<div dir="ltr">You are logging on with ResetOnLogon enabled (141=Y). This disables session-level resend. Remove ResetOnLogon=Y (and any other ResetOn...=Y options) from Session Settings -- the defaults for all of them are No, which is what you want.<div><br></div><div>(Sorry for the delay, your message got stuck in the mailing list admin queue due to its size)<div><br></div><div><br></div></div></div><div class="gmail_extra"><br clear="all"><div><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><font face="arial, helvetica, sans-serif">--</font></div><font face="arial, helvetica, sans-serif">Mike Gatny<br>Connamara Systems, LLC</font></div></div></div>
<br><div class="gmail_quote">On Tue, Mar 28, 2017 at 1:39 PM, Kunal CHANGELA <span dir="ltr"><<a href="mailto:kunal.changela@us.bnpparibas.com" target="_blank">kunal.changela@us.bnpparibas.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">This is the extract from the start of the log file:<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">OnCreate(SessionID): FIX.4.4:____/____->FNRA/CA<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">ToAdmin OUT: 8=FIX.4.49=8335=A34=149=____<wbr>50=____52=20170328-14:43:24.<wbr>61956=FNRA57=CA98=0108=30141=<wbr>Y10=078<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromAdmin IN: 8=FIX.4.49=7935=A34=149=<wbr>FNRA50=CA52=20170328-14:43:<wbr>2456=____57=____98=0108=30141=<wbr>Y10=133<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">OnLogon(SessionID): FIX.4.4:____/____->FNRA/CA<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromApp IN: 8=FIX.4.49=38835=AE34=249=<wbr>FNRA50=CA52=20170328-14:43:<wbr>2456=____57=____22=131=100.<wbr>4032=103000048=375558BE260=<wbr>20170328-14:43:2464=<wbr>2017033175=20170328487=0570=<wbr>N571=87:____:00000242572=<wbr>443295889.1.1.1856=01003=<wbr>20000190801011=CAEN22007=14:<wbr>39:1022011=2017032822016=<wbr>S1454=1455=GILD4287889456=<wbr>8552=254=237=NONE453=1448=____<wbr>447=C452=1528=A54=137=NONE453=<wbr>1448=C447=C452=1710=058<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromApp IN: 8=FIX.4.49=38835=AE34=349=<wbr>FNRA50=CA52=20170328-14:43:<wbr>2456=____57=____22=131=100.<wbr>4032=103000048=375558BE260=<wbr>20170328-14:43:2464=<wbr>2017033175=20170328487=0570=<wbr>N571=87:____:00000243572=<wbr>443295889.2.1.1856=01003=<wbr>20000190831011=CAEN22007=14:<wbr>39:1022011=2017032822016=<wbr>S1454=1455=GILD4287889456=<wbr>8552=254=137=NONE453=1448=____<wbr>447=C452=1528=A54=237=NONE453=<wbr>1448=A447=C452=1710=062<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I think you might be right that I might have to re-request the reports at the App level.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I am trying to find documentation on the TradeCaptureReportRequest.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-indent:.5in"><span style="font-size:9.5pt;font-family:Consolas;color:blue">var</span><span style="font-size:9.5pt;font-family:Consolas;color:black"> request =
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">new</span><span style="font-size:9.5pt;font-family:Consolas;color:black">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2b91af">TradeCaptureReportRequest</span><span style="font-size:9.5pt;font-family:Consolas;color:black">(</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">new</span><span style="font-size:9.5pt;font-family:Consolas;color:black">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2b91af">TradeRequestID</span><span style="font-size:9.5pt;font-family:Consolas;color:black">(“____”),
</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">new</span><span style="font-size:9.5pt;font-family:Consolas;color:black">
</span><span style="font-size:9.5pt;font-family:Consolas;color:#2b91af">TradeRequestType</span><span style="font-size:9.5pt;font-family:Consolas;color:black">(</span><span style="font-size:9.5pt;font-family:Consolas;color:#2b91af">TradeRequestT<wbr>ype</span><span style="font-size:9.5pt;font-family:Consolas;color:black">.ALL_TRADES));<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I am wondering what the TradeRequestID will be.<u></u><u></u></span></p><span class="">
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="font-size:11.0pt;line-height:115%;font-family:"Calibri","sans-serif";color:#1f497d">Thanks,</span><span style="font-size:11.0pt;line-height:115%;font-family:"Calibri","sans-serif";color:#1f497d"><u></u><u></u></span></p>
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<b><span style="font-size:8.5pt;font-family:"Arial","sans-serif";color:#1f497d">Kunal Changela<u></u><u></u></span></b></p>
<p class="MsoNormal" style="margin-left:41.25pt">
<b><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:gray">Credit Risk and PnL Development<u></u><u></u></span></b></p>
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<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Group Email:
<a href="mailto:crditny@us.bnpparibas.com" target="_blank">DL CRD IT NY</a> (x841 4876, Intl: x721 4876)
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">787 7th Avenue, New York, NY 10019<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Tel: <a href="tel:(212)%20841-2640" value="+12128412640" target="_blank">+1 212 841 2640</a><u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Mobile: <a href="tel:(917)%20216-8852" value="+19172168852" target="_blank">+1 917 216 8852</a><u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d"><a href="mailto:kunal.changela@us.bnpparibas.com" target="_blank"><span style="color:black">kunal.changela@us.bnpparibas.<wbr>com</span></a>
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
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<p class="MsoNormal"><b><span style="font-size:7.0pt;font-family:"Verdana","sans-serif";color:#00814f"><img border="0" width="22" height="22" id="m_-7633216923756576196Picture_x0020_3" src="cid:image004.jpg@01D2A7C4.1ED8D0C0" alt="icône représentant un arbre et symbolisant la nature"> Do
not print this document unless it is necessary, consider the environment</span></b><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p>
</span><p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@<wbr>lists.quickfixn.com</a>]
<b>On Behalf Of </b>Mike Gatny<br>
<b>Sent:</b> Tuesday, March 28, 2017 12:04 PM</span></p><div><div class="h5"><br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} how to get all messages again on restart of application<u></u><u></u></div></div><p></p><div><div class="h5">
<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Can you post more complete logs? I would have expected to see a resend request / sequence reset message flow in there somewhere.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">It's possible that your counterparty will only ever GapFill over resend requests, in which case your only option is to re-request the reports at the App level instead of the Session level (the logs will tell us a lot here).<u></u><u></u></p>
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<p class="MsoNormal">It's also possible that your counterparty <i>can</i> support proper resend requests if you ask them to enable it.<u></u><u></u></p>
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<u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">--</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">Mike Gatny<br>
Connamara Systems, LLC</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">On Tue, Mar 28, 2017 at 11:34 AM, Kunal CHANGELA <<a href="mailto:kunal.changela@us.bnpparibas.com" target="_blank">kunal.changela@us.bnpparibas.<wbr>com</a>> wrote:<u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Thanks Mike.</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I have tried your suggestion of resetting the SEQNUM in the file and on restart of the application,
the seqnums do indeed start again from 1 but the TCRs continue coming from when they left off.</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Last message before I stopped the app:</span><u></u><u></u></p>
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<span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromApp IN: 8=FIX.4.49=38635=AE34=108949=<wbr>FNRA50=CA52=20170328-14:35:<wbr>47571=87:____:00000241</span><u></u><u></u></p>
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<span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Then I reset SEQNUMS to: 0000000001 : 0000000001</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">On restart of the app the next messages I got were:</span><u></u><u></u></p>
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<span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromAdmin IN: 8=FIX.4.49=7935=A34=149=<wbr>FNRA50=CA52=20170328-14:43:24</span><u></u><u></u></p>
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<span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">FromApp IN: 8=FIX.4.49=38835=AE34=249=<wbr>FNRA50=CA52=20170328-14:43:24 571=87:____:00000242</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I was hoping that I could get TCRs from one: 571=87:____:00000001</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Does this mean that I would have to ask the application to resend the TCR messages from the beginning?</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal" style="line-height:115%">
<span lang="EN-GB" style="font-size:11.0pt;line-height:115%;font-family:"Calibri","sans-serif";color:#1f497d">Thanks,</span><u></u><u></u></p>
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<b><span style="font-size:8.5pt;font-family:"Arial","sans-serif";color:#1f497d">Kunal Changela</span></b><u></u><u></u></p>
<p class="MsoNormal" style="margin-left:41.25pt">
<b><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:gray">Credit Risk and PnL Development</span></b><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Group Email:
<a href="mailto:crditny@us.bnpparibas.com" target="_blank">DL CRD IT NY</a> (x841 4876, Intl: x721 4876)
</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">787 7th Avenue, New York, NY 10019</span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Tel:
<a href="tel:(212)%20841-2640" target="_blank">+1 212 841 2640</a></span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d">Mobile:
<a href="tel:(917)%20216-8852" target="_blank">+1 917 216 8852</a></span><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1f497d"><a href="mailto:kunal.changela@us.bnpparibas.com" target="_blank"><span style="color:black">kunal.changela@us.bnpparibas.<wbr>com</span></a>
</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:"Tahoma","sans-serif";color:#1f497d"><img border="0" width="356" height="75" id="m_-7633216923756576196m_8833452695362425709Picture_x0020_2" src="cid:image003.gif@01D2A7C4.1ED8D0C0"></span><u></u><u></u></p>
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<p class="MsoNormal"><b><span style="font-size:7.0pt;font-family:"Verdana","sans-serif";color:#00814f"><img border="0" width="22" height="22" id="m_-7633216923756576196m_8833452695362425709Picture_x0020_3" src="cid:image004.jpg@01D2A7C4.1ED8D0C0" alt="icône représentant un arbre et symbolisant la nature"> Do
not print this document unless it is necessary, consider the environment</span></b><u></u><u></u></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span><u></u><u></u></p>
<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@<wbr>lists.quickfixn.com</a>]
<b>On Behalf Of </b>Mike Gatny<br>
<b>Sent:</b> Thursday, March 23, 2017 10:48 PM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} how to get all messages again on restart of application</span><u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">On Thu, Mar 23, 2017 at 1:45 PM, Kunal CHANGELA <<a href="mailto:kunal.changela@us.bnpparibas.com" target="_blank">kunal.changela@us.bnpparibas.<wbr>com</a>> wrote:<u></u><u></u></p>
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<p class="MsoNormal">I am trying to find the best way to re-request all the messages for the day.<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">If you want to re-request them at the SESSION level, and the session's seqnums reset daily, reset your next expected target seqnum to 1. Do this while your app is not running.
E.g. if you are using the FileStore, you do this in the .seqnums file. If you are using a database store, then you do this by fiddling with the database. When you restart your app, the built-in ResendRequest behavior will kick in and cause all msgs from
seqnum 1 onward to be re-requested.<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">If you want to re-request them at the APPLICATION level, and the application level supports this, then do that instead. TCRs are a good example... you can typically specify criteria
for which reports you want, e.g. by date.<u></u><u></u></p>
</div>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">I have seen on some forums that you could set: ResetSeqNum=Y in the config file? <u></u><u></u></p>
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</blockquote>
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<p class="MsoNormal">Is this a good way to achieve this?<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">If you are going to use the SESSION level to re-request msgs, don't use this, or any other SessionSetting that starts with "Reset" -- it will do the exact opposite of what you seem
to be trying to do.<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">Or should I try a resend request specifying seq nums I want to start and end?<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<div>
<p class="MsoNormal">No, never send a ResendRequest or any other session-level (admin) message yourself. QuickFIX handles all of this for you. If you want to trigger this behavior, manipulate the
seqnums as described above -- the method above works with QuickFIX's (and FIX protocol's) built-in recovery mechanism.<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"> <u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">--<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">Mike Gatny<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">Connamara Systems, LLC<u></u><u></u></p>
</div>
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<p class="MsoNormal"> <u></u><u></u></p>
</div>
</div>
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