{{Quickfixn}} Requesting the messages from message store [Or] Resend Request

Selvaraj, Karthik (London) Karthik.Selvaraj at man.com
Wed Nov 26 07:51:52 PST 2014


Hi Grant / Mike,
   May I know the best way to request the messages from the QuickFix Message store from a specific sequence number? Is it possible?
Scenario is as follows:
   I process the messages by placing them in a queue (that means the handler can return quickly).

>>>>>>>>>>>>>>>>>
  public void OnMessage(QuickFix.FIX42.NewOrderSingle order, SessionID sessionId)
        {
            _queue.EnqueueTask(() => ProcessBrokerOrder(order));

        }

        public void OnMessage(QuickFix.FIX42.ExecutionReport executionReport, SessionID sessionId)
        {
            _queue.EnqueueTask(() => ProcessBrokerFill(executionReport));
        }
<<<<<<<<<<<<<<<<<<<


Say  if my local queue has 1000 messages (yet to be processed by my application) but if the application crashes, QuickFix Sequence number should be alright and its message store too.
The application still need to process the lost messages. The application might know the last successfully processed message's sequence number.
So what would be the best way to re-request the messages that aren't processed by the application?
Is there a way to read the message store without using the resend request?
If resend request needs to be used - May I know whether the sequence number should be set back to the required seq no first and then issue the resend request?

Thanks,
Karthik

This email has been sent by a member of the Man group (“Man”). Man’s parent company, Man Group plc, is registered in England and Wales (company number 08172396) at Riverbank House, 2 Swan  Lane, London, EC4R 3AD.
The contents of this email are for the named addressee(s) only. It contains information which may be confidential and privileged. If you are not the intended recipient, please notify the sender immediately, destroy this email and any attachments and do not otherwise disclose or use them. Email transmission is not a secure method of communication and Man cannot accept responsibility for the completeness or accuracy of this email or any attachments. Whilst Man makes every effort to keep its network free from viruses, it does not accept responsibility for any computer virus which might be transferred by way of this email or any attachments. This email does not constitute a request, offer, recommendation or solicitation of any kind to buy, subscribe, sell or redeem any investment instruments or to perform other such transactions of any kind. Man reserves the right to monitor, record and retain all electronic and telephone communications through its network in accordance with applicable laws and regulations. --UwQe9f5k7pI3vplngP

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20141126/8ba7eabf/attachment-0001.htm>


More information about the Quickfixn mailing list