{{Quickfixn}} Enhanced CME Globex Resend Logic

[Grant Birchmeier]

Sundar,

It appears QF/n does not support this currently.

-Grant

On Wed, Sep 4, 2019 at 9:55 PM Kumkuma Sundar Nachimuthu <
sundar.nachimuthu at cubelogic.com> wrote:

> 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> *On Behalf Of *Grant
> Birchmeier
> *Sent:* Thursday, August 29, 2019 7:52 PM
> *To:* Mailing list for QuickFIX/n <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> 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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>
>
>
> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
> The information in this e-mail and any attachments is confidential and
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-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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