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From: Gaurav K. <kum...@gm...> - 2020-09-18 13:16:46
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Thanks Philip for your help. On Thu, 17 Sep 2020 at 19:47, philip <ph...@wh...> wrote: > 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 > -- Regards Gaurav |