<div dir="ltr"><div class="gmail_default" style="font-size:small;color:#000000">I suspect that Rajkumar's QF OnMessage callbacks are doing too much work and taking too much time to return.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">Messages in QF are processed serially; message-2 will not be processed until OnMessage(message-1) returns.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">If OnMessage takes too long to return, the receiving queue will start to back up during heavy traffic. This would result in TestRequests and connection drops, as the counterparty tries to deal with your lagginess.</div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Wed, Sep 2, 2020 at 5:20 AM Lanfranco Morini <<a href="mailto:Lanfranco.Morini@cegeka.it">Lanfranco.Morini@cegeka.it</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 lang="IT">
<div class="gmail-m_-7266939384295384952WordSection1">
<p class="MsoNormal"><span>Hi Rajkumar,<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">I’m quite sure that no bugs are affecting your QuickFIX/n.
<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">I can add some further considerations to this premise (which surely will not be exhaustive)<u></u><u></u></span></p>
<ol style="margin-top:0cm" start="1" type="1">
<li class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:0cm"><span lang="EN-US">A Logon message with 141=Y during the trading day is very dangerous: after this kind of logon, you (and your counterparty) “lose”
every application message sent before (read: a resend request for some execution reports exchanged before the new logon will not returns anything, because both of FIX Engines erase every sequence numbers and their related messages)<u></u><u></u></span></li><li class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:0cm"><span lang="EN-US">From the messages log that you sent (even if partial), it can be deducted that the disconnection comes from a network failure
(no test request, nor logout messages are in your log)<u></u><u></u></span></li><li class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:0cm"><span lang="EN-US">FXALL seems to have some problem in managing your messages, in fact they sent a test request (35=1) at 20200828-13:29:53.409 (you
registered it at 20200828-13:30:15.911) even if you sent a previous message at 52=20200828-13:29:57.833 (less than 60 seconds configured as HeartBeat interval)<u></u><u></u></span></li><ol style="margin-top:0cm" start="1" type="a">
<li class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:0cm"><span lang="EN-US">Another alternative can be that there are some latency on the network (it can also cause a forced closure of the network connection
between you and FXALL): this can be deducted looking at the timestamp differences in several messages<u></u><u></u></span></li></ol>
</ol>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">example<u></u><u></u></span></p>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">20200828-13:28:42.130 : 8=FIX.4.4 9=74 35=A 34=1 49=xxxxxxx 52=20200828-13:28:42.130 56=FXALL 98=0 108=60 141=Y 10=200
<u></u><u></u></span></p>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">20200828-13:28:43.005 : 8=FIX.4.4 9=74 35=A 49=FXALL 56=xxxxxxx 34=1 52=20200828-13:28:42.963 108=60 141=Y 98=0 10=214
<u></u><u></u></span></p>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">From this two logon message we can note that comparing tag 52 timestamp and the log time stamp (written before the message) you received the FXALL message
at least after 42ms they sent it 13:28:43.963 vs. 13:28:43.005<u></u><u></u></span></p>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">But if we look at the test request sent by FXALL you received it after 22 seconds they sent it<u></u><u></u></span></p>
<p class="gmail-m_-7266939384295384952MsoListParagraph" style="margin-left:72pt"><span lang="EN-US">20200828-13:30:15.911 : 8=FIX.4.4 9=78 35=1 49=FXALL 56=xxxxxxx 34=8 52=20200828-13:29:53.409 112=20200828-13:29:53 10=198<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">We can say that changing the 141=1 settings can help to better understand what is causing the disconnection and probably the loss of messages, in fact without a forced sequence reset
during logon, an automatic alignment of the lost messages should happen after logon…<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Last but not least: if FXALL is sure that they sent the execution reports that you miss, they should be able to provide you their MsgSeqNum: in this case you are able to look for them
in your log and verifiy if really lost themo or if they never arrived\never been sent<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">I wait for your feedback related to my considerations,<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Best regards,<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Lanfranco<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><b><span lang="EN-US">From:</span></b><span lang="EN-US"> Quickfixn <<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>>
<b>On Behalf Of </b>Rajkumar R<br>
<b>Sent:</b> mercoledì 2 settembre 2020 09:35<br>
<b>To:</b> Mailing list for QuickFIX/n <<a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a>><br>
<b>Cc:</b> Arun Sivaprakash <<a href="mailto:arunsivaprakash@gmail.com" target="_blank">arunsivaprakash@gmail.com</a>><br>
<b>Subject:</b> Re: {{Quickfixn}} FW: Execution report not coming for few trades<u></u><u></u></span></p>
<p class="MsoNormal"><u></u> <u></u></p>
<div>
<div>
<p class="MsoNormal">Hi LanFranco,<u></u><u></u></p>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">Thanks for your concern. <u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">Below attached files are <u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">1.FIX Connectivity (FIX.4.4-olam-eur-FXALL.event.current) <u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">2.FIX Message Logs ( FIX.4.4-olam-eur-FXALL.messages.current) 3.configuration file (QfSettings.txt)<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">The message logs is extracted based on the event logs disconnectivity timings<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">Note : I have already shared the event & message on 28-Aug-2020<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">If any more inputs required do please let me know<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">Thanks in advance<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
<div>
<p class="MsoNormal">With Regards,<u></u><u></u></p>
</div>
<div>
<p class="MsoNormal">R.Rajkumar<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"><u></u> <u></u></p>
<div>
<div>
<p class="MsoNormal">On Mon, Aug 31, 2020 at 9:58 PM Lanfranco Morini <<a href="mailto:Lanfranco.Morini@cegeka.it" target="_blank">Lanfranco.Morini@cegeka.it</a>> wrote:<u></u><u></u></p>
</div>
<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin-left:4.8pt;margin-right:0cm">
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">Rajkumar,</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US">we never received the messages log that you wrote you have sent, and also config file never arrive: without messages it is impossible to understand what went
wrong on your Fix Engine</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US">That’s why Grant said that is impossible to help you: FIX Protocol is message based and each message is the consequence of the previous one, we need them to understand
if you missed\discard the execution reports or if your counterparty never sent (even if they say the opposite)…</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US">Hope it can help…</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US">Lanfranco</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<p class="MsoNormal"><b><span lang="EN-US">From:</span></b><span lang="EN-US"> Quickfixn <</span><a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank"><span lang="EN-US">quickfixn-bounces@lists.quickfixn.com</span></a><span lang="EN-US">>
<b>On Behalf Of </b>Rajkumar R<br>
<b>Sent:</b> lunedì 31 agosto 2020 17:45<br>
<b>To:</b> Mailing list for QuickFIX/n <</span><a href="mailto:quickfixn@lists.quickfixn.com" target="_blank"><span lang="EN-US">quickfixn@lists.quickfixn.com</span></a><span lang="EN-US">><br>
<b>Subject:</b> Re: {{Quickfixn}} Execution report not coming for few trades</span><u></u><u></u></p>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<div>
<p class="MsoNormal"><span lang="EN-US">Hi, </span><u></u><u></u></p>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">Thanks for your help</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">With regards, </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal" style="margin-bottom:12pt"><span lang="EN-US">R. Rajkumar</span><u></u><u></u></p>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">On Mon, 31 Aug, 2020, 8:51 PM Grant Birchmeier, <</span><a href="mailto:gbirchmeier@connamara.com" target="_blank"><span lang="EN-US">gbirchmeier@connamara.com</span></a><span lang="EN-US">>
wrote:</span><u></u><u></u></p>
</div>
<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin:5pt 0cm 5pt 4.8pt">
<div>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">No, we can't.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="color:black">The information that you've provided is not sufficient, and my attempts to get better info out of you have failed.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">You didn't try the actions that I suggested. You didn't provide the info that I requested. Your last email did not make
any sense.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">If you want help, re-read my last email and do what I have asked.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">-Grant</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
</div>
</div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">On Mon, Aug 31, 2020 at 10:10 AM Rajkumar R <</span><a href="mailto:kraj232@gmail.com" target="_blank"><span lang="EN-US">kraj232@gmail.com</span></a><span lang="EN-US">>
wrote:</span><u></u><u></u></p>
</div>
<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin:5pt 0cm 5pt 4.8pt">
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">Hi,</span><u></u><u></u></p>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<div>
<p class="MsoNormal"><span lang="EN-US">Can anybody help please. </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">With regards, </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">R. Rajkumar</span><u></u><u></u></p>
</div>
</div>
<p class="MsoNormal" style="margin-bottom:12pt"><span lang="EN-US"> </span><u></u><u></u></p>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">On Fri, 28 Aug, 2020, 10:27 PM Rajkumar R, <</span><a href="mailto:kraj232@gmail.com" target="_blank"><span lang="EN-US">kraj232@gmail.com</span></a><span lang="EN-US">>
wrote:</span><u></u><u></u></p>
</div>
<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin:5pt 0cm 5pt 4.8pt">
<div>
<p class="MsoNormal"><span lang="EN-US">Hi,</span><u></u><u></u></p>
<div>
<p class="MsoNormal"><span lang="EN-US">Am sorry in my previous mail I have taken a wrong date of current and message logs, that is the reason I have resent the 18jul2020 logs of current and message
log which match the timestamps. Just to have clarity I have added the config file as well. </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">With regards, </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">Rajkumar </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">Regards, </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US">Rajkumar </span><u></u><u></u></p>
</div>
</div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US">On Fri, 28 Aug, 2020, 9:07 PM Grant Birchmeier, <</span><a href="mailto:gbirchmeier@connamara.com" target="_blank"><span lang="EN-US">gbirchmeier@connamara.com</span></a><span lang="EN-US">>
wrote:</span><u></u><u></u></p>
</div>
<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin:5pt 0cm 5pt 4.8pt">
<div>
<div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="color:black">With all due respect, I get the impression that you don't really know what you're doing.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="color:black">It's like you're sending me pastes of errors that you aren't even reading. They have nothing to do with app-layer messaging. Do these timestamps
even correspond with any ExecutionReports that you're supposedly missing?</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="color:black">You're sending logs for connection drops. I already told you what I think of these. I think they have nothing to do with your missed messages.</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span style="font-size:12pt;color:black">Do this:</span><u></u><u></u></p>
</div>
<div>
<ol start="1" type="1">
<li class="MsoNormal" style="color:black">
<span lang="EN-US" style="font-size:12pt">Ask your counterparty for a message that they sent that you missed.</span><u></u><u></u></li><li class="MsoNormal" style="color:black">
<span lang="EN-US" style="font-size:12pt">Go in your message log, find that time, and look at what's happening.</span><u></u><u></u></li></ol>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">If you wish to ask for further help, please send details about (1) and (2).</span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black"> </span><u></u><u></u></p>
</div>
<div>
<p class="MsoNormal"><span lang="EN-US" style="font-size:12pt;color:black">-Grant</span><u></u><u></u></p>
</div>
</div>
</div>
</blockquote>
</div>
</blockquote>
</div>
</div>
</div>
</blockquote>
</div>
</blockquote>
</div>
</div>
</div>
</div>
</div>
<p class="MsoNormal">_______________________________________________<br>
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</blockquote>
</div>
</div>
</div>
</div>
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature"><div><font size="2"><span style="background-color:rgb(0,0,0)"><span style="background-color:rgb(255,255,255)">Grant Birchmeier</span></span></font><font size="2"><font color="#3333ff"><br></font></font></div><div><font size="2"><b><font color="#3333ff"><span style="background-color:rgb(255,204,51)"><span style="background-color:rgb(255,204,102)"><span style="background-color:rgb(255,204,153)"><span style="background-color:rgb(255,255,255)"><span style="background-color:rgb(255,204,0)">Connamara Systems, LLC</span></span></span></span></span></font></b></font><br></div><div><font size="2"><b>Made-To-Measure Trading Solutions.</b></font></div><div><font size="2">Exactly what you need. No more. No less.</font><font size="2"><b><font color="#3333ff"><br></font></b></font></div><div><font size="2"><a href="http://connamara.com" target="_blank">http://connamara.com</a><br></font></div></div>
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<span style="color:rgb(29,28,29);font-family:Slack-Lato,appleLogo,sans-serif;white-space:pre-wrap;background-color:white"><font size="2">This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.</font></span>