Quantcast

Unnotified seq no. changes on acceptor side

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Unnotified seq no. changes on acceptor side

Dermot
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi folks, I'm new to FIX development but I'm currently building a FIX engine for a client to talk to his broker using QuickFix C++ and FIX4.4. I need some advice and I would really appreciate the input. Here's the problem briefly:-

While doing some initial connection testing vs the brokers FIX engine I noticed every time I logged in the broker's seq. no incremented by 100  which of course triggered a resend request from my side. I raised this with the broker who replied as follows... [When we started interfacing with the exchange using FIX we found anomalies with test requests and sequences between disconnects and reconnects. (can’t recall exactly what the issue was) An easy workaround at the time was to bump the sequence by 100 after a re-connect and just send a fill when they ask for it. This was clearly carried forward into our fix gateway implementation.].

1. This all sounds very wrong to me, a lazy "workaround". I would at least expect a SeqReset message from them on logout, which they are not sending. Any thoughts on this? [yes I know sorry this is really a FIX protocol issue but it brings to the question I really need to ask].

2. Assuming they are not going to change the behaviour then how might I work around this from my QuickFix client side?

Thank You!
Dermot



------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Unnotified seq no. changes on acceptor side

Asher Newcomer
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Is sending a resend request to your broker causing issues when the sequence number is bumped?

If not, I'd probably just live with the behavior, given that reconnects should be relatively infrequent during a session. Given that there aren't really negative side effects beyond a tiny delay on reconnect, it seems like a pretty harmless issue unless I'm missing something.

On Wed, Oct 5, 2016 at 12:29 PM, <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi folks, I'm new to FIX development but I'm currently building a FIX engine for a client to talk to his broker using QuickFix C++ and FIX4.4. I need some advice and I would really appreciate the input. Here's the problem briefly:-

While doing some initial connection testing vs the brokers FIX engine I noticed every time I logged in the broker's seq. no incremented by 100  which of course triggered a resend request from my side. I raised this with the broker who replied as follows... [When we started interfacing with the exchange using FIX we found anomalies with test requests and sequences between disconnects and reconnects. (can’t recall exactly what the issue was) An easy workaround at the time was to bump the sequence by 100 after a re-connect and just send a fill when they ask for it. This was clearly carried forward into our fix gateway implementation.].

1. This all sounds very wrong to me, a lazy "workaround". I would at least expect a SeqReset message from them on logout, which they are not sending. Any thoughts on this? [yes I know sorry this is really a FIX protocol issue but it brings to the question I really need to ask].

2. Assuming they are not going to change the behaviour then how might I work around this from my QuickFix client side?

Thank You!
Dermot



------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
Loading...