{{Quickfixn}} Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Mon Aug 31 08:45:12 PDT 2020
Hi,
Thanks for your help
With regards,
R. Rajkumar
On Mon, 31 Aug, 2020, 8:51 PM Grant Birchmeier, <gbirchmeier at connamara.com>
wrote:
> No, we can't.
>
> The information that you've provided is not sufficient, and my attempts to
> get better info out of you have failed.
>
> You didn't try the actions that I suggested. You didn't provide the info
> that I requested. Your last email did not make any sense.
>
> If you want help, re-read my last email and do what I have asked.
>
> -Grant
>
>
>
>
> On Mon, Aug 31, 2020 at 10:10 AM Rajkumar R <kraj232 at gmail.com> wrote:
>
>> 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
>>>>>>> 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
>>>>> 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
>> 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
>
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