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

[Lanfranco Morini]

Hi Rajkumar,
I’m quite sure that no bugs are affecting your QuickFIX/n.

I can add some further considerations to this premise (which surely will not be exhaustive)

  1.  A Logon message with 141=Y during the trading day is very dangerous: after this kind of logon, you (and your counterparty) “lose” every application message sent before (read: a resend request for some execution reports exchanged before the new logon will not returns anything, because both of FIX Engines erase every sequence numbers and their related messages)
  2.  From the messages log that you sent (even if partial), it can be deducted that the disconnection comes from a network failure (no test request, nor logout messages are in your log)
  3.  FXALL seems to have some problem in managing your messages, in fact they sent a test request (35=1) at 20200828-13:29:53.409 (you registered it at 20200828-13:30:15.911) even if you sent a previous message at 52=20200828-13:29:57.833 (less than 60 seconds configured as HeartBeat interval)
     *   Another alternative can be that there are some latency on the network (it can also cause a forced closure of the network connection between you and FXALL): this can be deducted looking at the timestamp differences in several messages

example

20200828-13:28:42.130 : 8=FIX.4.4  9=74  35=A  34=1  49=xxxxxxx  52=20200828-13:28:42.130  56=FXALL  98=0  108=60  141=Y  10=200

20200828-13:28:43.005 : 8=FIX.4.4  9=74  35=A  49=FXALL  56=xxxxxxx  34=1  52=20200828-13:28:42.963  108=60  141=Y  98=0  10=214

From this two logon message we can note that comparing tag 52 timestamp and the log time stamp (written before the message) you received the FXALL message at least after 42ms they sent it 13:28:43.963 vs. 13:28:43.005

But if we look at the test request sent by FXALL you received it after 22 seconds they sent it

20200828-13:30:15.911 : 8=FIX.4.4  9=78  35=1  49=FXALL  56=xxxxxxx  34=8  52=20200828-13:29:53.409  112=20200828-13:29:53  10=198

We can say that changing the 141=1 settings can help to better understand what is causing the disconnection and probably the loss of messages, in fact without a forced sequence reset during logon, an automatic alignment of the lost messages should happen after logon…

Last but not least: if FXALL is sure that they sent the execution reports that you miss, they should be able to provide you their MsgSeqNum: in this case you are able to look for them in your log and verifiy if really lost themo or if they never arrived\never been sent

I wait for your feedback related to my considerations,

Best regards,
Lanfranco


From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of Rajkumar R
Sent: mercoledì 2 settembre 2020 09:35
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Cc: Arun Sivaprakash <arunsivaprakash at gmail.com>
Subject: Re: {{Quickfixn}} FW: Execution report not coming for few trades

Hi LanFranco,

Thanks for your concern.

Below attached files are
1.FIX Connectivity (FIX.4.4-olam-eur-FXALL.event.current)
2.FIX Message Logs ( FIX.4.4-olam-eur-FXALL.messages.current) 3.configuration file (QfSettings.txt)

The message logs is extracted based on the event logs disconnectivity timings

Note : I have already shared the event & message on  28-Aug-2020

If any more inputs required do please let me know

Thanks in advance

With Regards,
R.Rajkumar



On Mon, Aug 31, 2020 at 9:58 PM Lanfranco Morini <Lanfranco.Morini at cegeka.it<mailto:Lanfranco.Morini at cegeka.it>> wrote:
Rajkumar,
we never received the messages log that you wrote you have sent, and also config file never arrive: without messages it is impossible to understand what went wrong on your Fix Engine

That’s why Grant said that is impossible to help you: FIX Protocol is message based and each message is the consequence of the previous one, we need them to understand if you missed\discard the execution reports or if your counterparty never sent (even if they say the opposite)…

Hope it can help…

Lanfranco


From: Quickfixn <quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>> On Behalf Of Rajkumar R
Sent: lunedì 31 agosto 2020 17:45
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} Execution report not coming for few trades

Hi,

Thanks for your help

With regards,
R. Rajkumar
On Mon, 31 Aug, 2020, 8:51 PM Grant Birchmeier, <gbirchmeier at connamara.com<mailto: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<mailto: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<mailto: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<mailto: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
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