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From: Eduardo L. Sánchez-R. S. <esa...@ya...> - 2021-12-12 15:24:03
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Hi, We have an FIX adapter that transforms messages from FIX.4. 2 into FIX.5.0SP2 and back, between two systems. On the initiator side, we're connected to an exchange that enforces on us continuous sessions, which only get reset upon system restart. On the acceptor side, we have configures a daily session from 8:30 to 5, every week day, for our clients. When the exchange is restarted (usually on weekends or after market hours) we are sent any opened orders that were outstanding at the time. As the other side is usually not logged in, the adapter keeps on retrying the messages until next day, when the clients log back in for the day session. I'm wondering if there is a way to logout or disconnect the continuous session, without resetting the MsgSeqNum. I've tried these settings:StartTime=08:30:00EndTime=17:00:00WeekDays=Mon,Tue,Wed,Thu,FriResetOnLogon=NResetOnLogout=NResetOnDisconnect=NResetOnError=N but I think, as NonStopSession is not set and EndTime is set, the sequence is reset anyway. Thanks Eduardo Sent from Yahoo Mail on Android |