Greetings,
For some reason, my server's clock has been drifting away from the
exchange's clock for a while and it now differs by 2 minutes. This has
happened before, but the exchange was always the one to complain about it
(and subsequently log me out).
Today, however, QuickFix was the one to initiate the logout. What I'm
wondering is for 35=3 (SessionLevelReject) messages that QuickFix generates,
what does it do with the incoming message(s) that generated the reject?
In other words, if I have the following login exchange:
me: 35=A (logon)
exchange: 35=A (logon confirm)
exchange: 35=8 (execution report fill)
exchange: 35=8 (execution report fill)
exchange: 35=8 (execution report fill)
me: 35=3 (SendingTime Accuracy Problem)
does QuickFix pass the execution reports on to the application? this all
occurred early this morning and I'm missing a couple messages and I'm trying
to piece together just what the heck happened and I'm just wondering what
QuickFix does with those messages (in my example, the 35=8 messages).
Thanks,
Rick
|
