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From: Shepheard, T. \(London\) <Tob...@ml...> - 2006-09-12 11:01:05
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It's typically sent if there's a gap in the sequence numbers from the counterparty, so it's asking for those messages to be resent. If this is happening regularly it suggests there's a more serious underlying problem in that the counterparty is sending messages which you are not receiving, or your not logging the recieved messages successfully. =20 The system should be able to handle a sequence reset ok though, otherwise if you do genuinely lose a message (for example due to connectivity issues) you'll have problems recovering. QuickFix should normally handle this all for you, so its possible there's an issue with the counterparty. =20 Some logs may be useful to help see what's going on. =20 Regards Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 12 September 2006 11:51 To: qui...@li... Subject: [Quickfixj-users] Resend Request message =09 =09 Hi, =20 For some reason my QuickFIX is sending a Resend Request (type 2) message which results in a Sequence Reset (type 4) message being returned which seems to be causing problems. =20 Does anyone know why the Resend Request message is being sent and what I can do to prevent it? =20 Many thanks in advance for any help on this. =20 Alex Eurobase International Limited and its subsidiaries (Eurobase) are unable to exercise control over the content of information in E-Mails. Any views and opinions expressed may be personal to the sender and are not necessarily those of Eurobase. Eurobase will not enter into any contractual obligations in respect of any part of its business in any E-mail.=20 Privileged / confidential information may be contained in this message and /or any attachments. This E-mail is intended for the use of the addressee(s) only and may contain confidential information. If you are not the / an intended recipient, you are hereby notified that any use or dissemination of this communication is strictly prohibited. If you receive this transmission in error, please notify us immediately, and then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any defects of any kind either in or arising from this E-mail transmission. E-Mail transmission cannot be guaranteed to be secure or error-free, as messages can be intercepted, lost, corrupted, destroyed, contain viruses, or arrive late or incomplete. Eurobase does not accept any responsibility for viruses and it is your responsibility to scan any attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 0RE, United Kingdom -------------------------------------------------------- If you are not an intended recipient of this e-mail, please notify the = sender, delete it and do not read, act upon, print, disclose, copy, = retain or redistribute it. Click here for important additional terms = relating to this e-mail. http://www.ml.com/email_terms/ -------------------------------------------------------- |
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From: Alex M. <ale...@eu...> - 2006-09-12 13:11:49
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Thanks Toby - that makes sense. I think the underlying problem is that my QuickFIX is not recognising the incoming Trading Session Status message anymore (it used to) but I can see it in the messages.log and it looks ok. Any ideas how I can diagnose this further? -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 12 September 2006 12:01 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Eurobase International Limited and its subsidiaries (Eurobase) are = unable to exercise control over the content of information in E-Mails. = Any views and opinions expressed may be personal to the sender and are = not necessarily those of Eurobase. Eurobase will not enter into any = contractual obligations in respect of any part of its business in any = E-mail.=20 Privileged / confidential information may be contained in this message = and /or any attachments. This E-mail is intended for the use of the = addressee(s) only and may contain confidential information. If you are = not the / an intended recipient, you are hereby notified that any use or = dissemination of this communication is strictly prohibited. If you = receive this transmission in error, please notify us immediately, and = then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any = defects of any kind either in or arising from this E-mail transmission. = E-Mail transmission cannot be guaranteed to be secure or error-free, as = messages can be intercepted, lost, corrupted, destroyed, contain = viruses, or arrive late or incomplete. Eurobase does not accept any = responsibility for viruses and it is your responsibility to scan any = attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 = 0RE, United Kingdom |
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From: Alex M. <ale...@eu...> - 2006-09-13 09:34:11
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This turned out to be a sequence number problem. For future reference I resolved it by deleting the .seqnums file which reset the sequence numbers. Apologies for any time spent on this. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 12 September 2006 14:10 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby - that makes sense. I think the underlying problem is that my QuickFIX is not recognising the incoming Trading Session Status message anymore (it used to) but I can see it in the messages.log and it looks ok. Any ideas how I can diagnose this further? -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 12 September 2006 12:01 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Eurobase International Limited and its subsidiaries (Eurobase) are unable to exercise control over the content of information in E-Mails. Any views and opinions expressed may be personal to the sender and are not necessarily those of Eurobase. Eurobase will not enter into any contractual obligations in respect of any part of its business in any E-mail.=20 Privileged / confidential information may be contained in this message and /or any attachments. This E-mail is intended for the use of the addressee(s) only and may contain confidential information. If you are not the / an intended recipient, you are hereby notified that any use or dissemination of this communication is strictly prohibited. If you receive this transmission in error, please notify us immediately, and then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any defects of any kind either in or arising from this E-mail transmission. E-Mail transmission cannot be guaranteed to be secure or error-free, as messages can be intercepted, lost, corrupted, destroyed, contain viruses, or arrive late or incomplete. Eurobase does not accept any responsibility for viruses and it is your responsibility to scan any attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 0RE, United Kingdom ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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From: Alex M. <ale...@eu...> - 2006-09-13 17:26:06
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Unfortunately that was a temporary fix - I do have an issue with sequence numbers after all. As described earlier, my QuickFIX is sending a ResendRequest and the counterparty is responding with a SequenceReset with GapFillFlag =3D Y, = at which point my QuickFIX stops handling QuoteRequests. My questions are: 1. The logs indicate that the incoming messages are in sequence i.e. there are no gaps, so why is QuickFIX is sending the ResendRequest in the first place? 2. Why is QuickFIX not handling the gap fill message correctly? Shouldn't it just carry on receiving messages? I have lots of logs and diagnostics and am running out of ideas so any help would be very much appreciated. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 10:33 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ This turned out to be a sequence number problem. For future reference I resolved it by deleting the .seqnums file which reset the sequence numbers. Apologies for any time spent on this. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 12 September 2006 14:10 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby - that makes sense. I think the underlying problem is that my QuickFIX is not recognising the incoming Trading Session Status message anymore (it used to) but I can see it in the messages.log and it looks ok. Any ideas how I can diagnose this further? -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 12 September 2006 12:01 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Eurobase International Limited and its subsidiaries (Eurobase) are unable to exercise control over the content of information in E-Mails. Any views and opinions expressed may be personal to the sender and are not necessarily those of Eurobase. Eurobase will not enter into any contractual obligations in respect of any part of its business in any E-mail.=20 Privileged / confidential information may be contained in this message and /or any attachments. This E-mail is intended for the use of the addressee(s) only and may contain confidential information. If you are not the / an intended recipient, you are hereby notified that any use or dissemination of this communication is strictly prohibited. If you receive this transmission in error, please notify us immediately, and then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any defects of any kind either in or arising from this E-mail transmission. E-Mail transmission cannot be guaranteed to be secure or error-free, as messages can be intercepted, lost, corrupted, destroyed, contain viruses, or arrive late or incomplete. Eurobase does not accept any responsibility for viruses and it is your responsibility to scan any attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 0RE, United Kingdom ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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From: Shepheard, T. \(London\) <Tob...@ml...> - 2006-09-14 08:19:02
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1. Is it sending the ResendRequest near the start of the session? If so, it may be that although the messages are in sequence, the first sequence number received is not as expected. There are various config settings for resetting the sequence number, and you have to make sure you configure it to match what the counterparty is doing. The fact that deleting your seqnums file resolved the issue temporarily suggests that this might well be the problem. 2. Strange, it should handle this ok. Is your message store working properly? I'm not very familiar with gap-fills I'm afraid. I think some logs files and your config file may be needed to really work out what's going on - either that or someone else's expertise who knows more about it than I do :)=20 Rgds Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 18:25 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately that was a temporary fix - I do have an issue with sequence numbers after all. As described earlier, my QuickFIX is sending a ResendRequest and the counterparty is responding with a SequenceReset with GapFillFlag =3D Y, = at which point my QuickFIX stops handling QuoteRequests. My questions are: 1. The logs indicate that the incoming messages are in sequence i.e. there are no gaps, so why is QuickFIX is sending the ResendRequest in the first place? 2. Why is QuickFIX not handling the gap fill message correctly? Shouldn't it just carry on receiving messages? I have lots of logs and diagnostics and am running out of ideas so any help would be very much appreciated. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 10:33 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ This turned out to be a sequence number problem. For future reference I resolved it by deleting the .seqnums file which reset the sequence numbers. Apologies for any time spent on this. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 12 September 2006 14:10 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby - that makes sense. I think the underlying problem is that my QuickFIX is not recognising the incoming Trading Session Status message anymore (it used to) but I can see it in the messages.log and it looks ok. Any ideas how I can diagnose this further? -------------------------------------------------------- If you are not an intended recipient of this e-mail, please notify the = sender, delete it and do not read, act upon, print, disclose, copy, = retain or redistribute it. Click here for important additional terms = relating to this e-mail. http://www.ml.com/email_terms/ -------------------------------------------------------- |
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From: Alex M. <ale...@eu...> - 2006-09-15 14:17:25
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Thanks Toby, I think you're correct about the first sequence number being out. What seems to be happening is that the counterparty is sending me a ResendRequest message in the expectation that my seqnums file will be updated to match the NewSeqNo value. My question now is: should QuickFIX update the seqnums file automatically or is this functionality I need to code for. If the former, it doesn't seem to be working, if the latter, how? Regards, Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 14 September 2006 09:19 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is it sending the ResendRequest near the start of the session? If so, it may be that although the messages are in sequence, the first sequence number received is not as expected. There are various config settings for resetting the sequence number, and you have to make sure you configure it to match what the counterparty is doing. The fact that deleting your seqnums file resolved the issue temporarily suggests that this might well be the problem. 2. Strange, it should handle this ok. Is your message store working properly? I'm not very familiar with gap-fills I'm afraid. I think some logs files and your config file may be needed to really work out what's going on - either that or someone else's expertise who knows more about it than I do :)=20 Rgds Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 18:25 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately that was a temporary fix - I do have an issue with sequence numbers after all. As described earlier, my QuickFIX is sending a ResendRequest and the counterparty is responding with a SequenceReset with GapFillFlag =3D Y, = at which point my QuickFIX stops handling QuoteRequests. My questions are: 1. The logs indicate that the incoming messages are in sequence i.e. there are no gaps, so why is QuickFIX is sending the ResendRequest in the first place? 2. Why is QuickFIX not handling the gap fill message correctly? Shouldn't it just carry on receiving messages? I have lots of logs and diagnostics and am running out of ideas so any help would be very much appreciated. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 10:33 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ This turned out to be a sequence number problem. For future reference I resolved it by deleting the .seqnums file which reset the sequence numbers. Apologies for any time spent on this. Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 12 September 2006 14:10 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby - that makes sense. I think the underlying problem is that my QuickFIX is not recognising the incoming Trading Session Status message anymore (it used to) but I can see it in the messages.log and it looks ok. Any ideas how I can diagnose this further? -------------------------------------------------------- If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here for important additional terms relating to this e-mail. http://www.ml.com/email_terms/ -------------------------------------------------------- ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users Eurobase International Limited and its subsidiaries (Eurobase) are = unable to exercise control over the content of information in E-Mails. = Any views and opinions expressed may be personal to the sender and are = not necessarily those of Eurobase. Eurobase will not enter into any = contractual obligations in respect of any part of its business in any = E-mail.=20 Privileged / confidential information may be contained in this message = and /or any attachments. This E-mail is intended for the use of the = addressee(s) only and may contain confidential information. If you are = not the / an intended recipient, you are hereby notified that any use or = dissemination of this communication is strictly prohibited. If you = receive this transmission in error, please notify us immediately, and = then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any = defects of any kind either in or arising from this E-mail transmission. = E-Mail transmission cannot be guaranteed to be secure or error-free, as = messages can be intercepted, lost, corrupted, destroyed, contain = viruses, or arrive late or incomplete. Eurobase does not accept any = responsibility for viruses and it is your responsibility to scan any = attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 = 0RE, United Kingdom |
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From: Shepheard, T. \(London\) <Tob...@ml...> - 2006-09-15 15:34:40
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You have some control over what QuickFIX will do, but it does depend on you to configure it appropriately. See http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html#M iscellaneous - in particular it sounds like you need to be setting SendResetSeqNumFlag=3DY. If the counterparty expects you to start at 0 = for each session and you're continuing with the last session's seqNum, then that will be causing problems. Setting this flag to Y will make QFJ automatically reset to 0 when it initiates a login. As mentioned before, without seeing logs and your config I'm playing a bit of a guessing game; if you continue to have problems then it would really help to see these. I also recommend reading the FIX spec on session management, available from http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip (you may need to login first). I think it's the 2nd document that covers session behaviour, sequence number usage etc. -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 15 September 2006 15:16 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby, I think you're correct about the first sequence number being out. What seems to be happening is that the counterparty is sending me a ResendRequest message in the expectation that my seqnums file will be updated to match the NewSeqNo value. My question now is: should QuickFIX update the seqnums file automatically or is this functionality I need to code for. If the former, it doesn't seem to be working, if the latter, how? Regards, Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 14 September 2006 09:19 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is it sending the ResendRequest near the start of the session? If so, it may be that although the messages are in sequence, the first sequence number received is not as expected. There are various config settings for resetting the sequence number, and you have to make sure you configure it to match what the counterparty is doing. The fact that deleting your seqnums file resolved the issue temporarily suggests that this might well be the problem. 2. Strange, it should handle this ok. Is your message store working properly? I'm not very familiar with gap-fills I'm afraid. I think some logs files and your config file may be needed to really work out what's going on - either that or someone else's expertise who knows more about it than I do :)=20 Rgds Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 18:25 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately that was a temporary fix - I do have an issue with sequence numbers after all. As described earlier, my QuickFIX is sending a ResendRequest and the counterparty is responding with a SequenceReset with GapFillFlag =3D Y, = at which point my QuickFIX stops handling QuoteRequests. My questions are: 1. The logs indicate that the incoming messages are in sequence i.e. there are no gaps, so why is QuickFIX is sending the ResendRequest in the first place? 2. Why is QuickFIX not handling the gap fill message correctly? Shouldn't it just carry on receiving messages? I have lots of logs and diagnostics and am running out of ideas so any help would be very much appreciated. Alex -------------------------------------------------------- If you are not an intended recipient of this e-mail, please notify the = sender, delete it and do not read, act upon, print, disclose, copy, = retain or redistribute it. Click here for important additional terms = relating to this e-mail. http://www.ml.com/email_terms/ -------------------------------------------------------- |
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From: Alex M. <ale...@eu...> - 2006-09-20 12:01:14
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Hi Toby, Thanks for the info and links - very helpful. I now know why the sequence numbers are getting out of sync. What is happening is that when I initiate a logout, I wait for my onLogout callback method to be called and then shut down my adaptor. The message log indicates that I do indeed receive a logout response message: 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11:40:39.501 =0156=3DCNX=0110=3D001=01 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D20060920-11:4 1:52=0110=3D098=01 However, the sequence number for the incoming message stream is not incremented: 190:1481 I notice, also, that my fromAdmin method is not called with the incoming logout message. How do I ensure that my seqnums file is incremented correctly? Thanks in advance, Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 15 September 2006 16:34 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ You have some control over what QuickFIX will do, but it does depend on you to configure it appropriately. See http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html#M iscellaneous - in particular it sounds like you need to be setting SendResetSeqNumFlag=3DY. If the counterparty expects you to start at 0 = for each session and you're continuing with the last session's seqNum, then that will be causing problems. Setting this flag to Y will make QFJ automatically reset to 0 when it initiates a login. As mentioned before, without seeing logs and your config I'm playing a bit of a guessing game; if you continue to have problems then it would really help to see these. I also recommend reading the FIX spec on session management, available from http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip (you may need to login first). I think it's the 2nd document that covers session behaviour, sequence number usage etc. -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 15 September 2006 15:16 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks Toby, I think you're correct about the first sequence number being out. What seems to be happening is that the counterparty is sending me a ResendRequest message in the expectation that my seqnums file will be updated to match the NewSeqNo value. My question now is: should QuickFIX update the seqnums file automatically or is this functionality I need to code for. If the former, it doesn't seem to be working, if the latter, how? Regards, Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shepheard, Toby (London) Sent: 14 September 2006 09:19 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is it sending the ResendRequest near the start of the session? If so, it may be that although the messages are in sequence, the first sequence number received is not as expected. There are various config settings for resetting the sequence number, and you have to make sure you configure it to match what the counterparty is doing. The fact that deleting your seqnums file resolved the issue temporarily suggests that this might well be the problem. 2. Strange, it should handle this ok. Is your message store working properly? I'm not very familiar with gap-fills I'm afraid. I think some logs files and your config file may be needed to really work out what's going on - either that or someone else's expertise who knows more about it than I do :)=20 Rgds Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Alex McGlashan Sent: 13 September 2006 18:25 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately that was a temporary fix - I do have an issue with sequence numbers after all. As described earlier, my QuickFIX is sending a ResendRequest and the counterparty is responding with a SequenceReset with GapFillFlag =3D Y, = at which point my QuickFIX stops handling QuoteRequests. My questions are: 1. The logs indicate that the incoming messages are in sequence i.e. there are no gaps, so why is QuickFIX is sending the ResendRequest in the first place? 2. Why is QuickFIX not handling the gap fill message correctly? Shouldn't it just carry on receiving messages? I have lots of logs and diagnostics and am running out of ideas so any help would be very much appreciated. Alex -------------------------------------------------------- If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here for important additional terms relating to this e-mail. http://www.ml.com/email_terms/ -------------------------------------------------------- ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users Eurobase International Limited and its subsidiaries (Eurobase) are = unable to exercise control over the content of information in E-Mails. = Any views and opinions expressed may be personal to the sender and are = not necessarily those of Eurobase. Eurobase will not enter into any = contractual obligations in respect of any part of its business in any = E-mail.=20 Privileged / confidential information may be contained in this message = and /or any attachments. This E-mail is intended for the use of the = addressee(s) only and may contain confidential information. If you are = not the / an intended recipient, you are hereby notified that any use or = dissemination of this communication is strictly prohibited. If you = receive this transmission in error, please notify us immediately, and = then delete this E-mail.=20 Neither the sender nor Eurobase accepts any liability whatsoever for any = defects of any kind either in or arising from this E-mail transmission. = E-Mail transmission cannot be guaranteed to be secure or error-free, as = messages can be intercepted, lost, corrupted, destroyed, contain = viruses, or arrive late or incomplete. Eurobase does not accept any = responsibility for viruses and it is your responsibility to scan any = attachments. Registered Address: Essex House, 2 County Place, Chelmsford, Essex CM2 = 0RE, United Kingdom |
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From: Steve B. <st...@te...> - 2006-09-20 13:28:56
|
Hi Alex, Does the log indicate any validation errors or exceptions when processing the logout acknowledgement? For example, if there is an exception while verifying the logout ack, the fromAdmin callback will not be called although the=20 onLogout callback will be called during the subsequent=20 disconnect. Steve > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 2:00 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, >=20 > Thanks for the info and links - very helpful. >=20 > I now know why the sequence numbers are getting out of sync. =20 > What is happening is that when I initiate a logout, I wait=20 > for my onLogout callback method to be called and then shut=20 > down my adaptor. The message log indicates that I do indeed=20 > receive a logout response message: >=20 > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > :40:39.501 > =0156=3DCNX=0110=3D001=01 > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > 60920-11:4 > 1:52=0110=3D098=01 >=20 > However, the sequence number for the incoming message stream is not > incremented: >=20 > 190:1481 >=20 > I notice, also, that my fromAdmin method is not called with=20 > the incoming logout message. >=20 > How do I ensure that my seqnums file is incremented correctly? >=20 > Thanks in advance, >=20 > Alex >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Shepheard, Toby (London) > Sent: 15 September 2006 16:34 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ You=20 > have some control over what QuickFIX will do, but it does=20 > depend on you to configure it appropriately. See=20 > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > ion.html#M > iscellaneous - in particular it sounds like you need to be=20 > setting SendResetSeqNumFlag=3DY. If the counterparty expects=20 > you to start at 0 for each session and you're continuing with=20 > the last session's seqNum, then that will be causing=20 > problems. Setting this flag to Y will make QFJ automatically=20 > reset to 0 when it initiates a login. >=20 > As mentioned before, without seeing logs and your config I'm=20 > playing a bit of a guessing game; if you continue to have=20 > problems then it would really help to see these. >=20 >=20 > I also recommend reading the FIX spec on session management,=20 > available from=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > (you may need to login first). I think it's the 2nd document=20 > that covers session behaviour, sequence number usage etc. >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: 15 September 2006 15:16 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks=20 > Toby, I think you're correct about the first sequence number=20 > being out. What seems to be happening is that the=20 > counterparty is sending me a ResendRequest message in the=20 > expectation that my seqnums file will be updated to match the=20 > NewSeqNo value. My question now is: > should QuickFIX update the seqnums file automatically or is=20 > this functionality I need to code for. If the former, it=20 > doesn't seem to be working, if the latter, how? >=20 > Regards, >=20 > Alex >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Shepheard, Toby (London) > Sent: 14 September 2006 09:19 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is=20 > it sending the ResendRequest near the start of the session?=20 > If so, it may be that although the messages are in sequence,=20 > the first sequence number received is not as expected. There=20 > are various config settings for resetting the sequence=20 > number, and you have to make sure you configure it to match=20 > what the counterparty is doing. The fact that deleting your=20 > seqnums file resolved the issue temporarily suggests that=20 > this might well be the problem. >=20 > 2. Strange, it should handle this ok. Is your message store=20 > working properly? I'm not very familiar with gap-fills I'm afraid. >=20 > I think some logs files and your config file may be needed to=20 > really work out what's going on - either that or someone=20 > else's expertise who knows more about it than I do :)=20 >=20 > Rgds > Toby >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: 13 September 2006 18:25 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Unfortunately that was a temporary fix - I do have an issue=20 > with sequence numbers after all. >=20 > As described earlier, my QuickFIX is sending a ResendRequest=20 > and the counterparty is responding with a SequenceReset with=20 > GapFillFlag =3D Y, at which point my QuickFIX stops handling=20 > QuoteRequests. >=20 > My questions are: >=20 > 1. The logs indicate that the incoming messages are in sequence i.e. > there are no gaps, so why is QuickFIX is sending the=20 > ResendRequest in the first place? >=20 > 2. Why is QuickFIX not handling the gap fill message correctly? > Shouldn't it just carry on receiving messages? >=20 > I have lots of logs and diagnostics and am running out of=20 > ideas so any help would be very much appreciated. >=20 > Alex > -------------------------------------------------------- >=20 > If you are not an intended recipient of this e-mail, please=20 > notify the sender, delete it and do not read, act upon,=20 > print, disclose, copy, retain or redistribute it. Click here=20 > for important additional terms > relating to this e-mail. http://www.ml.com/email_terms/ > -------------------------------------------------------- >=20 > -------------------------------------------------------------- > ---------- > - > Using Tomcat but need to do more? Need to support web=20 > services, security? > Get stuff done quickly with pre-integrated technology to make=20 > your job easier Download IBM WebSphere Application Server=20 > v.1.0.1 based on Apache Geronimo > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057& > dat=3D121642 > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 > Eurobase International Limited and its subsidiaries=20 > (Eurobase) are unable to exercise control over the content of=20 > information in E-Mails. Any views and opinions expressed may=20 > be personal to the sender and are not necessarily those of=20 > Eurobase. Eurobase will not enter into any contractual=20 > obligations in respect of any part of its business in any E-mail.=20 >=20 > Privileged / confidential information may be contained in=20 > this message and /or any attachments. This E-mail is intended=20 > for the use of the addressee(s) only and may contain=20 > confidential information. If you are not the / an intended=20 > recipient, you are hereby notified that any use or=20 > dissemination of this communication is strictly prohibited. =20 > If you receive this transmission in error, please notify us=20 > immediately, and then delete this E-mail.=20 >=20 > Neither the sender nor Eurobase accepts any liability=20 > whatsoever for any defects of any kind either in or arising=20 > from this E-mail transmission. E-Mail transmission cannot be=20 > guaranteed to be secure or error-free, as messages can be=20 > intercepted, lost, corrupted, destroyed, contain viruses, or=20 > arrive late or incomplete. Eurobase does not accept any=20 > responsibility for viruses and it is your responsibility to=20 > scan any attachments. >=20 > Registered Address: Essex House, 2 County Place, Chelmsford,=20 > Essex CM2 0RE, United Kingdom >=20 >=20 > -------------------------------------------------------------- > ----------- > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDEV > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 |
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From: Alex M. <ale...@eu...> - 2006-09-20 13:49:34
|
Hi Steve, There are no exceptions in the system out - here is the output from another shutdown: [20/09/06 13:57:18 BST] Service stopping [20/09/06 13:57:18 BST] : ESPMessageManager: entering close [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering disconnect [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering sendLogout [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering send - message = =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01 [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler toAdmin - message type =3D 5 message =3D 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12:57:18.266 =0156=3DCNX=0110=3D017=01 [20/09/06 13:57:18 BST] Alex: : ESPConnector: waiting for connection status [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler onLogout [20/09/06 13:57:18 BST] Alex: : ESPCOnnector: notifying connectionWaiter listeners [20/09/06 13:57:18 BST] Alex debug: entering setConnected [20/09/06 13:57:18 BST] Alex debug: setConnected - got lock [20/09/06 13:57:18 BST] Alex debug: setConnected - set connected to false [20/09/06 13:57:18 BST] Alex debug: exiting setConnected [20/09/06 13:57:18 BST] Alex: : ESPConnector: exiting disconnect [20/09/06 13:57:18 BST] Service stopped And the message log for the same time (the server is 1 hour behind): 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12:57:18.266 =0156=3DCNX=0110=3D017=01 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1739=0152=3D20060920-12:5 8:31=0110=3D110=01 And the seqnums file after shutdown: 300:1739 Are there any other diagnostics that could shed more light on this? Thanks, Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Steve Bate Sent: 20 September 2006 14:30 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, Does the log indicate any validation errors or exceptions when processing the logout acknowledgement? For example, if there is an exception while verifying the logout ack, the fromAdmin callback will not be called although the=20 onLogout callback will be called during the subsequent=20 disconnect. Steve > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 2:00 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, >=20 > Thanks for the info and links - very helpful. >=20 > I now know why the sequence numbers are getting out of sync. =20 > What is happening is that when I initiate a logout, I wait=20 > for my onLogout callback method to be called and then shut=20 > down my adaptor. The message log indicates that I do indeed=20 > receive a logout response message: >=20 > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > :40:39.501 > =0156=3DCNX=0110=3D001=01 > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > 60920-11:4 > 1:52=0110=3D098=01 >=20 > However, the sequence number for the incoming message stream is not > incremented: >=20 > 190:1481 >=20 > I notice, also, that my fromAdmin method is not called with=20 > the incoming logout message. >=20 > How do I ensure that my seqnums file is incremented correctly? >=20 > Thanks in advance, >=20 > Alex >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Shepheard, Toby (London) > Sent: 15 September 2006 16:34 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ You=20 > have some control over what QuickFIX will do, but it does=20 > depend on you to configure it appropriately. See=20 > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > ion.html#M > iscellaneous - in particular it sounds like you need to be=20 > setting SendResetSeqNumFlag=3DY. If the counterparty expects=20 > you to start at 0 for each session and you're continuing with=20 > the last session's seqNum, then that will be causing=20 > problems. Setting this flag to Y will make QFJ automatically=20 > reset to 0 when it initiates a login. >=20 > As mentioned before, without seeing logs and your config I'm=20 > playing a bit of a guessing game; if you continue to have=20 > problems then it would really help to see these. >=20 >=20 > I also recommend reading the FIX spec on session management,=20 > available from=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > (you may need to login first). I think it's the 2nd document=20 > that covers session behaviour, sequence number usage etc. >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: 15 September 2006 15:16 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Thanks=20 > Toby, I think you're correct about the first sequence number=20 > being out. What seems to be happening is that the=20 > counterparty is sending me a ResendRequest message in the=20 > expectation that my seqnums file will be updated to match the=20 > NewSeqNo value. My question now is: > should QuickFIX update the seqnums file automatically or is=20 > this functionality I need to code for. If the former, it=20 > doesn't seem to be working, if the latter, how? >=20 > Regards, >=20 > Alex >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Shepheard, Toby (London) > Sent: 14 September 2006 09:19 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is=20 > it sending the ResendRequest near the start of the session?=20 > If so, it may be that although the messages are in sequence,=20 > the first sequence number received is not as expected. There=20 > are various config settings for resetting the sequence=20 > number, and you have to make sure you configure it to match=20 > what the counterparty is doing. The fact that deleting your=20 > seqnums file resolved the issue temporarily suggests that=20 > this might well be the problem. >=20 > 2. Strange, it should handle this ok. Is your message store=20 > working properly? I'm not very familiar with gap-fills I'm afraid. >=20 > I think some logs files and your config file may be needed to=20 > really work out what's going on - either that or someone=20 > else's expertise who knows more about it than I do :)=20 >=20 > Rgds > Toby >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: 13 September 2006 18:25 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Unfortunately that was a temporary fix - I do have an issue=20 > with sequence numbers after all. >=20 > As described earlier, my QuickFIX is sending a ResendRequest=20 > and the counterparty is responding with a SequenceReset with=20 > GapFillFlag =3D Y, at which point my QuickFIX stops handling=20 > QuoteRequests. >=20 > My questions are: >=20 > 1. The logs indicate that the incoming messages are in sequence i.e. > there are no gaps, so why is QuickFIX is sending the=20 > ResendRequest in the first place? >=20 > 2. Why is QuickFIX not handling the gap fill message correctly? > Shouldn't it just carry on receiving messages? >=20 > I have lots of logs and diagnostics and am running out of=20 > ideas so any help would be very much appreciated. >=20 > Alex > -------------------------------------------------------- >=20 > If you are not an intended recipient of this e-mail, please=20 > notify the sender, delete it and do not read, act upon,=20 > print, disclose, copy, retain or redistribute it. Click here=20 > for important additional terms > relating to this e-mail. http://www.ml.com/email_terms/ > -------------------------------------------------------- >=20 > -------------------------------------------------------------- > ---------- > - > Using Tomcat but need to do more? Need to support web=20 > services, security? > Get stuff done quickly with pre-integrated technology to make=20 > your job easier Download IBM WebSphere Application Server=20 > v.1.0.1 based on Apache Geronimo > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057& > dat=3D121642 > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 > Eurobase International Limited and its subsidiaries=20 > (Eurobase) are unable to exercise control over the content of=20 > information in E-Mails. Any views and opinions expressed may=20 > be personal to the sender and are not necessarily those of=20 > Eurobase. Eurobase will not enter into any contractual=20 > obligations in respect of any part of its business in any E-mail.=20 >=20 > Privileged / confidential information may be contained in=20 > this message and /or any attachments. This E-mail is intended=20 > for the use of the addressee(s) only and may contain=20 > confidential information. If you are not the / an intended=20 > recipient, you are hereby notified that any use or=20 > dissemination of this communication is strictly prohibited. =20 > If you receive this transmission in error, please notify us=20 > immediately, and then delete this E-mail.=20 >=20 > Neither the sender nor Eurobase accepts any liability=20 > whatsoever for any defects of any kind either in or arising=20 > from this E-mail transmission. E-Mail transmission cannot be=20 > guaranteed to be secure or error-free, as messages can be=20 > intercepted, lost, corrupted, destroyed, contain viruses, or=20 > arrive late or incomplete. Eurobase does not accept any=20 > responsibility for viruses and it is your responsibility to=20 > scan any attachments. >=20 > Registered Address: Essex House, 2 County Place, Chelmsford,=20 > Essex CM2 0RE, United Kingdom >=20 >=20 > -------------------------------------------------------------- > ----------- > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDEV > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 ------------------------------------------------------------------------ - Take Surveys. Earn Cash. Influence the Future of IT Join SourceForge.net's Techsay panel and you'll get the chance to share your opinions on IT & business topics through brief surveys -- and earn cash http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D= DEVDE V _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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From: Steve B. <st...@te...> - 2006-09-20 14:11:31
|
Hi Alex, Are you logging QFJ events in addition to messages? The log you=20 provided appears to include your application log messages and=20 the QFJ FIX messages but I don't see any QFJ events. Steve > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 3:48 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, >=20 > There are no exceptions in the system out - here is the=20 > output from another shutdown: >=20 > [20/09/06 13:57:18 BST] Service stopping > [20/09/06 13:57:18 BST] : ESPMessageManager: entering close > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering disconnect > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering sendLogout > [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering send=20 > - message =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01 > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler=20 > toAdmin - message type =3D 5 message =3D > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > :57:18.266 > =0156=3DCNX=0110=3D017=01 > [20/09/06 13:57:18 BST] Alex: : ESPConnector: waiting for=20 > connection status > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler onLogout > [20/09/06 13:57:18 BST] Alex: : ESPCOnnector: notifying=20 > connectionWaiter listeners > [20/09/06 13:57:18 BST] Alex debug: entering setConnected > [20/09/06 13:57:18 BST] Alex debug: setConnected - got lock > [20/09/06 13:57:18 BST] Alex debug: setConnected - set=20 > connected to false > [20/09/06 13:57:18 BST] Alex debug: exiting setConnected > [20/09/06 13:57:18 BST] Alex: : ESPConnector: exiting disconnect > [20/09/06 13:57:18 BST] Service stopped >=20 > And the message log for the same time (the server is 1 hour behind): >=20 > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > :57:18.266 > =0156=3DCNX=0110=3D017=01 > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1739=0152=3D200 > 60920-12:5 > 8:31=0110=3D110=01 >=20 > And the seqnums file after shutdown: >=20 > 300:1739 >=20 > Are there any other diagnostics that could shed more light on this? >=20 > Thanks, >=20 > Alex >=20 >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Steve Bate > Sent: 20 September 2006 14:30 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, >=20 > Does the log indicate any validation errors or exceptions=20 > when processing the logout acknowledgement? For example, if=20 > there is an exception while verifying the logout ack, the=20 > fromAdmin callback will not be called although the onLogout=20 > callback will be called during the subsequent disconnect. >=20 > Steve >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: Wednesday, September 20, 2006 2:00 PM > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, > >=20 > > Thanks for the info and links - very helpful. > >=20 > > I now know why the sequence numbers are getting out of sync. =20 > > What is happening is that when I initiate a logout, I wait for my=20 > > onLogout callback method to be called and then shut down my=20 > adaptor. =20 > > The message log indicates that I do indeed receive a logout=20 > response=20 > > message: > >=20 > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > > :40:39.501 > > =0156=3DCNX=0110=3D001=01 > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > > 60920-11:4 > > 1:52=0110=3D098=01 > >=20 > > However, the sequence number for the incoming message stream is not > > incremented: > >=20 > > 190:1481 > >=20 > > I notice, also, that my fromAdmin method is not called with the=20 > > incoming logout message. > >=20 > > How do I ensure that my seqnums file is incremented correctly? > >=20 > > Thanks in advance, > >=20 > > Alex > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Shepheard, Toby (London) > > Sent: 15 September 2006 16:34 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ You have some=20 > > control over what QuickFIX will do, but it does depend on you to=20 > > configure it appropriately. See=20 > > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > > ion.html#M > > iscellaneous - in particular it sounds like you need to be setting=20 > > SendResetSeqNumFlag=3DY. If the counterparty expects you to=20 > start at 0=20 > > for each session and you're continuing with the last=20 > session's seqNum,=20 > > then that will be causing problems. Setting this flag to Y=20 > will make=20 > > QFJ automatically reset to 0 when it initiates a login. > >=20 > > As mentioned before, without seeing logs and your config=20 > I'm playing a=20 > > bit of a guessing game; if you continue to have problems=20 > then it would=20 > > really help to see these. > >=20 > >=20 > > I also recommend reading the FIX spec on session=20 > management, available=20 > > from=20 > >=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > > (you may need to login first). I think it's the 2nd document that=20 > > covers session behaviour, sequence number usage etc. > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: 15 September 2006 15:16 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Thanks Toby, I=20 > > think you're correct about the first sequence number being=20 > out. What=20 > > seems to be happening is that the counterparty is sending me a=20 > > ResendRequest message in the expectation that my seqnums=20 > file will be=20 > > updated to match the NewSeqNo value. My question now is: > > should QuickFIX update the seqnums file automatically or is this=20 > > functionality I need to code for. If the former, it=20 > doesn't seem to=20 > > be working, if the latter, how? > >=20 > > Regards, > >=20 > > Alex > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Shepheard, Toby (London) > > Sent: 14 September 2006 09:19 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is=20 > it sending=20 > > the ResendRequest near the start of the session? > > If so, it may be that although the messages are in=20 > sequence, the first=20 > > sequence number received is not as expected. There are=20 > various config=20 > > settings for resetting the sequence number, and you have to=20 > make sure=20 > > you configure it to match what the counterparty is doing. The fact=20 > > that deleting your seqnums file resolved the issue temporarily=20 > > suggests that this might well be the problem. > >=20 > > 2. Strange, it should handle this ok. Is your message store working=20 > > properly? I'm not very familiar with gap-fills I'm afraid. > >=20 > > I think some logs files and your config file may be needed=20 > to really=20 > > work out what's going on - either that or someone else's=20 > expertise who=20 > > knows more about it than I do :) > >=20 > > Rgds > > Toby > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: 13 September 2006 18:25 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately=20 > > that was a temporary fix - I do have an issue with sequence numbers=20 > > after all. > >=20 > > As described earlier, my QuickFIX is sending a=20 > ResendRequest and the=20 > > counterparty is responding with a SequenceReset with=20 > GapFillFlag =3D Y,=20 > > at which point my QuickFIX stops handling QuoteRequests. > >=20 > > My questions are: > >=20 > > 1. The logs indicate that the incoming messages are in=20 > sequence i.e. > > there are no gaps, so why is QuickFIX is sending the=20 > ResendRequest in=20 > > the first place? > >=20 > > 2. Why is QuickFIX not handling the gap fill message correctly? > > Shouldn't it just carry on receiving messages? > >=20 > > I have lots of logs and diagnostics and am running out of=20 > ideas so any=20 > > help would be very much appreciated. > >=20 > > Alex > > -------------------------------------------------------- > >=20 > > If you are not an intended recipient of this e-mail, please=20 > notify the=20 > > sender, delete it and do not read, act upon, print, disclose, copy,=20 > > retain or redistribute it. Click here for important additional terms > > relating to this e-mail. http://www.ml.com/email_terms/ > > -------------------------------------------------------- > >=20 > > -------------------------------------------------------------- > > ---------- > > - > > Using Tomcat but need to do more? Need to support web services,=20 > > security? > > Get stuff done quickly with pre-integrated technology to=20 > make your job=20 > > easier Download IBM WebSphere Application Server > > v.1.0.1 based on Apache Geronimo > > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057& > > dat=3D121642 > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 > > Eurobase International Limited and its subsidiaries > > (Eurobase) are unable to exercise control over the content of=20 > > information in E-Mails. Any views and opinions expressed may be=20 > > personal to the sender and are not necessarily those of Eurobase.=20 > > Eurobase will not enter into any contractual obligations in=20 > respect of=20 > > any part of its business in any E-mail. > >=20 > > Privileged / confidential information may be contained in=20 > this message=20 > > and /or any attachments. This E-mail is intended for the use of the=20 > > addressee(s) only and may contain confidential information.=20 > If you are=20 > > not the / an intended recipient, you are hereby notified=20 > that any use=20 > > or dissemination of this communication is strictly prohibited. > > If you receive this transmission in error, please notify us=20 > > immediately, and then delete this E-mail. > >=20 > > Neither the sender nor Eurobase accepts any liability=20 > whatsoever for=20 > > any defects of any kind either in or arising from this E-mail=20 > > transmission. E-Mail transmission cannot be guaranteed to=20 > be secure or=20 > > error-free, as messages can be intercepted, lost, corrupted,=20 > > destroyed, contain viruses, or arrive late or incomplete. Eurobase=20 > > does not accept any responsibility for viruses and it is your=20 > > responsibility to scan any attachments. > >=20 > > Registered Address: Essex House, 2 County Place, Chelmsford, Essex=20 > > CM2 0RE, United Kingdom > >=20 > >=20 > > -------------------------------------------------------------- > > ----------- > > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > > SourceForge.net's Techsay panel and you'll get the chance to share=20 > > your opinions on IT & business topics through brief surveys -- and=20 > > earn cash=20 > > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > > &CID=3DDEVDEV > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 >=20 >=20 > -------------------------------------------------------------- > ---------- > - > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDE > V > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 > -------------------------------------------------------------- > ----------- > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDEV > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 |
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From: Alex M. <ale...@eu...> - 2006-09-20 14:19:37
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Hi Steve, Possibly not - how should I do that? Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Steve Bate Sent: 20 September 2006 15:13 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, Are you logging QFJ events in addition to messages? The log you=20 provided appears to include your application log messages and=20 the QFJ FIX messages but I don't see any QFJ events. Steve > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 3:48 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, >=20 > There are no exceptions in the system out - here is the=20 > output from another shutdown: >=20 > [20/09/06 13:57:18 BST] Service stopping > [20/09/06 13:57:18 BST] : ESPMessageManager: entering close > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering disconnect > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering sendLogout > [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering send=20 > - message =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01 > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler=20 > toAdmin - message type =3D 5 message =3D > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > :57:18.266 > =0156=3DCNX=0110=3D017=01 > [20/09/06 13:57:18 BST] Alex: : ESPConnector: waiting for=20 > connection status > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler onLogout > [20/09/06 13:57:18 BST] Alex: : ESPCOnnector: notifying=20 > connectionWaiter listeners > [20/09/06 13:57:18 BST] Alex debug: entering setConnected > [20/09/06 13:57:18 BST] Alex debug: setConnected - got lock > [20/09/06 13:57:18 BST] Alex debug: setConnected - set=20 > connected to false > [20/09/06 13:57:18 BST] Alex debug: exiting setConnected > [20/09/06 13:57:18 BST] Alex: : ESPConnector: exiting disconnect > [20/09/06 13:57:18 BST] Service stopped >=20 > And the message log for the same time (the server is 1 hour behind): >=20 > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > :57:18.266 > =0156=3DCNX=0110=3D017=01 > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1739=0152=3D200 > 60920-12:5 > 8:31=0110=3D110=01 >=20 > And the seqnums file after shutdown: >=20 > 300:1739 >=20 > Are there any other diagnostics that could shed more light on this? >=20 > Thanks, >=20 > Alex >=20 >=20 >=20 >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Steve Bate > Sent: 20 September 2006 14:30 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, >=20 > Does the log indicate any validation errors or exceptions=20 > when processing the logout acknowledgement? For example, if=20 > there is an exception while verifying the logout ack, the=20 > fromAdmin callback will not be called although the onLogout=20 > callback will be called during the subsequent disconnect. >=20 > Steve >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: Wednesday, September 20, 2006 2:00 PM > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, > >=20 > > Thanks for the info and links - very helpful. > >=20 > > I now know why the sequence numbers are getting out of sync. =20 > > What is happening is that when I initiate a logout, I wait for my=20 > > onLogout callback method to be called and then shut down my=20 > adaptor. =20 > > The message log indicates that I do indeed receive a logout=20 > response=20 > > message: > >=20 > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > > :40:39.501 > > =0156=3DCNX=0110=3D001=01 > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > > 60920-11:4 > > 1:52=0110=3D098=01 > >=20 > > However, the sequence number for the incoming message stream is not > > incremented: > >=20 > > 190:1481 > >=20 > > I notice, also, that my fromAdmin method is not called with the=20 > > incoming logout message. > >=20 > > How do I ensure that my seqnums file is incremented correctly? > >=20 > > Thanks in advance, > >=20 > > Alex > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Shepheard, Toby (London) > > Sent: 15 September 2006 16:34 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ You have some=20 > > control over what QuickFIX will do, but it does depend on you to=20 > > configure it appropriately. See=20 > > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > > ion.html#M > > iscellaneous - in particular it sounds like you need to be setting=20 > > SendResetSeqNumFlag=3DY. If the counterparty expects you to=20 > start at 0=20 > > for each session and you're continuing with the last=20 > session's seqNum,=20 > > then that will be causing problems. Setting this flag to Y=20 > will make=20 > > QFJ automatically reset to 0 when it initiates a login. > >=20 > > As mentioned before, without seeing logs and your config=20 > I'm playing a=20 > > bit of a guessing game; if you continue to have problems=20 > then it would=20 > > really help to see these. > >=20 > >=20 > > I also recommend reading the FIX spec on session=20 > management, available=20 > > from=20 > >=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > > (you may need to login first). I think it's the 2nd document that=20 > > covers session behaviour, sequence number usage etc. > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: 15 September 2006 15:16 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Thanks Toby, I=20 > > think you're correct about the first sequence number being=20 > out. What=20 > > seems to be happening is that the counterparty is sending me a=20 > > ResendRequest message in the expectation that my seqnums=20 > file will be=20 > > updated to match the NewSeqNo value. My question now is: > > should QuickFIX update the seqnums file automatically or is this=20 > > functionality I need to code for. If the former, it=20 > doesn't seem to=20 > > be working, if the latter, how? > >=20 > > Regards, > >=20 > > Alex > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Shepheard, Toby (London) > > Sent: 14 September 2006 09:19 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is=20 > it sending=20 > > the ResendRequest near the start of the session? > > If so, it may be that although the messages are in=20 > sequence, the first=20 > > sequence number received is not as expected. There are=20 > various config=20 > > settings for resetting the sequence number, and you have to=20 > make sure=20 > > you configure it to match what the counterparty is doing. The fact=20 > > that deleting your seqnums file resolved the issue temporarily=20 > > suggests that this might well be the problem. > >=20 > > 2. Strange, it should handle this ok. Is your message store working=20 > > properly? I'm not very familiar with gap-fills I'm afraid. > >=20 > > I think some logs files and your config file may be needed=20 > to really=20 > > work out what's going on - either that or someone else's=20 > expertise who=20 > > knows more about it than I do :) > >=20 > > Rgds > > Toby > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: 13 September 2006 18:25 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Unfortunately=20 > > that was a temporary fix - I do have an issue with sequence numbers=20 > > after all. > >=20 > > As described earlier, my QuickFIX is sending a=20 > ResendRequest and the=20 > > counterparty is responding with a SequenceReset with=20 > GapFillFlag =3D Y,=20 > > at which point my QuickFIX stops handling QuoteRequests. > >=20 > > My questions are: > >=20 > > 1. The logs indicate that the incoming messages are in=20 > sequence i.e. > > there are no gaps, so why is QuickFIX is sending the=20 > ResendRequest in=20 > > the first place? > >=20 > > 2. Why is QuickFIX not handling the gap fill message correctly? > > Shouldn't it just carry on receiving messages? > >=20 > > I have lots of logs and diagnostics and am running out of=20 > ideas so any=20 > > help would be very much appreciated. > >=20 > > Alex > > -------------------------------------------------------- > >=20 > > If you are not an intended recipient of this e-mail, please=20 > notify the=20 > > sender, delete it and do not read, act upon, print, disclose, copy,=20 > > retain or redistribute it. Click here for important additional terms > > relating to this e-mail. http://www.ml.com/email_terms/ > > -------------------------------------------------------- > >=20 > > -------------------------------------------------------------- > > ---------- > > - > > Using Tomcat but need to do more? Need to support web services,=20 > > security? > > Get stuff done quickly with pre-integrated technology to=20 > make your job=20 > > easier Download IBM WebSphere Application Server > > v.1.0.1 based on Apache Geronimo > > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057& > > dat=3D121642 > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 > > Eurobase International Limited and its subsidiaries > > (Eurobase) are unable to exercise control over the content of=20 > > information in E-Mails. Any views and opinions expressed may be=20 > > personal to the sender and are not necessarily those of Eurobase.=20 > > Eurobase will not enter into any contractual obligations in=20 > respect of=20 > > any part of its business in any E-mail. > >=20 > > Privileged / confidential information may be contained in=20 > this message=20 > > and /or any attachments. This E-mail is intended for the use of the=20 > > addressee(s) only and may contain confidential information.=20 > If you are=20 > > not the / an intended recipient, you are hereby notified=20 > that any use=20 > > or dissemination of this communication is strictly prohibited. > > If you receive this transmission in error, please notify us=20 > > immediately, and then delete this E-mail. > >=20 > > Neither the sender nor Eurobase accepts any liability=20 > whatsoever for=20 > > any defects of any kind either in or arising from this E-mail=20 > > transmission. E-Mail transmission cannot be guaranteed to=20 > be secure or=20 > > error-free, as messages can be intercepted, lost, corrupted,=20 > > destroyed, contain viruses, or arrive late or incomplete. Eurobase=20 > > does not accept any responsibility for viruses and it is your=20 > > responsibility to scan any attachments. > >=20 > > Registered Address: Essex House, 2 County Place, Chelmsford, Essex=20 > > CM2 0RE, United Kingdom > >=20 > >=20 > > -------------------------------------------------------------- > > ----------- > > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > > SourceForge.net's Techsay panel and you'll get the chance to share=20 > > your opinions on IT & business topics through brief surveys -- and=20 > > earn cash=20 > > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > > &CID=3DDEVDEV > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 >=20 >=20 > -------------------------------------------------------------- > ---------- > - > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDE > V > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 > -------------------------------------------------------------- > ----------- > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDEV > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 ------------------------------------------------------------------------ - Take Surveys. Earn Cash. Influence the Future of IT Join SourceForge.net's Techsay panel and you'll get the chance to share your opinions on IT & business topics through brief surveys -- and earn cash http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D= DEVDE V _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
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From: Steve B. <st...@te...> - 2006-09-20 14:27:17
|
It depends on the LogFactory you are using. If you are using the FileLogFactory, there should be a file ending with "event.log" in the location specified by your configuration. Steve=20 > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 4:18 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, >=20 > Possibly not - how should I do that? >=20 > Alex >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Steve Bate > Sent: 20 September 2006 15:13 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, >=20 > Are you logging QFJ events in addition to messages? The log=20 > you provided appears to include your application log=20 > messages and the QFJ FIX messages but I don't see any QFJ events. >=20 > Steve >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: Wednesday, September 20, 2006 3:48 PM > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, > >=20 > > There are no exceptions in the system out - here is the output from=20 > > another shutdown: > >=20 > > [20/09/06 13:57:18 BST] Service stopping > > [20/09/06 13:57:18 BST] : ESPMessageManager: entering close > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering disconnect > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering sendLogout > > [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering send > > - message =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01 > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler toAdmin -=20 > > message type =3D 5 message =3D > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > > :57:18.266 > > =0156=3DCNX=0110=3D017=01 > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: waiting for=20 > connection=20 > > status > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler onLogout > > [20/09/06 13:57:18 BST] Alex: : ESPCOnnector: notifying=20 > > connectionWaiter listeners > > [20/09/06 13:57:18 BST] Alex debug: entering setConnected > > [20/09/06 13:57:18 BST] Alex debug: setConnected - got lock > > [20/09/06 13:57:18 BST] Alex debug: setConnected - set=20 > connected to=20 > > false > > [20/09/06 13:57:18 BST] Alex debug: exiting setConnected > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: exiting disconnect > > [20/09/06 13:57:18 BST] Service stopped > >=20 > > And the message log for the same time (the server is 1 hour behind): > >=20 > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > > :57:18.266 > > =0156=3DCNX=0110=3D017=01 > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1739=0152=3D200 > > 60920-12:5 > > 8:31=0110=3D110=01 > >=20 > > And the seqnums file after shutdown: > >=20 > > 300:1739 > >=20 > > Are there any other diagnostics that could shed more light on this? > >=20 > > Thanks, > >=20 > > Alex > >=20 > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Steve Bate > > Sent: 20 September 2006 14:30 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, > >=20 > > Does the log indicate any validation errors or exceptions when=20 > > processing the logout acknowledgement? For example, if there is an=20 > > exception while verifying the logout ack, the fromAdmin=20 > callback will=20 > > not be called although the onLogout callback will be called=20 > during the=20 > > subsequent disconnect. > >=20 > > Steve > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: Wednesday, September 20, 2006 2:00 PM > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, > > >=20 > > > Thanks for the info and links - very helpful. > > >=20 > > > I now know why the sequence numbers are getting out of sync. =20 > > > What is happening is that when I initiate a logout, I wait for my=20 > > > onLogout callback method to be called and then shut down my > > adaptor. =20 > > > The message log indicates that I do indeed receive a logout > > response > > > message: > > >=20 > > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > > > :40:39.501 > > > =0156=3DCNX=0110=3D001=01 > > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > > > 60920-11:4 > > > 1:52=0110=3D098=01 > > >=20 > > > However, the sequence number for the incoming message=20 > stream is not > > > incremented: > > >=20 > > > 190:1481 > > >=20 > > > I notice, also, that my fromAdmin method is not called with the=20 > > > incoming logout message. > > >=20 > > > How do I ensure that my seqnums file is incremented correctly? > > >=20 > > > Thanks in advance, > > >=20 > > > Alex > > >=20 > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Shepheard, Toby (London) > > > Sent: 15 September 2006 16:34 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ You=20 > have some=20 > > > control over what QuickFIX will do, but it does depend on you to=20 > > > configure it appropriately. See=20 > > > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > > > ion.html#M > > > iscellaneous - in particular it sounds like you need to=20 > be setting=20 > > > SendResetSeqNumFlag=3DY. If the counterparty expects you to > > start at 0 > > > for each session and you're continuing with the last > > session's seqNum, > > > then that will be causing problems. Setting this flag to Y > > will make > > > QFJ automatically reset to 0 when it initiates a login. > > >=20 > > > As mentioned before, without seeing logs and your config > > I'm playing a > > > bit of a guessing game; if you continue to have problems > > then it would > > > really help to see these. > > >=20 > > >=20 > > > I also recommend reading the FIX spec on session > > management, available > > > from > > >=20 > >=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > > > (you may need to login first). I think it's the 2nd document that=20 > > > covers session behaviour, sequence number usage etc. > > >=20 > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: 15 September 2006 15:16 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ > > Thanks Toby, I > > > think you're correct about the first sequence number being > > out. What > > > seems to be happening is that the counterparty is sending me a=20 > > > ResendRequest message in the expectation that my seqnums > > file will be > > > updated to match the NewSeqNo value. My question now is: > > > should QuickFIX update the seqnums file automatically or is this=20 > > > functionality I need to code for. If the former, it > > doesn't seem to > > > be working, if the latter, how? > > >=20 > > > Regards, > > >=20 > > > Alex > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Shepheard, Toby (London) > > > Sent: 14 September 2006 09:19 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is > > it sending > > > the ResendRequest near the start of the session? > > > If so, it may be that although the messages are in > > sequence, the first > > > sequence number received is not as expected. There are > > various config > > > settings for resetting the sequence number, and you have to > > make sure > > > you configure it to match what the counterparty is doing.=20 > The fact=20 > > > that deleting your seqnums file resolved the issue temporarily=20 > > > suggests that this might well be the problem. > > >=20 > > > 2. Strange, it should handle this ok. Is your message=20 > store working=20 > > > properly? I'm not very familiar with gap-fills I'm afraid. > > >=20 > > > I think some logs files and your config file may be needed > > to really > > > work out what's going on - either that or someone else's > > expertise who > > > knows more about it than I do :) > > >=20 > > > Rgds > > > Toby > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: 13 September 2006 18:25 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Unfortunately=20 > > > that was a temporary fix - I do have an issue with=20 > sequence numbers=20 > > > after all. > > >=20 > > > As described earlier, my QuickFIX is sending a > > ResendRequest and the > > > counterparty is responding with a SequenceReset with > > GapFillFlag =3D Y, > > > at which point my QuickFIX stops handling QuoteRequests. > > >=20 > > > My questions are: > > >=20 > > > 1. The logs indicate that the incoming messages are in > > sequence i.e. > > > there are no gaps, so why is QuickFIX is sending the > > ResendRequest in > > > the first place? > > >=20 > > > 2. Why is QuickFIX not handling the gap fill message correctly? > > > Shouldn't it just carry on receiving messages? > > >=20 > > > I have lots of logs and diagnostics and am running out of > > ideas so any > > > help would be very much appreciated. > > >=20 > > > Alex > > > -------------------------------------------------------- > > >=20 > > > If you are not an intended recipient of this e-mail, please > > notify the > > > sender, delete it and do not read, act upon, print,=20 > disclose, copy,=20 > > > retain or redistribute it. Click here for important=20 > additional terms > > > relating to this e-mail. http://www.ml.com/email_terms/ > > > -------------------------------------------------------- > > >=20 > > > -------------------------------------------------------------- > > > ---------- > > > - > > > Using Tomcat but need to do more? Need to support web services,=20 > > > security? > > > Get stuff done quickly with pre-integrated technology to > > make your job > > > easier Download IBM WebSphere Application Server > > > v.1.0.1 based on Apache Geronimo > > > = http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057& > > > dat=3D121642 > > > _______________________________________________ > > > Quickfixj-users mailing list > > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > >=20 > > > Eurobase International Limited and its subsidiaries > > > (Eurobase) are unable to exercise control over the content of=20 > > > information in E-Mails. Any views and opinions expressed may be=20 > > > personal to the sender and are not necessarily those of Eurobase. > > > Eurobase will not enter into any contractual obligations in > > respect of > > > any part of its business in any E-mail. > > >=20 > > > Privileged / confidential information may be contained in > > this message > > > and /or any attachments. This E-mail is intended for the=20 > use of the > > > addressee(s) only and may contain confidential information.=20 > > If you are > > > not the / an intended recipient, you are hereby notified > > that any use > > > or dissemination of this communication is strictly prohibited. > > > If you receive this transmission in error, please notify us=20 > > > immediately, and then delete this E-mail. > > >=20 > > > Neither the sender nor Eurobase accepts any liability > > whatsoever for > > > any defects of any kind either in or arising from this E-mail=20 > > > transmission. E-Mail transmission cannot be guaranteed to > > be secure or > > > error-free, as messages can be intercepted, lost, corrupted,=20 > > > destroyed, contain viruses, or arrive late or incomplete.=20 > Eurobase=20 > > > does not accept any responsibility for viruses and it is your=20 > > > responsibility to scan any attachments. > > >=20 > > > Registered Address: Essex House, 2 County Place,=20 > Chelmsford, Essex > > > CM2 0RE, United Kingdom > > >=20 > > >=20 > > > -------------------------------------------------------------- > > > ----------- > > > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > > > SourceForge.net's Techsay panel and you'll get the chance=20 > to share=20 > > > your opinions on IT & business topics through brief=20 > surveys -- and=20 > > > earn cash=20 > > > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > > > &CID=3DDEVDEV > > > _______________________________________________ > > > Quickfixj-users mailing list > > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > >=20 > >=20 > >=20 > > -------------------------------------------------------------- > > ---------- > > - > > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > > SourceForge.net's Techsay panel and you'll get the chance to share=20 > > your opinions on IT & business topics through brief surveys -- and=20 > > earn cash=20 > > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > > &CID=3DDEVDE > > V > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 > > -------------------------------------------------------------- > > ----------- > > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > > SourceForge.net's Techsay panel and you'll get the chance to share=20 > > your opinions on IT & business topics through brief surveys -- and=20 > > earn cash=20 > > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > > &CID=3DDEVDEV > > _______________________________________________ > > Quickfixj-users mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > >=20 >=20 >=20 > -------------------------------------------------------------- > ---------- > - > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDE > V > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 > -------------------------------------------------------------- > ----------- > Take Surveys. Earn Cash. Influence the Future of IT Join=20 > SourceForge.net's Techsay panel and you'll get the chance to=20 > share your opinions on IT & business topics through brief=20 > surveys -- and earn cash=20 > http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge > &CID=3DDEVDEV > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >=20 |
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From: Alex M. <ale...@eu...> - 2006-09-20 14:39:26
|
Hi Steve, Here's the appropriate extract from the event.log: 20060920-12:56:02: Session FIX.4.2:scbbanku2fixmaker->CNX schedule is daily, 00:00:00 UTC - 00:00:00 UTC 20060920-12:56:02: Created session: FIX.4.2:scbbanku2fixmaker->CNX 20060920-12:56:03: Initiated logon request 20060920-12:56:03: Received logon response 20060920-12:56:03: Received ResendRequest FROM: 259 TO: 259 20060920-12:56:03: Sent SequenceReset TO: 260 20060920-12:57:18: Disconnecting Alex -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Steve Bate Sent: 20 September 2006 15:29 To: qui...@li... Subject: Re: [Quickfixj-users] Resend Request message QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ It depends on the LogFactory you are using. If you are using the FileLogFactory, there should be a file ending with "event.log" in the location specified by your configuration. Steve=20 > -----Original Message----- > From: qui...@li...=20 > [mailto:qui...@li...] On=20 > Behalf Of Alex McGlashan > Sent: Wednesday, September 20, 2006 4:18 PM > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, >=20 > Possibly not - how should I do that? >=20 > Alex >=20 > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On=20 > Behalf Of Steve Bate > Sent: 20 September 2006 15:13 > To: qui...@li... > Subject: Re: [Quickfixj-users] Resend Request message >=20 > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, >=20 > Are you logging QFJ events in addition to messages? The log=20 > you provided appears to include your application log=20 > messages and the QFJ FIX messages but I don't see any QFJ events. >=20 > Steve >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Alex McGlashan > > Sent: Wednesday, September 20, 2006 3:48 PM > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Steve, > >=20 > > There are no exceptions in the system out - here is the output from=20 > > another shutdown: > >=20 > > [20/09/06 13:57:18 BST] Service stopping > > [20/09/06 13:57:18 BST] : ESPMessageManager: entering close > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering disconnect > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering sendLogout > > [20/09/06 13:57:18 BST] TwistManager: timeout closedown now running > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: entering send > > - message =3D 8=3DFIX.4.2=019=3D5=0135=3D5=0110=3D166=01 > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler toAdmin -=20 > > message type =3D 5 message =3D > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > > :57:18.266 > > =0156=3DCNX=0110=3D017=01 > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: waiting for=20 > connection=20 > > status > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: FIXHandler onLogout > > [20/09/06 13:57:18 BST] Alex: : ESPCOnnector: notifying=20 > > connectionWaiter listeners > > [20/09/06 13:57:18 BST] Alex debug: entering setConnected > > [20/09/06 13:57:18 BST] Alex debug: setConnected - got lock > > [20/09/06 13:57:18 BST] Alex debug: setConnected - set=20 > connected to=20 > > false > > [20/09/06 13:57:18 BST] Alex debug: exiting setConnected > > [20/09/06 13:57:18 BST] Alex: : ESPConnector: exiting disconnect > > [20/09/06 13:57:18 BST] Service stopped > >=20 > > And the message log for the same time (the server is 1 hour behind): > >=20 > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D299=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-12 > > :57:18.266 > > =0156=3DCNX=0110=3D017=01 > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1739=0152=3D200 > > 60920-12:5 > > 8:31=0110=3D110=01 > >=20 > > And the seqnums file after shutdown: > >=20 > > 300:1739 > >=20 > > Are there any other diagnostics that could shed more light on this? > >=20 > > Thanks, > >=20 > > Alex > >=20 > >=20 > >=20 > >=20 > > -----Original Message----- > > From: qui...@li... > > [mailto:qui...@li...] On Behalf Of=20 > > Steve Bate > > Sent: 20 September 2006 14:30 > > To: qui...@li... > > Subject: Re: [Quickfixj-users] Resend Request message > >=20 > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Alex, > >=20 > > Does the log indicate any validation errors or exceptions when=20 > > processing the logout acknowledgement? For example, if there is an=20 > > exception while verifying the logout ack, the fromAdmin=20 > callback will=20 > > not be called although the onLogout callback will be called=20 > during the=20 > > subsequent disconnect. > >=20 > > Steve > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: Wednesday, September 20, 2006 2:00 PM > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ Hi Toby, > > >=20 > > > Thanks for the info and links - very helpful. > > >=20 > > > I now know why the sequence numbers are getting out of sync. =20 > > > What is happening is that when I initiate a logout, I wait for my=20 > > > onLogout callback method to be called and then shut down my > > adaptor. =20 > > > The message log indicates that I do indeed receive a logout > > response > > > message: > > >=20 > > > = 8=3DFIX.4.2=019=3D65=0135=3D5=0134=3D189=0149=3Dscbbanku2fixmaker=0152=3D= 20060920-11 > > > :40:39.501 > > > =0156=3DCNX=0110=3D001=01 > > > = 8=3DFIX.4.2=019=3D62=0135=3D5=0149=3DCNX=0156=3Dscbbanku2fixmaker=0134=3D= 1481=0152=3D200 > > > 60920-11:4 > > > 1:52=0110=3D098=01 > > >=20 > > > However, the sequence number for the incoming message=20 > stream is not > > > incremented: > > >=20 > > > 190:1481 > > >=20 > > > I notice, also, that my fromAdmin method is not called with the=20 > > > incoming logout message. > > >=20 > > > How do I ensure that my seqnums file is incremented correctly? > > >=20 > > > Thanks in advance, > > >=20 > > > Alex > > >=20 > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Shepheard, Toby (London) > > > Sent: 15 September 2006 16:34 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ You=20 > have some=20 > > > control over what QuickFIX will do, but it does depend on you to=20 > > > configure it appropriately. See=20 > > > http://www.quickfixj.org/quickfixj/usermanual/usage/configurat > > > ion.html#M > > > iscellaneous - in particular it sounds like you need to=20 > be setting=20 > > > SendResetSeqNumFlag=3DY. If the counterparty expects you to > > start at 0 > > > for each session and you're continuing with the last > > session's seqNum, > > > then that will be causing problems. Setting this flag to Y > > will make > > > QFJ automatically reset to 0 when it initiates a login. > > >=20 > > > As mentioned before, without seeing logs and your config > > I'm playing a > > > bit of a guessing game; if you continue to have problems > > then it would > > > really help to see these. > > >=20 > > >=20 > > > I also recommend reading the FIX spec on session > > management, available > > > from > > >=20 > >=20 > http://www.fixprotocol.org/documents/347/fix-44_w_Errata_20030618.zip > > > (you may need to login first). I think it's the 2nd document that=20 > > > covers session behaviour, sequence number usage etc. > > >=20 > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: 15 September 2006 15:16 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ > > Thanks Toby, I > > > think you're correct about the first sequence number being > > out. What > > > seems to be happening is that the counterparty is sending me a=20 > > > ResendRequest message in the expectation that my seqnums > > file will be > > > updated to match the NewSeqNo value. My question now is: > > > should QuickFIX update the seqnums file automatically or is this=20 > > > functionality I need to code for. If the former, it > > doesn't seem to > > > be working, if the latter, how? > > >=20 > > > Regards, > > >=20 > > > Alex > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Shepheard, Toby (London) > > > Sent: 14 September 2006 09:19 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/ 1. Is > > it sending > > > the ResendRequest near the start of the session? > > > If so, it may be that although the messages are in > > sequence, the first > > > sequence number received is not as expected. There are > > various config > > > settings for resetting the sequence number, and you have to > > make sure > > > you configure it to match what the counterparty is doing.=20 > The fact=20 > > > that deleting your seqnums file resolved the issue temporarily=20 > > > suggests that this might well be the problem. > > >=20 > > > 2. Strange, it should handle this ok. Is your message=20 > store working=20 > > > properly? I'm not very familiar with gap-fills I'm afraid. > > >=20 > > > I think some logs files and your config file may be needed > > to really > > > work out what's going on - either that or someone else's > > expertise who > > > knows more about it than I do :) > > >=20 > > > Rgds > > > Toby > > >=20 > > >=20 > > > -----Original Message----- > > > From: qui...@li... > > > [mailto:qui...@li...] On=20 > Behalf Of=20 > > > Alex McGlashan > > > Sent: 13 September 2006 18:25 > > > To: qui...@li... > > > Subject: Re: [Quickfixj-users] Resend Request message > > >=20 > > >=20 > > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > > > QuickFIX/J Support: http://www.quickfixj.org/support/=20 > Unfortunately=20 > > > that was a temporary fix - I do have an issue with=20 > sequence numbers=20 > > > after all. > > >=20 > > > As described earlier, my QuickFIX is sending a > > ResendRequest and the > > > counterparty is responding with a SequenceReset with > > GapFillFlag =3D Y, > > > at which point my QuickFIX stops handling QuoteRequests. > > >=20 > > > My questions are: > > >=20 > > > 1. The logs indicate that the incoming messages are in > > sequence i.e. > > > there are no gaps, so why is QuickFIX is sending the > > ResendRequest in > > > the first place? > > >=20 > > > 2. Why is QuickFIX not handling the gap fill message correctly? > > > Shouldn't it just carry on receiving messages? > > >=20 > > > I have lots of logs and diagnostics and am running out of > > ideas so any > > > help would be very much appreciated. > > >=20 > > > Alex > > > -------------------------------------------------------- > > >=20 > > > If you are not an intended recipient of this e-mail, please > > notify the > > > sender, delete it and do not read, act upon, print,=20 > disclose, copy,=20 > > > retain or redistribute it. 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