Re: [Quickfixj-users] Support for UI64 data type

[Christoph J. <chr...@ma...>]

Does not really help but: maybe using plain FIX protocol for such a high number of messages is not a good idea? But I guess this is out of control of the original poster? Is this a system propagating market data? 
I cannot imagine that it is desired to get thousands or even more messages in a resend scenario. 
Maybe turning off sequence number validation  (or complete validation) will help? Cannot look at the code at the moment. 
Cheers 
Chris 

Am 7. August 2019 10:36:41 MESZ schrieb Philip Whitehouse <ph...@wh...>:
>You can reset sequence numbers mid-session to avoid this. Maybe QFJ
>should natively do this automatically when it gets close (say at 2
>billion as a nice round number).
>
>Of course resetting means being unable to re-request the previous
>sessions messages which might be a problem..
>
>If this therefore isn’t an option and you’re reallly exceeding 2
>billion for the MsgSeqNum (an average of >3,300 messages per second for
>a week) you have a problem.
>
>The FIX spec mandates it is an integer so it’s unlikely we’d want to
>merge a code change to make it as a default. It’d be a breaking change
>obviously too.
>
>You’ll also have to change more than just that field. Certainly the
>related fields in Reject, Logon, ResendRequest and SequenceReset will
>also have to change.
>
>It feels like this is something that should be part of a FIXT2 spec if
>it’s a practical concern.
>
>If you have a code change for this that you want to submit we can
>discuss how to limit the API breakage in more detail.
>
>What does QFJ do right now when this happens?
>
>Best,
>
>Philip Whitehouse
>
>> On 7 Aug 2019, at 06:44, Kodippili Arachchige, Asanka
><as...@ls...> wrote:
>> 
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>> 
>> 
>> Thanks for your responses. To clarify my requirement further, I need
>to send a ui64 value for the MsgSeqNum field. ( This is due to a system
>running for several days continuously and the sequence number reaches
>ui64 values ) . Currently quickfix expects the MsgSeqNum field to be an
>int. If I send it as a string, an IncorectDataException is thrown. The
>methods provided by Session class related to sequence number such as
>getExpectedTargetNum()  and setNextSenderMsgSeqNum also expect the
>MsgSeqNum field to be an int.
>>  
>> Could quickfix/J be changed to handle the MsgSeqNum as a long value ?
>>  
>>  
>>  
>> Thanks,
>> AsankaK
>>  
>> From: Christoph John [mailto:chr...@ma...] 
>> Sent: Monday, August 05, 2019 5:29 PM
>> To: qui...@li...; Kodippili Arachchige,
>Asanka <as...@ls...>; Qui...@li...
>> Subject: Re: [Quickfixj-users] Support for UI64 data type
>>  
>> *** THIS EMAIL ORIGINATED FROM OUTSIDE OF THE ORGANISATION ***
>> 
>> Use String field? There you can send almost anything. 
>> Cheers 
>> Chris
>> 
>> Am 5. August 2019 13:18:19 MESZ schrieb "Kodippili Arachchige,
>Asanka" <as...@ls...>:
>> Does quickfix/J support unsigned long (UI64) values ? Is there any
>workaround I could use for this with existing FIeldTypes ?
>>  
>> Thanks,
>> Kodippili Arachchige Asanka
>> Associate Tech Lead, MillenniumIT
>> LSEG Technology
>> Telephone +94 11 241 6000 Ext 26717
>> Mobile +94 77 9627002 
>> as...@ls...
>> MillenniumIT, No 01, Millennium Drive, Malabe
>> www.lseg.com
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