{{Quickfixn}} Quick fix Missing trades

[Veduruparthi Raju]

We have recently noticed that some of the trades which are being sent from
the ICE exchange are missing and when I have analyzed the quick fix message
logs, I did see that ICE servers are sending all the trade messages and
also have validated the seq num are in order and everything looks fine.  I
do not see any rejection messages.

It looks like the FromApp and the OnMessage callbacks are not being invoked
for a few of the trades when processing and thereby missing the trades.

The message processor implementation is a separate delegate.

Can you please advise as to what is going wrong and how to
troubleshoot this issue and if you have ever addressed this issue
before, is there any suggested fix ?

Appreciate your response.

As an example: The below are the three trades we received and the
trade  *17=38006087
*is missing and the rest two trades have successfully been processed.

8=FIX.4.4 9=568 35=AE 49=ICE *34=291* 52=20220307-15:54:09.266 56=14745
57=2 571=2985139 487=0 856=0 828=0 150=F *17=38006084* 39=2 570=N
55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601
917=20220630 32=1 31=118.81 9018=1 9022=1 75=20220307
60=20220307-15:54:09.266 9413=0 9028=288003 9707=4 552=1 54=2 37=38006081
11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC
447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D
452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W
447=D 452=54 77=O 9121=Basel 10=006

8=FIX.4.4 9=568 35=AE 49=ICE *34=292* 52=20220307-15:54:09.266 56=14745
57=2 571=2985143 487=0 856=0 828=0 150=F *17=38006087* 39=2 570=N
55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601
917=20220630 32=1 31=118.80 9018=1 9022=1 75=20220307
60=20220307-15:54:09.266 9413=0 9028=288004 9707=4 552=1 54=2 37=38006081
11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC
447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D
452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W
447=D 452=54 77=O 9121=Basel 10=005


8=FIX.4.4 9=568 35=AE 49=ICE *34=293* 52=20220307-15:54:09.266 56=14745
57=2 571=2985146 487=0 856=0 828=0 150=F *17=38006088* 39=2 570=N
55=5166944 48=BRN FMM0022! 22=8 461=FXXXXX 207=IFEU 9064=0 916=20220601
917=20220630 32=2 31=118.80 9018=2 9022=1 75=20220307
60=20220307-15:54:09.266 9413=0 9028=288006 9707=4 552=1 54=2 37=38006081
11=485644729 453=8 448=fhyland 447=D 452=11 448=XXXXXX Enterprises LLC
447=D 452=13 448=14745 447=D 452=56 448=8745 447=D 452=4 448=M4G764 447=D
452=51 448=YYYYY Securities LLC 447=D 452=60 448=JPA 447=D 452=63 448=W
447=D 452=54 77=O 9121=Basel 10=014


Thanks,
--Raju.v
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