Re: [Quickfix-developers] Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1

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

Hold off on that patch.  I found a bug in it.  I'm preparing another.

--oren

On Jun 30, 2005, at 12:07 PM, Alexey Zubko wrote:

> Oren,
>
> It looks like due to the specification the server acts correctly.
> So, QF initiator should not reset sequence numbers on logon =20
> confirmation I think.
>
> Here are the logs:
>
> QF initiator:
> 8=3DFIX.4.2.9=3D88.35=3DA.34=3D1.49=3DF.52=3D20050630-13:05:01.022.56=3D=
CURRENEX-=20
> FXTRADES-FIX.98=3D0.108=3D30.141=3DY.10=3D154.
> 8=3DFIX.4.2.9=3D139.35=3DV.34=3D1.49=3DF.52=3D20050630-13:05:01.304.56=3D=
CURRENEX-=20
> FXTRADES-FIX.146=3D1.55=3DAUD/USD.262=3DICMD0.263=3D1.264=3D1.265=3D1.26=
6=3DY.=20
> 267=3D2.269=3D0.269=3D1.10=3D233.
> 8=3DFIX.4.2.9=3D139.35=3DV.34=3D2.49=3DF.52=3D20050630-13:05:01.304.56=3D=
CURRENEX-=20
> FXTRADES-FIX.146=3D1.55=3DEUR/USD.262=3DICMD1.263=3D1.264=3D1.265=3D1.26=
6=3DY.=20
> 267=3D2.269=3D0.269=3D1.10=3D253.
>
>
> The server:
> 8=3DFIX.4.2.9=3D84.35=3DA.49=3DCURRENEX-FXTRADES-FIX.56=3DF.=20
> 34=3D1.52=3D20050630-13:05:01.108=3D30.141=3DY.98=3D0.10=3D212.
> 8=3DFIX.4.2.9=3D78.35=3Dh.49=3DCURRENEX-FXTRADES-FIX.56=3DF.=20
> 34=3D2.52=3D20050630-13:05:01.336=3D0.340=3D2.10=3D202.
> 8=3DFIX.4.2.9=3D133.35=3D5.49=3DCURRENEX-FXTRADES-FIX.56=3DF.=20
> 34=3D3.52=3D20050630-13:05:01.58=3DMsgSeqNum too low, expecting 2 but =20=

> received 1 MarketDataRequest.10=3D045.
>
>
>
> Regards, Alexey Zubko Infinium Capital Corporation (416) 360-7000 =20
> ext. 305
>
> Oren Miller wrote:
>> Well, here is what the spec says on the subject:
>>
>> "When using the ResetSeqNumFlag to maintain 24 hour connectivity =20
>> and  establish a new set of sequence numbers, the process should =20
>> be as  follows.  Both sides should agree on a reset time and the =20
>> party that  will be the initiator of the process.  Note that the =20
>> initiator of the  ResetSeqNum process may be different than the =20
>> initiator of the Logon  process. One side will initiate the =20
>> process by sending a TestRequest  and wait for a Heartbeat in =20
>> response to ensure of no sequence number  gaps.  Once the =20
>> Heartbeat has been received, the initiator should  send a Logon =20
>> with ResetSeqNumFlag set to Y and with MsgSeqNum of 1.   The =20
>> acceptor should respond with a Logon with ResetSeqNumFlag set to  =20
>> Y and with MsgSeqNum of 1.  At this point new messages from =20
>> either  side should continue with MsgSeqNum of 2.  It should be =20
>> noted that  once the initiator sends the Logon with the =20
>> ResetSeqNumFlag set, the  acceptor must obey this request and the =20
>> message with the last  sequence number transmitted =93yesterday=94 =
may =20
>> no longer be available.   The connection should be shutdown and =20
>> manual intervention taken if  this process is initiated but not =20
>> followed properly."
>>
>> So it would seem to me that when they send a Logon with the  =20
>> ResetSeqNumFlag set, the first thing QF should do is send a Logon  =20=

>> message with a MsgSeqNum of 1, followed by your message with a  =20
>> sequence number of 2.  Is this message going out?  If not then =20
>> that  could be a problem.  I don't think we have a test case for =20
>> an  initiator processing a ResetSeqNumFlag, so I can imagine this  =20=

>> 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/=20
>>> doc/ html/indexhtml.
>>> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php? =20
>>> QuickFixFAQ
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi,
>>>
>>> I've got a new sequencing problem and I want to know who is =20
>>> right  in this situation.
>>>
>>> In the CVS version QF reset sequence number if ResetSeqNumFlag =20
>>> is  present in logon message.
>>>
>>> So I fail in the following scenario:
>>> My QF initiator connects to a third-part server (Currenex) with =20
>>> the  flag and receives logon
>>> message with sequence number 1 and with this flag too. QF =20
>>> (Session  class) resets sequence number,
>>> and the next message I send has sequence number 1. So, the =20
>>> server  sends me logout -
>>> "MsgSeqNum too low, expecting 2 but received 1".
>>>
>>> Who is right? Should QF reset sequence number on logon =20
>>> confirmation  or the server shouldn't
>>> send the flag, or QF reset is correct?
>>>
>>> Thank you in advance.
>>>
>>> --=20
>>>
>>> Regards,
>>>         Alexey Zubko
>>>
>>> Infinium Capital Corporation
>>> (416) 360-7000 ext. 305
>>>
>>>
>>>
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>>
>>