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

[Miller, O. <OM...@ri...>]

Well there really isn't much of an option here because fix doesn't allow =
processing of new messages until all previous sequence numbers are =
accounted for.  Either by a message being sent or a gap fill.

Sending a new message first would only cause the other party to send =
another resend request doubling the resend traffic.

--------------------------
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-----Original Message-----
From: Peter Krause <kra...@ho...>
To: qui...@li... =
<qui...@li...>
Sent: Thu Oct 23 07:50:49 2003
Subject: Re: [Quickfix-developers] Out-of-order sequence numbers

I dunno -- there are all sorts of messages, order cancelations and =
possibly=20
new orders, for example, that should trump recap messages (particularly =
if a=20
large recap would then delay the cancelation or oder).

This might be the sort of decision that each application would want to =
make=20
for itself...  What do the rest of you think?


thanks,

pk


>From: Oren Miller <ore...@ya...>
>To: Joe...@we...,  developers QuickFIX=20
><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=20
>as it would cause the counterparty to send more resend requests.  My =
guess=20
>is that while the QF thread is resending messages, you're app is =
sending=20
>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, J=F6rg
>
>
>
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>From: Oren Miller <ore...@ya...>
>To: Joe...@we...,  developers QuickFIX=20
><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=20
>as it would cause the counterparty to send more resend requests.  My =
guess=20
>is that while the QF thread is resending messages, you're app is =
sending=20
>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, J=F6rg
>
>
>
>-------------------------------------------------------
>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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