{{Quickfixn}} needs help

Mike Gatny mgatny at connamara.com
Mon Mar 17 08:02:54 PDT 2014


>
> We do receive an ExecutionReport. The problem is that our service is
> running 24x7.
>

You mentioned that the FIX session ends at 4pm and doesn't resume until
10am the following day.  Does the service need to be running 24x7 for some
other reason?


>  So the question is how do we know that an EOD or BOD has occurred?
>

The short, on-topic answer is:  I think you'd have to use the
OnLogout/OnLogon callbacks. Or, you could modify the QF/n Session.Reset
method to invoke a new OnReset callback.

And now to go off-topic: Triggering events like EOD/BOD can be achieved by
designing services such that they can be shutdown and then back come up at
a known time in a known state via cron or scheduled task. Various EOD/BOD
tasks (e.g. a script that sweeps your database) can be executed after
services shutdown, and before they come back up.  If that is not possible
because the service *really* needs to be running 24x7, then you broadcast a
message to the services to indicate e.g. an EOD/BOD event.  The publishing
of this message would again be driven by cron or scheduled task.  FIX
applications are naturally quite event-driven, so this model fits nicely.

The motivation for all this is an operational one: you want to be able to
re-run or preempt or re-compose the running of such processes as needed for
routine maintenance (e.g. during your upgrade window) or due to a problem.
 It's harder to do that if the logic for EOD/BOD begin/end is embedded in
the FIX engine.

Cheers,
--
Mike
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