Problem with ResetOnLogon flag

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Paul Netherwood

Problem with ResetOnLogon flag

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The ResetOnLogon flag in the config is a really handy way of resetting sequence numbers when they have gone badly out of sync. However, there is a problem with it. Consider this scenario:

 

Sequence numbers are out of sync

1. Add ResetOnLogon=Y to config file

2. Restart your quickfix server

 

Later on there is a problem with the target machine

1. They log you off and log you back on again

At this point the ResetOnLogin flag IS STILL ON and sequence numbers are then reset back to 1 when you log back on

 

Now there is a real danger that any messages held in the message queue are resent. Normally they would be rejected as duplicates by the target. However, because we've reset the session they aren't seen as duplicates because it’s a new session and go in as NEW trades.

 

Ideally this flag should only be applied once. Has anyone else encountered similar problems with this flag? Are there any workarounds?

 

I was thinking of removing the tag from the logon message if its been sent once already.

 

Paul



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John Vatianou

Re: Problem with ResetOnLogon flag

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If you need to reset your Sequence Numbers, you can do it via the seqnum file manually.  The numbers on the left are the sequence number your adapter is sending, the right is what you're expecting.  Be careful though...don't change the length of the field.  Make sure you keep the leading zeroes in there.  Or, you will get lots of exceptions.

John Vatianou
Connamara Systems, LLC
200 West Jackson Boulevard, Suite 1340
Chicago, Illinois 60606
Direct:  312-235-6772
Email:  [hidden email]
www.connamara.com


On Thu, Oct 22, 2009 at 10:02 AM, Paul Netherwood <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J
Support: http://www.quickfixj.org/support/



The ResetOnLogon flag in the config is a really handy way of resetting sequence numbers when they have gone badly out of sync. However, there is a problem with it. Consider this scenario:

 

Sequence numbers are out of sync

1. Add ResetOnLogon=Y to config file

2. Restart your quickfix server

 

Later on there is a problem with the target machine

1. They log you off and log you back on again

At this point the ResetOnLogin flag IS STILL ON and sequence numbers are then reset back to 1 when you log back on

 

Now there is a real danger that any messages held in the message queue are resent. Normally they would be rejected as duplicates by the target. However, because we've reset the session they aren't seen as duplicates because it’s a new session and go in as NEW trades.

 

Ideally this flag should only be applied once. Has anyone else encountered similar problems with this flag? Are there any workarounds?

 

I was thinking of removing the tag from the logon message if its been sent once already.

 

Paul



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Jay Walters-2

Re: Problem with ResetOnLogon flag

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We implemented some code in the callbacks in our application that did not resend orders after a re-login. We couldn't come up with a use case (with our users) where it possibly made sense to re-send an order under that circumstance.

Jay


Oct 22, 2009 10:03:43 AM, [hidden email] wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/





The ResetOnLogon flag in the config is a really handy way of resetting sequence numbers when they have gone badly out of sync. However, there is a problem with it. Consider this scenario:

Sequence numbers are out of sync

1. Add ResetOnLogon=Y to config file

2. Restart your quickfix server

Later on there is a problem with the target machine

1. They log you off and log you back on again

At this point the ResetOnLogin flag IS STILL ON and sequence numbers are then reset back to 1 when you log back on

Now there is a real danger that any messages held in the message queue are resent. Normally they would be rejected as duplicates by the target. However, because we've reset the session they aren't seen as duplicates because it’s a new session and go in as NEW trades.

Ideally this flag should only be applied once. Has anyone else encountered similar problems with this flag? Are there any workarounds?

I was thinking of removing the tag from the logon message if its been sent once already.

Paul



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