{{Quickfixn}} Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Fri Aug 28 09:57:44 PDT 2020
Hi,
Am sorry in my previous mail I have taken a wrong date of current and
message logs, that is the reason I have resent the 18jul2020 logs of
current and message log which match the timestamps. Just to have clarity I
have added the config file as well.
With regards,
Rajkumar
Regards,
Rajkumar
On Fri, 28 Aug, 2020, 9:07 PM Grant Birchmeier, <gbirchmeier at connamara.com>
wrote:
> With all due respect, I get the impression that you don't really know what
> you're doing.
>
> It's like you're sending me pastes of errors that you aren't even
> reading. They have nothing to do with app-layer messaging. Do these
> timestamps even correspond with any ExecutionReports that you're supposedly
> missing?
>
> You're sending logs for connection drops. I already told you what I think
> of these. I think they have nothing to do with your missed messages.
>
> Do this:
>
> 1. Ask your counterparty for a message that they sent that you missed.
> 2. Go in your message log, find that time, and look at what's
> happening.
>
> If you wish to ask for further help, please send details about (1) and (2).
>
> -Grant
>
> On Fri, Aug 28, 2020 at 10:19 AM Rajkumar R <kraj232 at gmail.com> wrote:
>
>> 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
>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>
>>>> _______________________________________________
>>>> Quickfixn mailing list
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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
>>>
>> _______________________________________________
>> Quickfixn mailing list
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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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