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

[Lanfranco Morini]

Hi,
 since you didn’t find ERs in your log, I was expecting that you find almost a ResendRequest (35=2) for each missed MsgSeqNum: didn’t you find them?
If not, it seems that you overrode the log writing and, in the same way you lose the ER, you are not able to write the ER message in your log…
Did you notice in your log a gap in the FXALL MsgSeqNum sent?

I’m not aware of a bug about the automatic send of a ResendRequest in case of a missing message, so it could only mean that your QuickFIX/n correctly received every message, but you lost them once received them…
A little suggestion: try to exclude every piece of custom code (such as log writing) and let QuickFIX/n do its work natively: in this way you can verify where is actually the problem…

Best,
Lan

From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of Rajkumar R
Sent: lunedì 28 settembre 2020 11:10
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,

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<mailto: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<mailto: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<mailto: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<mailto:quickfixn at lists.quickfixn.com>>
Cc: Arun Sivaprakash <arunsivaprakash at gmail.com<mailto: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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