Thread: RE: [Quickfix-developers] Messages Prior to Logon
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From: Belinda I. <Bel...@gb...> - 2006-03-30 23:55:35
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From: Steinberg, J. <Jon...@bo...> - 2006-03-31 20:01:28
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I was having a similar issue. When the start time is after the end time of a quickFIX session, the session will reset itself exactly 24 hours after the last start time, not at the start time, so If an a particular day the session is starting up a few seconds earlier than the prior day, it could be still be sending messages at the start time from the previous session, and then reset itself a few seconds later. There was a patch for this. Look in the list archives for the topic "Session *Not* resetting" I , myself , am working around this problem by making sure my session end time is after the start time ________________________________ From: qui...@li... [mailto:qui...@li...] On Behalf Of Belinda Ivkovic Sent: Thursday, March 30, 2006 12:19 AM To: qui...@li... Subject: [Quickfix-developers] Messages Prior to Logon Hi Everyone, I have the following scenario, the FIX session is not logged on yet (before StartTime) and a message arrives. When the session tries to log on, it is disconnected for the following reason - MsgSeqNum too low, expecting 3 but received 1 Logon I thought that messages that arrived before the session was logged on would be kept and sent after the Logon response was received? Is this the expected behaviour? My quickfix.cfg properties are as follows - [default] DataDictionary=/fixItsAdapter/FIX44.xml BeginString=FIX.4.4 ConnectionType=initiator FileStorePath=/fixItsAdapter/dataStore ResetOnLogout=N ResetOnDisconnect=N CheckLatency=N [session] SenderCompID=CL1_FIX44 TargetCompID=ASX SocketConnectHost=ourhost SocketConnectPort=6003 TimeZone=Australia/Brisbane StartTime=14:45:00 EndTime=00:00:00 HeartBtInt=600 Is anyone else having the similar issues? Thanks, Belinda. |
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From: Joerg T. <Joe...@ma...> - 2006-03-31 09:05:25
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Hi Belinda,
> Sorry, I should've clarified this, it is our system that is creating th=
e messages
> before the logon. Here is a log from this morning, the StartTime was se=
t to 9.45 and a
> message was sent to the system earlier using Session.sendToTarget(..)
Even if you use sendTarget() before the session is logged on, QF/J would =
send the Logon=20
message first. This is what you can see in the log: I can only see the Lo=
gon sent out, not=20
any other message from your application.
> 09:45:00,621 INFO [InitiatorProtocolHandler] MINA session created: /19=
2.168.17.
> 64:3422
> 09:45:00,952 INFO [event] FIX.4.4:CL1_FIX44->ASX: Disconnecting
> 09:45:31,090 INFO [InitiatorProtocolHandler] MINA session created: /19=
2.168.17.
> 64:3425
> 09:45:31,972 INFO [outgoing] FIX.4.4:CL1_FIX44->ASX: 8=3DFIX.4.4=E2=98=
=BA9=3D75=E2=98=BA35=3DA=E2=98=BA34=3D1=E2=98=BA4
> 9=3DCL1_FIX44=E2=98=BA52=3D20060330-23:45:31.972=E2=98=BA56=3DASX=E2=98=
=BA98=3D0=E2=98=BA108=3D600=E2=98=BA7953=3DY=E2=98=BA10=3D000=E2=98=BA
> 09:45:31,982 INFO [event] FIX.4.4:CL1_FIX44->ASX: Initiated logon requ=
est
> 09:45:32,683 INFO [incoming] FIX.4.4:CL1_FIX44->ASX: 8=3DFIX.4.4=E2=98=
=BA9=3D106=E2=98=BA35=3D5=E2=98=BA49=3DAS
> X=E2=98=BA56=3DCL1_FIX44=E2=98=BA34=3D3=E2=98=BA52=3D20060330-23:53:52=E2=
=98=BA58=3DMsgSeqNum too low, expecting 3 but r
> eceived 1 Logon=E2=98=BA10=3D079=E2=98=BA
> 09:45:32,683 INFO [event] FIX.4.4:CL1_FIX44->ASX: Disconnecting
For some reason, ASX expects 3 at the next incoming sequence number, whil=
e you are=20
starting with 1.
QF/J automatically resets the sequence numbers to 1 after the EndTime. If=
ASX does not=20
reset its session before the QF/J session tries to logon (ie after StartT=
ime next day),=20
the ASX is still at a higher sequence number (as 3 in this case), but QF/=
J tries to=20
connect with 1. While FIX specs requires to disconnect you in that case, =
ASX is polite=20
enough to explain the situation to you before sending Logout.
Please check whether the session times of your client match with ASX and =
take into account=20
that FIX uses UTC.
Cheers, J=C3=B6rg
--=20
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
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From: John H. <rec...@gm...> - 2006-03-31 16:12:17
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From: John H. <rec...@gm...> - 2006-03-31 16:38:29
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Wow, that came out garbled ... apparently Outlook and Thunderbird, at least, have problems with Gmail's UTF-8 encoding, so I'm resending this. Sorry about that. On 3/31/06, John Hensley <rec...@gm...> wrote: > Belinda, while you're verifying the session times, check your system > clock; it seems to be out of sync with ASX's. Your logon has a > timestamp of 20060330-23:45:31.972, while ASX's response a second > later says 20060330-23:53:52. Assuming both sessions were supposed to > start at 23:45, that would mean your session reset about 8 minutes > into theirs. If you had somehow sent them anything before your reset, > that might explain why they thought you were at 3, but from your > config I don't see how that would have happened. > > Then again, that config should have had your session connected from > 15:45 to 01:00 Sydney time, and you said you were configured to start > at 9:45, so it must not have been the one in use when these logs were > generated. Can you send what was in effect then, and also the previous > ten minutes or so of logs, before you reset? > > Thanks, > John > |
