{{Quickfixn}} FW: Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Mon Sep 28 04:40:07 PDT 2020
HI,
Sorry last email i missed the config file and i do not see ResendRequest
(35=2) in the logs , and i did not override the logs and if you can help
me how to find whether the logs has been overridden
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=10
SenderCompID=xxxx
HttpAcceptPort=xxx
CheckLatency=N
LogonTimeout=10
# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.4
TargetCompID=xxxx
HeartBtInt=60
StartTime=00:00:00
EndTime=23:59:00
SocketConnectPort=xxx
SocketConnectHost=xxx.xxx.xx.xxx
FileStorePath=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\bin\Debug\filestorepath
FileLogPath=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\bin\Debug\logfile
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
SSLEnable=Y
SSLValidateCertificates=N
UseDataDictionary=Y
ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=N
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
DataDictionary=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\Libraries\FIX44.xml
With Regards,
R.Rajkumar
On Mon, Sep 28, 2020 at 4:13 PM Lanfranco Morini <Lanfranco.Morini at cegeka.it>
wrote:
> 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> 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?
>
>
>
>
> 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.
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