{{Quickfixn}} FW: Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Wed Sep 30 23:36:08 PDT 2020
Hi,
Will there be any connectivity issue we set the SSLENABLED = N in config
FILE.
If we set SSLENABLED =Y, will there be any data loss due to encryption
Kindly help
With regards
R. Rajkumar
On Mon, 28 Sep, 2020, 5:10 PM Rajkumar R, <kraj232 at gmail.com> wrote:
> 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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>
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