{{Quickfixn}} OrderStatusRequest issue

xmoon 2000 xmoon2000 at googlemail.com
Thu Oct 8 08:01:54 PDT 2020


Hi Grant,

Actually this email started with snippet from my fix log!

Here is a fuller snippet:
20201008-00:24:26.799 : 8=FIX.4.4 9=86 35=A 34=1 49=yyyy
52=20201008-00:24:26.790 56=CCC 98=0 108=30 141=Y 554=xxxx 10=000
20201008-00:24:27.821 : 8=FIX.4.4 9=73 35=A 49=CCC 34=1
52=20201008-00:24:27.821 56=yyyy 98=0 108=30 141=Y 10=203
20201008-00:24:27.839 : 8=FIX.4.4 9=67 35=h 49=CCC 34=2
52=20201008-00:24:27.822 56=yyyy 336=0 340=2 10=194
20201008-00:24:56.861 : 8=FIX.4.4 9=55 35=0 34=2 49=yyyy
52=20201008-00:24:56.860 56=CCC 10=122
20201008-00:24:57.822 : 8=FIX.4.4 9=55 35=0 49=CCC 34=3
52=20201008-00:24:57.823 56=yyyy 10=123
20201008-00:25:27.824 : 8=FIX.4.4 9=55 35=0 49=CCC 34=4
52=20201008-00:25:27.825 56=yyyy 10=124
20201008-00:25:32.213 : 8=FIX.4.4 9=55 35=0 34=3 49=yyyy
52=20201008-00:25:30.211 56=CCC 10=106
20201008-00:25:57.825 : 8=FIX.4.4 9=55 35=0 49=CCC 34=5
52=20201008-00:25:57.826 56=yyyy 10=129
20201008-00:26:02.234 : 8=FIX.4.4 9=55 35=0 34=4 49=yyyy
52=20201008-00:26:00.233 56=CCC 10=109
20201008-00:26:27.827 : 8=FIX.4.4 9=55 35=0 49=CCC 34=6
52=20201008-00:26:27.827 56=yyyy 10=129

Line 1263 is in FromApp():
1263                               Crack(msg, sessionID);

As you can see, there is no 35=j message. For your info, this issue
has never occurred until I upgraded to the latest quikFIXn version -
all else works fine.

On Thu, 8 Oct 2020 at 14:57, Grant Birchmeier <gbirchmeier at connamara.com> wrote:
>
> 1) Don't catch-and-swallow that exception!  If you need to catch and read it, after you log it make sure to call `throw();` to re-throw it up the stack so the engine can catch it and send appropriate rejects.
>
> 2) Regarding your exception: Line 1263 isn't from your OnMessage, is it?  I doubt it.  I suspect that you are missing an OnMessage() call for some other message type.  Your app is probably sending a 35=j when this happens.  Look at your message log, find the 35=j, and read it to see what message type you're forgetting to handle.
>
> 3) Your message log is the most important thing you have for diagnosing message problems.  Not console prints, not the event log, but the *message* logs that record every FIX message that is sent and received.  I get the impression that you aren't looking at it.  Make sure you are using a FileLogFactory, and look at your message logs!
>
>
>
>
>
>
> On Thu, Oct 8, 2020 at 8:20 AM xmoon 2000 <xmoon2000 at googlemail.com> wrote:
>>
>> Grant,
>>
>> I have this:
>>
>>      public void OnMessage(QuickFix.FIX44.TradingSessionStatus
>> message, SessionID sessionID)
>>         {
>>             try
>>             {
>>                 MyLog("Trading Message Status");
>>             }
>>             catch (Exception err)
>>             {
>>                 MyLog("Trading Message Status issue: "+err.Message+"
>> "+err.StackTrace);
>>             }
>>         }
>>
>> And I get this error early in day, and no error an hour later:
>>
>> Cracker Exception: QuickFix.UnsupportedMessageType: Exception of type
>> 'QuickFix.UnsupportedMessageType' was thrown.
>>    at QuickFix.MessageCracker.Crack(Message message, SessionID sessionID)
>>    at OMS1.OrdersInitiator.FromApp(Message msg, SessionID sessionID)
>> in C:\Projects\OMS1\OMS1\OrdersInitiator.cs:line 1263
>> OMS1
>>
>> On Fri, 2 Oct 2020 at 16:38, Grant Birchmeier <gbirchmeier at connamara.com> wrote:
>> >
>> > It's not an admin message, and it's not one of the message types that the engine automatically handles.
>> >
>> > Unless you've implemented "OnMessage(TradingSessionStatus msg)", I'd expect your app to respond with a 35=j reject (with 380=3/UnsupportedMessageType).  If you just want to ignore it, then implement that method with an empty body.
>> >
>> > If you have observed that your app has been silently ignoring this message in the past, then I cannot explain that.  I would first suggest that you might be mistaken :)
>> >
>> > On Fri, Oct 2, 2020 at 4:10 AM xmoon 2000 <xmoon2000 at googlemail.com> wrote:
>> >>
>> >> Hi,
>> >>
>> >> I always receive a 35=h message from a particular server straight after logon.
>> >>
>> >> I have not written any code to handle this message - I assume it is
>> >> handled by QuickFIXn automatically like a heartbeat?
>> >>
>> >> Today, for the first time, this message caused a Cracker exception. On
>> >> restarting the connecting, the message did NOT generate a Cracker
>> >> exception as usual.
>> >>
>> >> What might have happened to cause the message to create a Cracker exception?
>> >>
>> >> This message caused exception:
>> >> 20201002-00:23:51.253 : 8=FIX.4.4 9=67 35=h 49=yyy 34=2
>> >> 52=20201002-00:23:51.234 56=xxxxxxx 336=0 340=2 10=181
>> >>
>> >> This did not:
>> >> 20201002-03:05:29.953 : 8=FIX.4.4 9=67 35=h 49=yyy 34=2
>> >> 52=20201002-03:05:29.947 56=xxxxxxxt 336=0 340=2 10=200
>> >> _______________________________________________
>> >> Quickfixn mailing list
>> >> Quickfixn at lists.quickfixn.com
>> >> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> >
>> >
>> >
>> > --
>> > Grant Birchmeier
>> > Connamara Systems, LLC
>> > Made-To-Measure Trading Solutions.
>> > Exactly what you need. No more. No less.
>> > http://connamara.com
>> >
>> > 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._______________________________________________
>> > Quickfixn mailing list
>> > Quickfixn at lists.quickfixn.com
>> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> _______________________________________________
>> Quickfixn mailing list
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>
>
>
> --
> Grant Birchmeier
> Connamara Systems, LLC
> Made-To-Measure Trading Solutions.
> Exactly what you need. No more. No less.
> http://connamara.com
>
> 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._______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com



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