Thread: [Quickfix-developers] Sequence Reset's Sequence #?
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From: Hei C. <str...@ya...> - 2011-09-08 00:33:53
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Hi, I am using the latest QuickFIX C++. When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? If yes, it seems like there is a bug in QuickFIX: Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A QuickFIX's response: 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2. Any idea? Thanks in advance. Cheers, Hei |
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From: Hei C. <str...@ya...> - 2011-09-08 01:07:57
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Hi, I believe it is a bug in QuickFIX because according to FIX 4.2 specification: "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset-GapFill message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message)." So in the example in my previous email, QuickFIX should reply with a GapFill message with 34=2 because the Resend Request asked for the message with a sequence # of 2. I have filled a bug: https://sourceforge.net/tracker/?group_id=37535&atid=1126912 Thanks in advance. Cheers, Hei ________________________________ From: Hei Chan <str...@ya...> To: "qui...@li..." <qui...@li...> Sent: Wednesday, September 7, 2011 5:33 PM Subject: [Quickfix-developers] Sequence Reset's Sequence #? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I am using the latest QuickFIX C++. When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? If yes, it seems like there is a bug in QuickFIX: Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A QuickFIX's response: 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2. Any idea? Thanks in advance. Cheers, Hei ------------------------------------------------------------------------------ Doing More with Less: The Next Generation Virtual Desktop What are the key obstacles that have prevented many mid-market businesses from deploying virtual desktops? How do next-generation virtual desktops provide companies an easier-to-deploy, easier-to-manage and more affordable virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Kenny S. <ks...@co...> - 2011-09-08 13:08:11
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If the other sequence numbers were admin messages, they will not be sent (nor should they). QuickFIX has a bunch of acceptance tests to demonstrate resend functionality (but there could still be a bug). -- Kenny Stone Connamara Systems, LLC On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I believe it is a bug in QuickFIX because according to FIX 4.2 > specification: > "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should > conform to standard message sequencing rules (i.e. the MsgSeqNum of the > Sequence Reset-GapFill message should represent the beginning MsgSeqNum in > the GapFill range because the remote side is expecting that next message)." > > So in the example in my previous email, QuickFIX should reply with a > GapFill message with 34=2 because the Resend Request asked for the message > with a sequence # of 2. > > I have filled a bug: > https://sourceforge.net/tracker/?group_id=37535&atid=1126912 > > Thanks in advance. > > > Cheers, > Hei > > ------------------------------ > *From:* Hei Chan <str...@ya...> > *To:* "qui...@li..." < > qui...@li...> > *Sent:* Wednesday, September 7, 2011 5:33 PM > *Subject:* [Quickfix-developers] Sequence Reset's Sequence #? > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am using the latest QuickFIX C++. > > When a FIX engine receives a Resend Request message with 7 (begin sequence > #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? > > If yes, it seems like there is a bug in QuickFIX: > Received: > 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A > > QuickFIX's response: > > 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A > > As you can see, the Resend Request asked for the message with sequence # 2, > but QuickFIX replied with a sequence #=6 instead of 2. > > Any idea? > > Thanks in advance. > > > Cheers, > Hei > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Hei C. <str...@ya...> - 2011-09-08 18:57:59
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Thanks for your reply. I already closed the bug, which actually introduced by myself when I optimized QuickFIX. Sorry for the false alarm. ________________________________ From: Kenny Stone <ks...@co...> To: Hei Chan <str...@ya...> Cc: "qui...@li..." <qui...@li...> Sent: Thursday, September 8, 2011 6:07 AM Subject: Re: [Quickfix-developers] Sequence Reset's Sequence #? If the other sequence numbers were admin messages, they will not be sent (nor should they). QuickFIX has a bunch of acceptance tests to demonstrate resend functionality (but there could still be a bug). -- Kenny Stone Connamara Systems, LLC On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >Hi, > > >I believe it is a bug in QuickFIX because according to FIX 4.2 specification: >"If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset-GapFill message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message)." > > >So in the example in my previous email, QuickFIX should reply with a GapFill message with 34=2 because the Resend Request asked for the message with a sequence # of 2. > >I have filled a bug: >https://sourceforge.net/tracker/?group_id=37535&atid=1126912 > >Thanks in advance. > > >Cheers, >Hei > > > > >________________________________ >From: Hei Chan <str...@ya...> >To: "qui...@li..." <qui...@li...> >Sent: Wednesday, September 7, 2011 5:33 PM >Subject: [Quickfix-developers] Sequence Reset's Sequence #? > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > >Hi, > > >I am using the latest QuickFIX C++. > > >When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? > > >If yes, it seems like there is a bug in QuickFIX: >Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A > > >QuickFIX's response: >8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A > > >As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2. > > >Any idea? > > >Thanks in advance. > > > > >Cheers, >Hei >------------------------------------------------------------------------------ >Doing More with Less: The Next Generation Virtual Desktop >What are the key obstacles that have prevented many mid-market businesses >from deploying virtual desktops? How do next-generation virtual desktops >provide companies an easier-to-deploy, easier-to-manage and more affordable >virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >------------------------------------------------------------------------------ >Doing More with Less: The Next Generation Virtual Desktop >What are the key obstacles that have prevented many mid-market businesses >from deploying virtual desktops? How do next-generation virtual desktops >provide companies an easier-to-deploy, easier-to-manage and more affordable >virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Kenny S. <ks...@co...> - 2011-09-08 19:02:11
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Cool. You can definitely run the acceptance tests on your optimized version. :) -- Kenny Stone Connamara Systems, LLC On Thu, Sep 8, 2011 at 1:57 PM, Hei Chan <str...@ya...> wrote: > Thanks for your reply. > > I already closed the bug, which actually introduced by myself when I > optimized QuickFIX. > > Sorry for the false alarm. > > ------------------------------ > *From:* Kenny Stone <ks...@co...> > *To:* Hei Chan <str...@ya...> > *Cc:* "qui...@li..." < > qui...@li...> > *Sent:* Thursday, September 8, 2011 6:07 AM > *Subject:* Re: [Quickfix-developers] Sequence Reset's Sequence #? > > If the other sequence numbers were admin messages, they will not be sent > (nor should they). > > QuickFIX has a bunch of acceptance tests to demonstrate resend > functionality (but there could still be a bug). > > -- > Kenny Stone > Connamara Systems, LLC > > > On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I believe it is a bug in QuickFIX because according to FIX 4.2 > specification: > "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should > conform to standard message sequencing rules (i.e. the MsgSeqNum of the > Sequence Reset-GapFill message should represent the beginning MsgSeqNum in > the GapFill range because the remote side is expecting that next message)." > > So in the example in my previous email, QuickFIX should reply with a > GapFill message with 34=2 because the Resend Request asked for the message > with a sequence # of 2. > > I have filled a bug: > https://sourceforge.net/tracker/?group_id=37535&atid=1126912 > > Thanks in advance. > > > Cheers, > Hei > > ------------------------------ > *From:* Hei Chan <str...@ya...> > *To:* "qui...@li..." < > qui...@li...> > *Sent:* Wednesday, September 7, 2011 5:33 PM > *Subject:* [Quickfix-developers] Sequence Reset's Sequence #? > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am using the latest QuickFIX C++. > > When a FIX engine receives a Resend Request message with 7 (begin sequence > #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? > > If yes, it seems like there is a bug in QuickFIX: > Received: > 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A > > QuickFIX's response: > > 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A > > As you can see, the Resend Request asked for the message with sequence # 2, > but QuickFIX replied with a sequence #=6 instead of 2. > > Any idea? > > Thanks in advance. > > > Cheers, > Hei > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > |
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