Sends heartbeat messages with incorrect sequence number

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Sends heartbeat messages with incorrect sequence number

Namalie Muthuthanthri
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Although this e-mail and any attachments are believed to be free of any virus or any other defect which may affect any computer or IT system into which they are received and opened, it is the responsibility of the recipient to ensure that they are virus free and no responsibility is accepted by Rhicon Currency Management for any loss or damage arising in any way from receipt or use thereof. This message is for information purposes only, it does not constitute investment advice or an offer or a solicitation to invest. The information herein is only directed at professional clients and eligible counterparties and the services or investments referred to in this e-mail and any attachments thereto are only available to professional clients and eligible counterparties. Retail clients should not rely on the information herein. Rhicon Currency Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence No. CMS100198-2) and is registered with the CFTC as a Commodity Trading Advisor and a member of the National Futures Association in the United States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and regulated by the Financial Conduct Authority (FRN: 228713), and registered as a limited company in England and Wales No. 4610606.

 


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Re: Sends heartbeat messages with incorrect sequence number

Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


I strongly suspect you are doing something weird in your code.

Are you explicitly sending Logon messages?  e.g. are you calling something like sendToTarget(logon_message)?


On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Although this e-mail and any attachments are believed to be free of any virus or any other defect which may affect any computer or IT system into which they are received and opened, it is the responsibility of the recipient to ensure that they are virus free and no responsibility is accepted by Rhicon Currency Management for any loss or damage arising in any way from receipt or use thereof. This message is for information purposes only, it does not constitute investment advice or an offer or a solicitation to invest. The information herein is only directed at professional clients and eligible counterparties and the services or investments referred to in this e-mail and any attachments thereto are only available to professional clients and eligible counterparties. Retail clients should not rely on the information herein. Rhicon Currency Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence No. CMS100198-2) and is registered with the CFTC as a Commodity Trading Advisor and a member of the National Futures Association in the United States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and regulated by the Financial Conduct Authority (FRN: 228713), and registered as a limited company in England and Wales No. 4610606.

 


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Re: Sends heartbeat messages with incorrect sequence number

Namalie Muthuthanthri
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi Grant,

 

Thanks for your reply.

 

No, there are no explicit logon calls in the code. However there’s code to send market data requests on log on message. (onMessage(QuickFix43.Logon , SessionID) method.)

 

Thanks,

Namalie.

 

 

From: Grant Birchmeier [mailto:[hidden email]]
Sent: Monday, 25 August, 2014 10:02 PM
To: Namalie Muthuthanthri
Cc: [hidden email]
Subject: Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

I strongly suspect you are doing something weird in your code.

 

Are you explicitly sending Logon messages?  e.g. are you calling something like sendToTarget(logon_message)?

 

On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri <[hidden email]> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Although this e-mail and any attachments are believed to be free of any virus or any other defect which may affect any computer or IT system into which they are received and opened, it is the responsibility of the recipient to ensure that they are virus free and no responsibility is accepted by Rhicon Currency Management for any loss or damage arising in any way from receipt or use thereof. This message is for information purposes only, it does not constitute investment advice or an offer or a solicitation to invest. The information herein is only directed at professional clients and eligible counterparties and the services or investments referred to in this e-mail and any attachments thereto are only available to professional clients and eligible counterparties. Retail clients should not rely on the information herein. Rhicon Currency Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence No. CMS100198-2) and is registered with the CFTC as a Commodity Trading Advisor and a member of the National Futures Association in the United States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and regulated by the Financial Conduct Authority (FRN: 228713), and registered as a limited company in England and Wales No. 4610606.

 


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Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.


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Re: Sends heartbeat messages with incorrect sequence number

Namalie Muthuthanthri
In reply to this post by Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Furthermore there are 30 market data requests that has to be sent . I’m guessing this is why the heartbeat  sequence number is set to 32. The problem is when the fix message log files are checked the heartbeat message gets sent out before the 30 market data requests.

 

From: Namalie Muthuthanthri
Sent: Tuesday, 26 August, 2014 11:15 AM
To: 'Grant Birchmeier'
Cc: [hidden email]
Subject: RE: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

Hi Grant,

 

Thanks for your reply.

 

No, there are no explicit logon calls in the code. However there’s code to send market data requests on log on message. (onMessage(QuickFix43.Logon , SessionID) method.)

 

Thanks,

Namalie.

 

 

From: Grant Birchmeier [[hidden email]]
Sent: Monday, 25 August, 2014 10:02 PM
To: Namalie Muthuthanthri
Cc: [hidden email]
Subject: Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

I strongly suspect you are doing something weird in your code.

 

Are you explicitly sending Logon messages?  e.g. are you calling something like sendToTarget(logon_message)?

 

On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri <[hidden email]> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Although this e-mail and any attachments are believed to be free of any virus or any other defect which may affect any computer or IT system into which they are received and opened, it is the responsibility of the recipient to ensure that they are virus free and no responsibility is accepted by Rhicon Currency Management for any loss or damage arising in any way from receipt or use thereof. This message is for information purposes only, it does not constitute investment advice or an offer or a solicitation to invest. The information herein is only directed at professional clients and eligible counterparties and the services or investments referred to in this e-mail and any attachments thereto are only available to professional clients and eligible counterparties. Retail clients should not rely on the information herein. Rhicon Currency Management Pte Ltd is regulated by Monetary Authority of Singapore (Licence No. CMS100198-2) and is registered with the CFTC as a Commodity Trading Advisor and a member of the National Futures Association in the United States (ID 0391877). Rhicon Currency Management (UK) Ltd is authorised and regulated by the Financial Conduct Authority (FRN: 228713), and registered as a limited company in England and Wales No. 4610606.

 


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Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.


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Re: Sends heartbeat messages with incorrect sequence number

Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


​Where are the MDRequests with ​sequence numbers 2-31?

If the outgoing logon is 1, and the Heartbeat is 32, then your log should also be showing the 30 messages in-between.

Are those in-between messages triggering some type of error and not being sent?  Something is weird here, but I can't see it in what you've provided.


On Tue, Aug 26, 2014 at 3:03 AM, Namalie Muthuthanthri <[hidden email]> wrote:

Furthermore there are 30 market data requests that has to be sent . I’m guessing this is why the heartbeat  sequence number is set to 32. The problem is when the fix message log files are checked the heartbeat message gets sent out before the 30 market data requests.

 

From: Namalie Muthuthanthri
Sent: Tuesday, 26 August, 2014 11:15 AM
To: 'Grant Birchmeier'
Cc: [hidden email]
Subject: RE: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

Hi Grant,

 

Thanks for your reply.

 

No, there are no explicit logon calls in the code. However there’s code to send market data requests on log on message. (onMessage(QuickFix43.Logon , SessionID) method.)

 

Thanks,

Namalie.

 

 

From: Grant Birchmeier [[hidden email]]
Sent: Monday, 25 August, 2014 10:02 PM
To: Namalie Muthuthanthri
Cc: [hidden email]
Subject: Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

I strongly suspect you are doing something weird in your code.

 

Are you explicitly sending Logon messages?  e.g. are you calling something like sendToTarget(logon_message)?

 

On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri <[hidden email]> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

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Re: Sends heartbeat messages with incorrect sequence number

Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Something's not right.  I wonder if there's a threading issue or something.  Put simply, it looks like the heartbeat is getting sent before the MDRRs, even though the MDRRs are created first.

I'm not as well-versed in the C++ QF as I am other ones (Java/C#), and this really seems like a bug specific to C++.

Can someone else with a deeper understanding of the C++ engine step in here?


On Tue, Aug 26, 2014 at 10:44 PM, Namalie Muthuthanthri <[hidden email]> wrote:

 

Hi Grant,

 

Below is from a more recent log. The incorrect heartbeat  sequence number is now 38 because we have more MDR requests for more currency pairs  than from the earlier log .  As you can see the MDR requests go out after the heartbeat that has 38 as it’s sequence number.  Also the heartbeat interval is set to 30 secs in the configs.

 

 

20140817-04:19:17.760 : 8=FIX.4.3 9=77 35=A 34=1 49=US 52=20140817-04:19:17.760 56=THEM 98=0 108=30 141=Y 10=226

20140817-04:19:19.788 : 8=FIX.4.3 9=77 35=A 34=1 49=THEM 52=20140817-04:19:19.635 56=US 98=0 108=30 141=Y 10=229

20140817-04:19:50.521 : 8=FIX.4.3 9=60 35=0 34=38 49=US 52=20140817-04:19:50.459 56=THEM 10=191

20140817-04:19:50.631 : 8=FIX.4.3 9=59 35=0 34=2 49=THEM 52=20140817-04:19:50.496 56=US 10=143

20140817-04:19:50.990 : 8=FIX.4.3 9=68 35=2 34=3 49=THEM 52=20140817-04:19:50.730 56=US 7=2 16=0 10=005

20140817-04:19:51.629:  8=FIX.4.3 9=183 35=V 34=2 43=Y 49=US 52=201408104:19:51.629 56=THEM 122=2014081704:19:19.944 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=059

20140817-04:19:51.707 : 8=FIX.4.3 9=183 35=V 34=3 43=Y 49=US 52=20140817-04:19:51.707 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=108

20140817-04:19:51.723 : 8=FIX.4.3 9=183 35=V 34=4 43=Y 49=US 52=20140817-04:19:51.723 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=115

20140817-04:19:51.738 : 8=FIX.4.3 9=183 35=V 34=5 43=Y 49=US 52=20140817-04:19:51.738 56=THEM 122=20140817-04:19:19.960 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=084

20140817-04:19:51.738 : 8=FIX.4.3 9=183 35=V 34=6 43=Y 49=US 52=20140817-04:19:51.738 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=130

20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=7 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=057

20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=8 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=076

20140817-04:19:51.754 : 8=FIX.4.3 9=183 35=V 34=9 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=145

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=10 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.976 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=186

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=11 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=162

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=12 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=143

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=13 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:19.991 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=174

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=14 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=117

20140817-04:19:51.754 : 8=FIX.4.3 9=184 35=V 34=15 43=Y 49=US 52=20140817-04:19:51.754 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=136

20140817-04:19:51.770 : 8=FIX.4.3 9=184 35=V 34=16 43=Y 49=US 52=20140817-04:19:51.770 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=135

20140817-04:19:51.801 : 8=FIX.4.3 9=184 35=V 34=17 43=Y 49=US 52=20140817-04:19:51.801 56=THEM 122=20140817-04:19:20.007 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=145

20140817-04:19:51.816 : 8=FIX.4.3 9=184 35=V 34=18 43=Y 49=US 52=20140817-04:19:51.801 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=126

20140817-04:19:51.816 : 8=FIX.4.3 9=184 35=V 34=19 43=Y 49=US 52=20140817-04:19:51.816 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=192

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=20 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=081

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=21 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=132

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=22 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=118

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=23 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=116

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=24 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=107

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=25 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=104

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=26 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=1M 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=107

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=27 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=131

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=28 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=126

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=29 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=117

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=30 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=103

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=31 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=108

20140817-04:19:51.832 : 8=FIX.4.3 9=184 35=V 34=32 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=123

20140817-04:19:51.848 : 8=FIX.4.3 9=184 35=V 34=33 43=Y 49=US 52=20140817-04:19:51.832 56=THEM 122=20140817-04:19:20.022 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=156

20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=35 43=Y 49=US 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=200

20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=36 43=Y 49=US 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=161

20140817-04:19:51.879 : 8=FIX.4.3 9=184 35=V 34=37 43=Y 49=US 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:20.038 146=1 55=CURPAIR 6215=SP 5232=USD 5233=10000 262=CURPAIR 263=1 264=0 265=0 267=2 269=0 269=1 10=164

20140817-04:19:51.879 : 8=FIX.4.3 9=103 35=4 34=38 43=Y 49=US 52=20140817-04:19:51.879 56=THEM 122=20140817-04:19:51.879 36=39 123=Y 10=075

 

From: Grant Birchmeier [mailto:[hidden email]]
Sent: Tuesday, 26 August, 2014 11:25 PM


To: Namalie Muthuthanthri
Cc: [hidden email]
Subject: Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

​Where are the MDRequests with ​sequence numbers 2-31?

 

If the outgoing logon is 1, and the Heartbeat is 32, then your log should also be showing the 30 messages in-between.

 

Are those in-between messages triggering some type of error and not being sent?  Something is weird here, but I can't see it in what you've provided.

 

On Tue, Aug 26, 2014 at 3:03 AM, Namalie Muthuthanthri <[hidden email]> wrote:

Furthermore there are 30 market data requests that has to be sent . I’m guessing this is why the heartbeat  sequence number is set to 32. The problem is when the fix message log files are checked the heartbeat message gets sent out before the 30 market data requests.

 

From: Namalie Muthuthanthri
Sent: Tuesday, 26 August, 2014 11:15 AM
To: 'Grant Birchmeier'
Cc: [hidden email]
Subject: RE: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

Hi Grant,

 

Thanks for your reply.

 

No, there are no explicit logon calls in the code. However there’s code to send market data requests on log on message. (onMessage(QuickFix43.Logon , SessionID) method.)

 

Thanks,

Namalie.

 

 

From: Grant Birchmeier [[hidden email]]
Sent: Monday, 25 August, 2014 10:02 PM
To: Namalie Muthuthanthri
Cc: [hidden email]
Subject: Re: [Quickfix-users] Sends heartbeat messages with incorrect sequence number

 

I strongly suspect you are doing something weird in your code.

 

Are you explicitly sending Logon messages?  e.g. are you calling something like sendToTarget(logon_message)?

 

On Mon, Aug 25, 2014 at 12:49 AM, Namalie Muthuthanthri <[hidden email]> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi, 

QuickFix wrapper seems to be sending  out heartbeat messages with seqNum field set to 32  every once in a way immediately after receiving a logon reponse  from our counterparty.

This is after having 141=Y  on the login request.

Below are the message logs (from a long time ago, but this is still happening) from several instances this has happened. This happens intermittently and  is not noticed when a login is preceded by a logout .  We are using product version 1.0.3748

  

<a href="tel:20131120-09" target="_blank">20131120-09:46:53.256 : 8=FIX.4.39=7735=A34=149=US52=20131120-09:46:53.25656=THEM98=0108=30141=Y10=218

<a href="tel:20131120-09" target="_blank">20131120-09:46:54.614 : 8=FIX.4.39=7735=A34=149= THEM 52=20131120-09:46:54.51056= US 98=0108=30141=Y10=212

<a href="tel:20131120-09" target="_blank">20131120-09:47:24.691 : 8=FIX.4.39=6035=034=3249= US 52=20131120-09:47:24.69156= THEM 10=17

 

 

<a href="tel:20131124-05" target="_blank">20131124-05:21:47.825 : 8=FIX.4.39=7735=A34=149=THEM52=20131124-05:21:47.65056=US98=0108=30141=Y10=212

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.856 : 8=FIX.4.39=6035=034=3249=US52=20131124-05:22:17.85656=THEM10=175

<a href="tel:20131124-05" target="_blank">20131124-05:22:17.887 : 8=FIX.4.39=5935=034=249=THEM52=20131124-05:22:17.70856=US10=128

<a href="tel:20131124-05" target="_blank">20131124-05:22:18.246 : 8=FIX.4.39=6835=234=349=THEM52=20131124-05:22:18.00756=US7=216=010=248

 

<a href="tel:20131201-05" target="_blank">20131201-05:30:30.165 : 8=FIX.4.39=7735=A34=149=US52=20131201-05:30:30.16556=THEM98=0108=30141=Y10=201

<a href="tel:20131201-05" target="_blank">20131201-05:30:31.600 : 8=FIX.4.39=7735=A34=149=THEM52=20131201-05:30:31.45756=US98=0108=30141=Y10=206

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.600 : 8=FIX.4.39=6035=034=3249=US52=20131201-05:31:01.60056=THEM10=151

<a href="tel:20131201-05" target="_blank">20131201-05:31:01.927 : 8=FIX.4.39=6835=234=249=THEM52=20131201-05:31:01.78656=US7=216=010=249

 

<a href="tel:20131209-14" target="_blank">20131209-14:37:42.386 : 8=FIX.4.39=7735=A34=149=US52=20131209-14:37:42.38656=THEM98=0108=30141=Y10=224

20131209-14:37:44.757 : 8=FIX.4.39=7735=A34=149=THEM52=20131209-14:37:44.57256=US98=0108=30141=Y10=223

20131209-14:38:14.850 : 8=FIX.4.39=6035=034=3249=US52=20131209-14:38:14.85056=THEM10=177

 

Any help would be appreciated.

 

Thanks,

Namalie.

 

 

                                                                                                                                                                                                                   

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