{{Quickfixn}} Existing Connection Forcibly Closed

Thu Sep 17 11:01:28 PDT 2015

Can you post your (possibly lightly sanitized) messages log? Also, note
that admin-type messages (logon, heartbeat, test request) are skipped
during a resend.

--
Mike Gatny
Connamara Systems, LLC

On Thu, Sep 17, 2015 at 1:31 PM, Ian Clements <
ian.clements at investmentsoftwareltd.com> wrote:

> Further to the issue of the connection being forcibly closed I have found
> we are now missing a significant number of messages when we manage to
> reconnect as it seems we get sequence resets that skip over messages even
> though we request them which is really messes things up.  I have included
> our QuickFix engine log if anyone can shed some light on what has gone
> wrong it would be greatly appreciated.  The messages we lost were sent
> during the session disconnect I have included some missing sequence numbers
> below but we are missing over 100 in total.  Probably my ignorance of FIX
> but I had assumed we should have recovered these messages when we
> reconnected and it looks like it is attempting to do that.
>
>
>
> 20078
>
> 22080
>
> 23074
>
> 24079
>
> 26088
>
> 27065
>
>
>
>
>
> 20150917-14:20:48.575 : Created session
>
> 20150917-14:20:48.584 : Connecting to xxx.xxx.xxx.xx on port xxxxx
>
> 20150917-14:20:50.268 : Connection succeeded
>
> 20150917-14:20:50.294 : Initiated logon request
>
> 20150917-14:20:50.429 : Received logon
>
> 20150917-14:27:32.281 : Session FIX.4.2:xxxxxxxxxxxxxxxxxxxxxxxxxxx
> disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing
> connection was forcibly closed by the remote host
>
>    at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
> timeoutMilliseconds)
>
>    at QuickFix.SocketInitiatorThread.Read()
>
> 20150917-14:27:49.004 : Connecting to xxx.xxx.xxx.xx on port xxxxx
>
> 20150917-14:27:50.597 : Connection succeeded
>
> 20150917-14:27:50.598 : Initiated logon request
>
> 20150917-14:27:50.671 : Received logon
>
> 20150917-14:27:50.671 : MsgSeqNum too high, expecting 19768 but received
> 20464
>
> 20150917-14:27:50.673 : Sent ResendRequest FROM: 19768 TO: 0
>
> 20150917-14:27:50.680 : Got resend request from 2846 to 0
>
> 20150917-14:27:50.683 : Sent SequenceReset TO: 2849
>
> 20150917-14:27:50.749 : ResendRequest for messages FROM: 19768 TO: 0 has
> been satisfied.
>
> 20150917-14:27:50.750 : Received SequenceReset FROM: 19768 TO: 20466
>
> 20150917-14:28:13.200 : Session
> FIX.4.2:xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx disconnecting:
> System.Net.Sockets.SocketException (0x80004005): An existing connection was
> forcibly closed by the remote host
>
>    at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
> timeoutMilliseconds)
>
>    at QuickFix.SocketInitiatorThread.Read()
>
> 20150917-14:28:49.073 : Connecting to xxx.xxx.xxx.xx on port xxxxx
>
> 20150917-14:28:51.039 : Connection succeeded
>
> 20150917-14:28:51.039 : Initiated logon request
>
> 20150917-14:28:51.157 : Received logon
>
> 20150917-14:28:51.157 : MsgSeqNum too high, expecting 21452 but received
> 22099
>
> 20150917-14:28:51.157 : Sent ResendRequest FROM: 21452 TO: 0
>
> 20150917-14:28:51.161 : MsgSeqNum too high, expecting 21452 but received
> 22100
>
> 20150917-14:28:51.161 : Already sent ResendRequest FROM: 21452 TO: 0.  Not
> sending another.
>
> 20150917-14:28:51.279 : ResendRequest for messages FROM: 21452 TO: 0 has
> been satisfied.
>
> 20150917-14:28:51.279 : Received SequenceReset FROM: 21452 TO: 22101
>
> 20150917-14:29:17.136 : Session FIX.4.2:xxxxxxxxxxxxxxxxxxxxxxxxxxxx
> disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing
> connection was forcibly closed by the remote host
>
>    at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
> timeoutMilliseconds)
>
>    at QuickFix.SocketInitiatorThread.Read()
>
> 20150917-14:29:49.139 : Connecting to xxx.xxx.xxx.xx on port xxxxx
>
> 20150917-14:29:50.465 : Connection succeeded
>
> 20150917-14:29:50.465 : Initiated logon request
>
> 20150917-14:29:50.543 : Received logon
>
> 20150917-14:29:50.543 : MsgSeqNum too high, expecting 23055 but received
> 24855
>
> 20150917-14:29:50.543 : Sent ResendRequest FROM: 23055 TO: 0
>
> 20150917-14:29:50.551 : MsgSeqNum too high, expecting 23055 but received
> 24856
>
> 20150917-14:29:50.551 : Already sent ResendRequest FROM: 23055 TO: 0.  Not
> sending another.
>
> 20150917-14:29:50.617 : ResendRequest for messages FROM: 23055 TO: 0 has
> been satisfied.
>
> 20150917-14:29:50.617 : Received SequenceReset FROM: 23055 TO: 24857
>
> 20150917-14:30:15.978 : Session FIX.4.2:xxxxxxxxxxxxxxxxxxxxxxxxxxx
> disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing
> connection was forcibly closed by the remote host
>
>    at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
> timeoutMilliseconds)
>
>    at QuickFix.SocketInitiatorThread.Read()
>
>
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Ian Clements
> *Sent:* 17 September 2015 16:03
>
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} Existing Connection Forcibly Closed
>
>
>
> Running on my local development machine behind a firewall which connects
> via fibre to our DNS server which is off site in a data centre then out via
> another firewall (I think).
>
>
>
> Could it be a firewalls killing it thinking it’s hostile traffic?
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com
> <quickfixn-bounces at lists.quickfixn.com>] *On Behalf Of *Christopher
> Karpyszyn
> *Sent:* 17 September 2015 15:59
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} Existing Connection Forcibly Closed
>
>
>
> It could be a network issue. What kind of environment is the application
> running from?
>
>
>
> Chris
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com
> <quickfixn-bounces at lists.quickfixn.com>] *On Behalf Of *Ian Clements
> *Sent:* Thursday, September 17, 2015 10:49 AM
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} Existing Connection Forcibly Closed
>
>
>
> Thanks Grant.
>
>
>
> That’s kind of what I figured but they didn’t seem so impressed when I
> implied it might be them - they said we were connecting to the best
> hardware which loads of people were connecting to and it was our fault!
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com
> <quickfixn-bounces at lists.quickfixn.com>] *On Behalf Of *Grant Birchmeier
> *Sent:* 17 September 2015 15:44
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} Existing Connection Forcibly Closed
>
>
>
> "An existing connection was forcibly closed* by the remote host*"
>
> Basically, Bloomberg hung up on you.
>
> The only way to find out why is to ask them.
>
>
>
> I mean, check your logs first to see if something looks weird, but
> otherwise reach out to Bloomberg's support.
>
>
>
>
>
> On Thu, Sep 17, 2015 at 9:34 AM, Ian Clements <
> ian.clements at investmentsoftwareltd.com> wrote:
>
> Hi all,
>
>
>
> I have an established connection to a Bloomberg FIX acceptor over SSL.
> The problem is when I am doing fills for a large quantity of orders (1000
> in this case with 10 fills per order) I am getting the following exception…
>
>
>
> disconnecting: System.Net.Sockets.SocketException (0x80004005): An
> existing connection was forcibly closed by the remote host
>
>    at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
> timeoutMilliseconds)
>
>    at QuickFix.SocketInitiatorThread.Read()
>
>
>
> QuickFix/N reconnects and resumes filling and after a few of these
> exceptions and reconnects all orders end up filled.  I was wondering what
> is causing this exception and how do I prevent it.
>
>
>
> Any help would be really appreciated.
>
>
>
> Many thanks,
>
> Ian.
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
>
>
>
> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20150917/6ad3d75b/attachment-0002.htm>