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

[Jeff S.]

Hey Mike,

 

Thanks for the explanation.  The counter-party wants me to put the end time to Fri at 20:00 (this is EST).

 

My home/development time zone is GST+8 

 

If I set EndDay=Friday and EndTime=20:00:00,

 

a)      do I need to set StartTime and StartDay or can they be omitted?

b)      Not sure I understand the documentation regarding the correct TimeZone setting.  For EST would 

it be UTC-4 (Do I put “UTC-4” or “America/New_York”)

c)       You mention that all times are normalized to UTC.  I assume this means that I would leave the TimeZone

setting the same regardless of where my server was running in the world.

Would that be a correct assumption?

d)      Will I have to adjust this for daylight saving time twice a year?

 

Thanks for your great help.  I’m sure I’m almost there.

 

Best,

Jeff

 

 

 

 

 

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Tuesday, October 13, 2015 8:49 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Is quickfixn resetting msg to 1 at EndTime automatically?

 

On Mon, Oct 12, 2015 at 10:04 PM, Jeff S. <jeff at alphafinhk.com> wrote:

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.

 

Yes this is the expected behavior and yes this standard FIX protocol for session times.

  

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?

 

The week-long session is what is causing your issue.  You have not specified StartDay/EndDay, so your session resets daily.  Add StartDay/EndDay to get a week-long session.  Also, note that times default to UTC.  If you want Eastern Time instead, you need to also specify TimeZone.  See http://quickfixn.org/tutorial/configuration.html for how to do that.

 

I haven't looked at the FIX log you posted yet because I have a feeling that if you implement my suggestions above, your seq num problems will go away.

 

--

Mike Gatny

Connamara Systems

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