quickfix-users

[Quickfix-users] How do resends work?

[abaraff <ab...@ra...>]

I'm using QuickFix for .Net and I have one application that acts as an
intermediary (I'll call it the SERVER).  This application has a connection
to the broker (BROKER) and listens for an incoming connection from a client
application (CLIENT).  When the CLIENT reconnects, I'd like to get a full
playback of the NewOrderSubmits and ExecutionReports that have taken place
that day.  I assume that I should just send a ResendRequest from the CLIENT
to the SERVER.  I assume the BeginSeqNo is 0.  How do I know what the
EndSeqNo is?  Does QuickFix's internal logic on the SERVER automatically
handle resending these messages or do I have to do it myself?

What happens if the SERVER shuts down?  I'm using the FileStoreFactory and
FileLogFactory.  Does QuickFIX automatically retrieve prior messages from
these logs or do I have to manually load the messages.  Also what needs to
be done to get any messages from the BROKER that have been dropped between
the last message stored in the log and the reconnect.

I realize there are some very open ended questions here, but I'm really not
sure where to start looking.  If you point me in the right direction I'm
sure I can figure it out myself.  I just have know way of knowing what
default behavior is.

Thanks,

Anthony
-- 
View this message in context: http://old.nabble.com/How-do-resends-work--tp31588898p31588898.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] How do resends work?

[Kenny S. <ks...@co...>]

Should be entirely automatic for client and server.

--
Kenny Stone
Connamara Systems, LLC


On Tue, May 10, 2011 at 3:12 PM, abaraff <ab...@ra...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I'm using QuickFix for .Net and I have one application that acts as an
> intermediary (I'll call it the SERVER).  This application has a connection
> to the broker (BROKER) and listens for an incoming connection from a client
> application (CLIENT).  When the CLIENT reconnects, I'd like to get a full
> playback of the NewOrderSubmits and ExecutionReports that have taken place
> that day.  I assume that I should just send a ResendRequest from the CLIENT
> to the SERVER.  I assume the BeginSeqNo is 0.  How do I know what the
> EndSeqNo is?  Does QuickFix's internal logic on the SERVER automatically
> handle resending these messages or do I have to do it myself?
>
> What happens if the SERVER shuts down?  I'm using the FileStoreFactory and
> FileLogFactory.  Does QuickFIX automatically retrieve prior messages from
> these logs or do I have to manually load the messages.  Also what needs to
> be done to get any messages from the BROKER that have been dropped between
> the last message stored in the log and the reconnect.
>
> I realize there are some very open ended questions here, but I'm really not
> sure where to start looking.  If you point me in the right direction I'm
> sure I can figure it out myself.  I just have know way of knowing what
> default behavior is.
>
> Thanks,
>
> Anthony
> --
> View this message in context:
> http://old.nabble.com/How-do-resends-work--tp31588898p31588898.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] How do resends work?

[John V. <jva...@co...>]

It's pretty standard FIX to have an EndSeqNo be 0 (infinity).  This way, you
don't have to worry about the end, you just specify the beginning.

But since it sounds like CLIENT needs to get everything anyway, maybe
implementing a SERVER method that overloads onLogon to send everything to
the CLIENT automatically is the way to go, instead of forcing the CLIENT to
do a Resend Request.

John Vatianou
Connamara Systems, LLC
www.connamara.com

On Tue, May 10, 2011 at 3:12 PM, abaraff <ab...@ra...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I'm using QuickFix for .Net and I have one application that acts as an
> intermediary (I'll call it the SERVER).  This application has a connection
> to the broker (BROKER) and listens for an incoming connection from a client
> application (CLIENT).  When the CLIENT reconnects, I'd like to get a full
> playback of the NewOrderSubmits and ExecutionReports that have taken place
> that day.  I assume that I should just send a ResendRequest from the CLIENT
> to the SERVER.  I assume the BeginSeqNo is 0.  How do I know what the
> EndSeqNo is?  Does QuickFix's internal logic on the SERVER automatically
> handle resending these messages or do I have to do it myself?
>
> What happens if the SERVER shuts down?  I'm using the FileStoreFactory and
> FileLogFactory.  Does QuickFIX automatically retrieve prior messages from
> these logs or do I have to manually load the messages.  Also what needs to
> be done to get any messages from the BROKER that have been dropped between
> the last message stored in the log and the reconnect.
>
> I realize there are some very open ended questions here, but I'm really not
> sure where to start looking.  If you point me in the right direction I'm
> sure I can figure it out myself.  I just have know way of knowing what
> default behavior is.
>
> Thanks,
>
> Anthony
> --
> View this message in context:
> http://old.nabble.com/How-do-resends-work--tp31588898p31588898.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-users] How do resends work?

[abaraff <ab...@ra...>]

There must be something that I'm missing.  When I logon I'm having my CLIENT
send a resend request:

public void onLogon(SessionID sessionID)
        {
            System.Diagnostics.Debug.WriteLine("OnLogon:" +
sessionID.ToString());
            _sessionID = sessionID;
            QuickFix42.ResendRequest resend = new
QuickFix42.ResendRequest(new BeginSeqNo(0), new EndSeqNo(0));
            System.Diagnostics.Debug.WriteLine("Sending Resend");
            Session.sendToTarget(resend, sessionID);
        }

It's being received by my SERVER:

FromAdmin:FIX.4.2:SCTC->SCT1
8=FIX.4.2
9=69
35=A
34=1
49=SCT1
52=20110511-13:23:47.365
56=SCTC
98=0
108=60
141=Y
10=120

ToAdmin:FIX.4.2:SCTC->SCT1
8=FIX.4.2
9=69
35=A
34=1
49=SCTC
52=20110511-13:23:47.427
56=SCT1
98=0
108=60
141=Y
10=119

OnLogon:FIX.4.2:SCTC->SCT1
FromAdmin:FIX.4.2:SCTC->SCT1
8=FIX.4.2
9=60
35=2
34=2
49=SCT1
52=20110511-13:23:47.458
56=SCTC
7=0
16=0
10=149

Resend Requested
ToAdmin:FIX.4.2:SCTC->SCT1
8=FIX.4.2
9=93
35=4
34=1
43=Y
49=SCTC
52=20110511-13:23:47.474
56=SCT1
122=20110511-13:23:47.474
36=2
123=Y
10=036


But I'm not seeing any events on the CLIENT application that correspond to
messages that I've previously sent the server from the CLIENT or messages
that the SERVER has sent the CLIENT.

Maybe I'm using the FileStoreFactory or FileLogFactory incorrectly?  Right
now the FileStoreFactory uses the same destination directory every day and
the FileLogFactory uses a different directory every time I start the app. 
Should I always provide it with the same directory?

Also, what are the methods for accessing previous messages?  I didn't see
anything obvious in the Log object of the Session, or should I be storing
them in a list for later use?

Thanks,

Anthony


John Vatianou wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> It's pretty standard FIX to have an EndSeqNo be 0 (infinity).  This way,
> you
> don't have to worry about the end, you just specify the beginning.
> 
> But since it sounds like CLIENT needs to get everything anyway, maybe
> implementing a SERVER method that overloads onLogon to send everything to
> the CLIENT automatically is the way to go, instead of forcing the CLIENT
> to
> do a Resend Request.
> 
> John Vatianou
> Connamara Systems, LLC
> www.connamara.com
> 
> On Tue, May 10, 2011 at 3:12 PM, abaraff <ab...@ra...> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I'm using QuickFix for .Net and I have one application that acts as an
>> intermediary (I'll call it the SERVER).  This application has a
>> connection
>> to the broker (BROKER) and listens for an incoming connection from a
>> client
>> application (CLIENT).  When the CLIENT reconnects, I'd like to get a full
>> playback of the NewOrderSubmits and ExecutionReports that have taken
>> place
>> that day.  I assume that I should just send a ResendRequest from the
>> CLIENT
>> to the SERVER.  I assume the BeginSeqNo is 0.  How do I know what the
>> EndSeqNo is?  Does QuickFix's internal logic on the SERVER automatically
>> handle resending these messages or do I have to do it myself?
>>
>> What happens if the SERVER shuts down?  I'm using the FileStoreFactory
>> and
>> FileLogFactory.  Does QuickFIX automatically retrieve prior messages from
>> these logs or do I have to manually load the messages.  Also what needs
>> to
>> be done to get any messages from the BROKER that have been dropped
>> between
>> the last message stored in the log and the reconnect.
>>
>> I realize there are some very open ended questions here, but I'm really
>> not
>> sure where to start looking.  If you point me in the right direction I'm
>> sure I can figure it out myself.  I just have know way of knowing what
>> default behavior is.
>>
>> Thanks,
>>
>> Anthony
>> --
>> View this message in context:
>> http://old.nabble.com/How-do-resends-work--tp31588898p31588898.html
>> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Achieve unprecedented app performance and reliability
>> What every C/C++ and Fortran developer should know.
>> Learn how Intel has extended the reach of its next-generation tools
>> to help boost performance applications - inlcuding clusters.
>> http://p.sf.net/sfu/intel-dev2devmay
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
> 
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> 
> 

-- 
View this message in context: http://old.nabble.com/How-do-resends-work--tp31588898p31594299.html
Sent from the QuickFIX - User mailing list archive at Nabble.com.

Re: [Quickfix-users] How do resends work?

[John V. <jva...@co...>]

I highly recommend signing up on the FIX Protocol website, downloading the
4.2 specification, and going over the Resend logic outlined there.  Since
you're logging in with ResetSeqNumFlag (141) set to Y, there's really
nothing to ask for.  Also, I don't think you can send a BeginSeqNo of 0, but
check.  QuickFIX will handle Resends automatically without a programmer
having to do anything, if in fact SeqNums are out of sync.

John Vatianou
Connamara Systems, LLC

On Wed, May 11, 2011 at 8:36 AM, abaraff <ab...@ra...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> There must be something that I'm missing.  When I logon I'm having my
> CLIENT
> send a resend request:
>
> public void onLogon(SessionID sessionID)
>        {
>            System.Diagnostics.Debug.WriteLine("OnLogon:" +
> sessionID.ToString());
>            _sessionID = sessionID;
>            QuickFix42.ResendRequest resend = new
> QuickFix42.ResendRequest(new BeginSeqNo(0), new EndSeqNo(0));
>            System.Diagnostics.Debug.WriteLine("Sending Resend");
>            Session.sendToTarget(resend, sessionID);
>        }
>
> It's being received by my SERVER:
>
> FromAdmin:FIX.4.2:SCTC->SCT1
> 8=FIX.4.2 9=69 35=A 34=1 49=SCT1 52=20110511-13:23:47.365 56=SCTC 98=0
> 108=60 141=Y 10=120
> ToAdmin:FIX.4.2:SCTC->SCT1
> 8=FIX.4.2 9=69 35=A 34=1 49=SCTC 52=20110511-13:23:47.427 56=SCT1 98=0
> 108=60 141=Y 10=119
> OnLogon:FIX.4.2:SCTC->SCT1
> FromAdmin:FIX.4.2:SCTC->SCT1
> 8=FIX.4.2 9=60 35=2 34=2 49=SCT1 52=20110511-13:23:47.458 56=SCTC 7=0 16=0
> 10=149
> Resend Requested
> ToAdmin:FIX.4.2:SCTC->SCT1
> 8=FIX.4.2 9=93 35=4 34=1 43=Y 49=SCTC 52=20110511-13:23:47.474 56=SCT1
> 122=20110511-13:23:47.474 36=2 123=Y 10=036
>
> But I'm not seeing any events on the CLIENT application that correspond to
> messages that I've previously sent the server from the CLIENT or messages
> that the SERVER has sent the CLIENT.
>
> Maybe I'm using the FileStoreFactory or FileLogFactory incorrectly?  Right
> now the FileStoreFactory uses the same destination directory every day and
> the FileLogFactory uses a different directory every time I start the app.
> Should I always provide it with the same directory?
>
> Also, what are the methods for accessing previous messages?  I didn't see
> anything obvious in the Log object of the Session, or should I be storing
> them in a list for later use?
>
> Thanks,
>
> Anthony
>
>
> John Vatianou wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > It's pretty standard FIX to have an EndSeqNo be 0 (infinity).  This way,
> > you
> > don't have to worry about the end, you just specify the beginning.
> >
> > But since it sounds like CLIENT needs to get everything anyway, maybe
> > implementing a SERVER method that overloads onLogon to send everything to
> > the CLIENT automatically is the way to go, instead of forcing the CLIENT
> > to
> > do a Resend Request.
> >
> > John Vatianou
> > Connamara Systems, LLC
> > www.connamara.com
> >
> > On Tue, May 10, 2011 at 3:12 PM, abaraff <ab...@ra...> wrote:
> >
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> I'm using QuickFix for .Net and I have one application that acts as an
> >> intermediary (I'll call it the SERVER).  This application has a
> >> connection
> >> to the broker (BROKER) and listens for an incoming connection from a
> >> client
> >> application (CLIENT).  When the CLIENT reconnects, I'd like to get a
> full
> >> playback of the NewOrderSubmits and ExecutionReports that have taken
> >> place
> >> that day.  I assume that I should just send a ResendRequest from the
> >> CLIENT
> >> to the SERVER.  I assume the BeginSeqNo is 0.  How do I know what the
> >> EndSeqNo is?  Does QuickFix's internal logic on the SERVER automatically
> >> handle resending these messages or do I have to do it myself?
> >>
> >> What happens if the SERVER shuts down?  I'm using the FileStoreFactory
> >> and
> >> FileLogFactory.  Does QuickFIX automatically retrieve prior messages
> from
> >> these logs or do I have to manually load the messages.  Also what needs
> >> to
> >> be done to get any messages from the BROKER that have been dropped
> >> between
> >> the last message stored in the log and the reconnect.
> >>
> >> I realize there are some very open ended questions here, but I'm really
> >> not
> >> sure where to start looking.  If you point me in the right direction I'm
> >> sure I can figure it out myself.  I just have know way of knowing what
> >> default behavior is.
> >>
> >> Thanks,
> >>
> >> Anthony
> >> --
> >> View this message in context:
> >> http://old.nabble.com/How-do-resends-work--tp31588898p31588898.html
> >> Sent from the QuickFIX - User mailing list archive at Nabble.com.
> >>
> >>
> >>
> >>
> ------------------------------------------------------------------------------
> >> Achieve unprecedented app performance and reliability
> >> What every C/C++ and Fortran developer should know.
> >> Learn how Intel has extended the reach of its next-generation tools
> >> to help boost performance applications - inlcuding clusters.
> >> http://p.sf.net/sfu/intel-dev2devmay
> >> _______________________________________________
> >> Quickfix-users mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >>
> >
> >
> ------------------------------------------------------------------------------
> > Achieve unprecedented app performance and reliability
> > What every C/C++ and Fortran developer should know.
> > Learn how Intel has extended the reach of its next-generation tools
> > to help boost performance applications - inlcuding clusters.
> > http://p.sf.net/sfu/intel-dev2devmay
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> >
>
> --
> View this message in context:
> http://old.nabble.com/How-do-resends-work--tp31588898p31594299.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>