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

Thu Apr 6 05:35:54 PDT 2017

You are logging on with ResetOnLogon enabled (141=Y).  This disables
session-level resend.  Remove ResetOnLogon=Y (and any other ResetOn...=Y
options) from Session Settings -- the defaults for all of them are No,
which is what you want.

(Sorry for the delay, your message got stuck in the mailing list admin
queue due to its size)

--
Mike Gatny
Connamara Systems, LLC

On Tue, Mar 28, 2017 at 1:39 PM, Kunal CHANGELA <
kunal.changela at us.bnpparibas.com> wrote:

> 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(â€œ____â€),
> new TradeRequestType(TradeRequestType.ALL_TRADES));
>
>
>
> I am wondering what the TradeRequestID will be.
>
>
>
> 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)
>
>
>
> 787 7th Avenue, New York, NY 10019
>
> Tel: +1 212 841 2640 <(212)%20841-2640>
>
> Mobile: +1 917 216 8852 <(917)%20216-8852>
>
> kunal.changela at us.bnpparibas.com
>
>
>
> *[image: icÃ´ne reprÃ©sentant 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:* 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> 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)
>
>
>
> 787 7th Avenue, New York, NY 10019
>
> Tel: +1 212 841 2640 <(212)%20841-2640>
>
> Mobile: +1 917 216 8852 <(917)%20216-8852>
>
> kunal.changela at us.bnpparibas.com
>
>
>
> *[image: icÃ´ne reprÃ©sentant 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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> integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will)
> not therefore be liable for the message if modified. Please note that
> certain functions and services for BNP Paribas may be performed by BNP
> Paribas RCC, Inc.
>
>
> Unless otherwise provided above, this message was sent by BNP Paribas, or
> one of its affiliates in Canada, having an office at 1981 McGill College
> Avenue, Montreal, QC, H3A 2W8, Canada. To the extent this message is being
> sent from or to Canada, you may unsubscribe from receiving commercial
> electronic messages by using this link: www.bnpparibas.ca/en/unsubscribe/.
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