[Quickfix-developers] too low sequnce no - event detection
Brought to you by:
orenmnero
From: malotian <mal...@in...> - 2004-12-07 12:54:34
|
we are developing a server application using quickfix library as a client. in this we connect to remote FIXServer's and place orders there. every broker to which we connect reset there sequence number around 1 am. but its impossible to have clocks synchronised in a perfect way so what we need to do is that we reset our sequence numbers when we receive FIX messages with lower sequence number after 1 am. what i want to know is how to receive notification when a FIX message with lower sequence number than expected arrives. right now we are doing it this way. we have overridden callback func toAdmin(FIX::Message& message, const FIX::SessionID& sessionID) in Application interface and check whether the text contained in the logout request which is being sent contains the following text "MsgSeqNum too low" ( this text is added to the request in Session.cpp when the logout message is composed when a msg with low seq number arrives). but this method is not proper and neither it is scalable so could anyone please tell me how to do accomplish the above said task through proper channel. Thanks, Tarandeep Singh |