{{Quickfixn}} End of Day Logout

[Amar Parmar]

Great. Thank you Grant.

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 10 October 2014 15:19
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} End of Day Logout

​Sequence numbers will reset before StartTime every day.

(Unless you have one of the ResetOnXXX​ values set to "Y", in which case it will reset according to those.)

On Fri, Oct 10, 2014 at 8:44 AM, Amar Parmar <amar.parmar at octave-im.com<mailto:amar.parmar at octave-im.com>> wrote:
Thanks Mike.
So in removing the Start/End day, when would sequence numbers be reset? At the start/end of the day or at every log on?

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Mike Gatny
Sent: 10 October 2014 13:59
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} End of Day Logout


Correct, you should not use StartDay/End if you want a daily session.  You will need to use a Scheduled Task or other cron-like job control mechanism to start/stop on weekends.
On Oct 10, 2014 5:27 AM, "Amar Parmar" <amar.parmar at octave-im.com<mailto:amar.parmar at octave-im.com>> wrote:
I’ve been reading around a bit and think I may understand what the problem is. By defining StartDay and EndDay I have created a week long session which is expecting to log-on on StartDay at StartTime and log-off on EndDay at EndTime.

If this is correct, and by removing references to StartDay and EndDay, will I achieve what I require: A daily session which logs on/off at 6am/7pm and resets sequence numbers?
If so, a second question is, how do I stop the initiator attempting to connect on weekends?

Thanks,

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Amar Parmar
Sent: 10 October 2014 09:20
To: Mailing list for QuickFIX/n
Subject: {{Quickfixn}} End of Day Logout


​Hi,



I am having trouble automatically logging out at the end of the day and resetting the sequence numbers. I thought this all happened automatically at the `EndTime', or do I need to handle this in code?

Here is my initiator.cfg:
# default settings for sessions
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=10
SenderCompID=XXX
StartDay=monday
EndDay=friday

[SESSION]
BeginString=FIX.4.2
TargetCompID=YYY
StartTime=06:00:00
EndTime=19:00:00
HeartBtInt=30
##LIVE
SocketConnectPort=9xxx
SocketConnectHost=1xx.xx.xxx.143
DataDictionary=../../spec/fix/FIX42.xml

Here is an extract from *.event.current.log: (nothing at 7pm, first messages around this time)
20141009-19:10:12.862 : Received logout request
20141009-19:10:12.863 : Sending logout response
20141009-19:10:12.864 : Session FIX.4.2:XXX->YYY disconnecting: Received logout request
20141009-19:10:22.855 : Connecting to 1xx.xx.xxx.143 on port 9xxx
20141009-19:10:22.863 : Connection succeeded
20141009-19:10:22.863 : Initiated logon request
20141009-19:10:22.902 : Verify failed: MsgSeqNum too low, expecting 10107 but received 1

The FIX messages immediately before and during/immediately after 19:00:00 are just the usual heartbeats, nothing more.

Thanks,



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Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
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