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</o:shapelayout></xml><![endif]--></head><body lang=EN-SG link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Awesome – Thanks for that.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Jeff<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> Quickfixn [mailto:quickfixn-bounces@lists.quickfixn.com] <b>On Behalf Of </b>Mike Gatny<br><b>Sent:</b> Friday, September 25, 2015 9:24 PM<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} Incoming sequence number lower than expected.<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>Jeff, if they are rebooting at midnight and resetting seqnums, you should set your StartTime/EndTime to midnight. And set your TimeZone appropriately so you don't have DST issues twice per year. <o:p></o:p></p></div><div><p class=MsoNormal><br clear=all><o:p></o:p></p><div><div><div><div><p class=MsoNormal><span style='font-family:"Arial","sans-serif"'>--</span><o:p></o:p></p></div><p class=MsoNormal><span style='font-family:"Arial","sans-serif"'>Mike Gatny<br>Connamara Systems, LLC</span><o:p></o:p></p></div></div></div><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>On Fri, Sep 25, 2015 at 2:03 AM, Jeff S. <<a href="mailto:jeff@alphafinhk.com" target="_blank">jeff@alphafinhk.com</a>> wrote:<o:p></o:p></p><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Hi Mike,</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Thanks for the answer. Turns out the broker was doing a hard seq #</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>reset to 1 every day after their midnight reboot which is why I was</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>rejecting it. They stopped that so the problem seems to have gone</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>away. On the other hand, you are probably correct that my start/end</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>time is likely out of synch with them.</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>However, after that, I started getting all sorts of weird messages like</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>“market orders not trading” or “ambiguous contract” etc. I’m sure these</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>are broker related but it was strange nonetheless.</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Thanks,</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Jeff</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>] <b>On Behalf Of </b>Mike Gatny<br><b>Sent:</b> Thursday, September 24, 2015 10:31 PM<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} Incoming sequence number lower than expected.</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><div><div><div><div><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>On Tue, Sep 22, 2015 at 3:56 AM, Jeff S. <<a href="mailto:jeff@alphafinhk.com" target="_blank">jeff@alphafinhk.com</a>> wrote:<o:p></o:p></p></div></div></div></div><div><div><div><blockquote style='border:none;border-left:solid #CCCCCC 1.0pt;padding:0in 0in 0in 6.0pt;margin-left:4.8pt;margin-top:5.0pt;margin-right:0in;margin-bottom:5.0pt'><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> I guess I just need to send this message below indicating what they should set it to. </span><o:p></o:p></p></div></blockquote><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Jeff,<o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>The SequenceReset message is an admin-level message, which means you should not be sending it manually -- QF will send it when necessary. Recovering from lower-than-expected incoming seq nums requires manual intervention.<o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div><blockquote style='border:none;border-left:solid #CCCCCC 1.0pt;padding:0in 0in 0in 6.0pt;margin-left:4.8pt;margin-top:5.0pt;margin-right:0in;margin-bottom:5.0pt'><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Also wondering why it would get out of sequence so badly….</span><o:p></o:p></p></div></blockquote><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Once possibility is that your session start/end time does not match your counterparty's.<o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>--<o:p></o:p></p></div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Mike Gatny<o:p></o:p></p></div></div></div></div></div></div></div></div><p class=MsoNormal style='margin-bottom:12.0pt'><br>_______________________________________________<br>Quickfixn mailing list<br><a href="mailto:Quickfixn@lists.quickfixn.com">Quickfixn@lists.quickfixn.com</a><br><a href="http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com" target="_blank">http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</a><o:p></o:p></p></div><p class=MsoNormal><o:p> </o:p></p></div></div></body></html>