[Quickfixj-users] Logon and resend after connection lost

[Nick F. <ni...@ox...>]

I'm testing quickfix/j using lost connections and there seems to be a
message that never reaches my Application. I wonder if this is a quickfix
problem.

 

I've censored the id's below to "ME" and "BROKER", these aren't the
originals.

 

The sequence:

 

8=FIX.4.29=9435=A34=16949=ME52=20061030-12:41:55.71756=BROKER98=0108=3010=01
0

8=FIX.4.29=9035=A49=BROKER56=ME34=29252=20061030-12:42:03108=3098=010=048

8=FIX.4.29=9135=249=BROKER56=ME34=29352=20061030-12:42:037=16616=16810=096

8=FIX.4.29=9335=234=17049=ME52=20061030-12:42:04.70256=BROKER7=28916=010=187

8=FIX.4.29=9035=h49=BROKER56=ME34=29452=20061030-12:42:03336=0340=210=081

8=FIX.4.29=22135=D34=16643=Y49=ME52=20061030-12:42:04.71756=BROKER122=200610
30-12:40:4511=20061030-124045-279-4:115=GBP21=138=600000040=F44=1.554=255=GB
P/USD59=060=20061030-12:40:45167=FOR10=235

8=FIX.4.29=12235=434=16743=Y49=ME52=20061030-12:42:04.71756=BROKER122=200610
30-12:42:0436=169123=Y10=164

8=FIX.4.29=9635=449=BROKER56=ME34=28952=20061030-12:42:0443=Y123=Y36=29510=1
37

8=FIX.4.29=13335=j49=BROKER56=ME34=29552=20061030-12:42:0445=166372=D380=058
=Do not support duplicate message10=201

 

Messages 169,292: I logon after a lost connection and I get a logon
response, neither of us resets.

Message 293: The broker requests a resend of messages 166-168

Message 170: I request a resend of all messages after 289

Message 294: I receive a TradingSessionStatus message telling me the session
is open. THIS MESSAGE NEVER REACHES MY APPLICATION

Message 166: I send message 166 (an order) to the broker. I'm not sure if
this is resend, or a left over message from before the connection dropped.

Message 167: I send a sequence reset to the broker asking to reset to 169,
with Gap Fill set. This I assume is to replace the requested resend

Message 289: The broker sends a sequence reset to me asking to reset to 295,
with Gap Fill set, again to avoid a resend.

Message 295: The broker rejects the resent order.

 

I hate asking someone else to do my debugging, but I was hoping using
quickfixj would avoid me getting too deep in understanding the whole
reconnection protocol. Does anyone know why message 294, the trading session
status message never reaches my application through the fromApp() method?

 

Nick