{{Quickfixn}} issues in my log files

Phillip Wei pwei at bluemountaincapital.com
Mon Oct 28 11:08:29 PDT 2013


You have to specify RequiresOrigSendingTime in the config.

You can find this if you look through the source - Session.cs, DoPossDup, line 1079.

This isn't documented on the website though; should probably!

Not sure about your other issue...

Phil

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James A. Smith
Sent: Monday, October 28, 2013 1:55 PM
To: Mailing list for QuickFIX/n
Subject: {{Quickfixn}} issues in my log files

Hi,

I'm seeing some issues in my log files, in the *messages.current.log I have an entry:

20131028-17:03:10.195 : 8=FIX.4.2|9=81|35=4|49=IREACHTEST|56=ANSTCATEST|34=1481|43=Y|52=20131028-17:02:35|123=Y|36=1482|10=048|

In the *event.current.log I have these entries:

20131028-17:02:39.117 : Session FIX.4.2:ANSTCATEST->IREACHTEST disconnecting: Socket exception (64.192.147.61:50679): An established connection was aborted by the software in your host machine
20131028-17:02:41.414 : FIX.4.2:ANSTCATEST->IREACHTEST Socket Reader 49028255 accepting session FIX.4.2:ANSTCATEST->IREACHTEST from 64.192.147.61:51312
20131028-17:02:41.414 : FIX.4.2:ANSTCATEST->IREACHTEST Acceptor heartbeat set to 60 seconds
20131028-17:02:41.414 : Received logon
20131028-17:02:41.414 : Responding to logon request
20131028-17:02:41.414 : MsgSeqNum too high, expecting 1 but received 617
20131028-17:02:41.430 : Sent ResendRequest FROM: 1 TO: 0
20131028-17:02:41.430 : Got resend request from 106 to 0
20131028-17:02:41.430 : Sent SequenceReset TO: 109
20131028-17:02:51.211 : ResendRequest for messages FROM: 1 TO: 0 has been satisfied.
20131028-17:02:51.226 : Received SequenceReset FROM: 1 TO: 23
20131028-17:02:54.898 : Processing queued message: 617
20131028-17:03:10.211 : Received SequenceReset FROM: 1481 TO: 1482
20131028-17:03:10.227 : Received SequenceReset FROM: 1483 TO: 1484
20131028-17:03:10.242 : Received SequenceReset FROM: 1486 TO: 1487
20131028-17:03:10.867 : Message 587 Rejected: Required tag missing (Field=122)
20131028-17:03:10.883 : MsgSeqNum too high, expecting 1488 but received 1527
20131028-17:03:10.883 : Sent ResendRequest FROM: 1488 TO: 0
20131028-17:03:11.883 : Message 1481 Rejected: Required tag missing (Field=122)
20131028-17:03:11.883 : Message 1483 Rejected: Required tag missing (Field=122)
20131028-17:03:11.883 : Message 1486 Rejected: Required tag missing (Field=122)
20131028-17:03:11.898 : ResendRequest for messages FROM: 1488 TO: 0 has been satisfied.
20131028-17:03:11.898 : Received SequenceReset FROM: 1488 TO: 1528
20131028-17:03:15.555 : Message 1848 Rejected: Required tag missing (Field=122)
20131028-17:03:46.508 : Message 522 Rejected: Required tag missing (Field=122)
20131028-17:03:46.508 : MsgSeqNum too high, expecting 3120 but received 3177
20131028-17:03:46.508 : Sent ResendRequest FROM: 3120 TO: 0

In my FIX42.xml file the message is defined as:

<header>
    <field name="BeginString" required="Y"/>
    <field name="BodyLength" required="Y"/>
    <field name="MsgType" required="Y"/>
    <field name="SenderCompID" required="Y"/>
    <field name="TargetCompID" required="Y"/>
    <field name="OnBehalfOfCompID" required="N"/>
    <field name="DeliverToCompID" required="N"/>
    <field name="SecureDataLen" required="N"/>
    <field name="SecureData" required="N"/>
    <field name="MsgSeqNum" required="Y"/>
    <field name="SenderSubID" required="N"/>
    <field name="SenderLocationID" required="N"/>
    <field name="TargetSubID" required="N"/>
    <field name="TargetLocationID" required="N"/>
    <field name="OnBehalfOfSubID" required="N"/>
    <field name="OnBehalfOfLocationID" required="N"/>
    <field name="DeliverToSubID" required="N"/>
    <field name="DeliverToLocationID" required="N"/>
    <field name="PossDupFlag" required="N"/>
    <field name="PossResend" required="N"/>
    <field name="SendingTime" required="Y"/>
    <field name="OrigSendingTime" required="N"/>
    <field name="XmlDataLen" required="N"/>
    <field name="XmlData" required="N"/>
    <field name="MessageEncoding" required="N"/>
    <field name="LastMsgSeqNumProcessed" required="N"/>
    <field name="OnBehalfOfSendingTime" required="N"/>
  </header>
...

<message name="SequenceReset" msgtype="4" msgcat="admin">
      <field name="GapFillFlag" required="N"/>
      <field name="NewSeqNo" required="Y"/>
</message>

How come I'm getting a message rejected because of missing field 122?  The <header> definition has OrigSendingTime required=N?

The other question I have regards the entry:

                20131028-17:02:54.898 : Processing queued message: 617

I don't see that MsgSeqNum = 617 anywhere in my database?  It appears to be missing?

thanks,

James Smith


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