[Quickfix-developers] RE: Modification to pass CME Certification

[Rich H. <rh...@st...>]

Joerg,

>platform

We use a combination of Windows and Linux with C++ and Python as the =
languages of choice.

>If we include such a feature, we should make it configurable. What are=20
>the exact problems with ResendRequests? Beginning with 1.6.0, QF uses=20
>ResendRequest to Infinity. This shall fix some race conditions (and=20
>infinite loops) occured with 1.5.0. We also have some issues on=20
>ResendRequest still to be fixed in 1.6.0. Could you give the latest=20
>version (1.6.0) a try and tell me whether is solves your 500 message=20
>problem?

I agree this need to be configurable along with the week long session. =20

I am using 1.6.0.  The problem with the CME is if you send a resend =
request of > 2000 messages they will reject it (they should just send a =
gap fill and be done with it!).  The reject has no context info to know =
that the reject belongs to a resend request (IMO this is a failing with =
the FIX protocol in general).  Since the sequence is still too high, QF =
resends the resend request before even processing the reject.  The CME =
then rejects it, and on and on...  This is a infinite loop that could =
cause huge amounts of data to be exchanged - without any productive work =
and no real way out.  That is why I limited the resend request to 500 =
messages, it prevents this situation from occurring.

Cheers,
Rich


-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]=20
Sent: Thursday, November 06, 2003 9:00 AM
To: Rich Holm
Cc: developers QuickFIX
Subject: Re: Modification to pass CME Certification

Hi Rich,

> I have since made a few more changes.  I have attached them to this
> message.

I will look at you changes. They will require some extra modifications,
e.g. for the other API (Java, .NET etc). Which operating system and
software do you use with QuickFIX?

> One needed feature is a week long session.  The CME starts you
> session on Monday and ends it Friday.  I haven't had a chance to work
> on this.  For now I just modify the .session file each night.


> If you have any questions on the changes I made, please let me know.
> One thing I hacked was resend requests.  The CME rejects resend
> requests of over 2000 messages which actually causes an infinite loop
> of messages back and forth.  I added a check for this and now request
> a maximum of 500.

If we include such a feature, we should make it configurable. What are=20
the exact problems with ResendRequests? Beginning with 1.6.0, QF uses=20
ResendRequest to Infinity. This shall fix some race conditions (and=20
infinite loops) occured with 1.5.0. We also have some issues on=20
ResendRequest still to be fixed in 1.6.0. Could you give the latest=20
version (1.6.0) a try and tell me whether is solves your 500 message=20
problem?

Cheers, J=F6rg

P.S. I Cc:'ed the developers list since such issues are of interest to
      the other developers, too. So please send your message to this =
list
      everytime it is appropriate. Thanks!

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen