quickfix-users

[Quickfix-users] How reset the message sequence number

[kbo <kbo...@gm...>]

Hi all,

I'm new to QuickFix, and must admit it's beautifully written (although some 
more samples and documentation won't hurt).

Anyway, I'm having problems with my counter party - timeouts lead to 
misalignment in the message sequence number, and I would like to reset the 
sequence. My counter party hasn't implemented the 'reset on logon' flag 
option, so all I can do is use an initially high message sequence number and 
send a SequenceReset message immediately after logon.

My questions are:

1) is that indeed the best thing to do?

2) how do I modify the initial message sequence number (I'm using C#, and 
every time I try to modify that field inside toAdmin() I wind up just adding 
another duplicate field with a different value...)?

3) can I configure QuickFix to send the SequenceReset reset (or alternatively -
 is there any QuickFix API that will do that for me) or must I do it manually 
(and if so, where? is onLogon() an appropriate location for such a call?)

Thanks!

kbo

Re: [Quickfix-users] How reset the message sequence number

[nri <Nic...@co...>]

> 2) how do I modify the initial message sequence number (I'm using C#, and 
> every time I try to modify that field inside toAdmin() I wind up just
> adding 
> another duplicate field with a different value...)?


I do it this way in C++

void Dispatcher::onCreate(const FIX::SessionID& sessionId)
{
   ACE_Guard<ACE_SYNCH_RECURSIVE_MUTEX> guard(gateway_->mutex_);
   std::cout << "\nTODO nri: FIX Session created. should notify orms" <<
endl;

   // This could change....
   gateway_->setSessionId(sessionId);

   // Set the send, recv once only on the initial connect
   static bool done = false;
   if (! done) {
     
FIX::Session::lookupSession(sessionId)->setNextSenderMsgSeqNum(gateway_->Send());
     
FIX::Session::lookupSession(sessionId)->setNextTargetMsgSeqNum(gateway_->Recv());
     done = true;
   }
}





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Re: [Quickfix-users] How reset the message sequence number

[kbo <kbo...@gm...>]

Thanks Nick! :)

One down, two to go... does anyone have an answer for #1 and #3?