Re: [Quickfixj-users] Logon and resend after connection lost

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

Thanks to all. I'll chase it up with the counterparty.

 

Nick

 

  _____  

From: Oren Miller [mailto:or...@qu...] 
Sent: 30 October 2006 15:40
To: qui...@li...
Cc: ni...@ox...
Subject: Re: [Quickfixj-users] Logon and resend after connection lost

 

Indeed.  For whatever reason they chose to gap fill this message.  This is
most commonly done with administrative messages (heartbeats etc), but is
occasionally done for application messages as well (Orders that are too old
to go into market).  This is analysis is correct.  For some reason they put
TradingSessionStatus in this category, which may or may not be intentional
or an oversight.  

 

FYI, here is the relevant section in the specifications:

 

"The sending application will initiate the Sequence Reset. The message in
all situations specifies NewSeqNo 

to reset to as the value of the next sequence number to be expected by the
message receipient immediately 

following the messages and/or sequence numbers being skipped."

 

On Oct 30, 2006, at 9:19 AM, Alex McGlashan wrote:





I'm getting a similar problem.  What's happening is that the Sequence

Reset from your counterparty (message 289) causes your QFJ to reset its

expected incoming sequence number to 295, thereby skipping over message

294.  You need, somehow, to get your counterparty to adjust the Sequence

Reset to 294 and the Trading Session Status message should then be

processed.  Unfortunately I have not managed to get my counterparty to

do this so please let me know if you have any success!