{{Quickfixn}} Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Mon Aug 31 08:09:59 PDT 2020
Hi,
Can anybody help please.
With regards,
R. Rajkumar
On Fri, 28 Aug, 2020, 10:27 PM Rajkumar R, <kraj232 at gmail.com> wrote:
> 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
>>>>> 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.
>>>> _______________________________________________
>>>> Quickfixn mailing list
>>>> Quickfixn at lists.quickfixn.com
>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-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.
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>
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