{{Quickfixn}} Execution report not coming for few trades

[Rajkumar R]

Hi,

I did not see any rejection except 1 or 2  which might be missing because
of some configuration issue only.

How to identify whether the Data Dictionary(FIX44.XML) is updated and where
to get it from quickdi/n

My error  logs as follows:

20200813-00:00:05.345 : Connecting to xxx.xxx.xxx.xxx on port xxx
20200813-00:00:06.064 : Connection succeeded
20200813-00:00:06.080 : Session reset: ResetOnLogon
20200813-00:00:06.080 : Session reset: ResetSeqNumFlag
20200813-00:00:06.080 : Initiated logon request
20200813-00:00:06.939 : Sequence numbers reset due to ResetSeqNumFlag=Y
20200813-00:00:07.158 : Received logon
20200813-08:25:41.143 : Session FIX.4.4:olam-eur->FXALL disconnecting:
System.IO.IOException:
 Unable to write data to the transport connection: An established
connection was aborted by the software in your host machine. --->
 System.Net.Sockets.SocketException: An established connection was aborted
by the software in your host machine
   at System.Net.Sockets.Socket.Send(Byte[] buffer, Int32 offset, Int32
size, SocketFlags socketFlags)
   at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset,
Int32 size)
   --- End of inner exception stack trace ---
   at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset,
Int32 size)
   at System.Net.Security._SslStream.StartWriting(Byte[] buffer, Int32
offset, Int32 count, AsyncProtocolRequest asyncRequest)
   at System.Net.Security._SslStream.ProcessWrite(Byte[] buffer, Int32
offset, Int32 count, AsyncProtocolRequest asyncRequest)
   at System.Net.Security.SslStream.Write(Byte[] buffer, Int32 offset,
Int32 count)
   at QuickFix.SocketInitiatorThread.Send(String data)
   at QuickFix.Session.Send(String message)
   at QuickFix.Session.SendRaw(Message message, Int32 seqNum)
   at QuickFix.Session.GenerateHeartbeat()
   at QuickFix.Session.Next()
   at QuickFix.Session.Next(MessageBuilder msgBuilder)
   at QuickFix.Session.NextMessage(String msgStr)
   at QuickFix.SocketInitiatorThread.ProcessStream()
   at QuickFix.SocketInitiatorThread.Read()

20200813-14:06:06.156 : Session reset: ResetOnDisconnect
20200813-14:06:12.250 : Connecting to xxx.xxx.xxx.xxx on port xxx
20200813-14:06:27.969 : Connection succeeded
20200813-14:06:27.969 : Session reset: ResetOnLogon
20200813-14:06:27.969 : Session reset: ResetSeqNumFlag
20200813-14:06:27.969 : Initiated logon request
20200813-14:06:28.812 : Sequence numbers reset due to ResetSeqNumFlag=Y
20200813-14:06:29.000 : Received logon
20200813-21:00:13.999 : Session FIX.4.4:olam-eur->FXALL disconnecting:
System.Net.Sockets.SocketException (0x80004005): An existing connection was
forcibly closed by the remote host
   at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32
timeoutMilliseconds)

With Regards,
R.Rajkumar

On Wed, Aug 19, 2020 at 7:39 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> Do you see any rejects (35=j or 35=3) in your message log?
>
> You didn't give us much to go on, but my wild guess is that they made a
> DataDictionary change that you haven't noticed, and you didn't update your
> DD, so your engine is rejecting the report because it sees a field it
> doesn't recognize.  (However, if that was true, FXAll should be receiving
> rejects from you, and you'd think they'd notice that.)
>
> On Wed, Aug 19, 2020 at 8:59 AM Rajkumar R <kraj232 at gmail.com> wrote:
>
>> Hi,
>>
>> We are using quixkfix/n for our trading platform, and it has been running
>> fine for more than a year, from last month few of the execution reports we
>> are not getting  back from fxall. The fxall team clearly says that all the
>> trades are executed and reports has been sent back to us. This is so
>> peculiar that everyday it happened in different times, so we would not find
>> out the root cause, can anybody helps, we are struggling for the last 1
>> month
>>
>> We use. Net windows service which inputs the necessary data via QuickFIX
>> to fxall, the service runs always.
>> Business people confirmed that they executed the trades in their trading
>> platform, but we are not receiving at our end.
>>
>> Example 10 trades are executed 4 may not get the execution report
>>
>> With regards,
>> Rajkumar
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>>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
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> http://connamara.com
>
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