<div dir="ltr">HI,<div>We had a similar case on 18th July as well, please find the event and message logs as well, there is no rejections</div><div><br></div><div>20200818-00:00:01.219 : Connecting to xxx.xxx.xxx.xxx on port xxx<br>20200818-00:00:16.953 : Connection succeeded<br>20200818-00:00:16.953 : Session reset: ResetOnLogon<br>20200818-00:00:16.953 : Session reset: ResetSeqNumFlag<br>20200818-00:00:16.953 : Initiated logon request<br>20200818-00:00:17.797 : Sequence numbers reset due to ResetSeqNumFlag=Y<br>20200818-00:00:17.813 : Received logon<br>20200818-10:43:10.304 : Session FIX.4.4:olam-eur->FXALL disconnecting: System.IO.IOException: <br>Unable to write data to the transport connection: An established connection was aborted by the software in your host machine. ---> <br>System.Net.Sockets.SocketException: An established connection was aborted by the software in your host machine<br> at System.Net.Sockets.Socket.Send(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags)<br> at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset, Int32 size)<br> --- End of inner exception stack trace ---<br> at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset, Int32 size)<br> at System.Net.Security._SslStream.StartWriting(Byte[] buffer, Int32 offset, Int32 count, AsyncProtocolRequest asyncRequest)<br> at System.Net.Security._SslStream.ProcessWrite(Byte[] buffer, Int32 offset, Int32 count, AsyncProtocolRequest asyncRequest)<br> at System.Net.Security.SslStream.Write(Byte[] buffer, Int32 offset, Int32 count)<br> at QuickFix.SocketInitiatorThread.Send(String data)<br> at QuickFix.Session.Send(String message)<br> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)<br> at QuickFix.Session.GenerateHeartbeat()<br> at QuickFix.Session.Next()<br> at QuickFix.Session.Next(MessageBuilder msgBuilder)<br> at QuickFix.Session.NextMessage(String msgStr)<br> at QuickFix.SocketInitiatorThread.ProcessStream()<br> at QuickFix.SocketInitiatorThread.Read()<br>20200818-10:43:10.304 : Session reset: ResetOnDisconnect<br>20200818-10:43:12.539 : Connecting to 209.191.134.150 on port 443<br>20200818-10:43:58.258 : Connection succeeded<br>20200818-10:43:58.258 : Session reset: ResetOnLogon<br>20200818-10:43:58.258 : Session reset: ResetSeqNumFlag<br>20200818-10:43:58.258 : Initiated logon request<br>20200818-10:43:59.117 : Sequence numbers reset due to ResetSeqNumFlag=Y<br>20200818-10:43:59.133 : Received logon<br><br><br>Message log<br><br>20200818-10:43:10.242 : 8=FIX.4.4 9=58 35=0 34=645 49=xxx 52=20200818-10:43:10.242 56=FXALL 10=214 <br>20200818-10:43:58.258 : 8=FIX.4.4 9=74 35=A 34=1 49=xxx 52=20200818-10:43:58.258 56=FXALL 98=0 108=60 141=Y 10=211 <br>20200818-10:43:59.117 : 8=FIX.4.4 9=74 35=A 49=FXALL 56=xxx 34=1 52=20200818-10:43:58.960 108=60 141=Y 98=0 10=211 <br>20200818-10:44:58.601 : 8=FIX.4.4 9=56 35=0 34=2 49=xxx 52=20200818-10:44:58.601 56=FXALL 10=115 <br></div><div><br></div><div>With Regards,</div><div>R.rajkumar</div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Fri, Aug 28, 2020 at 6:59 PM Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com">gbirchmeier@connamara.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">That is an event log, and does not tell us much. The stacktrace there would kill our connection, not silently drop a message.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">I would look at your message log at the time periods where you're supposed to have received the messages.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><ol><li>If your counterparty is actually sending them, you should see them in your message log.</li><li>If you see the "missing" message is your message log, then look for a reject (35=3 or 35=j).<br></li><ul><li>If there's a reject, look at the cause and address it</li><li>If there's no reject, then the message was sent up to your OnMessage() call back, and it was lost in your application code.</li></ul></ol></div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Fri, Aug 28, 2020 at 2:06 AM Rajkumar R <<a href="mailto:kraj232@gmail.com" target="_blank">kraj232@gmail.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div>Hi,</div><div><br></div><div>I did not see any rejection except 1 or 2 which might be missing because of some configuration issue only.</div><div><br></div><div>How to identify whether the Data Dictionary(FIX44.XML) is updated and where to get it from quickdi/n</div><div><br></div><div>My error logs as follows:</div><div><br></div><div>20200813-00:00:05.345 : Connecting to xxx.xxx.xxx.xxx on port xxx<br>20200813-00:00:06.064 : Connection succeeded<br>20200813-00:00:06.080 : Session reset: ResetOnLogon<br>20200813-00:00:06.080 : Session reset: ResetSeqNumFlag<br>20200813-00:00:06.080 : Initiated logon request<br>20200813-00:00:06.939 : Sequence numbers reset due to ResetSeqNumFlag=Y<br>20200813-00:00:07.158 : Received logon<br>20200813-08:25:41.143 : Session FIX.4.4:olam-eur->FXALL disconnecting: System.IO.IOException:<br> Unable to write data to the transport connection: An established connection was aborted by the software in your host machine. ---> <br> System.Net.Sockets.SocketException: An established connection was aborted by the software in your host machine<br> at System.Net.Sockets.Socket.Send(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags)<br> at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset, Int32 size)<br> --- End of inner exception stack trace ---<br> at System.Net.Sockets.NetworkStream.Write(Byte[] buffer, Int32 offset, Int32 size)<br> at System.Net.Security._SslStream.StartWriting(Byte[] buffer, Int32 offset, Int32 count, AsyncProtocolRequest asyncRequest)<br> at System.Net.Security._SslStream.ProcessWrite(Byte[] buffer, Int32 offset, Int32 count, AsyncProtocolRequest asyncRequest)<br> at System.Net.Security.SslStream.Write(Byte[] buffer, Int32 offset, Int32 count)<br> at QuickFix.SocketInitiatorThread.Send(String data)<br> at QuickFix.Session.Send(String message)<br> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)<br> at QuickFix.Session.GenerateHeartbeat()<br> at QuickFix.Session.Next()<br> at QuickFix.Session.Next(MessageBuilder msgBuilder)<br> at QuickFix.Session.NextMessage(String msgStr)<br> at QuickFix.SocketInitiatorThread.ProcessStream()<br> at QuickFix.SocketInitiatorThread.Read()</div><div><br></div><div>20200813-14:06:06.156 : Session reset: ResetOnDisconnect<br>20200813-14:06:12.250 : Connecting to xxx.xxx.xxx.xxx on port xxx<br>20200813-14:06:27.969 : Connection succeeded<br>20200813-14:06:27.969 : Session reset: ResetOnLogon<br>20200813-14:06:27.969 : Session reset: ResetSeqNumFlag<br>20200813-14:06:27.969 : Initiated logon request<br>20200813-14:06:28.812 : Sequence numbers reset due to ResetSeqNumFlag=Y<br>20200813-14:06:29.000 : Received logon<br>20200813-21:00:13.999 : Session FIX.4.4:olam-eur->FXALL disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host<br> at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)<br></div><div><br></div><div><span><span><span><span>With Regards,</span></span></span></span></div><div><span><span><span><span>R.Rajkumar<br></span></span></span></span></div></div></div></div><br><div class="gmail_quote"><div class="gmail_attr" dir="ltr">On Wed, Aug 19, 2020 at 7:39 PM Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;padding-left:1ex;border-left:1px solid rgb(204,204,204)"><div dir="ltr"><div class="gmail_default" style="color:rgb(0,0,0);font-size:small">Do you see any rejects (35=j or 35=3) in your message log?</div><div class="gmail_default" style="color:rgb(0,0,0);font-size:small"><br></div><div class="gmail_default" style="color:rgb(0,0,0);font-size:small">You didn't give us much to go on, but my wild guess is that they made a DataDictionary change that you haven't noticed, and you didn't update your DD, so your engine is rejecting the report because it sees a field it doesn't recognize. (However, if that was true, FXAll should be receiving rejects from you, and you'd think they'd notice that.)</div></div><br><div class="gmail_quote"><div class="gmail_attr" dir="ltr">On Wed, Aug 19, 2020 at 8:59 AM Rajkumar R <<a href="mailto:kraj232@gmail.com" target="_blank">kraj232@gmail.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;padding-left:1ex;border-left:1px solid rgb(204,204,204)"><div dir="auto">Hi,<div dir="auto"><br></div><div dir="auto">We are using quixkfix/n for our trading platform, and it has been running fine for more than a year, from last month few of the execution reports we are not getting back from fxall. The fxall team clearly says that all the trades are executed and reports has been sent back to us. This is so peculiar that everyday it happened in different times, so we would not find out the root cause, can anybody helps, we are struggling for the last 1 month</div><div dir="auto"><br></div><div dir="auto">We use. Net windows service which inputs the necessary data via QuickFIX to fxall, the service runs always. </div><div dir="auto">Business people confirmed that they executed the trades in their trading platform, but we are not receiving at our end. </div><div dir="auto"><br></div><div dir="auto">Example 10 trades are executed 4 may not get the execution report</div><div dir="auto"><br></div><div dir="auto">With regards, </div><div dir="auto">Rajkumar </div></div>
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