[Quickfixj-users] Logout sent at session start

[Pergus <per...@gm...>]

Hi,

I am running a QuickFIX/J initiator using FIX 4.2. When a session expires on
my side (because EndTime is reached) a logout message is sent to the
counterparty and the initiator immediately disconnects, without waiting for
a logout response (isn't the engine supposed to wait for a logout response
before disconnecting according to the FIX specs?). Later on, when time
reaches StartTime for the new session, the first thing that happens is that
the initiator sends a logout message to the counterparty and then
disconnects. This doesn't seem right. Could anyone please explain why this
happens? It would appear as though the engine has queued the logout response
from the counterparty before the previous session was shut down and the
initiator interprets it as a new message at the start of the new session.
This becomes a problem when the counterparty doesn't ignore messages that
are sent before logon messages have been exchanged and the sequence numbers
get out of sync.

Many thanks,

Pergus