Re: [Quickfix-developers] out of sequence messages

[Oren M. <ore...@ya...>]

Any idea why two logon messages are being sent?

--- Vijay Singh Yadav <vy...@op...>
wrote:
> Hello All,
>  I am writing an order routing gateway that collects
> orders from various clients and sends them to a FIX
> acceptor i.e. I am using the QuickFix initiator in
> my code. The initiator sends messages to the
> acceptor out of sequence. This leads to session
> termination and incorrect processing. Any ideas are
> welcome and appreciated.
>  
> Thanks,
>  
> -- Vijay
>  
>
8=FIX.4.1
9=59
35=A
34=1
49=MEHI
52=20040316-14:12:06
56=OCON
98=0
108=30
10=131

> 
>
8=FIX.4.1
9=47
35=0
34=2
49=MEHI
52=20040316-14:12:38
56=OCON
10=092

> 
>
8=FIX.4.1
9=93
35=D
34=3
49=MEHI
52=20040316-14:12:52
56=OCON
1=MQOT
11=3
21=1
38=100
40=1
54=
55=MSFT
59=0
10=053

> 
>
8=FIX.4.1
9=59
35=A
34=5
49=MEHI
52=20040316-14:14:18
56=OCON
98=0
108=30
10=140

> 
>
8=FIX.4.1
9=91
35=D
34=6
49=MEHI
52=20040316-14:14:38
56=OCON
1=MQOT
11=5
21=1
38=1
40=1
54=

55=SPX
59=0
10=160

> 
>
8=FIX.4.1
9=120
35=D
34=3
43=Y
49=MEHI
52=20040316-14:14:42
56=OCON
122=20040316-14:12:52
1=MQOT
11=3
21=1
38=100
40=1
54=
55=MSFT
59=0
10=142

> 
>
8=FIX.4.1
9=92
35=D
34=7
49=MEHI
52=20040316-14:14:42
56=OCON
1=MQOT
11=6
21=1
38=12
40=1
54=

55=SPX
59=0
10=208

> 
>
8=FIX.4.1
9=60
35=A
34=10
49=MEHI
52=20040316-14:14:51
56=OCON
98=0
108=30
10=173

>  
> As you can see sequence numbers 1-3 were sent in
> order. Sequence number 4 is missing and sequence
> number 3 is resent after sequence 6. Sequence 8 and
> 9 are missing.
>  
> I am pasing C# code below (I have stripped off the
> try/catch blocks for brevity's sake)
>  
> namespace IMTC_FIXInitiator
> {
>  class Executor
>  {
>   private SocketInitiator m_initiator;
>   private Thread WorkerThread;
>   public Executor()
>   {
>   }
>   public void Go()
>   {
>     SessionSettings settings = new
> SessionSettings("OCONNER.CFG");
>     Application application = new Application();
>     FileStoreFactory factory = new
> FileStoreFactory(settings);
>     FileLogFactory logFactory = new
> FileLogFactory("output");
>     MessageFactory messageFactory = new
> DefaultMessageFactory();
>     m_initiator = new SocketInitiator (application,
>                 factory, 
>                 settings,
>                 logFactory,
>                 messageFactory);
>     m_initiator.start();
>     Console.WriteLine ("Initiator started");
>     while (!application.IsConnected())
>     {
>      Console.WriteLine ("Waiting to establish a
> connection with FIX server");
>      Thread.Sleep(100);
>     }
>     ProcessOrders();
> 
>   }
>   public void Stop() {m_initiator.stop();}
>   private void ProcessOrders()
>   {
>    SqlConnection Conn=new SqlConnection();
>    Conn.ConnectionString="Data Source=10.60.0.104;
> Integrated Security=SSPI;" +
>     "Initial Catalog=imt; uid=sa;pwd=;Connect
> Timeout=5";
>        
>    SqlCommand myCMD=new SqlCommand();
>    myCMD.CommandType=CommandType.StoredProcedure;
>    myCMD.CommandText="GetOrders"; 
>    myCMD.Connection=Conn;
>   
>
myCMD.Parameters.Add("@cOrderStatus",SqlDbType.Char,1).Value='N';
>    
>    SqlDataAdapter da;
>    da=new SqlDataAdapter();
>    da.SelectCommand=myCMD;
>    DataSet ds=new DataSet();
>    Conn.Open();
>    while(true)
>    {
>      da.Fill(ds);
>      Conn.Close();
>     
>
DataRow[]currRows=ds.Tables[0].Select(null,null,DataViewRowState.CurrentRows);
>      foreach(DataRow myRow in currRows)
>     {
>       Console.WriteLine("Submitting order with
> client order id = "+myRow["orderid"]);
>       SendOrder(Convert.ToInt32(myRow["orderid"]),
>        Convert.ToString(myRow["symbol"]),
>        Convert.ToChar(myRow["orderside"]),
>        Convert.ToInt32(myRow["qty"]));
>     }
>     Console.Write("No new orders to be submitted");
>      
>    }
>   }
>   
>    
>   
>   public void SendOrder(int oid,string osym,char
> osd,int oqty)
>   {
>    Message order;
>    Side side;
>    ClOrdID id=new ClOrdID(oid.ToString());
>    HandlInst inst=new
>
HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);
>    Symbol sym=new Symbol(osym);
>    Side sd=new Side(osd);
>    OrdType otyp=new OrdType(OrdType.MARKET);
>    QuickFix41.NewOrderSingle newOrderSingle=new
> QuickFix41.NewOrderSingle(id,inst,sym,sd,otyp);
>    
>    newOrderSingle.set(new Account("MQOT"));
>    newOrderSingle.set(new OrderQty(oqty));
>    newOrderSingle.set(new
> TimeInForce(TimeInForce.DAY));
>    newOrderSingle.getHeader().setField(new
> SenderCompID("MEHI"));
>    newOrderSingle.getHeader().setField(new
> TargetCompID("OCON"));
>   
>    order = newOrderSingle;
>    Session.sendToTarget(order);
>   }
>  }
> }
> 
>  
>
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