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

Tue Mar 28 10:39:26 PDT 2017

This is the extract from the start of the log file:

OnCreate(SessionID):  FIX.4.4:____/____->FNRA/CA
ToAdmin OUT:  8=FIX.4.49=8335=A34=149=____50=____52=20170328-14:43:24.61956=FNRA57=CA98=0108=30141=Y10=078
FromAdmin IN:  8=FIX.4.49=7935=A34=149=FNRA50=CA52=20170328-14:43:2456=____57=____98=0108=30141=Y10=133
OnLogon(SessionID):  FIX.4.4:____/____->FNRA/CA
FromApp IN:  8=FIX.4.49=38835=AE34=249=FNRA50=CA52=20170328-14:43:2456=____57=____22=131=100.4032=103000048=375558BE260=20170328-14:43:2464=2017033175=20170328487=0570=N571=87:____:00000242572=443295889.1.1.1856=01003=20000190801011=CAEN22007=14:39:1022011=2017032822016=S1454=1455=GILD4287889456=8552=254=237=NONE453=1448=____447=C452=1528=A54=137=NONE453=1448=C447=C452=1710=058
FromApp IN:  8=FIX.4.49=38835=AE34=349=FNRA50=CA52=20170328-14:43:2456=____57=____22=131=100.4032=103000048=375558BE260=20170328-14:43:2464=2017033175=20170328487=0570=N571=87:____:00000243572=443295889.2.1.1856=01003=20000190831011=CAEN22007=14:39:1022011=2017032822016=S1454=1455=GILD4287889456=8552=254=137=NONE453=1448=____447=C452=1528=A54=237=NONE453=1448=A447=C452=1710=062

I think you might be right that I might have to re-request the reports at the App level.

I am trying to find documentation on the TradeCaptureReportRequest.

var request = new TradeCaptureReportRequest(new TradeRequestID(“____”), new TradeRequestType(TradeRequestType.ALL_TRADES));

I am wondering what the TradeRequestID will be.

Thanks,
[CIB_BM_Sign_E_Q]

Kunal Changela
Credit Risk and PnL Development

Group Email: DL CRD IT NY<mailto:crditny at us.bnpparibas.com> (x841 4876, Intl: x721 4876)

787 7th Avenue, New York, NY 10019
Tel: +1 212 841 2640
Mobile: +1 917 216 8852
kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com>

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From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Tuesday, March 28, 2017 12:04 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} how to get all messages again on restart of application

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<mailto: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,
[CIB_BM_Sign_E_Q]

Kunal Changela
Credit Risk and PnL Development

Group Email: DL CRD IT NY<mailto:crditny at us.bnpparibas.com> (x841 4876, Intl: x721 4876)

787 7th Avenue, New York, NY 10019
Tel: +1 212 841 2640<tel:(212)%20841-2640>
Mobile: +1 917 216 8852<tel:(917)%20216-8852>
kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com>

[cid:image003.gif at 01D2A7C4.1ED8D0C0]

[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<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<mailto: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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