{{Quickfixn}} Quckfix setNextSenderMsgSeqNum method

Thu Jul 16 10:54:47 PDT 2020

Hi Grant,
 Understood, How would you suggest to sync sequence number between parties?

Thanks,
Rohan Pandit
T: 646.366.2813
rohan.pandit at Sculptor.com

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Today's Topics:

   1. Re:  Quckfix setNextSenderMsgSeqNum method (Grant Birchmeier)
      (Grant Birchmeier)
   2. Re:  Crack CollateralReportAck response. (Grant Birchmeier)

----------------------------------------------------------------------

Message: 1
Date: Thu, 16 Jul 2020 12:14:46 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quckfix setNextSenderMsgSeqNum method
        (Grant Birchmeier)
Message-ID:
        <CAMq4opOw9yhXaFsuM+NT+=ikJmmRXrmZmSW6a3Q_Y8p=0jQ6Tg at mail.gmail.com>
Content-Type: text/plain; charset="utf-8"

Rohit, this is not really a workflow I'd encourage.

However, Session does have a NextSenderMsgSeqNum property with a public setter.

I suppose you could use SessionID to lookup the Session and then you'd have a way to call the method.

But I really do think what you're doing is pretty unorthodox and not to be encouraged.

-Grant

On Wed, Jul 8, 2020 at 2:50 PM Pandit, Rohan <Rohan.Pandit at sculptor.com>
wrote:

> Hi Grant,
>  I have 2 acceptors running and I am not using common message store.
> But I am using redis cache just to store sender and target sequence
> number. So when one of my acceptors goes down then my plan is to look
> into redis for the last sender sequence number and then use
> setNextSenderMsgSeqNum method to set Sender Seq Number accordingly for
> acceptor 2. Without that I am getting MsgSeqNum too low error from the
> initiator side. Let me know if you need more information.
>
> Thanks,
> Rohan Pandit
> T: 646.366.2813
> rohan.pandit at Sculptor.com
>
>
>

--
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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Message: 2
Date: Thu, 16 Jul 2020 12:35:11 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Crack CollateralReportAck response.
Message-ID:
        <CAMq4opOYEB7eZAYt+TpZ8Wx+xfcrZCZuiZBNhf+f6D-Ad=rPiw at mail.gmail.com>
Content-Type: text/plain; charset="utf-8"

I see the problem now.  I'm sorry I missed it, but this just hasn't happened before.

DQ is simply not defined in the project's FIX50SP2 DataDictionary, thus
there is no generated class for it in the source.   According to FIXimate,
DQ was added to SP2 starting with Extension Pack 192.

The newest message in SP2 is "CG", added in Extension Pack 105.

This seems like a big oversight in the project, but an understandable one.
Most people use FIX42 or FIX44.  Some use 50 or later, but I've never seen anyone use these latest extensions before.

So, you have options.
For any option: Update your DD to define DQ.
For cracking:
option 1: Use generic message/field access methods.  You can check tag 35 to see if it's a DQ.
option 2: Create your own DQ message class option 3: Regenerate the source (which will do (2) for you)

I wish option 3 was easier.  It really should be.  The generator currently uses a crazy old version of Ruby (193).  High up on my todo list is to (in the short term) update it to a recent Ruby, then (long term) get rid of Ruby altogether.

Beyond that... man, we really need to update our DD.  Unfortunately, I think it'll need to be done by hand.

-Grant

On Thu, Jul 9, 2020 at 5:10 AM Kostas Parginos <kparginos at yahoo.gr> wrote:

> Hi Grant,
>
>     Yes my message starts with a "8=FIXT.1.1"
>
> (BA message sample: "
> 8=FIXT.1.1|9=606|35=BA|34=34|49=**********|52=20200709-09:17:57.773|56=**********|167=.......").
>
>     Also my login contains 1137=9
>
> (Logon message:
> 8=FIXT.1.1|9=77|35=A|34=43|49=**********|52=20200709-09:57:17.917|56=*
> *********|98=0|108=5|1137=9|10=061|)
>
>     I am using version 1.9.0 ( QuickFix.dll & QuickFix.FIX50SP2.dll),
> no NUGET.
>
> *Note that I have changed some real data with asterisks (**********)
> in order not avoid exposure of company's sensitive data.
>
> Thank you very much,
> Kostas Parginos.
>
>
>
> ???? ???????, 8 ??????? 2020, 10:32:31 ?.?. EEST, ? ??????? Grant
> Birchmeier <gbirchmeier at connamara.com> ??????:
>
>
> Do your log messages actually start with "8=FIXT.1.1"?
>
> And does your Login message contain "1137=9" ?
>
> Lastly, please tell me which QuickFIX library version you are using.
> If you downloaded the dll, tell me which one.  If you are using a
> NuGet package, tell me which one.
>
> On Wed, Jul 8, 2020 at 10:05 AM Kostas Parginos <kparginos at yahoo.gr>
> wrote:
>
>
> Hi Grant.
>     First of all thank you very much for your response. Indeed
> Bloomberg uses FIX50SP2 and in the DD they gave us I can see a
> definition for the DQ message, but to be honest I don't know if the
> just did some modifications to an earlier version as you mentioned. I
> could provide you with the DD if it will help you. Again thank you very much for your time.
>
> Regards,
> Kostas Parginos.
> ???? ???????, 5 ??????? 2020, 06:01:55 ?.?. EEST, ? ??????? Grant
> Birchmeier <gbirchmeier at connamara.com> ??????:
>
>
> DQ was added in FIX50SP2.   Is Bloomberg using FIX50SP2, or did they
> customize their DataDictionary to add DQ to an earlier FIX version,
> such as FIX4.4?
>
>
>
>
> On Wed, Jul 1, 2020 at 7:22 AM Kostas Parginos <kparginos at yahoo.gr> wrote:
>
> Hi Team.
>
>     I am trying to create an app that sends CollateralReport &
> TradeCaptureReport messages to a fix connection provide by Bloomberg.
> Although I have managed to crack TradeCapturereportAck messages, I
> cannot find a CollateralReportAck class to use it with the OnMessage
> callback. By looking in the log files, there are CollateralReportAck
> messages (35=DQ) coming from Bloomberg side. Do you have a solution to propose?
>
> Thanks.
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
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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
>
> This email, along with any attachments, is confidential. If you
> believe you received this message in error, please contact the sender
> immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.
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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
>
> This email, along with any attachments, is confidential. If you
> believe you received this message in error, please contact the sender
> immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.
> _______________________________________________
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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

--
This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message.?Thank you from Connamara Systems, LLC.
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