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<p class="MsoNormal"><span style="mso-fareast-language:EN-US">Hi Rajkumar,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US">in order to understand what’s going on in your FIXEngine, can I ask you to provide me (in private because of potential size problems in the Mailing List) both FXALL log file and the
correspondent yours (both messages and event)?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US">I’m sorry, but without them, no further help is possible…<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Best,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Lanfranco<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="mso-fareast-language:EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><b><span lang="EN-US">From:</span></b><span lang="EN-US"> Quickfixn <quickfixn-bounces@lists.quickfixn.com>
<b>On Behalf Of </b>Rajkumar R<br>
<b>Sent:</b> sabato 3 ottobre 2020 04:16<br>
<b>To:</b> Mailing list for QuickFIX/n <quickfixn@lists.quickfixn.com><br>
<b>Cc:</b> Arun Sivaprakash <arunsivaprakash@gmail.com><br>
<b>Subject:</b> Re: {{Quickfixn}} FW: Execution report not coming for few trades<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt">Any help<o:p></o:p></p>
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<p class="MsoNormal">On Thu, 1 Oct, 2020, 12:06 PM Rajkumar R, <<a href="mailto:kraj232@gmail.com">kraj232@gmail.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal">Hi, <o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Will there be any connectivity issue we set the SSLENABLED = N in config FILE.<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">If we set SSLENABLED =Y, will there be any data loss due to encryption<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Kindly help<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">With regards <o:p></o:p></p>
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<p class="MsoNormal">R. Rajkumar <o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On Mon, 28 Sep, 2020, 5:10 PM Rajkumar R, <<a href="mailto:kraj232@gmail.com" target="_blank">kraj232@gmail.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal">HI,<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">Sorry last email i missed the config file and i do not see ResendRequest (35=2) in the logs , and i did not override the logs and if you can help me how to find whether the logs has been overridden<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"># default settings for sessions<br>
[DEFAULT]<br>
ConnectionType=initiator<br>
ReconnectInterval=10<br>
SenderCompID=xxxx<br>
HttpAcceptPort=xxx<br>
CheckLatency=N<br>
LogonTimeout=10<br>
<br>
# session definition<br>
[SESSION]<br>
# inherit ConnectionType, ReconnectInterval and SenderCompID from default<br>
BeginString=FIX.4.4<br>
TargetCompID=xxxx<br>
HeartBtInt=60<br>
StartTime=00:00:00<br>
EndTime=23:59:00<br>
SocketConnectPort=xxx<br>
SocketConnectHost=xxx.xxx.xx.xxx<br>
FileStorePath=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\bin\Debug\filestorepath<br>
FileLogPath=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\bin\Debug\logfile<br>
ResetOnLogon=Y<br>
ResetOnLogout=Y<br>
ResetOnDisconnect=Y<br>
SSLEnable=Y<br>
SSLValidateCertificates=N<br>
UseDataDictionary=Y<br>
ValidateFieldsOutOfOrder=N<br>
ValidateFieldsHaveValues=N<br>
ValidateUserDefinedFields=N<br>
ValidateIncomingMessage=N<br>
DataDictionary=E:\Services\FXALL\Quality\Fxall_winservice_Quality\Fxall_winservice_Quality\Libraries\FIX44.xml<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">With Regards,<o:p></o:p></p>
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<p class="MsoNormal">R.Rajkumar<o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal">On Mon, Sep 28, 2020 at 4:13 PM Lanfranco Morini <<a href="mailto:Lanfranco.Morini@cegeka.it" target="_blank">Lanfranco.Morini@cegeka.it</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Hi,
<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <span lang="EN-US">since you didn’t find ERs in your log, I was expecting that you find almost a ResendRequest (35=2) for each missed MsgSeqNum: didn’t you find them?</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">If not, it seems that you overrode the log writing and, in the same way you lose the ER, you are not able to write the ER message in your log…</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">Did you notice in your log a gap in the FXALL MsgSeqNum sent?</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">I’m not aware of a bug about the automatic send of a ResendRequest in case of a missing message, so it could only mean that your QuickFIX/n correctly received
every message, but you lost them once received them…</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">A little suggestion: try to exclude every piece of custom code (such as log writing) and let QuickFIX/n do its work natively: in this way you can verify where
is actually the problem…</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">Best,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US">Lan</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US"> </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">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> lunedì 28 settembre 2020 11:10<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</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>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Hi,<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">we have examined the FXALL logs , they do send the ER , but we are not received in our FIX logs. </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black">FromApp code snippet:</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> public void FromApp(Message message, SessionID sessionID)<br>
{<br>
// Console.WriteLine("IN: " + message.ToString());<br>
try<br>
{<br>
logFile.WriteErrorLog("From App Method IN MESSAGE " + message.ToString());<br>
logFile.WriteErrorLog("From App Method - GetSessionID " + message.GetSessionID(message));<br>
logFile.WriteErrorLog("Crack Method Starts");<br>
Crack(message, sessionID);<br>
logFile.WriteErrorLog("Crack Method Ends");<br>
}<br>
catch (Exception ex)<br>
{<br>
logFile.WriteErrorLog("FromApp Method - Crack Exception");<br>
logFile.WriteErrorLog("FromApp Method " + ex.ToString());<br>
logFile.WriteErrorLog("FromApp Method " + ex.StackTrace.ToString());<br>
}<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">Note: We are storing the data in 2 tables , one for FIX Messages and Execution Report and we use it in our internal OMS platform.<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> public void OnMessage(QuickFix.FIX44.ExecutionReport OrderExecutionReport, SessionID s)<br>
{</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> // once we receive the data (FIX Message and execution report) and we store in the above mentioned tables , and our internal logics will be
happening here.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> }</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050">FromAdmin Event - We are sending the orders to FXALL (it is an .NET windows service)</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050">Can you please suggest whether any change is required in the flow.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050">With Regards,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="color:#500050">R.Rajkumar</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">On Fri, Sep 25, 2020 at 7:13 PM Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black">(stripping out images & history to knock the email size down again so I stop having to manually approve huge responses --Grant)</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black"> </span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto">On Fri, Sep 25, 2020 at 8:01 AM Lanfranco Morini <<a href="mailto:Lanfranco.Morini@cegeka.it" target="_blank">Lanfranco.Morini@cegeka.it</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black">Rajkumar,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">keep in mind that if they sent an Execution Report with a MsgSeqNum (tag 34) and a SendingTime (tag 52) and you didn’t receive
it, at the next MsgSeqNum received, noting the missing sequence number, your FIX Engine should have sent automatically a ResendRequest message…</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">Summarizing: the cases are two:
</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">1<sup>st</sup> they didn’t actually send any ER,
</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">2<sup>nd</sup> they sent it and you received it (and, as per Grant email, you should find it in your logs), but you lost
it during processing FromApp callback…</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">Best</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US" style="font-size:12.0pt;color:black">Lan</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span lang="EN-US"> </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>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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>Grant Birchmeier<br>
<b>Sent:</b> giovedì 24 settembre 2020 15:58<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</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>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black">Did their logs show that they sent an Execution report?</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black"> </span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:12.0pt;color:black">If yes, what did your logs show at the same time?</span><o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><br>
<span style="font-size:10.0pt;font-family:"Arial",sans-serif;color:#1D1C1D;background:white">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.</span>_______________________________________________<br>
Quickfixn mailing list<br>
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<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>
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</div>
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<p class="MsoNormal">_______________________________________________<br>
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