[Quickfixj-users] SendingTime accuracy problem?!?

[Robert B. <rbr...@me...>]

We had an issue with one of our vendors this morning.  Our engine fires
up at 7:15 am EST and waits as an acceptor for the vendor to connect and
push messages over to us starting at 7:30 am on their end.

I'm not constantly monitoring the engine and for all intents and
purposes, according the logs, the engine was up and listening at the
appropriate time, so even if I was, it wouldn't have looked like
anything was wrong.  2 hours had gone by before one of our traders
called the IT desk to say they aren't seeing any of the trades they
place with the vendor flow over to the FIX Monitor utility we provide to
them.

I contacted the vendor, they said they couldn't connect this morning to
us for some unspecified reason and never retried.  They fired it back up
after we called them and we got bombarded with 2 hours worth of
messages.  Looking at the EVENT_LOG table, I'm seeing hundreds of
entries for messages being rejected due to this ambiguous 'SendingTime
accuracy problem.'

What the heck is this?  Why would this happen?  Why would 75% of their
messages flow through without a hitch and this other 25% get rejected?
Is there any way to avoid this from happening again?  Is there any way
to get notified of these rejects (like some method I could put in place
somewhere in the application code to capture this rejection?) or to
ignore this issue so the engine does process them so they can at least
get into our database?  We luckily have an end-of-day reconciliation
with this vendor in place to find out which ones we're missing but this
is going to be a huge pain today.

Anyone have any experience with this error?  Anyone have a better way to
handle them, than simply let the engine reject the message entirely with
no way to recover the message and reprocess it?

Any help would be greatly appreciated!

Thanks,
rlb

Merlin Securities - #1 Prime Broker North America, #1 Prime Broker Single S=
trategy Funds, #1 Prime Broker Funds Under $100M - Global Custodian 2007


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