Re: [Quickfixj-users] Resend Request message

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Hi Steve,

Possibly not - how should I do that?

Alex

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: 20 September 2006 15:13
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/
Hi Alex,

Are you logging QFJ events in addition to messages? The log you=20
provided  appears to include your application log messages and=20
the QFJ FIX messages but I don't see any QFJ events.

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Alex McGlashan
> Sent: Wednesday, September 20, 2006 3:48 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Resend Request message
>=20
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve,
>=20
> There are no exceptions in the system out - here is the=20
> output from another shutdown:
>=20
> [20/09/06 13:57:18 BST] Service stopping
> [20/09/06 13:57:18 BST] : ESPMessageManager:  entering close
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  entering disconnect
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  entering sendLogout
> [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  entering send=20
> - message =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  FIXHandler=20
> toAdmin - message type =3D 5 message =3D
> =
8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D=
20060920-12
> :57:18.266
> =0156=3DCNX=0110=3D017=01
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  waiting for=20
> connection status
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  FIXHandler onLogout
> [20/09/06 13:57:18 BST] Alex: : ESPCOnnector:  notifying=20
> connectionWaiter listeners
> [20/09/06 13:57:18 BST] Alex debug:  entering setConnected
> [20/09/06 13:57:18 BST] Alex debug:  setConnected - got lock
> [20/09/06 13:57:18 BST] Alex debug:  setConnected - set=20
> connected to false
> [20/09/06 13:57:18 BST] Alex debug:  exiting setConnected
> [20/09/06 13:57:18 BST] Alex: : ESPConnector:  exiting disconnect
> [20/09/06 13:57:18 BST] Service stopped
>=20
> And the message log for the same time (the server is 1 hour behind):
>=20
> =
8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D=
20060920-12
> :57:18.266
> =0156=3DCNX=0110=3D017=01
> =
8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D=
1739=0152=3D200
> 60920-12:5
> 8:31=0110=3D110=01
>=20
> And the seqnums file after shutdown:
>=20
> 300:1739
>=20
> Are there any other diagnostics that could shed more light on this?
>=20
> Thanks,
>=20
> Alex
>=20
>=20
>=20
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On=20
> Behalf Of Steve Bate
> Sent: 20 September 2006 14:30
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Resend Request message
>=20
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex,
>=20
> Does the log indicate any validation errors or exceptions=20
> when processing the logout acknowledgement? For example, if=20
> there is an exception while verifying the logout ack, the=20
> fromAdmin callback will not be called although the onLogout=20
> callback will be called during the subsequent disconnect.
>=20
> Steve
>=20
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of=20
> > Alex McGlashan
> > Sent: Wednesday, September 20, 2006 2:00 PM
> > To: qui...@li...
> > Subject: Re: [Quickfixj-users] Resend Request message
> >=20
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby,
> >=20
> > Thanks for the info and links - very helpful.
> >=20
> > I now know why the sequence numbers are getting out of sync. =20
> > What is happening is that when I initiate a logout, I wait for my=20
> > onLogout callback method to be called and then shut down my=20
> adaptor. =20
> > The message log indicates that I do indeed receive a logout=20
> response=20
> > message:
> >=20
> > =
8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D=
20060920-11
> > :40:39.501
> > =0156=3DCNX=0110=3D001=01
> > =
8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D=
1481=0152=3D200
> > 60920-11:4
> > 1:52=0110=3D098=01
> >=20
> > However, the sequence number for the incoming message stream is not
> > incremented:
> >=20
> > 190:1481
> >=20
> > I notice, also, that my fromAdmin method is not called with the=20
> > incoming logout message.
> >=20
> > How do I ensure that my seqnums file is incremented correctly?
> >=20
> > Thanks in advance,
> >=20
> > Alex
> >=20
> >=20
> >=20
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of=20
> > Shepheard, Toby (London)
> > Sent: 15 September 2006 16:34
> > To: qui...@li...
> > Subject: Re: [Quickfixj-users] Resend Request message
> >=20
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/ You have some=20
> > control over what QuickFIX will do, but it does depend on you to=20
> > configure it appropriately. See=20
> > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat
> > ion.html#M
> > iscellaneous - in particular it sounds like you need to be setting=20
> > SendResetSeqNumFlag=3DY. If the counterparty expects you to=20
> start at 0=20
> > for each session and you're continuing with the last=20
> session's seqNum,=20
> > then that will be causing problems. Setting this flag to Y=20
> will make=20
> > QFJ automatically reset to 0 when it initiates a login.
> >=20
> > As mentioned before, without seeing logs and your config=20
> I'm playing a=20
> > bit of a guessing game; if you continue to have problems=20
> then it would=20
> > really help to see these.
> >=20
> >=20
> > I also recommend reading the FIX spec on session=20
> management, available=20
> > from=20
> >=20
> 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=20
> > covers session behaviour, sequence number usage etc.
> >=20
> >=20
> >=20
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of=20
> > Alex McGlashan
> > Sent: 15 September 2006 15:16
> > To: qui...@li...
> > Subject: Re: [Quickfixj-users] Resend Request message
> >=20
> >=20
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/=20
> Thanks Toby, I=20
> > think you're correct about the first sequence number being=20
> out.  What=20
> > seems to be happening is that the counterparty is sending me a=20
> > ResendRequest message in the expectation that my seqnums=20
> file will be=20
> > updated to match the NewSeqNo value.  My question now is:
> > should QuickFIX update the seqnums file automatically or is this=20
> > functionality I need to code for.  If the former, it=20
> doesn't seem to=20
> > be working, if the latter, how?
> >=20
> > Regards,
> >=20
> > Alex
> >=20
> >=20
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of=20
> > Shepheard, Toby (London)
> > Sent: 14 September 2006 09:19
> > To: qui...@li...
> > Subject: Re: [Quickfixj-users] Resend Request message
> >=20
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is=20
> it sending=20
> > the ResendRequest near the start of the session?
> > If so, it may be that although the messages are in=20
> sequence, the first=20
> > sequence number received is not as expected. There are=20
> various config=20
> > settings for resetting the sequence number, and you have to=20
> make sure=20
> > you configure it to match what the counterparty is doing. The fact=20
> > that deleting your seqnums file resolved the issue temporarily=20
> > suggests that this might well be the problem.
> >=20
> > 2. Strange, it should handle this ok. Is your message store working=20
> > properly? I'm not very familiar with gap-fills I'm afraid.
> >=20
> > I think some logs files and your config file may be needed=20
> to really=20
> > work out what's going on - either that or someone else's=20
> expertise who=20
> > knows more about it than I do :)
> >=20
> > Rgds
> > Toby
> >=20
> >=20
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of=20
> > Alex McGlashan
> > Sent: 13 September 2006 18:25
> > To: qui...@li...
> > Subject: Re: [Quickfixj-users] Resend Request message
> >=20
> >=20
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately=20
> > that was a temporary fix - I do have an issue with sequence numbers=20
> > after all.
> >=20
> > As described earlier, my QuickFIX is sending a=20
> ResendRequest and the=20
> > counterparty is responding with a SequenceReset with=20
> GapFillFlag =3D Y,=20
> > at which point my QuickFIX stops handling QuoteRequests.
> >=20
> > My questions are:
> >=20
> > 1.  The logs indicate that the incoming messages are in=20
> sequence i.e.
> > there are no gaps, so why is QuickFIX is sending the=20
> ResendRequest in=20
> > the first place?
> >=20
> > 2.  Why is QuickFIX not handling the gap fill message correctly?
> > Shouldn't it just carry on receiving messages?
> >=20
> > I have lots of logs and diagnostics and am running out of=20
> ideas so any=20
> > help would be very much appreciated.
> >=20
> > Alex
> > --------------------------------------------------------
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