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From: philip <ph...@wh...> - 2020-09-17 14:17:12
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At 9:25 a logout will be sent. Between 9:25 and 9:30 no messages will be sent. Then at 9:30 a logon will be sent with 34=1. This is how FIX is expected to work. Sending sequence resets mid-session is not expected behaviour. You're expected to agree the session window with your counter-party. This is a key part of the onboarding process. Weekly sessions are no different - except because it's a weekly session the sequence number resets once a week when the session window ends. ResetOnLogon mostly exists to deal with a scenario where you don't care about missed messages. Again this is agreed with the counter-party. It's common in sending live pricing data (rather than say order flow, where a missed order/allocation obviously should be re-sent). On 2020-09-17 15:08, Gaurav Kumar wrote: > Also I have weekly session (Sunday -Sat), will it work for daily > sessions only? > > On Thu, 17 Sep 2020 at 19:35, Gaurav Kumar <kum...@gm...> > wrote: > >> I haven't seen reset message generate between start and end time, i >> am using quickfix version 1.6.4. >> but let say start time is 9:30 and end time is 9:25 , are you saying >> that reset sequence can be sent anytime between 9:25 and 9:30? >> >> On Thu, 17 Sep 2020 at 19:08, philip <ph...@wh...> wrote: >> >>> With a StartTime and EndTime defined, the session *will* reset >>> between >>> the EndTime and StartTime. >>> >>> Is this behaviour not doing what you need it to? >>> >>> On 2020-09-17 14:29, Gaurav Kumar wrote: >>>> QuickFIX/J Documentation: >>> http://www.quickfixj.org/documentation/ >>>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>>> >>>> >>>> >>>> Hi >>>> >>>> Is there any way in configuration to define the time of sequence >>> reset >>>> I know sequence can be rest during logon or logout but i am >>> looking >>>> at the configuration like below. >>>> >>>> Start time : 9:30 >>>> End time : 9:25 >>>> Sequence reset : 9:27 >>>> >>>> i don't want to reset the sequence at logon/session start as >>> in >>>> case application goes down intraday and comes up again then it >>> will >>>> send logon and ask for sequence reset. >>>> >>>> Regards >>>> Gaurav >>>> >>>> -- >>>> Regards >>>> Gaurav >>>> _______________________________________________ >>>> Quickfixj-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> -- >> Regards >> Gaurav > > -- > Regards > Gaurav |