potentially receive messages from the counterparty's session, but our
trading application gets interrupted. If the engine received the message
and couldn't pass it upstream, it at least gets archived in the store which
can be requested by my trading application when it reconnects.

I certainly think that a better implementation could be probably be
implemented as mine is pretty tied to the RMI interface I have built around
my FIX engine (based of course on quickfix's libraries).

Thanks,

Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com


                                                                                                                                                 
                      Min Tang <mi...@op...>                                                                                           
                      Sent by:                                     To:      Gene Gorokhovsky <mus...@ya...>, om...@th...,     
                      qui...@li...ur         qui...@li...                                     
                      ceforge.net                                  cc:                                                                           
                                                                   Subject: Re: [Quickfix-developers] Restore messages                           
                                                                                                                                                 
                      03/04/03 09:03 AM                                                                                                          
                                                                                                                                                 
                                                                                                                                                 



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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