quickfixj-users — General mailing list for QuickFIX/J topics.

[Quickfixj-users] QFJ Session Schedule Inquiry: Sessions Spanning Multiple Days

[Felipe W. <fel...@gm...>]

Hello Chris and everyone in the QFJ community!

I hope you are all doing well!

We have a session that needs to work between Monday and Friday.

We must logon at 05:00 am and logout at 01:00 of the next day. The sequence
number must reset at every new session.

Examples:

First session of the week:
- Monday logon 05:00 - sequence number 1
- Tuesday logout 01:00

Second session of the week:
- Tuesday logon 05:00 - sequence number 1
- Wednesday logout 01:00

(... third and fourth sessions, just the same ...)

Fifth and last session of the week:
- Friday logon 05:00 - sequence number 1
- Saturday logout 01:00

*If we configure QFJ like this, will it work?*
StartTime=05:00:00,
EndTime=01:00:00,
TimeZone=America/Sao_Paulo,
Weekdays=Monday,Tuesday,Wednesday,Thursday,Friday,

Thanks a lot,
Felipe Windmoller

[Quickfixj-users] please ignore

[Christoph J. <chr...@ma...>]

This is only a test for the mail formatting. PLEASE IGNORE



From: Cabrera, Augusto (Commercial & Institutional CDIO) via Quickfixj-users <qui...@li...> 
Sent: 01 June 2023 22:53
To: qui...@li...
Cc: Cabrera, Augusto (Commercial & Institutional CDIO) <Aug...@na...>
Subject: [Quickfixj-users] FIX 4.4 UTCTimeStamp support for microseconds in tag 60

Hi,

Currently, it seems like quicfixj only supports UTC format  YYYYMMDD-HH:MM:SS.SSSSSS   

Are there plans to support  YYYYMMDD-HH:MM:SS.SSS.SSS  ( notice the dot for microseconds ) ?
   

Any help would be greatly appreciated.

Thanks.

Augusto Cabrera
VP-TMO
Natwest Technology
NatWest Markets
600 Washington Boulevard, Stamford, CT 06901
Office: +1 203 897 2340 (internal 60 2340)
Zoom meeting ID: 203 897 2340



Invitation to consider a derivatives transaction: This communication, where prepared by the sales and trading desk or desk strategists, may be marketing material, desk strategy and/or trader commentary. It is not a product of the research department. This material may constitute an invitation to consider entering into a derivatives transaction under U.S. CFTC Regulations sections 1.71 and 23.605, where applicable, but is not a binding offer to buy/sell any financial instrument. The views of the author
may differ from others at NatWest Markets Plc, NatWest Markets N.V., NatWest Markets Securities
Japan Limited, and/or NatWest Markets Securities Inc. (collectively "NatWest Markets").
This message (including any attachments) is confidential and/or privileged. It is to be used by the intended recipients only. If you have received it by mistake please notify the sender by return e-mail and delete this message from your system. Any unauthorized use or dissemination of this message in whole or in part is strictly prohibited. Please note that e-mails are inherently not secure and are susceptible to change. NatWest Markets shall not be liable for the improper or incomplete transmission of the information contained in this communication or Attachment nor for any delay in its receipt or damage to your system. NatWest Markets does not guarantee that the integrity of this communication has been maintained nor that this communication is free of viruses, interceptions or interference. For the protection of NatWest Markets and its clients and customers, and in compliance with regulatory requirements, the contents of both incoming and outgoing e-mail communications, which could include proprietary information and non-public personal information ('NPPI'), may be reviewed. NatWest Markets and its subsidiaries and affiliates do not guarantee the accuracy of any email or attachment, that an email will be received or that NatWest Markets or its affiliates and subsidiaries will respond to an email. NatWest Markets makes no representations that any information contained in this message (including any attachments) are appropriate for use in all locations or that transactions, securities, products, instruments or services discussed herein are available or appropriate for sale or use in all jurisdictions, or by all investors or counterparties. Those who utilize this information do so on their own initiative and are responsible for compliance with applicable local laws or regulations.
See https://www.nwm.com/your-privacy for the NatWest Markets privacy notice.
USA PATRIOT Act Customer Notice: To help the government fight the funding of terrorism and money laundering activities, federal law requires all U.S. financial institutions to obtain, verify, and record information that identifies each customer who opens an account. What this means to our customers: When we open an account on your behalf or we provide services to a business entity, we will ask for its name and address as well as a tax identification number for U.S. entities or other government issued identification number for non-US entities. In addition, we may also ask for documents and/or information relating to the business's formation as well as its principals and/or beneficial owners. 

Re: [Quickfixj-users] FIX 4.4 UTCTimeStamp support for microseconds in tag 60

[Christoph J. <chr...@ma...>]

Hi,

no, there are no plans to support this. UTCTimeStamp is deifned as follows as per the FIX protocol spec:
"The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement."
So, no saying of any additional dots.

Why do you think this should be supported?

Best regards
Christoph John



From: Cabrera, Augusto (Commercial & Institutional CDIO) via Quickfixj-users <qui...@li...>
Sent: 01 June 2023 22:53
To: qui...@li...
Cc: Cabrera, Augusto (Commercial & Institutional CDIO) <Aug...@na...>
Subject: [Quickfixj-users] FIX 4.4 UTCTimeStamp support for microseconds in tag 60

Hi,

Currently, it seems like quicfixj only supports UTC format  YYYYMMDD-HH:MM:SS.SSSSSS

Are there plans to support  YYYYMMDD-HH:MM:SS.SSS.SSS  ( notice the dot for microseconds ) ?


Any help would be greatly appreciated.

Thanks.

Augusto Cabrera
VP-TMO
Natwest Technology
NatWest Markets
600 Washington Boulevard, Stamford, CT 06901
Office: +1 203 897 2340 (internal 60 2340)
Zoom meeting ID: 203 897 2340



Invitation to consider a derivatives transaction: This communication, where prepared by the sales and trading desk or desk strategists, may be marketing material, desk strategy and/or trader commentary. It is not a product of the research department. This material may constitute an invitation to consider entering into a derivatives transaction under U.S. CFTC Regulations sections 1.71 and 23.605, where applicable, but is not a binding offer to buy/sell any financial instrument. The views of the author
may differ from others at NatWest Markets Plc, NatWest Markets N.V., NatWest Markets Securities
Japan Limited, and/or NatWest Markets Securities Inc. (collectively "NatWest Markets").
This message (including any attachments) is confidential and/or privileged. It is to be used by the intended recipients only. If you have received it by mistake please notify the sender by return e-mail and delete this message from your system. Any unauthorized use or dissemination of this message in whole or in part is strictly prohibited. Please note that e-mails are inherently not secure and are susceptible to change. NatWest Markets shall not be liable for the improper or incomplete transmission of the information contained in this communication or Attachment nor for any delay in its receipt or damage to your system. NatWest Markets does not guarantee that the integrity of this communication has been maintained nor that this communication is free of viruses, interceptions or interference. For the protection of NatWest Markets and its clients and customers, and in compliance with regulatory requirements, the contents of both incoming and outgoing e-mail communications, which could include proprietary information and non-public personal information ('NPPI'), may be reviewed. NatWest Markets and its subsidiaries and affiliates do not guarantee the accuracy of any email or attachment, that an email will be received or that NatWest Markets or its affiliates and subsidiaries will respond to an email. NatWest Markets makes no representations that any information contained in this message (including any attachments) are appropriate for use in all locations or that transactions, securities, products, instruments or services discussed herein are available or appropriate for sale or use in all jurisdictions, or by all investors or counterparties. Those who utilize this information do so on their own initiative and are responsible for compliance with applicable local laws or regulations.
See https://www.nwm.com/your-privacy for the NatWest Markets privacy notice.
USA PATRIOT Act Customer Notice: To help the government fight the funding of terrorism and money laundering activities, federal law requires all U.S. financial institutions to obtain, verify, and record information that identifies each customer who opens an account. What this means to our customers: When we open an account on your behalf or we provide services to a business entity, we will ask for its name and address as well as a tax identification number for U.S. entities or other government issued identification number for non-US entities. In addition, we may also ask for documents and/or information relating to the business's formation as well as its principals and/or beneficial owners.

[Quickfixj-users] FIX 4.4 UTCTimeStamp support for microseconds in tag 60

[Cabrera, A. (C. & I. CDIO) <Aug...@na...>]

Hi,

Currently, it seems like quicfixj only supports UTC format  YYYYMMDD-HH:MM:SS.SSSSSS

Are there plans to support  YYYYMMDD-HH:MM:SS.SSS.SSS  ( notice the dot for microseconds ) ?


Any help would be greatly appreciated.

Thanks.

Augusto Cabrera
VP-TMO
Natwest Technology
NatWest Markets
600 Washington Boulevard, Stamford, CT 06901
Office: +1 203 897 2340 (internal 60 2340)
Zoom meeting ID: 203 897 2340
[A purple sign with white text  Description automatically generated with low confidence]




Invitation to consider a derivatives transaction: This communication, where prepared by the sales and trading desk or desk strategists, may be marketing material, desk strategy and/or trader commentary. It is not a product of the research department. This material may constitute an invitation to consider entering into a derivatives transaction under U.S. CFTC Regulations sections 1.71 and 23.605, where applicable, but is not a binding offer to buy/sell any financial instrument. The views of the author

may differ from others at NatWest Markets Plc, NatWest Markets N.V., NatWest Markets Securities

Japan Limited, and/or NatWest Markets Securities Inc. (collectively "NatWest Markets").

This message (including any attachments) is confidential and/or privileged. It is to be used by the intended recipients only. If you have received it by mistake please notify the sender by return e-mail and delete this message from your system. Any unauthorized use or dissemination of this message in whole or in part is strictly prohibited. Please note that e-mails are inherently not secure and are susceptible to change. NatWest Markets shall not be liable for the improper or incomplete transmission of the information contained in this communication or Attachment nor for any delay in its receipt or damage to your system. NatWest Markets does not guarantee that the integrity of this communication has been maintained nor that this communication is free of viruses, interceptions or interference. For the protection of NatWest Markets and its clients and customers, and in compliance with regulatory requirements, the contents of both incoming and outgoing e-mail communications, which could include proprietary information and non-public personal information ('NPPI'), may be reviewed. NatWest Markets and its subsidiaries and affiliates do not guarantee the accuracy of any email or attachment, that an email will be received or that NatWest Markets or its affiliates and subsidiaries will respond to an email. NatWest Markets makes no representations that any information contained in this message (including any attachments) are appropriate for use in all locations or that transactions, securities, products, instruments or services discussed herein are available or appropriate for sale or use in all jurisdictions, or by all investors or counterparties. Those who utilize this information do so on their own initiative and are responsible for compliance with applicable local laws or regulations.

See https://www.nwm.com/your-privacy for the NatWest Markets privacy notice.

USA PATRIOT Act Customer Notice: To help the government fight the funding of terrorism and money laundering activities, federal law requires all U.S. financial institutions to obtain, verify, and record information that identifies each customer who opens an account. What this means to our customers: When we open an account on your behalf or we provide services to a business entity, we will ask for its name and address as well as a tax identification number for U.S. entities or other government issued identification number for non-US entities. In addition, we may also ask for documents and/or information relating to the business's formation as well as its principals and/or beneficial owners. 

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Hello,



Thank you for your reply, yes the market after logon sends a resend request (with sometimes a heartbeat and sometimes a testRequest as well), then we send a sequenceReset message.

I will ask the IT team to monitor the network as well. Thank you



Elyse Badr



-----Original Message-----
From: Christoph John <chr...@ma...>
Sent: Thursday, May 18, 2023 11:34 AM
To: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Christoph J. <chr...@ma...>]

What happens after you re-logon? Doesn't the counterparty send a resend request and the "lost" order is resent?
To me this sounds like a network problem of some sort. Your side thinks the connecting is still up while the other side probably waits for your heartbeats, not realising that the connecting is broken.
If this happens in times where no messages are sent then maybe there is an idle timeout somewhere that kills the connection? I think your network guys should monitor the connection and be able to find out what is going on by taking tcpdumps or similar.
Cheers
Chris

________________________________
Von: Elyse Badr <ely...@ca...>
Gesendet: Donnerstag, 18. Mai 2023 08:23
An: qui...@li... <qui...@li...>
Betreff: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

QFJ Documentation: https://che01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.quickfixj.org%2Fdocumentation%2F&data=05%7C01%7Cchristoph.john%40macd.com%7C37ca9700b2124e0c20c508db5768980f%7Cfb673ffa32b24d71b08c8c56f99c56ca%7C0%7C0%7C638199878965850633%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=Dze1ZgeB6E95FWa%2BXXPv3HNnSGwipXjqom4s6OC3kS8%3D&reserved=0<http://www.quickfixj.org/documentation/>
QFJ Support: https://che01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.quickfixj.org%2Fsupport%2F&data=05%7C01%7Cchristoph.john%40macd.com%7C37ca9700b2124e0c20c508db5768980f%7Cfb673ffa32b24d71b08c8c56f99c56ca%7C0%7C0%7C638199878965850633%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=gMcEHwTfhsKYWQrvti07VHSUdPJxaFg5ZU80N3jXhNw%3D&reserved=0<http://www.quickfixj.org/support/>


Hi all,

The delay in messages issue was solved (load on server). But the time problem is not, it is occurring on 2 different servers even if the servers time is in sync with the internet. The weird behavior, is that when no market data / info securities is received from an amount of time:
-  the heartbeat messages are not received - (note that the last heart beat message received from market is 2 seconds lower than our last heartbeat)
- a test request is sent, no reply from market
- if an order is sent, it is lost and does not reach the market
- a disconnection occurs
- a logon is sent again
- The market replies - so the market only replies after a logon is initiated

Do you think that the 2 seconds differences cause the market to disconnect from our session until log on again? If yes why don't we receive the disconnection message from the market side?
And can we solve similar issues by changing in the session config instead of changing the server time ? (to prevent this behavior on prod for example)




_______________________________________________
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Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Hi all,

The delay in messages issue was solved (load on server). But the time problem is not, it is occurring on 2 different servers even if the servers time is in sync with the internet. The weird behavior, is that when no market data / info securities is received from an amount of time:
-  the heartbeat messages are not received - (note that the last heart beat message received from market is 2 seconds lower than our last heartbeat)
- a test request is sent, no reply from market
- if an order is sent, it is lost and does not reach the market
- a disconnection occurs
- a logon is sent again
- The market replies - so the market only replies after a logon is initiated

Do you think that the 2 seconds differences cause the market to disconnect from our session until log on again? If yes why don't we receive the disconnection message from the market side?
And can we solve similar issues by changing in the session config instead of changing the server time ? (to prevent this behavior on prod for example)

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Colin D. <co...@ma...>]

Can you reproduce this issue in development?

Does the problem occur for every message, or just once in a while?

If so, consider using a profiler and/or log statements to see where the message is being held up.

> On May 17, 2023, at 8:32 AM, Elyse Badr <ely...@ca...> wrote:
> 
> I tried to increase the memory allocated to the spring boot app, it did not solve the issue, I will move back to Windows to see if we will have the same issue or not.
> 
> From: Colin DuPlantis <co...@ma...>
> Sent: Wednesday, May 17, 2023 6:29 PM
> To: Elyse Badr <ely...@ca...>
> Cc: qui...@li...
> Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time
> 
> This is not a function of QFJ. The engine will not delay a message by 6min. Something else is going on.

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Colin D. <co...@ma...>]

This is not a function of QFJ. The engine will not delay a message by 6min. Something else is going on.

> On May 17, 2023, at 7:34 AM, Elyse Badr <ely...@ca...> wrote:
> 
> Hi again,
> 
> On more question, independently from the time issue with the market, can you please tell me if there is a way to force QuickFixJ library to send me the FIX messages without a delay?
> As currently it is taking 6min for the message craker to get the fix message although the FIX message is present under the FIX message.log.
> Can you please help? It’s very urgent.
> 
> Thank you
> From: Elyse Badr
> Sent: Wednesday, May 17, 2023 4:23 PM
> To: Colin DuPlantis <co...@ma... <mailto:co...@ma...>>
> Cc: qui...@li... <mailto:qui...@li...>
> Subject: RE: [Quickfixj-users] Production issue - Loss of messages + inaccurate time
> 
> Thank you, we will contact them and will let you know.
> 
> From: Colin DuPlantis <co...@ma... <mailto:co...@ma...>>
> Sent: Wednesday, May 17, 2023 3:50 PM
> To: Elyse Badr <ely...@ca... <mailto:ely...@ca...>>
> Cc: qui...@li... <mailto:qui...@li...>
> Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time
> 
> You should contact the counterparty and address the sending time problem.

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Christoph J. <chr...@ma...>]

Hi,

if you have a delay of messages (even several minutes) from reception in the log file until it reaches your fromApp() method then I assume your process is constantly loaded or busy or waiting for some resource to be freed.
Have you checked a thread dump during such a delay or checked if the process is constantly garbage collecting?
Are you doing lengthy processing inside your fromApp() method?

Cheers
Chris


-----Original Message-----
From: Elyse Badr <ely...@ca...> 
Sent: 17 May 2023 16:35
To: Colin DuPlantis <co...@ma...>
Cc: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

I tried to increase the memory allocated to the spring boot app, it did not solve the issue, I will move back to Windows to see if we will have the same issue or not.

From: Colin DuPlantis <co...@ma...>
Sent: Wednesday, May 17, 2023 6:29 PM
To: Elyse Badr <ely...@ca...>
Cc: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

This is not a function of QFJ. The engine will not delay a message by 6min. Something else is going on.

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Hi again,

On more question, independently from the time issue with the market, can you please tell me if there is a way to force QuickFixJ library to send me the FIX messages without a delay?
As currently it is taking 6min for the message craker to get the fix message although the FIX message is present under the FIX message.log.
Can you please help? It's very urgent.

Thank you
From: Elyse Badr
Sent: Wednesday, May 17, 2023 4:23 PM
To: Colin DuPlantis <co...@ma...>
Cc: qui...@li...
Subject: RE: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

Thank you, we will contact them and will let you know.

From: Colin DuPlantis <co...@ma...<mailto:co...@ma...>>
Sent: Wednesday, May 17, 2023 3:50 PM
To: Elyse Badr <ely...@ca...<mailto:ely...@ca...>>
Cc: qui...@li...<mailto:qui...@li...>
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

You should contact the counterparty and address the sending time problem.

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Thank you, we will contact them and will let you know.

Elyse Badr
Senior Software Engineer

Landline +961 5 428 300

[signature_1151898820]

WWW.CAPITAL-BANKING.COM<applewebdata://CCE5BD5E-701C-467F-921C-2DD07708FFE6/WWW.CAPITAL-BANKING.COM>

From: Colin DuPlantis <co...@ma...>
Sent: Wednesday, May 17, 2023 3:50 PM
To: Elyse Badr <ely...@ca...>
Cc: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

You should contact the counterparty and address the sending time problem.




On May 17, 2023, at 5:45 AM, Elyse Badr <ely...@ca...<mailto:ely...@ca...>> wrote:

Example: FIX messages sender / receiver
8=FIX.4.49=17335=D34=4549=nsiaffix52=20230517-11:34:58.78156=XBRV1=L1068911=9F46466C-9205-E063-A0388B0D70175FA038=240=154=155=BOAB59=060=20230517-11:34:58.780526=CI-710095-I10=026
8=FIX.4.49=37135=849=XBRV56=nsiaffix34=28752=20230517-11:34:57.23937=17070765240=1526=CI-710095-I11=9F46466C-9205-E063-A0388B0D70175FA0453=1448=307802=1523=nsiaffix17=1707076_1150=039=01=L1068955=BOAB48=BJ000000004822=454=138=240=159=0151=214=06=060=20230517-11:34:57.145111=258=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.10=165

In Java:

                2023-05-17 11:37:58,223|INFO |[QF/J Session dispatcher: FIX.4.4:nsiaffix->XBRV]|e8ce06eb-3a32-4a1b-ae93-a39c7c2d5390|com.capitalbanker.cgb.ws.onlinetrading.fixconnector.data.fix.GatewayListener|Listener: fromApp invoked. SessionId qualifier , message: 8=FIX.4.49=37135=834=28749=XBRV52=20230517-11:34:57.23956=nsiaffix1=L106896=011=9F46466C-9205-E063-A0388B0D70175FA014=017=1707076_122=437=170707638=239=040=148=BJ000000004854=155=BOAB58=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.59=060=20230517-11:34:57.145111=2150=0151=2526=CI-710095-I5240=1453=1448=307802=1523=nsiaffix10=165

From: Colin DuPlantis <co...@ma...<mailto:co...@ma...>>
Sent: Wednesday, May 17, 2023 3:39 PM
To: Elyse Badr <ely...@ca...<mailto:ely...@ca...>>
Cc: qui...@li...<mailto:qui...@li...>
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

Possibly. If the engine detects an inaccuracy, it will disconnect. You may miss messages, I would think, in that scenario. This situation must be corrected.

Can you give an example of a message that was in the log but not received in fromApp?

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Colin D. <co...@ma...>]

Possibly. If the engine detects an inaccuracy, it will disconnect. You may miss messages, I would think, in that scenario. This situation must be corrected.

Can you give an example of a message that was in the log but not received in fromApp?

> On May 17, 2023, at 5:36 AM, Elyse Badr <ely...@ca...> wrote:
> 
> Does the time inaccuracy cause Quickfix/J to receive the message from counter party but not transmitting it to the Java listener?
> Example: the reply time of the market was before 2 seconds from the message time
> The FIX messages are well present in the FIX logs but does not reach Java MessageCracker class.
> I tried to use a thread to execute the messages as suggested in https://www.quickfixj.org/jira/browse/QFJ-875
> But still same issue. Please help. Should we contact the market?
> 
> Thank you in advance for your support.
> Elyse Badr
> Senior Software Engineer
> 
> Landline +961 5 428 300
> 
> <image001.png>
> 
> WWW.CAPITAL-BANKING.COM <applewebdata://CCE5BD5E-701C-467F-921C-2DD07708FFE6/WWW.CAPITAL-BANKING.COM>
> 
> From: Colin DuPlantis <co...@ma...>
> Sent: Wednesday, May 17, 2023 3:17 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time
> 
> I would suggest that the system time is inaccurate on either your machine or that of your counter party's.
> 
> On Wed, May 17, 2023, 3:47 AM Elyse Badr <ely...@ca... <mailto:ely...@ca...>> wrote:
> QFJ Documentation: http://www.quickfixj.org/documentation/
> QFJ Support: http://www.quickfixj.org/support/
> 
> 
> Hi all,
> 
> Can you please help to solve the following issue:
> After running QuickfixJ for several months without issues, we suddenly are facing some problems:
> TEST requests sent
> Heartbeat message have inaccurate time: the one received from the market seems to be before the one we sent in the fix messages log (by 1 second)
> Although the server time seems in sync with the market
> Reproduced on both windows and unix
> We faced send time inaccurate disconnection, but after adding CheckLatency=N, no more disconnection
> The above issues are causing delays in the reception of Java Fix messages although they are correctly logged in the FIX messages logs
> 
> Any suggestions?
> 
> Thank you in advance
> Elyse Badr
> Senior Software Engineer
> 
> Landline +961 5 428 300
> 
> 
> 
> WWW.CAPITAL-BANKING.COM <http://www.capital-banking.com/>
> 
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Example: FIX messages sender / receiver
8=FIX.4.49=17335=D34=4549=nsiaffix52=20230517-11:34:58.78156=XBRV1=L1068911=9F46466C-9205-E063-A0388B0D70175FA038=240=154=155=BOAB59=060=20230517-11:34:58.780526=CI-710095-I10=026
8=FIX.4.49=37135=849=XBRV56=nsiaffix34=28752=20230517-11:34:57.23937=17070765240=1526=CI-710095-I11=9F46466C-9205-E063-A0388B0D70175FA0453=1448=307802=1523=nsiaffix17=1707076_1150=039=01=L1068955=BOAB48=BJ000000004822=454=138=240=159=0151=214=06=060=20230517-11:34:57.145111=258=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.10=165

In Java:

                2023-05-17 11:37:58,223|INFO |[QF/J Session dispatcher: FIX.4.4:nsiaffix->XBRV]|e8ce06eb-3a32-4a1b-ae93-a39c7c2d5390|com.capitalbanker.cgb.ws.onlinetrading.fixconnector.data.fix.GatewayListener|Listener: fromApp invoked. SessionId qualifier , message: 8=FIX.4.49=37135=834=28749=XBRV52=20230517-11:34:57.23956=nsiaffix1=L106896=011=9F46466C-9205-E063-A0388B0D70175FA014=017=1707076_122=437=170707638=239=040=148=BJ000000004854=155=BOAB58=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.59=060=20230517-11:34:57.145111=2150=0151=2526=CI-710095-I5240=1453=1448=307802=1523=nsiaffix10=165

From: Colin DuPlantis <co...@ma...>
Sent: Wednesday, May 17, 2023 3:39 PM
To: Elyse Badr <ely...@ca...>
Cc: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

Possibly. If the engine detects an inaccuracy, it will disconnect. You may miss messages, I would think, in that scenario. This situation must be corrected.

Can you give an example of a message that was in the log but not received in fromApp?

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Colin D. <co...@ma...>]

You should contact the counterparty and address the sending time problem.



> On May 17, 2023, at 5:45 AM, Elyse Badr <ely...@ca...> wrote:
> 
> Example: FIX messages sender / receiver
> 8=FIX.4.49=17335=D34=4549=nsiaffix52=20230517-11:34:58.78156=XBRV1=L1068911=9F46466C-9205-E063-A0388B0D70175FA038=240=154=155=BOAB59=060=20230517-11:34:58.780526=CI-710095-I10=026
> 8=FIX.4.49=37135=849=XBRV56=nsiaffix34=28752=20230517-11:34:57.23937=17070765240=1526=CI-710095-I11=9F46466C-9205-E063-A0388B0D70175FA0453=1448=307802=1523=nsiaffix17=1707076_1150=039=01=L1068955=BOAB48=BJ000000004822=454=138=240=159=0151=214=06=060=20230517-11:34:57.145111=258=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.10=165
> 
> In Java:
> 
>                 2023-05-17 11:37:58,223|INFO |[QF/J Session dispatcher: FIX.4.4:nsiaffix->XBRV]|e8ce06eb-3a32-4a1b-ae93-a39c7c2d5390|com.capitalbanker.cgb.ws.onlinetrading.fixconnector.data.fix.GatewayListener|Listener: fromApp invoked. SessionId qualifier , message: 8=FIX.4.49=37135=834=28749=XBRV52=20230517-11:34:57.23956=nsiaffix1=L106896=011=9F46466C-9205-E063-A0388B0D70175FA014=017=1707076_122=437=170707638=239=040=148=BJ000000004854=155=BOAB58=Entr?e de l'ordre: Ordre au mieux, Achat 2 actions BOAB, ordre valable jour.59=060=20230517-11:34:57.145111=2150=0151=2526=CI-710095-I5240=1453=1448=307802=1523=nsiaffix10=165
> 
> From: Colin DuPlantis <co...@ma...>
> Sent: Wednesday, May 17, 2023 3:39 PM
> To: Elyse Badr <ely...@ca...>
> Cc: qui...@li...
> Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time
> 
> Possibly. If the engine detects an inaccuracy, it will disconnect. You may miss messages, I would think, in that scenario. This situation must be corrected.
> 
> Can you give an example of a message that was in the log but not received in fromApp?

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Does the time inaccuracy cause Quickfix/J to receive the message from counter party but not transmitting it to the Java listener?
Example: the reply time of the market was before 2 seconds from the message time. The FIX messages are well present in the FIX logs but does not reach Java MessageCracker class.

I tried to use a thread to execute the messages as suggested in your jira. But still same issue. Please help. Should we contact the market?

Elyse Badr
From: Colin DuPlantis <co...@ma...>
Sent: Wednesday, May 17, 2023 3:17 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

I would suggest that the system time is inaccurate on either your machine or that of your counter party's.

Re: [Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Colin D. <co...@ma...>]

I would suggest that the system time is inaccurate on either your machine
or that of your counter party's.

On Wed, May 17, 2023, 3:47 AM Elyse Badr <ely...@ca...>
wrote:

> QFJ Documentation: http://www.quickfixj.org/documentation/
> QFJ Support: http://www.quickfixj.org/support/
>
>
> Hi all,
>
>
>
> Can you please help to solve the following issue:
>
>    - After running QuickfixJ for several months without issues, we
>    suddenly are facing some problems:
>       - TEST requests sent
>       - Heartbeat message have inaccurate time: the one received from the
>       market seems to be before the one we sent in the fix messages log (by 1
>       second)
>       - Although the server time seems in sync with the market
>       - Reproduced on both windows and unix
>       - We faced send time inaccurate disconnection, but after adding
>       CheckLatency=N, no more disconnection
>       - The above issues are causing delays in the reception of Java Fix
>       messages although they are correctly logged in the FIX messages logs
>
>
>
> Any suggestions?
>
>
>
> Thank you in advance
>
> *Elyse Badr*
>
> Senior Software Engineer
>
>
>
> Landline +961 5 428 300
>
>
>
> [image: signature_1151898820]
>
>
>
> *WWW.CAPITAL-BANKING.COM*
>
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>

[Quickfixj-users] Production issue - Loss of messages + inaccurate time

[Elyse B. <ely...@ca...>]

Hi all,

Can you please help to solve the following issue:

  *   After running QuickfixJ for several months without issues, we suddenly are facing some problems:
     *   TEST requests sent
     *   Heartbeat message have inaccurate time: the one received from the market seems to be before the one we sent in the fix messages log (by 1 second)
     *   Although the server time seems in sync with the market
     *   Reproduced on both windows and unix
     *   We faced send time inaccurate disconnection, but after adding CheckLatency=N, no more disconnection
     *   The above issues are causing delays in the reception of Java Fix messages although they are correctly logged in the FIX messages logs

Any suggestions?

Thank you in advance
Elyse Badr
Senior Software Engineer

Landline +961 5 428 300

[signature_1151898820]

WWW.CAPITAL-BANKING.COM<applewebdata://CCE5BD5E-701C-467F-921C-2DD07708FFE6/WWW.CAPITAL-BANKING.COM>

Re: [Quickfixj-users] Customised fix message not picking

[Rekha H. <re...@or...>]

Hi All,

I found where i went wrong. I am using tradecaptureReport(AE) and in customization xml, kept parties component outside. That resulted in rejection.

thanks all


Regards



Rekha Hindlekar | Technical Lead | OroSoft Solutions Pvt. Ltd.

T: +91 22 2854 0911 | re...@or...<mailto:re...@or...> | www.orosoft.com<http://www.orosoft.com>


DISCLAIMER:

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________________________________
From: Rekha Hindlekar
Sent: Friday, April 14, 2023 1:38 PM
To: qui...@li... <qui...@li...>
Subject: Customised fix message not picking

Hi All,

I am using quickfix 2.3.1 having fix50sp2 in sprint boot application. I have some custozmised message but when i tried to send Tradecapture Report message, quickfix send businees reject with message as tag not found.

I have used default message factory and added fix 50sp2 message from my customized jar

      messageFactory =  new DefaultMessageFactory();
      messageFactory.addFactory(FixVersions.FIX50SP2, FIX50SP2.messages.MessageFactory.class);

the mesaage cracker used overe here is of quickfix.message in FixApplication.
In config
TransportDataDictionary, AppDataDictionary ,DefaultApplVerID, UseDataDictionary=Y all are set,
Login and heartbeat are exchanging correctly.
but when try to send message through Tradecapture , it gives business reject message.

Let me know if i am missing sonething over here


      

Regards



Rekha Hindlekar | Technical Lead | OroSoft Solutions Pvt. Ltd.

T: +91 22 2854 0911 | re...@or...<mailto:re...@or...> | www.orosoft.com<http://www.orosoft.com>


DISCLAIMER:

"This e-mail message including any of its attachments is intended solely for the addressee(s) and may contain privileged information. If you are not the addressee or you have received this email message in error, please notify the sender who will remove your details from its database. You are not authorized to read, copy, disseminate, distribute or use this e-mail message or any attachment to it in any manner and must delete the email and destroy any hard copies of it.


This e-mail message does not contain financial instructions or commitments of any kind. Any views expressed in this message are those of the individual sender and do not necessarily reflect the views of OroSoft Solutions Pvt. Ltd., or any other related subsidiaries, entities or persons

Re: [Quickfixj-users] Customised fix message not picking

[Colin D. <co...@ma...>]

Will you please show us the message you sent and the message you received?

> On Apr 14, 2023, at 1:08 AM, Rekha Hindlekar <re...@or...> wrote:
> 
> QFJ Documentation: http://www.quickfixj.org/documentation/
> QFJ Support: http://www.quickfixj.org/support/
> 
> 
> Hi All,
> 
> I am using quickfix 2.3.1 having fix50sp2 in sprint boot application. I have some custozmised message but when i tried to send Tradecapture Report message, quickfix send businees reject with message as tag not found.
> 
> I have used default message factory and added fix 50sp2 message from my customized jar
> 
>       messageFactory =  new DefaultMessageFactory();
>       messageFactory.addFactory(FixVersions.FIX50SP2, FIX50SP2.messages.MessageFactory.class);
> 
> the mesaage cracker used overe here is of quickfix.message in FixApplication.
> In config
> TransportDataDictionary, AppDataDictionary ,DefaultApplVerID, UseDataDictionary=Y all are set,
> Login and heartbeat are exchanging correctly.
> but when try to send message through Tradecapture , it gives business reject message.
> 
> Let me know if i am missing sonething over here
> 
> 
> 
> Regards
> 
> Rekha Hindlekar | Technical Lead | OroSoft Solutions Pvt. Ltd.
> T: +91 22 2854 0911 | re...@or... <mailto:re...@or...> | www.orosoft.com <http://www.orosoft.com/>
> 
> DISCLAIMER:
> "This e-mail message including any of its attachments is intended solely for the addressee(s) and may contain privileged information. If you are not the addressee or you have received this email message in error, please notify the sender who will remove your details from its database. You are not authorized to read, copy, disseminate, distribute or use this e-mail message or any attachment to it in any manner and must delete the email and destroy any hard copies of it.
> 
> This e-mail message does not contain financial instructions or commitments of any kind. Any views expressed in this message are those of the individual sender and do not necessarily reflect the views of OroSoft Solutions Pvt. Ltd., or any other related subsidiaries, entities or persons
> 
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

[Quickfixj-users] Customised fix message not picking

[Rekha H. <re...@or...>]

Hi All,

I am using quickfix 2.3.1 having fix50sp2 in sprint boot application. I have some custozmised message but when i tried to send Tradecapture Report message, quickfix send businees reject with message as tag not found.

I have used default message factory and added fix 50sp2 message from my customized jar

      messageFactory =  new DefaultMessageFactory();
      messageFactory.addFactory(FixVersions.FIX50SP2, FIX50SP2.messages.MessageFactory.class);

the mesaage cracker used overe here is of quickfix.message in FixApplication.
In config
TransportDataDictionary, AppDataDictionary ,DefaultApplVerID, UseDataDictionary=Y all are set,
Login and heartbeat are exchanging correctly.
but when try to send message through Tradecapture , it gives business reject message.

Let me know if i am missing sonething over here


      

Regards



Rekha Hindlekar | Technical Lead | OroSoft Solutions Pvt. Ltd.

T: +91 22 2854 0911 | re...@or...<mailto:re...@or...> | www.orosoft.com<http://www.orosoft.com>


DISCLAIMER:

"This e-mail message including any of its attachments is intended solely for the addressee(s) and may contain privileged information. If you are not the addressee or you have received this email message in error, please notify the sender who will remove your details from its database. You are not authorized to read, copy, disseminate, distribute or use this e-mail message or any attachment to it in any manner and must delete the email and destroy any hard copies of it.


This e-mail message does not contain financial instructions or commitments of any kind. Any views expressed in this message are those of the individual sender and do not necessarily reflect the views of OroSoft Solutions Pvt. Ltd., or any other related subsidiaries, entities or persons

Re: [Quickfixj-users] Quick fix Java Throttle limit

[Robert N. <ro...@el...>]

<html><head><meta http-equiv="content-type" content="text/html; charset=utf-8"></head><body dir="auto"><div dir="ltr"></div><div dir="ltr">Previous discussion on this topic&nbsp;</div><div dir="ltr"><br></div><div dir="ltr"><div style="display: block;" class=""><div style="-webkit-user-select: all; -webkit-user-drag: element; display: inline-block;" class="apple-rich-link" draggable="true" role="link" data-url="https://github.com/quickfix-j/quickfixj/issues/271"><a style="border-radius:10px;font-family:-apple-system, Helvetica, Arial, sans-serif;display:block;-webkit-user-select:none;width:300px;user-select:none;-webkit-user-modify:read-only;user-modify:read-only;overflow:hidden;text-decoration:none;" class="lp-rich-link" rel="nofollow" href="https://github.com/quickfix-j/quickfixj/issues/271" dir="ltr" role="button" draggable="false" width="300"><table style="table-layout:fixed;border-collapse:collapse;width:300px;background-color:#E9E9EB;font-family:-apple-system, Helvetica, Arial, sans-serif;" class="lp-rich-link-emailBaseTable" cellpadding="0" cellspacing="0" border="0" width="300"><tbody><tr><td vertical-align="center" align="center"><img style="width:300px;filter:brightness(0.97);height:150px;" width="300" height="150" draggable="false" class="lp-rich-link-mediaImage" alt="271.png" src="cid:7042395B-FE19-4066-BB56-149670FC7DD9"></td></tr><tr><td vertical-align="center"><table bgcolor="#E9E9EB" cellpadding="0" cellspacing="0" width="300" style="font-family:-apple-system, Helvetica, Arial, sans-serif;table-layout:fixed;background-color:rgba(233, 233, 235, 1);" class="lp-rich-link-captionBar"><tbody><tr><td style="padding:8px 0px 8px 0px;" class="lp-rich-link-captionBar-textStackItem"><div style="max-width:100%;margin:0px 16px 0px 16px;overflow:hidden;" class="lp-rich-link-captionBar-textStack"><div style="word-wrap:break-word;font-weight:500;font-size:12px;overflow:hidden;text-overflow:ellipsis;text-align:left;" class="lp-rich-link-captionBar-textStack-topCaption-leading"><a rel="nofollow" href="https://github.com/quickfix-j/quickfixj/issues/271" style="text-decoration: none" draggable="false"><font color="#000000" style="color: rgba(0, 0, 0, 1);">Rate-limiting for resend request responses · Issue #271 · quickfix-j/quickfixj</font></a></div><div style="word-wrap:break-word;font-weight:400;font-size:11px;overflow:hidden;text-overflow:ellipsis;text-align:left;" class="lp-rich-link-captionBar-textStack-bottomCaption-leading"><a rel="nofollow" href="https://github.com/quickfix-j/quickfixj/issues/271" style="text-decoration: none" draggable="false"><font color="#A2A2A9" style="color: rgba(60, 60, 67, 0.6);">github.com</font></a></div></div></td></tr></tbody></table></td></tr></tbody></table></a></div></div><br></div><div dir="ltr"><br><blockquote type="cite">On Mar 27, 2023, at 09:15, Robert Nicholson &lt;ro...@el...&gt; wrote:<br><br></blockquote></div><blockquote type="cite"><div dir="ltr"><span>By throttling do you mean block or reject?</span><br><span></span><br><blockquote type="cite"><span>On Mar 27, 2023, at 09:12, Robert Nicholson &lt;ro...@el...&gt; wrote:</span><br></blockquote><blockquote type="cite"><span></span><br></blockquote><blockquote type="cite"><span>If you’re willing to keep the state you can then throttle however you like in your application class fromAdmin etc but you’ll need to make sure your heartbeat interval is set to accommodate it.</span><br></blockquote><blockquote type="cite"><span></span><br></blockquote><blockquote type="cite"><blockquote type="cite"><span>On Mar 27, 2023, at 08:47, AJIT GAUTAM &lt;aji...@gm...&gt; wrote:</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>QFJ Documentation: http://www.quickfixj.org/documentation/</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>QFJ Support: http://www.quickfixj.org/support/</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Hi, </span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>I would like to highlight one scenario and any solution for the same will be appreciated.</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>I received huge multiple number of resend request on my Quickfix Java application and in this way my log messages were full. &nbsp;</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Is there any way I can control or set the throttling for admin messages in Quickfix Java.</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span></span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Regards</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Ajit </span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>_______________________________________________</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Quickfixj-users mailing list</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>Qui...@li...</span><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><span>https://lists.sourceforge.net/lists/listinfo/quickfixj-users</span><br></blockquote></blockquote></div></blockquote></body></html>

Re: [Quickfixj-users] Quick fix Java Throttle limit

[Robert N. <ro...@el...>]

By throttling do you mean block or reject?

> On Mar 27, 2023, at 09:12, Robert Nicholson <ro...@el...> wrote:
> 
> If you’re willing to keep the state you can then throttle however you like in your application class fromAdmin etc but you’ll need to make sure your heartbeat interval is set to accommodate it.
> 
>> On Mar 27, 2023, at 08:47, AJIT GAUTAM <aji...@gm...> wrote:
>> 
>> QFJ Documentation: http://www.quickfixj.org/documentation/
>> QFJ Support: http://www.quickfixj.org/support/
>> 
>> 
>> Hi, 
>> 
>> I would like to highlight one scenario and any solution for the same will be appreciated.
>> 
>> I received huge multiple number of resend request on my Quickfix Java application and in this way my log messages were full.  
>> 
>> Is there any way I can control or set the throttling for admin messages in Quickfix Java.
>> 
>> Regards
>> Ajit 
>> _______________________________________________
>> Quickfixj-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

Re: [Quickfixj-users] Quick fix Java Throttle limit

[Robert N. <ro...@el...>]

If you’re willing to keep the state you can then throttle however you like in your application class fromAdmin etc but you’ll need to make sure your heartbeat interval is set to accommodate it.

> On Mar 27, 2023, at 08:47, AJIT GAUTAM <aji...@gm...> wrote:
> 
> QFJ Documentation: http://www.quickfixj.org/documentation/
> QFJ Support: http://www.quickfixj.org/support/
> 
> 
> Hi, 
> 
> I would like to highlight one scenario and any solution for the same will be appreciated.
> 
> I received huge multiple number of resend request on my Quickfix Java application and in this way my log messages were full.  
> 
> Is there any way I can control or set the throttling for admin messages in Quickfix Java.
> 
> Regards
> Ajit 
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users