{{Quickfixn}} Is quickfixn resetting msg to 1 at EndTime automatically?

Mon Oct 12 19:04:38 PDT 2015

My order sending application has the following parameters:

StartTime=00:00:00

EndTime=00:00:00

ResetOnLogon=N

ResetOnDisconnect=N

ResetOnLogout=Y

The broker is telling me that we are decreasing to seq #1 while logged on and he is not sure why.  However, it must be

corrected for us to take our trading system live.

I believe from the forums that I have been reading that quickfixn expected behaviour is to reset to seq #1 at EndTime

(regardless of the settings of the “Reset” parameters).  Could someone please verify if this is the expected behaviour

and whether this is standard for FIX protocol or an implementation modification for quickfixn.

Also, as we have agreed with the broker to reset once a week (Friday’s at midnight EST), what would be the appropriate

settings on either side?

I am sort of confused about what is happening in the sequence of messages below. (we are “direc513” and the broker is “IB”)

As our EndTime is 00:00:00, at that time, we reset to #1 and a resend request (35=2) is sent.  Is the resend

request at EndTime also an expected behaviour?  (Or is this somehow related to the StartTime also being 00:00:00?)

IB then appears to reset to 34=1 (35=4) and begin sending execution reports (35=8) for a long time (which I assume are resends

as 43=Y.  Does that make sense?)

We then send an order (35=D) with seq #2 and we get rejected.

Does it appear as if the broker resets to #1 and then later jumps to #1939 or am I misinterpreting that?

Any light than anyone can shed on this issue would be massively appreciated (I realize it’s a complicated question and 

involves deep knowledge of the qfn implementation).  I promise to spread around whatever I learn in the future!

Thanks much,

Jeff

FIX -> 1444262293.668 8=FIX.4.2 9=000059 35=0 34=001934 43=N 52=20151007-23:58:13 49=IB 56=direc513 10=238

FIX <- 1444262293.955 8=FIX.4.2 9=57 35=0 34=10645 49=direc513 52=20151007-23:58:02.142 56=IB 10=203

FIX -> 1444262323.679 8=FIX.4.2 9=000059 35=0 34=001935 43=N 52=20151007-23:58:43 49=IB 56=direc513 10=242

FIX <- 1444262323.974 8=FIX.4.2 9=57 35=0 34=10646 49=direc513 52=20151007-23:58:32.151 56=IB 10=207

FIX -> 1444262353.689 8=FIX.4.2 9=000059 35=0 34=001936 43=N 52=20151007-23:59:13 49=IB 56=direc513 10=241

FIX <- 1444262353.998 8=FIX.4.2 9=57 35=0 34=10647 49=direc513 52=20151007-23:59:02.167 56=IB 10=213

FIX -> 1444262383.699 8=FIX.4.2 9=000059 35=0 34=001937 43=N 52=20151007-23:59:43 49=IB 56=direc513 10=245

FIX <- 1444262383.987 8=FIX.4.2 9=57 35=0 34=10648 49=direc513 52=20151007-23:59:32.174 56=IB 10=215

FIX -> 1444262413.710 8=FIX.4.2 9=000059 35=0 34=001938 43=N 52=20151008-00:00:13 49=IB 56=direc513 10=225

FIX <- 1444262414.010 8=FIX.4.2 9=62 35=2 34=1 49=direc513 52=20151008-00:00:02.196 56=IB 7=1 16=0 10=109

FIX -> 1444262414.010 8=FIX.4.2 9=000071 35=4 34=000001 43=Y 52=20151008-00:00:14 49=IB 56=direc513 123=Y 36=61 10=018

FIX -> 1444262414.021 8=FIX.4.2 9=000288 35=8 34=000061 43=Y 122=20151007-01:10:48 52=20151008-00:00:14 49=IB 56=direc513 11=COP-XOP.L1S.071015.83616 17=17556.1444180248.1 150=0 20=0 39=0 55=COP 38=106 44=0.00 32=0 31=0.00 14=0 151=106 6=0 54=2 37=000005d0.00004494.5613505c.0001 1=U00513 167=CS 60=20151007-01:10:48 40=1 15=USD 10=255

FIX -> 1444262414.021 8=FIX.4.2 9=000308 35=8 34=000062 43=Y 122=20151007-01:10:48 52=20151008-00:00:14 49=IB 56=direc513 11=COP-XOP.L1S.071015.83616 17=00003f61.ac2690b5.01.01 150=2 20=0 39=2 55=COP 38=106 44=0.00 32=106 30=ARCA 31=52.96 14=106 151=0 6=52.96 54=2 37=000005d0.00004494.5613505c.0001 1=U00513 167=CS 60=20151007-01:10:48 40=1 15=USD 10=213

…

FIX -> 1444262414.054 8=FIX.4.2 9=000308 35=8 34=000948 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BYD-PGR.L1B.071015.45821 17=00002b0c.ac293314.01.01 150=2 20=0 39=2 55=BYD 38=300 44=0.00 32=300 30=NYSE 31=17.77 14=300 151=0 6=17.77 54=1 37=000005d0.00004494.5614a39b.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=030

FIX -> 1444262414.054 8=FIX.4.2 9=000289 35=8 34=000949 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BMR-DRE.L1S.071015.45817 17=17556.1444208358.15 150=0 20=0 39=0 55=BMR 38=221 44=0.00 32=0 31=0.00 14=0 151=221 6=0 54=2 37=000005d0.00004494.5614a397.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=080

FIX -> 1444262414.054 8=FIX.4.2 9=000310 35=8 34=000950 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BMR-DRE.L1S.071015.45817 17=00002b45.ac293347.01.01 150=2 20=0 39=2 55=BMR 38=221 44=0.00 32=221 30=ISLAND 31=21.32 14=221 151=0 6=21.32 54=2 37=000005d0.00004494.5614a397.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=052

FIX -> 1444262414.054 8=FIX.4.2 9=000073 35=4 34=000951 43=Y 52=20151008-00:00:14 49=IB 56=direc513 123=Y 36=1939 10=145

FIX <- 1444262434.599 8=FIX.4.2 9=168 35=D 34=2 49=direc513 52=20151008-00:00:22.787 56=IB 11=COP-XOP.L1S.081015.45823 15=USD 21=2 38=106 40=1 47=A 54=1 55=COP 60=20151008-08:00:22.787 100=SMART 207=ISLAND 10=249

FIX -> 1444262434.599 8=FIX.4.2 9=000111 35=3 34=001939 43=N 52=20151008-00:00:34 49=IB 56=direc513 45=2 58=Sequence number lower than expected # 10649 10=048

Disconnect 1444262434.599

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