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From: Christoph J. <chr...@ma...> - 2019-10-02 21:23:49
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Hi Pavel, maybe you were hitting "reply" instead of "reply to all". But nevermind, maybe our mails crossed. Now to your problem. I think Colin is right in saying that you probably send your orders with a different SessionID. Or you try to send it when the connection is down. Then they should be stored in the message store and sent on next Logon. But this will not work in your case since you send the ResetSeqNumFlag 141=Y on the Logon message. That means the message store will be reset and with it all messages that are contained. The log from LMAX and your events do not match. The LMAX log is from 2019-09-27, your log and events from today. So it is a little hard to put that in relation. Cheers, Chris. On 02.10.19 16:23, Pavel Tashev wrote: > QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ > QuickFIX/J Support:http://www.quickfixj.org/support/ > > > > I receive the messages in my mail box. To reply to your message I hit "Reply". > > Here is the log from LMAX server (they provided it to me): > > 2019-09-27 UTC 12:54:10.925655 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=114|35=A|34=1|49=MY_USERNAME|52=20190927-12:54:10.837|56=LMXBL|98=0|108=5|141=Y|553=MY_USERNAME|554=###############|10=108| > 2019-09-27 UTC 12:54:11.074854 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=77|35=A|49=LMXBL|56=MY_USERNAME|34=1|52=20190927-12:54:11.074|98=0|108=5|141=Y|10=033| > 2019-09-27 UTC 12:54:15.830025 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=60|35=0|34=2|49=MY_USERNAME|52=20190927-12:54:15.828|56=LMXBL|10=252| > 2019-09-27 UTC 12:54:16.075524 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=60|35=0|49=LMXBL|56=MY_USERNAME|34=2|52=20190927-12:54:16.075|10=247| > 2019-09-27 UTC 12:54:20.830474 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=60|35=0|34=3|49=MY_USERNAME|52=20190927-12:54:20.828|56=LMXBL|10=249| > 2019-09-27 UTC 12:54:21.075640 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=60|35=0|49=LMXBL|56=MY_USERNAME|34=3|52=20190927-12:54:21.075|10=244| > 2019-09-27 UTC 12:54:25.830495 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=60|35=0|34=4|49=MY_USERNAME|52=20190927-12:54:25.828|56=LMXBL|10=255| > 2019-09-27 UTC 12:54:26.076542 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=60|35=0|49=LMXBL|56=MY_USERNAME|34=4|52=20190927-12:54:26.076|10=251| > 2019-09-27 UTC 12:54:30.829822 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=60|35=0|34=5|49=MY_USERNAME|52=20190927-12:54:30.828|56=LMXBL|10=252| > 2019-09-27 UTC 12:54:31.076209 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=60|35=0|49=LMXBL|56=MY_USERNAME|34=5|52=20190927-12:54:31.076|10=248| > 2019-09-27 UTC 12:54:35.829791 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=60|35=0|34=6|49=MY_USERNAME|52=20190927-12:54:35.828|56=LMXBL|10=002| > 2019-09-27 UTC 12:54:36.076360 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=60|35=0|49=LMXBL|56=MY_USERNAME|34=6|52=20190927-12:54:36.076|10=254| > 2019-09-27 UTC 12:54:38.829332 MY_IP_ADDRESS:45007 > LMAX_IP_ADDRESS:20123 > 8=FIX.4.4|9=69|35=1|34=7|49=MY_USERNAME|52=20190927-12:54:38.828|56=LMXBL|112=TEST|10=034| > 2019-09-27 UTC 12:54:38.829466 LMAX_IP_ADDRESS:20123 > MY_IP_ADDRESS:45007 > 8=FIX.4.4|9=69|35=0|49=LMXBL|56=MY_USERNAME|34=7|52=20190927-12:54:38.829|112=TEST|10=034| > 2019-09-27 UTC 12:54:39.830189 MY_IP_ADDRESS:46788 > LMAX_IP_ADDRESS:20113 8=TCP|35=FIN > 2019-09-27 UTC 12:54:39.830275 LMAX_IP_ADDRESS:20113 > MY_IP_ADDRESS:46788 8=TCP|35=FIN > > On my side Quickfix generates the following events: > > 8=FIX.4.49=11435=A34=149=tomgranger1152=20191002-12:56:56.63956=LMXBL98=0108=5141=Y553=tomgranger11554=L7qxd6LhnEB9PRD10=105 > 8=FIX.4.49=7735=A49=LMXBL56=tomgranger1134=152=20191002-12:56:56.86498=0108=5141=Y10=036 > 8=FIX.4.49=6035=049=LMXBL56=tomgranger1134=252=20191002-12:57:01.86410=235 > 8=FIX.4.49=6035=034=249=tomgranger1152=20191002-12:57:01.87256=LMXBL10=234 > 8=FIX.4.49=6035=049=LMXBL56=tomgranger1134=352=20191002-12:57:06.86510=242 > 8=FIX.4.49=6035=034=349=tomgranger1152=20191002-12:57:06.86956=LMXBL10=246 > 8=FIX.4.49=6035=049=LMXBL56=tomgranger1134=452=20191002-12:57:11.86610=240 > 8=FIX.4.49=6035=034=449=tomgranger1152=20191002-12:57:12.62256=LMXBL10=231 > 8=FIX.4.49=6035=049=LMXBL56=tomgranger1134=552=20191002-12:57:16.86610=246 > 8=FIX.4.49=6035=034=549=tomgranger1152=20191002-12:57:17.62256=LMXBL10=237 > 8=FIX.4.49=6935=134=649=tomgranger1152=20191002-12:57:19.62256=LMXBL112=TEST10=012 > 8=FIX.4.49=6935=049=LMXBL56=tomgranger1134=652=20191002-12:57:19.625112=TEST10=014 > > and here are the events: > > 20191002-12:56:55: Session FIX.4.4:tomgranger11->LMXBL schedule is daily, 00:00:00-UTC - 21:30:00-UTC > 20191002-12:56:55: Created session: FIX.4.4:tomgranger11->LMXBL > 20191002-12:56:55: Configured socket addresses for session: > [fix-order.london-demo.lmax.com/91.215.166.65:443 > <http://fix-order.london-demo.lmax.com/91.215.166.65:443>] > 20191002-12:56:55: MINA session created: local=/167.71.142.68:41860 <http://167.71.142.68:41860>, > class org.apache.mina.transport.socket.nio.NioSocketSession, > remote=fix-order.london-demo.lmax.com/91.215.166.65:443 > <http://fix-order.london-demo.lmax.com/91.215.166.65:443> > 20191002-12:56:56: Initiated logon request > 20191002-12:56:56: Logon contains ResetSeqNumFlag=Y, resetting sequence numbers to 1 > 20191002-12:56:56: Received logon > 20191002-12:57:19: Sent test request TEST > > The confusing thing is that I don't see log indicating that I send a request for openning a new order. > > Regards, > Pavel > > -- Christoph John Software Engineering T +49 241 557080-28 chr...@ma... 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