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<p class=MsoNormal>We are using QuickFIX/n version 1.4.0 as part of a CME
Globex adapter and we have run into a problem with iLink AutoCert+ certification
that specifically relates to the CME's expected behavior and differing behavior
of QuickFIX/n. The certification test we are failing is "Processing
Message Gaps of More than 2500 Messages." Has anyone else had a problem
with this test while using QF/n, or has anyone passed this certification test
using 1.4.0?<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>The basic steps are:<o:p></o:p></p>
<p class=MsoListParagraph style='text-indent:-.25in;mso-list:l0 level1 lfo1'><![if !supportLists]><span
style='mso-list:Ignore'>1.<span style='font:7.0pt "Times New Roman"'>
</span></span><![endif]>The CME sends a message with a sequence number more
than 5000 greater than the previous message they sent<o:p></o:p></p>
<p class=MsoListParagraph style='text-indent:-.25in;mso-list:l0 level1 lfo1'><![if !supportLists]><span
style='mso-list:Ignore'>2.<span style='font:7.0pt "Times New Roman"'>
</span></span><![endif]>The CME expects us to send Resend Request messages
(plural, sort of) to get the missing messages<o:p></o:p></p>
<p class=MsoListParagraph style='text-indent:-.25in;mso-list:l0 level1 lfo1'><![if !supportLists]><span
style='mso-list:Ignore'>3.<span style='font:7.0pt "Times New Roman"'>
</span></span><![endif]>The CME sends a Sequence Reset with Gap Fill<o:p></o:p></p>
<p class=MsoListParagraph style='text-indent:-.25in;mso-list:l0 level1 lfo1'><![if !supportLists]><span
style='mso-list:Ignore'>4.<span style='font:7.0pt "Times New Roman"'>
</span></span><![endif]>The CME and we heartbeat with the sequence numbers back
in sync<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal style='text-autospace:none'>The problem is that, since the
CME limits Resend Requests to a maximum of 2500 messages at a time (so we have
this in our session config: <span style='font-size:9.5pt;font-family:Consolas'>MaxMessagesInResendRequest=2500)</span>,
QuickFIX/n generates and sends several Resend Reqeusts to get missing messages
and the CME rejects all but the first Resend Request for "<span
style='color:#333333;background:white'>Error. Received new Resend Request while
already processing a Resend Request.</span>" It seems the CME is expecting
us to send one and only one Resend Request and wait for and process a response
to that request before we send any further Resend Requests.<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>This is an example of what happens:<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><u>CME sends seq. no. 151669:<o:p></o:p></u></p>
<p class=MsoNormal>8=FIX.4.2|9=103|35=1|<b>34=151669</b>|369=815|52=20130322-15:57:01.873|49=CME|50=G|56=RJO|57=00X|143=US,IL|112=IDhee8dg9d|10=176|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>8=FIX.4.2|9=103|35=0|34=816|49=RJO|50=00X|52=20130322-15:56:59.889|56=CME|57=G|142=US,IL|369=151669|112=IDhee8dg9d|10=194|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>8=FIX.4.2|9=88|35=0|34=817|49=RJO|50=00X|52=20130322-15:57:29.891|56=CME|57=G|142=US,IL|369=151669|10=101|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><u>CME sends seq. no. 156870:<o:p></o:p></u></p>
<p class=MsoNormal>8=FIX.4.2|9=88|35=0|34=<b>156870</b>|369=817|52=20130322-15:57:32.877|49=CME|50=G|56=RJO|57=00X|143=US,IL|10=099|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><u>RJO sends three resend requests in a row:<o:p></o:p></u></p>
<p class=MsoNormal>8=FIX.4.2|9=107|35=2|34=818|49=RJO|50=00X|52=20130322-15:57:30.892|56=CME|57=G|142=US,IL|369=151669<b>|7=151670|16=154169</b>|10=017|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>8=FIX.4.2|9=107|35=2|34=819|49=RJO|50=00X|52=20130322-15:57:30.892|56=CME|57=G|142=US,IL|369=151669|<b>7=154170|16=156669</b>|10=023|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>8=FIX.4.2|9=107|35=2|34=820|49=RJO|50=00X|52=20130322-15:57:30.892|56=CME|57=G|142=US,IL|369=151669|<b>7=156670|16=156869</b>|10=024|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><u>CME responds to the first resend request to gap fill and
catch up all the way to 156871:<o:p></o:p></u></p>
<p class=MsoNormal>8=FIX.4.2|9=135|35=4|34=151670|369=820|52=20130322-15:57:37.004|43=Y|49=CME|50=G|56=RJO|57=00X|122=20130322-15:57:37.004|143=US,IL|<b>36=156871</b>|<b>123=Y</b>|10=131|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><u>CME rejects the second and third resend requests:<o:p></o:p></u></p>
<p class=MsoNormal>8=FIX.4.2|9=176|35=3|34=156871|369=820|52=20130322-15:57:32.900|49=CME|50=G|56=RJO|57=00X|143=US,IL|45=819|<b>58=Error.
Received new Resend Request while already processing a Resend Request.</b>|10=186|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>8=FIX.4.2|9=176|35=3|34=156872|369=820|52=20130322-15:57:32.907|49=CME|50=G|56=RJO|57=00X|143=US,IL|45=820|<b>58=Error.
Received new Resend Request while already processing a Resend Request.</b>|10=186|<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
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style='width:100.0%'>
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<td style='padding:0in 0in 0in 0in'>
<p class=MsoNormal><b><span style='font-size:10.5pt;font-family:"Arial","sans-serif";
color:#3E4545;text-transform:uppercase'>PAUL RASKIN</span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'><br>
</span><b><span style='font-size:9.0pt;font-family:"Arial","sans-serif";
color:#008676'>Senior Application Developer</span></b><span style='font-size:
12.0pt;font-family:"Times New Roman","serif"'> <o:p></o:p></span></p>
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<td style='padding:0in 0in 0in 0in'>
<p class=MsoNormal><span style='font-size:12.0pt;font-family:"Times New Roman","serif"'><a
href="mailto:praskin@rjobrien.com"><b><span style='font-size:9.0pt;
font-family:"Arial","sans-serif";color:#55A51C;text-decoration:none'>praskin@rjobrien.com</span></b><span
style='color:blue;text-decoration:none'><br>
</span></a></span><b><span style='font-size:9.0pt;font-family:"Arial","sans-serif";
color:#008676'>d</span></b><span style='font-size:12.0pt;font-family:"Times New Roman","serif"'>
</span><b><span style='font-size:9.0pt;font-family:"Arial","sans-serif";
color:#3E4545'>(312) 373-4853</span></b><span style='font-size:12.0pt;
font-family:"Times New Roman","serif"'> </span><b><span style='font-size:
9.0pt;font-family:"Arial","sans-serif";color:#9FA1A4'> // </span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'> </span><b><span
style='font-size:9.0pt;font-family:"Arial","sans-serif";color:#008676'>m</span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'> </span><b><span
style='font-size:9.0pt;font-family:"Arial","sans-serif";color:#3E4545'>(765)
720-3604</span></b><span style='font-size:12.0pt;font-family:"Times New Roman","serif"'>
<o:p></o:p></span></p>
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src="cid:image002.gif@01CE26E1.ECF02020" align=left alt="email_divider"
v:shapes="Picture_x0020_3"><![endif]><b><span style='font-size:10.0pt;
font-family:"Arial","sans-serif";color:#55A51C'>RJO</span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'> </span><b><span
style='font-size:10.0pt;font-family:"Arial","sans-serif";color:#8E908F'>'Brien</span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'><br>
</span><b><span style='font-size:8.5pt;font-family:"Arial","sans-serif";
color:#8E908F'>222 South Riverside Plaza, Suite 900</span></b><span
style='font-size:12.0pt;font-family:"Times New Roman","serif"'><br>
</span><b><span style='font-size:8.5pt;font-family:"Arial","sans-serif";
color:#8E908F'>Chicago, IL 60606</span></b><span style='font-size:12.0pt;
font-family:"Times New Roman","serif"'><br>
<a href="http://rjobrien.com" target="_blank"><b><span style='font-size:9.0pt;
font-family:"Arial","sans-serif";color:#55A51C;text-decoration:none'>www.rjobrien.com</span></b></a>
<o:p></o:p></span></p>
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