{{Quickfixn}} Quick fix Missing trades

Wed Apr 27 04:51:27 PDT 2022

Only thing to suggest is to make sure the message processing is not blocking. Make sure to offload this to a separate thread.

Sent from my iPhone

> On Apr 26, 2022, at 23:48, Veduruparthi Raju <rveduruparthi at gmail.com> wrote:
> 
> 
> 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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