Re: [Quickfixj-users] Resend Request message

[Shepheard, T. \(London\) <Tob...@ml...>]

1. Is it sending the ResendRequest near the start of the session? If so,
it may be that although the messages are in sequence, the first sequence
number received is not as expected. There are various config settings
for resetting the sequence number, and you have to make sure you
configure it to match what the counterparty is doing. The fact that
deleting your seqnums file resolved the issue temporarily suggests that
this might well be the problem.

2. Strange, it should handle this ok. Is your message store working
properly? I'm not very familiar with gap-fills I'm afraid.

I think some logs files and your config file may be needed to really
work out what's going on - either that or someone else's expertise who
knows more about it than I do :)=20

Rgds
Toby


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alex
McGlashan
Sent: 13 September 2006 18:25
To: qui...@li...
Subject: Re: [Quickfixj-users] Resend Request message


QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Unfortunately that was a temporary fix - I do have an issue with
sequence numbers after all.

As described earlier, my QuickFIX is sending a ResendRequest and the
counterparty is responding with a SequenceReset with GapFillFlag =3D Y, =
at
which point my QuickFIX stops handling QuoteRequests.

My questions are:

1.  The logs indicate that the incoming messages are in sequence i.e.
there are no gaps, so why is QuickFIX is sending the ResendRequest in
the first place?

2.  Why is QuickFIX not handling the gap fill message correctly?
Shouldn't it just carry on receiving messages?

I have lots of logs and diagnostics and am running out of ideas so any
help would be very much appreciated.

Alex


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alex
McGlashan
Sent: 13 September 2006 10:33
To: qui...@li...
Subject: Re: [Quickfixj-users] Resend Request message

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
This turned out to be a sequence number problem.  For future reference I
resolved it by deleting the .seqnums file which reset the sequence
numbers.

Apologies for any time spent on this.

Alex



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alex
McGlashan
Sent: 12 September 2006 14:10
To: qui...@li...
Subject: Re: [Quickfixj-users] Resend Request message

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Thanks Toby - that makes sense.  I think the underlying problem is that
my QuickFIX is not recognising the incoming Trading Session Status
message anymore (it used to) but I can see it in the messages.log and it
looks ok.  Any ideas how I can diagnose this further?
--------------------------------------------------------

If you are not an intended recipient of this e-mail, please notify the =
sender, delete it and do not read, act upon, print, disclose, copy, =
retain or redistribute it. Click here for important additional terms =
relating to this e-mail.     http://www.ml.com/email_terms/
--------------------------------------------------------