{{Quickfixn}} ResetOnLogon/ResetOnLogoff behavior

Mike Gatny mgatny at connamara.com
Tue Aug 2 09:19:48 PDT 2016


In general, if the daily session reset is occurring at a specific
agreed-upon time, it is recommended to set the StartTime and EndTime
options in your SessionSettings.  These default to UTC, but you can either
set UseLocalTime=Y or use the TimeZone option to override that (be careful
here if you and your broker observe different rules for daylight saving
time).  If you don't set StartTime/EndTime, qf/n doesn't know when to set
seqnums back to 1.  ResetOnLogon and friends are way to treat every
logout/logon as a reset back to seqnum 1, but I recommended avoiding that
unless you are really sure you want it.  Using those options thwarts FIX
protocol's ability to fulfill resend requests.

If you can post your session settings, message log, and event log, we may
be able to figure out more about exactly what happened in your case.

Config details here: http://quickfixn.org/tutorial/configuration.html
If you are using an older version of qf/n, you may want to upgrade to the
latest: http://quickfixn.s3.amazonaws.com/quickfixn-v1.7.0.zip



--
Mike Gatny
Connamara Systems, LLC

On Wed, Jul 13, 2016 at 4:34 AM, Jeff Stryer <jeff at alphafinhk.com> wrote:

> Hello,
>
> Our broker wants to do a daily reset.  Initially, we were using
> ResetOnLogon=Y/ResetOnLogoff=N.
> It was ok until we had a mid-day restart and then they were continually
> getting 34=A, 35=1 mid day
> and rejecting it and it was bouncing until it had to be manually reset.
>
> We tried setting Logon=N/Logoff=Y, thinking that it would reset at Logoff
> and then still be expecting 1 on
> Logon the next day but it was expecting a large number and got back 1 from
> the broker and logged off.
>
> What am I missing here?  Did this happen because the broker was not
> resetting on Logoff or something
> else?  Clearly I don't completely understand the protocol and haven't been
> able to find a good
> explanation yet online.  Any help appreciated.
>
> Thanks,
> Jeff
>
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