RE: [Quickfix-developers] CME and week long session

[Franco S. <f.s...@fi...>]

Hi,
I find out on friday what could be my problem: it seems that the conversion
between
string and UtcTimeStamp doesn't work properly:
20040923-08:00:00 (thursday) is converted as week day (tm_wday field) 6.
Same value is assigned to UtcTimeStamp() (on friday) so the method
isSessionTime compute wrong
values here:
    int time1Range = time1.getWeekDay() - startDay;
    int time2Range = time2.getWeekDay() - startDay;

Could this lead to a session reset ?

Actually I solved the problem with an extra conversion in populateCache() :

      std::string sqlTime =_sqlTime;
      UtcTimeStamp result = UtcTimeStampConvertor::convert(
sqlTime.c_str() ) ;
      tm *tmstmp=static_cast<tm*>(result);
      time_t _tmstmp=mktime(tmstmp);
      UtcTimeStamp _result(_tmstmp);
      m_cache.setCreationTime( _result );

(I wrote my own Store to use a Sybase database trough a RendezVous adapter.)

The mktime conversion seems to place the correct value in tm_wday.
This morning I didn't get any session reset and I'm still using the session
begun
yestarday.

Thanks again,

Franco

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of Jon
Dahl
Sent: Monday, September 27, 2004 5:27 PM
To: qui...@li...
Cc: f.s...@fi...
Subject: Re: [Quickfix-developers] CME and week long session


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Franco,

Can you send a few of the messages you are receiving from the CME gateway
during the session reset?

Preferably, when you send a logon(35=A) message to the gateway and the
response message you receive.

Thanks,

-jd-

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ:
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
> Hi all,
> I'm having some trouble with the famouse week long CME's sessions. I'm
> using quickfix 1.9.1 with this cfg:
> [DEFAULT]
> ConnectionType=initiator
> HeartBtInt=30
> FileStorePath=store
> FileLogPath=logs
> StartTime=06:00:00
> EndTime=23:00:00
> StartDay=mo
> EndDay=fr
> UseDataDictionary=Y
> DataDictionary=/home/sviluppo/LM/CME_CC/xml/fix42_cme.xml
> ValidateFieldsOutOfOrder=N
> ValidateFieldsHaveValues=N
> SocketConnectHost=10.1.56.75
> SocketConnectPort=9303
> MaxLatency=36000
> ResetOnDisconnect=N
> ResetOnLogut=N
>
>
> I get a session reset every day when I perform the first login to the
> market, Am I missing something ?
>
> Thanks,
>
> Franco Sabini
> FinecoBank S.p.A
> Via M. D'Aviano 5
> 20131 Milano
> Tel: +39 02 2887 2447
>
>
>
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