{{Quickfixn}} Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Fri Aug 28 08:18:52 PDT 2020
HI,
We had a similar case on 18th July as well, please find the event and
message logs as well, there is no rejections
20200818-00:00:01.219 : Connecting to xxx.xxx.xxx.xxx on port xxx
20200818-00:00:16.953 : Connection succeeded
20200818-00:00:16.953 : Session reset: ResetOnLogon
20200818-00:00:16.953 : Session reset: ResetSeqNumFlag
20200818-00:00:16.953 : Initiated logon request
20200818-00:00:17.797 : Sequence numbers reset due to ResetSeqNumFlag=Y
20200818-00:00:17.813 : Received logon
20200818-10:43:10.304 : 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()
20200818-10:43:10.304 : Session reset: ResetOnDisconnect
20200818-10:43:12.539 : Connecting to 209.191.134.150 on port 443
20200818-10:43:58.258 : Connection succeeded
20200818-10:43:58.258 : Session reset: ResetOnLogon
20200818-10:43:58.258 : Session reset: ResetSeqNumFlag
20200818-10:43:58.258 : Initiated logon request
20200818-10:43:59.117 : Sequence numbers reset due to ResetSeqNumFlag=Y
20200818-10:43:59.133 : Received logon
Message log
20200818-10:43:10.242 : 8=FIX.4.4 9=58 35=0 34=645 49=xxx
52=20200818-10:43:10.242 56=FXALL 10=214
20200818-10:43:58.258 : 8=FIX.4.4 9=74 35=A 34=1 49=xxx
52=20200818-10:43:58.258 56=FXALL 98=0 108=60 141=Y 10=211
20200818-10:43:59.117 : 8=FIX.4.4 9=74 35=A 49=FXALL 56=xxx 34=1
52=20200818-10:43:58.960 108=60 141=Y 98=0 10=211
20200818-10:44:58.601 : 8=FIX.4.4 9=56 35=0 34=2 49=xxx
52=20200818-10:44:58.601 56=FXALL 10=115
With Regards,
R.rajkumar
On Fri, Aug 28, 2020 at 6:59 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:
> 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.
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
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>>>
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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.
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
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