<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40"><head><meta http-equiv=Content-Type content="text/html; charset=utf-8"><meta name=Generator content="Microsoft Word 14 (filtered medium)"><style><!--
/* Font Definitions */
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:purple;
text-decoration:underline;}
p.MsoAcetate, li.MsoAcetate, div.MsoAcetate
{mso-style-priority:99;
mso-style-link:"Balloon Text Char";
margin:0in;
margin-bottom:.0001pt;
font-size:8.0pt;
font-family:"Tahoma","sans-serif";}
span.BalloonTextChar
{mso-style-name:"Balloon Text Char";
mso-style-priority:99;
mso-style-link:"Balloon Text";
font-family:"Tahoma","sans-serif";
mso-fareast-language:EN-SG;}
span.EmailStyle19
{mso-style-type:personal;
font-family:"Calibri","sans-serif";
color:#1F497D;}
span.EmailStyle20
{mso-style-type:personal-reply;
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{mso-style-type:export-only;
font-size:10.0pt;}
@page WordSection1
{size:8.5in 11.0in;
margin:1.0in 1.0in 1.0in 1.0in;}
div.WordSection1
{page:WordSection1;}
--></style><!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</o:shapelayout></xml><![endif]--></head><body lang=EN-SG link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='color:#1F497D'>My order sending application has the following parameters:<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'>StartTime=00:00:00<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>EndTime=00:00:00<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>ResetOnLogon=N<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>ResetOnDisconnect=N<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>ResetOnLogout=Y<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'>The broker is telling me that we are decreasing to seq #1 while logged on and he is not sure why. However, it must be<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>corrected for us to take our trading system live.<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'>I believe from the forums that I have been reading that quickfixn expected behaviour is to reset to seq #1 at EndTime<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>(regardless of the settings of the “Reset” parameters). Could someone please verify if this is the expected behaviour<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>and whether this is standard for FIX protocol or an implementation modification for quickfixn.<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'>Also, as we have agreed with the broker to reset once a week (Friday’s at midnight EST), what would be the appropriate<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>settings on either side?<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'>I am sort of confused about what is happening in the sequence of messages below. (we are “direc513” and the broker is “IB”)<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'>As our EndTime is 00:00:00, at that time, we reset to #1 and a resend request (35=2) is sent. Is the resend<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>request at EndTime also an expected behaviour? (Or is this somehow related to the StartTime also being 00:00:00?)<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'>IB then appears to reset to 34=1 (35=4) and begin sending execution reports (35=8) for a long time (which I assume are resends<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>as 43=Y. Does that make sense?)<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'>We then send an order (35=D) with seq #2 and we get rejected.<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'>Does it appear as if the broker resets to #1 and then later jumps to #1939 or am I misinterpreting 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'>Any light than anyone can shed on this issue would be massively appreciated (I realize it’s a complicated question and <o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>involves deep knowledge of the qfn implementation). I promise to spread around whatever I learn in the future!<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'>Thanks much,<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><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262293.668 8=FIX.4.2 9=000059 35=0 34=001934 43=N 52=20151007-23:58:13 49=IB 56=direc513 10=238<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262293.955 8=FIX.4.2 9=57 35=0 34=10645 49=direc513 52=20151007-23:58:02.142 56=IB 10=203<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262323.679 8=FIX.4.2 9=000059 35=0 34=001935 43=N 52=20151007-23:58:43 49=IB 56=direc513 10=242<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262323.974 8=FIX.4.2 9=57 35=0 <span style='background:yellow;mso-highlight:yellow'>34=10646</span> 49=direc513 52=20151007-23:58:32.151 56=IB 10=207<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262353.689 8=FIX.4.2 9=000059 35=0 34=001936 43=N 52=20151007-23:59:13 49=IB 56=direc513 10=241<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262353.998 8=FIX.4.2 9=57 35=0 <span style='background:yellow;mso-highlight:yellow'>34=10647</span> 49=direc513 52=20151007-23:59:02.167 56=IB 10=213<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262383.699 8=FIX.4.2 9=000059 35=0 34=001937 43=N 52=20151007-23:59:43 49=IB 56=direc513 10=245<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262383.987 8=FIX.4.2 9=57 35=0 <span style='background:yellow;mso-highlight:yellow'>34=10648 </span>49=direc513 52=20151007-23:59:32.174 56=IB 10=215<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262413.710 8=FIX.4.2 9=000059 35=0 34=001938 43=N 52=20151008-00:00:13 49=IB 56=direc513 10=225<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262414.010 8=FIX.4.2 9=62 35=2 <span style='background:yellow;mso-highlight:yellow'>34=1 </span>49=direc513 52=20151008-00:00:02.196 56=IB 7=1 16=0 10=109<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.010 8=FIX.4.2 9=000071 <span style='background:lime;mso-highlight:lime'>35=4</span> <span style='background:lime;mso-highlight:lime'>34=000001</span> 43=Y 52=20151008-00:00:14 49=IB 56=direc513 123=Y 36=61 10=018<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.021 8=FIX.4.2 9=000288 35=8 <span style='background:lime;mso-highlight:lime'>34=000061</span> 43=Y 122=20151007-01:10:48 52=20151008-00:00:14 49=IB 56=direc513 11=COP-XOP.L1S.071015.83616 17=17556.1444180248.1 150=0 20=0 39=0 55=COP 38=106 44=0.00 32=0 31=0.00 14=0 151=106 6=0 54=2 37=000005d0.00004494.5613505c.0001 1=U00513 167=CS 60=20151007-01:10:48 40=1 15=USD 10=255<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.021 8=FIX.4.2 9=000308 35=8 34=000062 43=Y 122=20151007-01:10:48 52=20151008-00:00:14 49=IB 56=direc513 11=COP-XOP.L1S.071015.83616 17=00003f61.ac2690b5.01.01 150=2 20=0 39=2 55=COP 38=106 44=0.00 32=106 30=ARCA 31=52.96 14=106 151=0 6=52.96 54=2 37=000005d0.00004494.5613505c.0001 1=U00513 167=CS 60=20151007-01:10:48 40=1 15=USD 10=213<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>…<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.054 8=FIX.4.2 9=000308 35=8 <span style='background:lime;mso-highlight:lime'>34=000948</span> 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BYD-PGR.L1B.071015.45821 17=00002b0c.ac293314.01.01 150=2 20=0 39=2 55=BYD 38=300 44=0.00 32=300 30=NYSE 31=17.77 14=300 151=0 6=17.77 54=1 37=000005d0.00004494.5614a39b.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=030<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.054 8=FIX.4.2 9=000289 35=8 34=000949 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BMR-DRE.L1S.071015.45817 17=17556.1444208358.15 150=0 20=0 39=0 55=BMR 38=221 44=0.00 32=0 31=0.00 14=0 151=221 6=0 54=2 37=000005d0.00004494.5614a397.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=080<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.054 8=FIX.4.2 9=000310 35=8 <span style='background:lime;mso-highlight:lime'>34=000950</span> 43=Y 122=20151007-08:59:18 52=20151008-00:00:14 49=IB 56=direc513 11=BMR-DRE.L1S.071015.45817 17=00002b45.ac293347.01.01 150=2 20=0 39=2 55=BMR 38=221 44=0.00 32=221 30=ISLAND 31=21.32 14=221 151=0 6=21.32 54=2 37=000005d0.00004494.5614a397.0001 1=U00513 167=CS 60=20151007-08:59:18 40=1 15=USD 10=052<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262414.054 8=FIX.4.2 9=000073 <span style='background:lime;mso-highlight:lime'>35=4</span> <span style='background:lime;mso-highlight:lime'>34=000951</span> 43=Y <span style='background:lime;mso-highlight:lime'>52=20151008-00:00:14</span> 49=IB 56=direc513 123=Y 36=1939 10=145<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX <- 1444262434.599 8=FIX.4.2 9=168 35=D <span style='background:yellow;mso-highlight:yellow'>34=2</span> 49=direc513 52=20151008-00:00:22.787 56=IB 11=COP-XOP.L1S.081015.45823 15=USD 21=2 38=106 40=1 47=A 54=1 55=COP 60=20151008-08:00:22.787 100=SMART 207=ISLAND 10=249<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>FIX -> 1444262434.599 8=FIX.4.2 9=000111 35=3 <span style='background:lime;mso-highlight:lime'>34=001939</span> 43=N <span style='background:lime;mso-highlight:lime'>52=20151008-00:00:34</span> 49=IB 56=direc513 45=2 <span style='background:yellow;mso-highlight:yellow'>58=Sequence number lower than expected # 10649 </span>10=048<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>Disconnect 1444262434.599<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></div></body></html>