Re: [Quickfixj-users] Resend Request message

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

You have some control over what QuickFIX will do, but it does depend on
you to configure it appropriately. See
http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html#M
iscellaneous - in particular it sounds like you need to be setting
SendResetSeqNumFlag=3DY. If the counterparty expects you to start at 0 =
for
each session and you're continuing with the last session's seqNum, then
that will be causing problems. Setting this flag to Y will make QFJ
automatically reset to 0 when it initiates a login.

As mentioned before, without seeing logs and your config I'm playing a
bit of a guessing game; if you continue to have problems then it would
really help to see these.


I also recommend reading the FIX spec on session management, available
from
http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip
(you may need to login first). I think it's the 2nd document that covers
session behaviour, sequence number usage etc.



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alex
McGlashan
Sent: 15 September 2006 15:16
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, I think you're correct about the first sequence number
being out.  What seems to be happening is that the counterparty is
sending me a ResendRequest message in the expectation that my seqnums
file will be updated to match the NewSeqNo value.  My question now is:
should QuickFIX update the seqnums file automatically or is this
functionality I need to code for.  If the former, it doesn't seem to be
working, if the latter, how?

Regards,

Alex


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shepheard, Toby (London)
Sent: 14 September 2006 09:19
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/
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
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