|
From: Shepheard, T. \(London\) <Tob...@ml...> - 2006-09-15 15:34:40
|
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 -------------------------------------------------------- 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/ -------------------------------------------------------- |