[Quickfixj-users] Order request message truncated and affected by heartbeat message

[Darren <da...@ic...>]

Hi everyone,

I update my quickfixj-developed project to version 2.2.0 recently,

after a couple of weeks later, i was reported a order request issue,

receive error message(tag58) shows 'Missing Account(1)'

after checking msg log, I noticed the order request and heartbeat 
message sent at the same time

8=FIX.4.2 
9=77
 35=0
 34=2161 
49=XXXXX
 52=20201008-13:09:36.386
 
56=XXXXX
 38= 1
59=0 
77=O
 10=240


8=FIX.4.2 
9=137
 35=D
 34=2162 
49=XXXXX 
52=20201008-13:09:36.386 

56=XXXXX
 11=1602107675
 21=1 
38=1 
40=3 
54=1
 55=YM 

59=0
60=20201008-13:09:36.386 
77=O
 10=121


8=FIX.4.2 
9=00296
 35=8
 49=XXXXX 
56=XXXXX 
34=2324 

52=20201008-13:09:36.457
 129=NONE
 
37=3040153c-7a98-4249-bc8f-5f881fb9af41
11=1602107675
 
17=7626495d-aa27-49ae-a4d4-935e2d9e9abb 
20=0 
150=8
 39=8 
103=99 

55=YM
 54=1
 38=1 
40=3 
59=0
 32=0
 31=0 
151=0
 14=0
6=0 

60=20201008-13:09:36.457 
77=O
 58=Missing Account(1) 
21=1
10=017

and a few tags from my order request was missing, so server responsed 
error msg with Missing Account(1).

I checked the heartbeat msg log before this request

8=FIX.4.2 
9=00062
 35=0
 49=XXXX 
56=XXXX 

34=2320
52=20201008-13:08:06.185 
10=191

8=FIX.4.2 
9=62 
35=0
34=2158 
49=XXXX 
52=20201008-13:08:06.155
 
56=XXXX 
10=053

8=FIX.4.2 
9=00062 
35=0 
49=XXXX 
56=XXXX 

34=2321
52=20201008-13:08:36.185
 10=195

8=FIX.4.2
 9=62 
35=0
34=2159 
49=XXXX 
52=20201008-13:08:36.154
 
56=XXXX 
10=056

8=FIX.4.2 9=00062 
35=0 
49=XXXX 
56=XXXX 

34=2322
52=20201008-13:09:06.185
 10=194

8=FIX.4.2
 9=62 
35=0
34=2160 
49=XXXX 
52=20201008-13:09:06.153
 
56=XXXX 
10=045

8=FIX.4.2
 9=00062
 35=0
 49=XXXX 
56=XXXX 

34=2323
52=20201008-13:09:36.185 
10=198

8=FIX.4.2 
9=77 
35=0
34=2161 
49=XXXX 
52=20201008-13:09:36.386 

56=XXXX 
38=1
 59=0 
77=O 
10=240


my heartbeat interval setting is 30sec, so I thought the last heartbeat 
msg should be sent at around 20201008-13:09:36.153,

but log shows it was sent at 20201008-13:09:36.386, about 200 ms delayed,

after checking the source of quickfixj, I still cant figure out who 
delayed the heartbeat msg,

and why this heartbeat msg contains tag37, tag59 and tag77,

these tags looks like copied from my order request, and a few tags from 
my order request is missing

normal request:

8=FIX.4.2 
9=265
 35=D
 34=2157
49=XXXX 
52=20201008-13:07:35.953 

56=XXXX
 57=170886 5
1=XXXX
 
11=1602107674
21=1
38=1
40=2
44=28344
50=XXXX 
54=1 
55=YM 
59=0 

60=20201008-13:07:35.953 
77=O 
116=XXXX
 167=FUT
 207=CME 
454=1 

455=YM Dec20 
456=97 
11028=Y 
16142=TW
18205=A1
10=182


abnormal request:

8=FIX.4.2 
9=137
 35=D
 34=2162 
49=XXXXX 
52=20201008-13:09:36.386 

56=XXXXX
 11=1602107675
 21=1 
38=1 
40=3 
54=1
 55=YM 

59=0
60=20201008-13:09:36.386 
77=O
 10=121


this issue happens about once a month, difficult to duplicate,

any thoughts / ideas would be appreciated. :)


Regards,

Darren