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

Rajkumar R kraj232 at gmail.com
Mon Sep 28 02:09:54 PDT 2020


Hi,

we have examined the FXALL logs , they do send the ER , but we are not
received in our FIX logs.


FromApp code snippet:

  public void FromApp(Message message, SessionID sessionID)
        {
            //  Console.WriteLine("IN:  " + message.ToString());
            try
            {
                logFile.WriteErrorLog("From App Method IN MESSAGE " +
message.ToString());
                logFile.WriteErrorLog("From App Method - GetSessionID " +
message.GetSessionID(message));
                logFile.WriteErrorLog("Crack Method Starts");
                Crack(message, sessionID);
                logFile.WriteErrorLog("Crack Method Ends");
            }
            catch (Exception ex)
            {
                logFile.WriteErrorLog("FromApp Method - Crack Exception");
                logFile.WriteErrorLog("FromApp Method " + ex.ToString());
                logFile.WriteErrorLog("FromApp Method " +
ex.StackTrace.ToString());
             }

Note:  We are storing the data in 2 tables  , one for FIX Messages and
Execution Report and we use it in  our internal  OMS platform.


  public void OnMessage(QuickFix.FIX44.ExecutionReport
OrderExecutionReport, SessionID s)
 {

     // once we receive the data  (FIX Message and execution report)  and
we store in the above mentioned tables ,  and our  internal logics will  be
happening here.

 }


FromAdmin Event  - We are sending the orders to FXALL (it is an .NET
windows service)


Can you please suggest whether any change is required in the flow.


With Regards,

R.Rajkumar

On Fri, Sep 25, 2020 at 7:13 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> (stripping out images & history to knock the email size down again so I
> stop having to manually approve huge responses --Grant)
>
>
> On Fri, Sep 25, 2020 at 8:01 AM Lanfranco Morini <
> Lanfranco.Morini at cegeka.it> wrote:
>
>> Rajkumar,
>>
>> keep in mind that if they sent an Execution Report with a MsgSeqNum (tag
>> 34) and a SendingTime (tag 52) and you didn’t receive it, at the next
>> MsgSeqNum received, noting the missing sequence number, your FIX Engine
>> should have sent automatically a ResendRequest message…
>>
>>
>>
>> Summarizing: the cases are two:
>>
>> 1st they didn’t actually send any ER,
>>
>> 2nd they sent it and you received it (and, as per Grant email, you
>> should find it in your logs), but you lost it during processing FromApp
>> callback…
>>
>>
>>
>> Best
>>
>> Lan
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> *From:* Quickfixn <quickfixn-bounces at lists.quickfixn.com> *On Behalf Of *Grant
>> Birchmeier
>> *Sent:* giovedì 24 settembre 2020 15:58
>> *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
>>
>>
>>
>> Did their logs show that they sent an Execution report?
>>
>>
>>
>> If yes, what did your logs show at the same time?
>>
>>
>>
>
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