Re: [Quickfix-developers] Out-of-order sequence numbers

[Peter K. <kra...@ho...>]

I dunno -- there are all sorts of messages, order cancelations and possibly 
new orders, for example, that should trump recap messages (particularly if a 
large recap would then delay the cancelation or oder).

This might be the sort of decision that each application would want to make 
for itself...  What do the rest of you think?


thanks,

pk


>From: Oren Miller <ore...@ya...>
>To: Joe...@we...,  developers QuickFIX 
><qui...@li...>
>Subject: Re: [Quickfix-developers] Out-of-order sequence numbers
>Date: Wed, 22 Oct 2003 09:45:03 -0700 (PDT)
>
>I'm not sure it is illegal, but I'm sure this behavior is not recommended 
>as it would cause the counterparty to send more resend requests.  My guess 
>is that while the QF thread is resending messages, you're app is sending 
>messages blissfully unaware of this state.
>
>We made need to make QF a little smarter so this situation cannot occur.
>
>Joerg Thoennes <Joe...@we...> wrote:
>Hi all,
>
>in our QF 1.5.0 application I noticed the following scenario:
>
>- Our application (acceptor) was sending unsolicited messages
>(ExecutionReports) to the counterparty
>
>- The counterparty requested a ResendRequest FROM: nnn TO: 0
>
>- Our application fulfilled the ResendRequest, but at one point near
>the end of the resent messages unsolicited messages with newer
>sequence numbers got mixed with the normal flow
>
>Is that compliant with the FIX spec or may this be a bug in QF?
>
>Cheers, Jörg
>
>
>
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>From: Oren Miller <ore...@ya...>
>To: Joe...@we...,  developers QuickFIX 
><qui...@li...>
>Subject: Re: [Quickfix-developers] Out-of-order sequence numbers
>Date: Wed, 22 Oct 2003 09:45:03 -0700 (PDT)
>
>I'm not sure it is illegal, but I'm sure this behavior is not recommended 
>as it would cause the counterparty to send more resend requests.  My guess 
>is that while the QF thread is resending messages, you're app is sending 
>messages blissfully unaware of this state.
>
>We made need to make QF a little smarter so this situation cannot occur.
>
>Joerg Thoennes <Joe...@we...> wrote:
>Hi all,
>
>in our QF 1.5.0 application I noticed the following scenario:
>
>- Our application (acceptor) was sending unsolicited messages
>(ExecutionReports) to the counterparty
>
>- The counterparty requested a ResendRequest FROM: nnn TO: 0
>
>- Our application fulfilled the ResendRequest, but at one point near
>the end of the resent messages unsolicited messages with newer
>sequence numbers got mixed with the normal flow
>
>Is that compliant with the FIX spec or may this be a bug in QF?
>
>Cheers, Jörg
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by OSDN developer relations
>Here's your chance to show off your extensive product knowledge
>We want to know what you know. Tell us and you have a chance to win $100
>http://www.zoomerang.com/survey.zgi?HRPT1X3RYQNC5V4MLNSV3E54
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>---------------------------------
>Do you Yahoo!?
>The New Yahoo! Shopping - with improved product search

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