{{Quickfixn}} Enhanced CME Globex Resend Logic

[Kumkuma Sundar Nachimuthu]

Hi All
I am using QuickFix/N Framework  . I am facing issue in implementing Enhanced Resend Request as per the AutoCert tool for CME . Does QuickFix/n support the Enhanced resend request logic
Many thanks for your assistance

Thanks
Sundar

From: Kumkuma Sundar Nachimuthu
Sent: Thursday, August 29, 2019 8:16 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: RE: {{Quickfixn}} Enhanced CME Globex Resend Logic

Thanks Grant  . Please find below is the extract on CME ERR( Enhanced Resend Request)

https://www.cmegroup.com/confluence/display/EPICSANDBOX/Drop+Copy+Session+Layer+-+Resend+Request
Basic resend logic as defined by the FIX protocol will fail in the scenario in which, once a gap is detected and a resend request initiated, the counterparty continues to send incrementally out-of-sequence messages (known in FIX protocol as 'gap continuation'), each of which triggers another resend request. In high TPS situations, this will create a loop or hard disconnect.
Enhanced resend logic solves this problem by identifying any resend request sent in a 'gap continuation' scenario as a duplicate Resend Request which the counterparty can discard. Therefore a system implementing enhanced resend logic must observe the following rules:
·       A newly detected message sequence gap must be distinguished from a continuation of a gap and a new gap versus a duplicate Resend Request must be issued accordingly.
·       When a message sequence number gap is newly detected (the sequence number received is greater than expected), issue a new Resend Request on its own sequence number. The requested sequence number range must be the next expected sequence number to infinity.
·       For each subsequent message that constitutes a continuation of the gap, issue a duplicate Resend Request. This message must be sent on the same message sequence number of the original Resend Request, tag 43-PossDupFlag must be set to 'Y' and tag 122-OrigSendingTime must not be sent.
·       The FIX Engine should detect receipt of the first message sent in response to a previous Resend Request and discontinue issuing the Resend Requests marked PossDup.
·       The FIX Engine should issue a new Resend Request, if needed, only after the receipt of the counterparty's response has been completed.
·       For resend requests from the Client System to CME Globex, both basic and enhanced resend logic are supported.
Thanks Again for your assistance

Thanks
Sundar


From: Quickfixn <quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>> On Behalf Of Grant Birchmeier
Sent: Thursday, August 29, 2019 7:52 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} Enhanced CME Globex Resend Logic

I'm pretty sure we do, but I can't say for sure unless you remind me what CME's ERR actually is.

If you haven't looked at the configuration options, you should definitely do that.
http://quickfixn.org/tutorial/configuration.html

On Wed, Aug 28, 2019 at 11:23 PM Kumkuma Sundar Nachimuthu <sundar.nachimuthu at cubelogic.com<mailto:sundar.nachimuthu at cubelogic.com>> wrote:
Hi
 I am using  Quick Fix/n  to  build a FIX client Application. The need is to have “Enhanced Resend Request “ Logic for CME as per AutoCert+ Test Suite  .

Can anyone assist me ,whether QuickFix/n supports this flow

Regards
Sundar

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