{{Quickfixn}} Requesting the messages from message store [Or] Resend Request
Grant Birchmeier
gbirchmeier at connamara.com
Wed Nov 26 08:09:03 PST 2014
The message store is not appropriate for such a purpose.
You'll need to implement your own persistent store if you are worried about
application crashes.
Furthermore, you should never manually send a ResendRequest; this is
basically lying to the counterparty, telling them there was a transmission
problem when there actually wasn't. The engine will send a ResendRequest
when necessary; the application logic should not.
On Wed, Nov 26, 2014 at 9:51 AM, Selvaraj, Karthik (London) <
Karthik.Selvaraj at man.com> wrote:
> 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
>
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--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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