quickfix-developers

[Quickfix-developers] re quest missed messages

[rallykarro <rik...@kt...>]

Hi,

I am implementing a quckfixj initiator and using the following setting for
seqno
ResetOnLogon=Y
ResetOnLogout=N
ResetOnDisconnect=N

That works and will always reset the seqno to 1 wen logging on/reconnect.
The problem is that I can not figure out how to get missed messages like for
example execution reports made during a downtime or connection loss. This
since I always at reconnect reset the seqno.

What is the way to set up quickfix in order to read gaps when reconnecting
intraday, but when doing a "clean" login(at starttime) resetting the seqno.
Is reading gaps/missed seqno done automatically by quickfixj or do i need to
write any specific code for it?



 
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Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi
  You should  set RestOnLogon = N and make you session to daily sessions by setting the starttime and stoptime this will make your session to daily session and rest your sequence number to 1 every moringing. Do not set the  "startday" and "endday" otherwise your session will be a weekly session.


Med venlig hilsen / Best regards

Pierre El-khoury
Software Developer
pi...@al... / email 
+45 6313 6503 / direct tel. 


ALOC ¦  WE SIMPLY PROVIDE BETTER OVERVIEW!
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 
ALOC A/S  ¦  EDISONSVEJ 1  ¦  DK-5000 ODENSE C
+45 6313 6100 / TEL. ¦  WWW.ALOC.DK


-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 2. juni 2011 22:15
Til: qui...@li...
Emne: [Quickfix-developers] re quest missed messages

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

I am implementing a quckfixj initiator and using the following setting for seqno ResetOnLogon=Y ResetOnLogout=N ResetOnDisconnect=N

That works and will always reset the seqno to 1 wen logging on/reconnect.
The problem is that I can not figure out how to get missed messages like for example execution reports made during a downtime or connection loss. This since I always at reconnect reset the seqno.

What is the way to set up quickfix in order to read gaps when reconnecting intraday, but when doing a "clean" login(at starttime) resetting the seqno.
Is reading gaps/missed seqno done automatically by quickfixj or do i need to write any specific code for it?



 
--
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Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


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Re: [Quickfix-developers] re quest missed messages

[rallykarro <rik...@kt...>]

Hi,

Ok, so quickfixj will reset the sequence number each time it do a clean
login at start of my daily session?

If I set RestOnLogon = N as suggested, how can I make quickfixj to
automatically read all missing gaps and sort out any inconsistency in
diffrence of seqno, I simply get "MsgSeqNum too low, expecting ..." which I
was hoping quickfix would/could sort out automatically by reading all the
missing gaps and continue from there.

I am looking for a setup where a seqno reset is made each time quickfixj do
a clean login at start of day of my daily session BUT also can handle any
failures intraday if missing any messages during a downtime/connection
loss/reconnect etc.

Basically, how can I make quickfixj to automatically read missed gaps when
getting "MsgSeqNum too low, expecting ..."? 

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>   You should  set RestOnLogon = N and make you session to daily sessions
> by setting the starttime and stoptime this will make your session to daily
> session and rest your sequence number to 1 every moringing. Do not set the 
> "startday" and "endday" otherwise your session will be a weekly session.
> 
> 
> Med venlig hilsen / Best regards
> 
> Pierre El-khoury
> Software Developer
> pi...@al... / email 
> +45 6313 6503 / direct tel. 
> 
> 
> ALOC ¦  WE SIMPLY PROVIDE BETTER OVERVIEW!
> ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 
> ALOC A/S  ¦  EDISONSVEJ 1  ¦  DK-5000 ODENSE C
> +45 6313 6100 / TEL. ¦  WWW.ALOC.DK
> 
> 
> 

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View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31781129.html
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Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi 
 Well, that is what exactly happens. When you have a daily session the Sequence number will be rest each new day on the starttime and you will be loge doff on the end time. On during the session time the sequence number will be incremented on each message, where the Quickfix engine will take care of the gap fill automatically.
If you set RestOnLogon = y then what happens is that your QF engine, This has no side effect on the first log but, will rest the Sequence number on the re-logon where apparently the Data supplier is not resetting the sequence number and there by they are expecting a higher sequence number  and not "0".
When getting this message " MsgSeqNum too low, expecting ..." then your partner is getting a lower sequence number than expected ( we do agree on that) and this happens on the re-logon, then what you could do is just set you sequence number as the suggest in there rest of their message.


Regards 
          Pierre

-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 6. juni 2011 09:29
Til: qui...@li...
Emne: Re: [Quickfix-developers] re quest missed messages

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

Ok, so quickfixj will reset the sequence number each time it do a clean login at start of my daily session?

If I set RestOnLogon = N as suggested, how can I make quickfixj to automatically read all missing gaps and sort out any inconsistency in diffrence of seqno, I simply get "MsgSeqNum too low, expecting ..." which I was hoping quickfix would/could sort out automatically by reading all the missing gaps and continue from there.

I am looking for a setup where a seqno reset is made each time quickfixj do a clean login at start of day of my daily session BUT also can handle any failures intraday if missing any messages during a downtime/connection loss/reconnect etc.

Basically, how can I make quickfixj to automatically read missed gaps when getting "MsgSeqNum too low, expecting ..."? 

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>   You should  set RestOnLogon = N and make you session to daily 
> sessions by setting the starttime and stoptime this will make your 
> session to daily session and rest your sequence number to 1 every 
> moringing. Do not set the "startday" and "endday" otherwise your session will be a weekly session.
> 
> 
> 
> 
> 

--
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31781129.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
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Installation's a snap, and flexible recovery options mean your data is safe,
secure and there when you need it. Discover what all the cheering's about.
Get your free trial download today. 
http://p.sf.net/sfu/quest-dev2dev2 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
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Re: [Quickfix-developers] re quest missed messages

[rallykarro <rik...@kt...>]

Hi,

Just a recap so I understand correctly, if the trading day runs without
problems and my quickfix engine do not need to re-logon for any reason all
issues regarding sequence numbers, filing gaps etc. is taken care of
automatically?

But, I if my application crash, get network failure etc. and need to
re-login I need to manually sort out any issues with for example
"(quickfix.SessionException MsgSeqNum too low, expecting 2 but received 1)"?

If above is correct, where do I handle the logic of catching up of seqno
intraday for example manually set the seqno as you describe? I guess this
must be a very common case, is there any java example implementation to look
at to handle catch up of seq no intraday in case of neet to re-login?''

my setings are now:
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

Thanks a lot for your time and answers.


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi 
>  Well, that is what exactly happens. When you have a daily session the
> Sequence number will be rest each new day on the starttime and you will be
> loge doff on the end time. On during the session time the sequence number
> will be incremented on each message, where the Quickfix engine will take
> care of the gap fill automatically.
> If you set RestOnLogon = y then what happens is that your QF engine, This
> has no side effect on the first log but, will rest the Sequence number on
> the re-logon where apparently the Data supplier is not resetting the
> sequence number and there by they are expecting a higher sequence number 
> and not "0".
> When getting this message " MsgSeqNum too low, expecting ..." then your
> partner is getting a lower sequence number than expected ( we do agree on
> that) and this happens on the re-logon, then what you could do is just set
> you sequence number as the suggest in there rest of their message.
> 
> 
> Regards 
>           Pierre
> 
> 

-- 
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31782496.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi
 Well you first 2 items are true, the QF engine takes care of gab filling so long that everything is working properly, and in case your system crashes and you need to go to your backup system then you need manually to handle the sequence number. What I did is that, in "fromAdmin", where I receive a reject/logout on my logon because of seq.nr, I analyze the message and set the target sequence number accordingly. I hope some one comes with an example may be easier than mine and more concrete code.


Med venlig hilsen / Best regards

Pierre

-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 6. juni 2011 13:26
Til: qui...@li...
Emne: Re: [Quickfix-developers] re quest missed messages

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

Just a recap so I understand correctly, if the trading day runs without problems and my quickfix engine do not need to re-logon for any reason all issues regarding sequence numbers, filing gaps etc. is taken care of automatically?

But, I if my application crash, get network failure etc. and need to re-login I need to manually sort out any issues with for example "(quickfix.SessionException MsgSeqNum too low, expecting 2 but received 1)"?

If above is correct, where do I handle the logic of catching up of seqno intraday for example manually set the seqno as you describe? I guess this must be a very common case, is there any java example implementation to look at to handle catch up of seq no intraday in case of neet to re-login?''

my setings are now:
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

Thanks a lot for your time and answers.


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  Well, that is what exactly happens. When you have a daily session the 
> Sequence number will be rest each new day on the starttime and you 
> will be loge doff on the end time. On during the session time the 
> sequence number will be incremented on each message, where the 
> Quickfix engine will take care of the gap fill automatically.
> If you set RestOnLogon = y then what happens is that your QF engine, 
> This has no side effect on the first log but, will rest the Sequence 
> number on the re-logon where apparently the Data supplier is not 
> resetting the sequence number and there by they are expecting a higher 
> sequence number and not "0".
> When getting this message " MsgSeqNum too low, expecting ..." then 
> your partner is getting a lower sequence number than expected ( we do 
> agree on
> that) and this happens on the re-logon, then what you could do is just 
> set you sequence number as the suggest in there rest of their message.
> 
> 
> Regards 
>           Pierre
> 
> 

--
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31782496.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Simplify data backup and recovery for your virtual environment with vRanger.
Installation's a snap, and flexible recovery options mean your data is safe,
secure and there when you need it. Discover what all the cheering's about.
Get your free trial download today. 
http://p.sf.net/sfu/quest-dev2dev2 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] re quest missed messages

[rallykarro <rik...@kt...>]

Hi,

What is the diffrence between setting the expected sequence number in
"fromAdmin" when getting a logout with reason " MsgSeqNum too low, expecting
..." and just set the ResetOnLogon=Y?

Both ways kind of resetting/syncronize the seq.no at login but is there any
other effect like reading missed messages during downtime using the
"fromAdmin" approach etc?

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  Well you first 2 items are true, the QF engine takes care of gab filling
> so long that everything is working properly, and in case your system
> crashes and you need to go to your backup system then you need manually to
> handle the sequence number. What I did is that, in "fromAdmin", where I
> receive a reject/logout on my logon because of seq.nr, I analyze the
> message and set the target sequence number accordingly. I hope some one
> comes with an example may be easier than mine and more concrete code.
> 
> 
> Med venlig hilsen / Best regards
> 
> Pierre
> 
> 

-- 
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