{{Quickfixn}} Incoming sequence number lower than expected.

[Jeff S.]

Awesome – Thanks for that.

 

Jeff

 

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Friday, September 25, 2015 9:24 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Incoming sequence number lower than expected.

 

Jeff, if they are rebooting at midnight and resetting seqnums, you should set your StartTime/EndTime to midnight.  And set your TimeZone appropriately so you don't have DST issues twice per year.  




--

Mike Gatny
Connamara Systems, LLC

 

On Fri, Sep 25, 2015 at 2:03 AM, Jeff S. <jeff at alphafinhk.com> wrote:

Hi Mike,

 

Thanks for the answer.  Turns out the broker was doing a hard seq #

reset to 1 every day after their midnight reboot which is why I was

rejecting it.  They stopped that so the problem seems to have gone

away.  On the other hand, you are probably correct that my start/end

time is likely out of synch with them.

 

However, after that, I started getting all sorts of weird messages like

“market orders not trading” or “ambiguous contract” etc.  I’m sure these

are broker  related but it was strange nonetheless.

 

Thanks,

Jeff

 

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Thursday, September 24, 2015 10:31 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Incoming sequence number lower than expected.

 

On Tue, Sep 22, 2015 at 3:56 AM, Jeff S. <jeff at alphafinhk.com> wrote:

 I guess I just need to send this message below indicating what they should set it to.  

 

Jeff,

 

The SequenceReset message is an admin-level message, which means you should not be sending it manually --  QF will send it when necessary.  Recovering from lower-than-expected incoming seq nums requires manual intervention.

 

Also wondering why it would get out of sequence so badly….

 

Once possibility is that your session start/end time does not match your counterparty's.

 

--

Mike Gatny


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