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

Grant Birchmeier gbirchmeier at connamara.com
Fri Aug 28 06:29:35 PDT 2020 

That is an event log, and does not tell us much.  The stacktrace there
would kill our connection, not silently drop a message.

I would look at your message log at the time periods where you're supposed
to have received the messages.

   1. If your counterparty is actually sending them, you should see them in
   your message log.
   2. If you see the "missing" message is your message log, then look for a
   reject (35=3 or 35=j).
   - If there's a reject, look at the cause and address it
      - If there's no reject, then the message was sent up to your
      OnMessage() call back, and it was lost in your application code.


On Fri, Aug 28, 2020 at 2:06 AM Rajkumar R <kraj232 at gmail.com> wrote:

> 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
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>
>>
>> --
>> 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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