Re: [Quickfix-developers] Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1
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Re: [Quickfix-developers] Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1
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From: Alexey Z. <ale...@in...> - 2005-06-30 17:08:05
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Oren, It looks like due to the specification the server acts correctly. So, QF initiator should not reset sequence numbers on logon confirmation I think. Here are the logs: QF initiator: 8=FIX.4.2.9=88.35=A.34=1.49=F.52=20050630-13:05:01.022.56=CURRENEX-FXTRADES-FIX.98=0.108=30.141=Y.10=154. 8=FIX.4.2.9=139.35=V.34=1.49=F.52=20050630-13:05:01.304.56=CURRENEX-FXTRADES-FIX.146=1.55=AUD/USD.262=ICMD0.263=1.264=1.265=1.266=Y.267=2.269=0.269=1.10=233. 8=FIX.4.2.9=139.35=V.34=2.49=F.52=20050630-13:05:01.304.56=CURRENEX-FXTRADES-FIX.146=1.55=EUR/USD.262=ICMD1.263=1.264=1.265=1.266=Y.267=2.269=0.269=1.10=253. The server: 8=FIX.4.2.9=84.35=A.49=CURRENEX-FXTRADES-FIX.56=F.34=1.52=20050630-13:05:01.108=30.141=Y.98=0.10=212. 8=FIX.4.2.9=78.35=h.49=CURRENEX-FXTRADES-FIX.56=F.34=2.52=20050630-13:05:01.336=0.340=2.10=202. 8=FIX.4.2.9=133.35=5.49=CURRENEX-FXTRADES-FIX.56=F.34=3.52=20050630-13:05:01.58=MsgSeqNum too low, expecting 2 but received 1 MarketDataRequest.10=045. Regards, Alexey Zubko Infinium Capital Corporation (416) 360-7000 ext. 305 Oren Miller wrote: > Well, here is what the spec says on the subject: > > "When using the ResetSeqNumFlag to maintain 24 hour connectivity and > establish a new set of sequence numbers, the process should be as > follows. Both sides should agree on a reset time and the party that > will be the initiator of the process. Note that the initiator of the > ResetSeqNum process may be different than the initiator of the Logon > process. One side will initiate the process by sending a TestRequest > and wait for a Heartbeat in response to ensure of no sequence number > gaps. Once the Heartbeat has been received, the initiator should > send a Logon with ResetSeqNumFlag set to Y and with MsgSeqNum of 1. > The acceptor should respond with a Logon with ResetSeqNumFlag set to > Y and with MsgSeqNum of 1. At this point new messages from either > side should continue with MsgSeqNum of 2. It should be noted that > once the initiator sends the Logon with the ResetSeqNumFlag set, the > acceptor must obey this request and the message with the last > sequence number transmitted “yesterday” may no longer be available. > The connection should be shutdown and manual intervention taken if > this process is initiated but not followed properly." > > So it would seem to me that when they send a Logon with the > ResetSeqNumFlag set, the first thing QF should do is send a Logon > message with a MsgSeqNum of 1, followed by your message with a > sequence number of 2. Is this message going out? If not then that > could be a problem. I don't think we have a test case for an > initiator processing a ResetSeqNumFlag, so I can imagine this > scenario might not be handled correctly. > > --oren > > On Jun 30, 2005, at 9:04 AM, Alexey Zubko wrote: > >> 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, >> >> I've got a new sequencing problem and I want to know who is right in >> this situation. >> >> In the CVS version QF reset sequence number if ResetSeqNumFlag is >> present in logon message. >> >> So I fail in the following scenario: >> My QF initiator connects to a third-part server (Currenex) with the >> flag and receives logon >> message with sequence number 1 and with this flag too. QF (Session >> class) resets sequence number, >> and the next message I send has sequence number 1. So, the server >> sends me logout - >> "MsgSeqNum too low, expecting 2 but received 1". >> >> Who is right? Should QF reset sequence number on logon confirmation >> or the server shouldn't >> send the flag, or QF reset is correct? >> >> Thank you in advance. >> >> -- >> >> Regards, >> Alexey Zubko >> >> Infinium Capital Corporation >> (416) 360-7000 ext. 305 >> >> >> >> ------------------------------------------------------- >> SF.Net email is sponsored by: Discover Easy Linux Migration Strategies >> from IBM. Find simple to follow Roadmaps, straightforward articles, >> informative Webcasts and more! Get everything you need to get up to >> speed, fast. http://ads.osdn.com/?ad_id=7477&alloc_id=16492&op=click >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> > > |