{{Quickfixn}} CME ilink certification "Processing Message Gaps of More than 2500 Messages."

Zhi Jiang jiangzhi08 at gmail.com
Wed Jan 30 08:31:46 PST 2019


Here are the description of CME ilink certification
Steps of the test: Processing Message Gaps of More than 2500 Messages
1,Submit a Heartbeat message
2,Receive and process a Heartbeat message and detect sequence gap
3,Submit Resend Request messages to obtain all messages
"Invalid Resend Request messages are being sent. Please hit START TEST
button to start the test again.
Failed"
4,Receive and process a Sequence Reset - Gap Fill message
5,Submit a Heartbeat message
6,Receive and process a Heartbeat message
7,Submit a Heartbeat message

It failed on step 3.
>From the log below, Quickfixn first detect the gap (larger than 2500,
expecting
73104 but received 78304), then Quickfixn sends a resend request for first
2500 messages
(FROM: 73104 TO: 75603), then CME sends SequenceReset FROM: 73104 TO: 78306.
Here the problem is that CME expects "Submit Resend Request messages to
obtain all messages",
but Quickfixn only sends one resend request for first 2500 messages
(although later Quickfixn says
"Already sent ResendRequest FROM: 73104 TO: 78303.  Not sending another").
Is it supposed to send a few resend request to obtain all messages?
(FROM: 73104 TO: 75603), (FROM: 75604 TO: 78103),(FROM: 78104 TO: 78303)

In QuickFix/J, people also discussed this issue and seems QuickFix/J added
config
options specifically to cope with this case.
http://quickfix-j.364392.n2.nabble.com/Resend-request-can-be-rejected-with-advice-td7579215.html

In Quickfixn release notes,
https://github.com/connamara/quickfixn/blob/master/RELEASE_NOTES.md
in version 1.5.0
(patch) issue #153 - Chunked resends are now sent "on-demand" instead of
all-at-once (roji)
seems this patch is related to this issue.

My question is in new version QuickFixn 1.8.0, is there any simple way to
pass this CME certification?
Or I have to hack the Quickfixn code to write something to handle this?
Thanks.
Zhi

Quickfixn log:
<outgoing>
8=FIX.4.2☺9=89☺35=0☺34=252☺49=M6N004N☺50=0J4L☺52=20190130-15:51:30.15
5☺56=CME☺57=99☺142=US,IL☺369=73103☺10=154☺
<incoming>
8=FIX.4.2☺9=89☺35=0☺34=78304☺369=252☺52=20190130-15:51:30.799☺49=CME☺
50=99☺56=M6N004N☺57=0J4L☺143=US,IL☺10=177☺
<event> MsgSeqNum too high, expecting 73104 but received 78304
<outgoing>
8=FIX.4.2☺9=106☺35=2☺34=253☺49=M6N004N☺50=0J4L☺52=20190130-15:51:30.8
10☺56=CME☺57=99☺142=US,IL☺369=73103☺7=73104☺16=75603☺10=223☺
<event> Sent ResendRequest FROM: 73104 TO: 75603
<outgoing>
8=FIX.4.2☺9=98☺35=1☺34=254☺49=M6N004N☺50=0J4L☺52=20190130-15:51:33.81
1☺56=CME☺57=99☺142=US,IL☺369=73103☺112=TEST☺10=177☺
<event> Sent test request TEST
<incoming>
8=FIX.4.2☺9=98☺35=0☺34=78305☺369=254☺52=20190130-15:51:33.820☺49=CME☺
50=99☺56=M6N004N☺57=0J4L☺143=US,IL☺112=TEST☺10=186☺
<event> MsgSeqNum too high, expecting 73104 but received 78305
<event> Already sent ResendRequest FROM: 73104 TO: 78303.  Not sending
another.
<incoming>
8=FIX.4.2☺9=135☺35=4☺34=73104☺369=254☺52=20190130-15:51:35.991☺43=Y☺4
9=CME☺50=99☺56=M6N004N☺57=0J4L☺122=20190130-15:51:35.991☺143=US,IL☺36=78306☺123=
Y☺10=186☺
<event> Received SequenceReset FROM: 73104 TO: 78306
<outgoing>
8=FIX.4.2☺9=89☺35=0☺34=255☺49=M6N004N☺50=0J4L☺52=20190130-15:51:49.00
4☺56=CME☺57=99☺142=US,IL☺369=78305☺10=169☺
<incoming>
8=FIX.4.2☺9=89☺35=0☺34=78306☺369=255☺52=20190130-15:51:51.802☺49=CME☺
50=99☺56=M6N004N☺57=0J4L☺143=US,IL☺10=170☺
<event> ResendRequest for messages FROM: 73104 TO: 78303 has been satisfied.
<outgoing>
8=FIX.4.2☺9=89☺35=0☺34=256☺49=M6N004N☺50=0J4L☺52=20190130-15:52:04.81
1☺56=CME☺57=99☺142=US,IL☺369=78306☺10=169☺

On Tue, Jan 29, 2019 at 4:18 PM Zhi Jiang <jiangzhi08 at gmail.com> wrote:

> Dear all,
> We are working on CME ilink certification, but failed on test "Processing
> Message Gaps of More than 2500 Messages."
> It seems this was discussed some time ago for version 1.4.
>
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000797.html
>
> We are using quickfix/n 1.8.0.  Is this issue resolved in version 1.8.0?
> In our configuration file, we set
> MaxMessagesInResendRequest=2500
>
> Any suggestions are appreciated.  thanks.
> Zhi
>
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