{{Quickfixn}} how to get all messages again on restart of application

Mike Gatny mgatny at connamara.com
Tue Mar 28 09:04:26 PDT 2017


Can you post more complete logs?  I would have expected to see a resend
request / sequence reset message flow in there somewhere.

It's possible that your counterparty will only ever GapFill over resend
requests, in which case your only option is to re-request the reports at
the App level instead of the Session level (the logs will tell us a lot
here).
It's also possible that your counterparty *can* support proper resend
requests if you ask them to enable it.

--
Mike Gatny
Connamara Systems, LLC

On Tue, Mar 28, 2017 at 11:34 AM, Kunal CHANGELA <
kunal.changela at us.bnpparibas.com> wrote:

> Thanks Mike.
>
> I have tried your suggestion of resetting the SEQNUM in the file and on
> restart of the application, the seqnums do indeed start again from 1 but
> the TCRs continue coming from when they left off.
>
>
>
> Last message before I stopped the app:
>
> FromApp IN:                      8=FIX.4.49=38635=AE34=108949=
> FNRA50=CA52=20170328-14:35:47571=87:____:00000241
>
>
>
> Then I reset SEQNUMS to:           0000000001 : 0000000001
>
>
>
> On restart of the app the next messages I got were:
>
> FromAdmin IN:                 8=FIX.4.49=7935=A34=149=
> FNRA50=CA52=20170328-14:43:24
>
> FromApp IN:                      8=FIX.4.49=38835=AE34=249=FNRA50=CA52=20170328-14:43:24
> 571=87:____:00000242
>
>
>
> I was hoping that I could get TCRs from one: 571=87:____:00000001
>
>
>
> Does this mean that I would have to ask the application to resend the TCR
> messages from the beginning?
>
>
>
> Thanks,
>
> [image: CIB_BM_Sign_E_Q]
>
> *Kunal Changela*
>
> *Credit Risk and PnL Development*
>
> Group Email: DL CRD IT NY <crditny at us.bnpparibas.com> (x841 4876, Intl:
> x721 4876)
>
>
>
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> kunal.changela at us.bnpparibas.com
>
>
>
> *[image: icône représentant un arbre et symbolisant la nature]  Do not
> print this document unless it is necessary, consider the environment*
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Mike Gatny
> *Sent:* Thursday, March 23, 2017 10:48 PM
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} how to get all messages again on restart of
> application
>
>
>
> On Thu, Mar 23, 2017 at 1:45 PM, Kunal CHANGELA <
> kunal.changela at us.bnpparibas.com> wrote:
>
> I am trying to find the best way to re-request all the messages for the
> day.
>
>
>
> If you want to re-request them at the SESSION level, and the session's
> seqnums reset daily, reset your next expected target seqnum to 1.  Do this
> while your app is not running.  E.g. if you are using the FileStore, you do
> this in the .seqnums file.  If you are using a database store, then you do
> this by fiddling with the database.  When you restart your app, the
> built-in ResendRequest behavior will kick in and cause all msgs from seqnum
> 1 onward to be re-requested.
>
>
>
> If you want to re-request them at the APPLICATION level, and the
> application level supports this, then do that instead.  TCRs are a good
> example... you can typically specify criteria for which reports you want,
> e.g. by date.
>
>
>
> I have seen on some forums that you could set: ResetSeqNum=Y in the config
> file?
>
> Is this a good way to achieve this?
>
>
>
> If you are going to use the SESSION level to re-request msgs, don't use
> this, or any other SessionSetting that starts with "Reset" -- it will do
> the exact opposite of what you seem to be trying to do.
>
>
>
> Or should I try a resend request specifying seq nums I want to start and
> end?
>
>
>
> No, never send a ResendRequest or any other session-level (admin) message
> yourself.  QuickFIX handles all of this for you.  If you want to trigger
> this behavior, manipulate the seqnums as described above -- the method
> above works with QuickFIX's (and FIX protocol's) built-in recovery
> mechanism.
>
>
>
> --
>
> Mike Gatny
>
> Connamara Systems, LLC
>
>
>
>
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