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From: Liubov E. <liu...@gm...> - 2020-07-03 11:31:54
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Hi, Please clarify the following questions about QuickFIX/J session configuration: 1) How does the reset of sequences occur on *StartTime* session events? Does the engine send the logon with the enabled ResetSeqNum flag? 2) What is the purpose of *ResetOnLogout* property? Why not use *ResetOnLogon* instead? -- Kind regards, Liubov Efremova. |
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From: Christoph J. <chr...@ma...> - 2020-07-06 22:04:21
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Hi, 1) no, the engine will not send Logon with ResetSeqNum=Y (unless you configure it that way). The session time should be agreed between the two counterparties. Once the session time is over the session should get reset implicitly. 2) Please check the documentation. There are slight differences between ResetOnLogon/Logout/Disconnect/Error. https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous TBH, I never used one of the options apart from "ResetOnLogon" in the last years. However, I recall we once had a counterparty (about 10 years ago) which wanted to reset sequence numbers only if there was a normal Logout (not an unsolicited disconnection) and not every time a Logon was sent. Cheers, Chris. On 03.07.20 13:31, Liubov Efremova wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > Please clarify the following questions about QuickFIX/J session configuration: > 1) How does the reset of sequences occur on /StartTime/ session events? Does the engine send the > logon with the enabled ResetSeqNum flag? > 2) What is the purpose of /ResetOnLogout/ property? Why not use /ResetOnLogon/ instead? > > -- > Kind regards, > Liubov Efremova. > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Software Engineering T +49 241 557080-28 chr...@ma... MACD GmbH Oppenhoffallee 103 52066 Aachen, Germany www.macd.com Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald |
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From: Liubov E. <liu...@gm...> - 2020-07-07 08:22:14
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Hi, Thank you for your explanation. One more question: imagine the situation of engine restart during the trade day. Will the necessity of sequences reset be checked during the engine start? In other words, does the engine care on the start if there is a first connection inside the defined trade day or not? Example: * StartTime=03:00:00 EndTime=06:00:00* *1) Engine starts for the first time at 04:00:00* *2) Engine restarts at 05:00:00* What will be the sequence behavior in these two cases? вт, 7 июл. 2020 г. в 02:04, Christoph John <chr...@ma...>: > Hi, > > 1) no, the engine will not send Logon with ResetSeqNum=Y (unless you > configure it that way). The session time should be agreed between the two > counterparties. Once the session time is over the session should get reset > implicitly. > 2) Please check the documentation. There are slight differences between > ResetOnLogon/Logout/Disconnect/Error. > > https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous > TBH, I never used one of the options apart from "ResetOnLogon" in the last > years. However, I recall we once had a counterparty (about 10 years ago) > which wanted to reset sequence numbers only if there was a normal Logout > (not an unsolicited disconnection) and not every time a Logon was sent. > > Cheers, > Chris. > > On 03.07.20 13:31, Liubov Efremova wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi, > > Please clarify the following questions about QuickFIX/J session > configuration: > 1) How does the reset of sequences occur on *StartTime* session events? > Does the engine send the logon with the enabled ResetSeqNum flag? > 2) What is the purpose of *ResetOnLogout* property? Why not use > *ResetOnLogon* instead? > > -- > Kind regards, > Liubov Efremova. > > > _______________________________________________ > Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > -- > Christoph John > Software Engineering > T +49 241 557...@ma... > > MACD GmbH > Oppenhoffallee 103 > 52066 Aachen, Germanywww.macd.com > > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > Geschäftsführer: George Macdonald > > -- Kind regards, Liubov Efremova. |
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From: Christoph J. <chr...@ma...> - 2020-07-07 08:57:26
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Hi, yes, it will be checked on session start whether the session needs to be reset. Actually it will be checked periodically because the session needs to disconnected and reset when the end time is reached. Your example: 1. reset will be done 2. no reset will be done. Cheers, Chris. On 07.07.20 10:21, Liubov Efremova wrote: > Hi, > > Thank you for your explanation. > > One more question: imagine the situation of engine restart during the trade day. Will the > necessity of sequences reset be checked during the engine start? In other words, does the engine > care on the start if there is a first connection inside the defined trade day or not? > > Example: > /StartTime=03:00:00 > EndTime=06:00:00/ > > /1) Engine starts for the first time at 04:00:00/ > /2) Engine restarts at 05:00:00/ > / > / > What will be the sequence behavior in these two cases? > / > / > > вт, 7 июл. 2020 г. в 02:04, Christoph John <chr...@ma... <mailto:chr...@ma...>>: > > Hi, > > 1) no, the engine will not send Logon with ResetSeqNum=Y (unless you configure it that way). > The session time should be agreed between the two counterparties. Once the session time is > over the session should get reset implicitly. > 2) Please check the documentation. There are slight differences between > ResetOnLogon/Logout/Disconnect/Error. > https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous > TBH, I never used one of the options apart from "ResetOnLogon" in the last years. However, I > recall we once had a counterparty (about 10 years ago) which wanted to reset sequence numbers > only if there was a normal Logout (not an unsolicited disconnection) and not every time a > Logon was sent. > > Cheers, > Chris. > > On 03.07.20 13:31, Liubov Efremova wrote: >> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ >> QuickFIX/J Support:http://www.quickfixj.org/support/ >> >> >> >> Hi, >> >> Please clarify the following questions about QuickFIX/J session configuration: >> 1) How does the reset of sequences occur on /StartTime/ session events? Does the engine send >> the logon with the enabled ResetSeqNum flag? >> 2) What is the purpose of /ResetOnLogout/ property? Why not use /ResetOnLogon/ instead? >> >> -- >> Kind regards, >> Liubov Efremova. >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Christoph John > Software Engineering > T +49 241 557080-28 > chr...@ma... <mailto:chr...@ma...> > > MACD GmbH > Oppenhoffallee 103 > 52066 Aachen, Germany > www.macd.com <http://www.macd.com> > > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > Geschäftsführer: George Macdonald > > > > -- > Kind regards, > Liubov Efremova. -- Christoph John Software Engineering T +49 241 557080-28 chr...@ma... MACD GmbH Oppenhoffallee 103 52066 Aachen, Germany www.macd.com Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald |
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From: Liubov E. <liu...@gm...> - 2020-07-08 08:39:30
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Got it. Thank you for the clarification! вт, 7 июл. 2020 г. в 12:57, Christoph John <chr...@ma...>: > Hi, > > yes, it will be checked on session start whether the session needs to be > reset. Actually it will be checked periodically because the session needs > to disconnected and reset when the end time is reached. > > Your example: > 1. reset will be done > 2. no reset will be done. > > Cheers, > Chris. > > On 07.07.20 10:21, Liubov Efremova wrote: > > Hi, > > Thank you for your explanation. > > One more question: imagine the situation of engine restart during the > trade day. Will the necessity of sequences reset be checked during the > engine start? In other words, does the engine care on the start if there is > a first connection inside the defined trade day or not? > > Example: > > * StartTime=03:00:00 EndTime=06:00:00* > > *1) Engine starts for the first time at 04:00:00* > *2) Engine restarts at 05:00:00* > > What will be the sequence behavior in these two cases? > > > вт, 7 июл. 2020 г. в 02:04, Christoph John <chr...@ma...>: > >> Hi, >> >> 1) no, the engine will not send Logon with ResetSeqNum=Y (unless you >> configure it that way). The session time should be agreed between the two >> counterparties. Once the session time is over the session should get reset >> implicitly. >> 2) Please check the documentation. There are slight differences between >> ResetOnLogon/Logout/Disconnect/Error. >> >> https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous >> TBH, I never used one of the options apart from "ResetOnLogon" in the >> last years. However, I recall we once had a counterparty (about 10 years >> ago) which wanted to reset sequence numbers only if there was a normal >> Logout (not an unsolicited disconnection) and not every time a Logon was >> sent. >> >> Cheers, >> Chris. >> >> On 03.07.20 13:31, Liubov Efremova wrote: >> >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> Hi, >> >> Please clarify the following questions about QuickFIX/J session >> configuration: >> 1) How does the reset of sequences occur on *StartTime* session events? >> Does the engine send the logon with the enabled ResetSeqNum flag? >> 2) What is the purpose of *ResetOnLogout* property? Why not use >> *ResetOnLogon* instead? >> >> -- >> Kind regards, >> Liubov Efremova. >> >> >> _______________________________________________ >> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> >> -- >> Christoph John >> Software Engineering >> T +49 241 557...@ma... >> >> MACD GmbH >> Oppenhoffallee 103 >> 52066 Aachen, Germanywww.macd.com >> >> Amtsgericht Aachen: HRB 8151 >> Ust.-Id: DE 813021663 >> Geschäftsführer: George Macdonald >> >> > > -- > Kind regards, > Liubov Efremova. > > > -- > Christoph John > Software Engineering > T +49 241 557...@ma... > > MACD GmbH > Oppenhoffallee 103 > 52066 Aachen, Germanywww.macd.com > > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > Geschäftsführer: George Macdonald > > -- Kind regards, Liubov Efremova. |
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From: Liubov E. <liu...@gm...> - 2020-07-15 11:11:53
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Hi, One more question about *ResetSeqNumFlag* behavior. Does *ResetOnXXX=Y *options enforce to set *ResetSeqNumFlag* in the logon message (both cases, acceptor and initiator) or not (just provide in/out sequences reset to 1)? ср, 8 июл. 2020 г. в 12:39, Liubov Efremova <liu...@gm...>: > Got it. Thank you for the clarification! > > > вт, 7 июл. 2020 г. в 12:57, Christoph John <chr...@ma...>: > >> Hi, >> >> yes, it will be checked on session start whether the session needs to be >> reset. Actually it will be checked periodically because the session needs >> to disconnected and reset when the end time is reached. >> >> Your example: >> 1. reset will be done >> 2. no reset will be done. >> >> Cheers, >> Chris. >> >> On 07.07.20 10:21, Liubov Efremova wrote: >> >> Hi, >> >> Thank you for your explanation. >> >> One more question: imagine the situation of engine restart during the >> trade day. Will the necessity of sequences reset be checked during the >> engine start? In other words, does the engine care on the start if there is >> a first connection inside the defined trade day or not? >> >> Example: >> >> * StartTime=03:00:00 EndTime=06:00:00* >> >> *1) Engine starts for the first time at 04:00:00* >> *2) Engine restarts at 05:00:00* >> >> What will be the sequence behavior in these two cases? >> >> >> вт, 7 июл. 2020 г. в 02:04, Christoph John <chr...@ma...>: >> >>> Hi, >>> >>> 1) no, the engine will not send Logon with ResetSeqNum=Y (unless you >>> configure it that way). The session time should be agreed between the two >>> counterparties. Once the session time is over the session should get reset >>> implicitly. >>> 2) Please check the documentation. There are slight differences between >>> ResetOnLogon/Logout/Disconnect/Error. >>> >>> https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous >>> TBH, I never used one of the options apart from "ResetOnLogon" in the >>> last years. However, I recall we once had a counterparty (about 10 years >>> ago) which wanted to reset sequence numbers only if there was a normal >>> Logout (not an unsolicited disconnection) and not every time a Logon was >>> sent. >>> >>> Cheers, >>> Chris. >>> >>> On 03.07.20 13:31, Liubov Efremova wrote: >>> >>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support: http://www.quickfixj.org/support/ >>> >>> >>> Hi, >>> >>> Please clarify the following questions about QuickFIX/J session >>> configuration: >>> 1) How does the reset of sequences occur on *StartTime* session events? >>> Does the engine send the logon with the enabled ResetSeqNum flag? >>> 2) What is the purpose of *ResetOnLogout* property? Why not use >>> *ResetOnLogon* instead? >>> >>> -- >>> Kind regards, >>> Liubov Efremova. >>> >>> >>> _______________________________________________ >>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users >>> >>> >>> -- >>> Christoph John >>> Software Engineering >>> T +49 241 557...@ma... >>> >>> MACD GmbH >>> Oppenhoffallee 103 >>> 52066 Aachen, Germanywww.macd.com >>> >>> Amtsgericht Aachen: HRB 8151 >>> Ust.-Id: DE 813021663 >>> Geschäftsführer: George Macdonald >>> >>> >> >> -- >> Kind regards, >> Liubov Efremova. >> >> >> -- >> Christoph John >> Software Engineering >> T +49 241 557...@ma... >> >> MACD GmbH >> Oppenhoffallee 103 >> 52066 Aachen, Germanywww.macd.com >> >> Amtsgericht Aachen: HRB 8151 >> Ust.-Id: DE 813021663 >> Geschäftsführer: George Macdonald >> >> > > -- > Kind regards, > Liubov Efremova. > -- Kind regards, Liubov Efremova. |
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From: Colin D. <co...@ma...> - 2020-07-15 13:34:23
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IIRC, setting the ResetOn flags controls whether the ResetSeqNumFlag is set on the appropriate messages. On 7/15/20 4:11 AM, Liubov Efremova wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi, > > One more question about /*ResetSeqNumFlag*/ behavior. > Does */ResetOnXXX=Y/ *options enforce to set */ResetSeqNumFlag/* in > the logon message (both cases, acceptor and initiator) or not (just > provide in/out sequences reset to 1)? > > ср, 8 июл. 2020 г. в 12:39, Liubov Efremova <liu...@gm... > <mailto:liu...@gm...>>: > > Got it. Thank you for the clarification! > > > вт, 7 июл. 2020 г. в 12:57, Christoph John > <chr...@ma... <mailto:chr...@ma...>>: > > Hi, > > yes, it will be checked on session start whether the session > needs to be reset. Actually it will be checked periodically > because the session needs to disconnected and reset when the > end time is reached. > > Your example: > 1. reset will be done > 2. no reset will be done. > > Cheers, > Chris. > > On 07.07.20 10:21, Liubov Efremova wrote: >> Hi, >> >> Thank you for your explanation. >> >> One more question: imagine the situation of engine restart >> during the trade day. Will the necessity of sequences reset >> be checked during the engine start? In other words, does the >> engine care on the start if there is a first connection >> inside the defined trade day or not? >> >> Example: >> /StartTime=03:00:00 >> EndTime=06:00:00/ >> >> /1) Engine starts for the first time at 04:00:00/ >> /2) Engine restarts at 05:00:00/ >> / >> / >> What will be the sequence behavior in these two cases? >> / >> / >> >> вт, 7 июл. 2020 г. в 02:04, Christoph John >> <chr...@ma... <mailto:chr...@ma...>>: >> >> Hi, >> >> 1) no, the engine will not send Logon with ResetSeqNum=Y >> (unless you configure it that way). The session time >> should be agreed between the two counterparties. Once the >> session time is over the session should get reset implicitly. >> 2) Please check the documentation. There are slight >> differences between ResetOnLogon/Logout/Disconnect/Error. >> https://rawgit.com/quickfix-j/quickfixj/master/quickfixj-core/src/main/doc/usermanual/usage/configuration.html#Miscellaneous >> TBH, I never used one of the options apart from >> "ResetOnLogon" in the last years. However, I recall we >> once had a counterparty (about 10 years ago) which wanted >> to reset sequence numbers only if there was a normal >> Logout (not an unsolicited disconnection) and not every >> time a Logon was sent. >> >> Cheers, >> Chris. >> >> On 03.07.20 13:31, Liubov Efremova wrote: >>> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/ >>> QuickFIX/J Support:http://www.quickfixj.org/support/ >>> >>> >>> >>> Hi, >>> >>> Please clarify the following questions about QuickFIX/J >>> session configuration: >>> 1) How does the reset of sequences occur on /StartTime/ >>> session events? Does the engine send the logon with the >>> enabled ResetSeqNum flag? >>> 2) What is the purpose of /ResetOnLogout/ property? Why >>> not use /ResetOnLogon/ instead? >>> >>> -- >>> Kind regards, >>> Liubov Efremova. >>> >>> >>> _______________________________________________ >>> Quickfixj-users mailing list >>> Qui...@li... <mailto:Qui...@li...> >>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> -- >> Christoph John >> Software Engineering >> T +49 241 557080-28 >> chr...@ma... <mailto:chr...@ma...> >> >> MACD GmbH >> Oppenhoffallee 103 >> 52066 Aachen, Germany >> www.macd.com <http://www.macd.com> >> >> Amtsgericht Aachen: HRB 8151 >> Ust.-Id: DE 813021663 >> Geschäftsführer: George Macdonald >> >> >> >> -- >> Kind regards, >> Liubov Efremova. > > -- > Christoph John > Software Engineering > T +49 241 557080-28 > chr...@ma... <mailto:chr...@ma...> > > MACD GmbH > Oppenhoffallee 103 > 52066 Aachen, Germany > www.macd.com <http://www.macd.com> > > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > Geschäftsführer: George Macdonald > > > > -- > Kind regards, > Liubov Efremova. > > > > -- > Kind regards, > Liubov Efremova. > > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Colin DuPlantis Chief Architect, Marketcetera Download, Run, Trade 888.868.4884 https://www.marketcetera.com |
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