Re: [Quickfix-developers] reconnecting after diconnect

[Oren M. <or...@qu...>]

> If the other fix machine, has a sequence number that is too low, can't=20=

> I just send it all of the fix messages that it is missing? Isn't there=20=

> some type of resend request?

No, because that is an unrelated set of messages.  Remember, there are=20=

two sequence numbers, and incoming and an outgoing.  The fact that they=20=

are sending you a sequence number that is too low, is in no way an=20
indication that they are missing any messages.  It is an indication=20
that you are being sent a message that has already been sent before. =20
Since it is not marked with a PossDup, it basically means they have=20
sent the same message twice.  Or at least you have no way of knowing if=20=

it's the same or not.  This is extremely dangerous because you could=20
end up processing the same NewOrderSingle or ExecutionReport twice.

A ResendRequest would only happen if you send them a message with a=20
sequence number that is too high, which would cause them to want to see=20=

what is missing.  This is an entirely different scenario.

> I am also a little confused by the term sequence number. On the Arca=20=

> CERT site today I saw the following:
> > =A0Message Sequence Number 1812
> > =A0Our Sequence Number will be: 7

By "Our Sequence Number", they are referring to their sender or next=20
outgoing sequence number.  This should match up with your target or=20
expected incoming sequence number.  Likewise 1812 is their incoming and=20=

your outgoing number.  Now, how it is that you sent them 1811 messages=20=

and they only sent you 7 is very strange.  And as you had shown=20
earlier, QuickFIX was expecting to receive sequence number 165 (which=20
sounds more reasonable to me).  Ctrl-C wouldn't be an issue here=20
because there is no way Ctrl-C would cause QuickFIX to increase it's=20
expected sequence number.  Basically I don't think that their sequence=20=

number being set to 7 sound right unless they had purposely lowered it=20=

somehow.  I don't have the full records of your interaction so I can=20
only speculate.

--oren