{{Quickfixn}} FW: Execution report not coming for few trades
Rajkumar R
kraj232 at gmail.com
Fri Oct 2 19:16:04 PDT 2020
Any help
On Thu, 1 Oct, 2020, 12:06 PM Rajkumar R, <kraj232 at gmail.com> wrote:
> 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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