Resetting sequence numbers once/day or once/week?

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mjhittes

Resetting sequence numbers once/day or once/week?

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How do I specify that I want the FIX session to reset on a particular
schedule, such as once per day or once per week? I set the resetOnLogout
and resetOnDisconnect flags in the quickfixj.xml file to "N" to allow my
server to pick up messages on the broker's server in the case of an
intraday failure.  Does this mean now that my server will never try to
reset the sequence numbers to 1? Can I use the StartTime and EndTime
fields to somehow schedule the sesssion to reset end of day or end of week?

Thanks.

Mick Hittesdorf
Sky Road LLC

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toli

Re: Resetting sequence numbers once/day or once/week?

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Mick,

This is more of a QFJ question (copying their mailing list).

I think that you can accomplish resetting the sequence numbers on a
particular schedule through a combination of using the
StartTime/EndTime and ResetOnLogon flags.

According to the docs at
http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html
(both the Session and Miscellaneous) sections, Start/EndTime and
Start/EndDay flags determine when your session is activated. So QFJ
will disconnect at EndTime and reconnect at StartDate/Time. If you
have the ResetOnLogon/ResetOnDisconnect flag set, then it'll
renegotiate the session.

Setting either ResetOnLogon/ResetOnLogout/ResetOnDisconnect will cause
QFJ to send the ResetSeqNumFlag  (Tag = 141) in the Logon message,
causing the numbers to be reset.

I am not sure what happens if you have Start/EndDate set, but don't
have the ResetSeqNumFlag flag - I don't know what the QFJ behaviour is
in that case, and whether or not it renegotiates a MsgSeqNum reset in
that case.

Perhaps someone on the QFJ list can answer.

thanks

On Thu, Nov 6, 2008 at 8:12 AM, Mick Hittesdorf
<[hidden email]> wrote:

> How do I specify that I want the FIX session to reset on a particular
> schedule, such as once per day or once per week? I set the resetOnLogout
> and resetOnDisconnect flags in the quickfixj.xml file to "N" to allow my
> server to pick up messages on the broker's server in the case of an
> intraday failure.  Does this mean now that my server will never try to
> reset the sequence numbers to 1? Can I use the StartTime and EndTime
> fields to somehow schedule the sesssion to reset end of day or end of week?
>
> Thanks.
>
> Mick Hittesdorf
> Sky Road LLC
>
> Sky Road LLC Message Disclaimer
>
> This message and any attachment transmitted with it (collectively, this
> "Message") may contain confidential or privileged information.  It is
> for the sole use of the intended recipient(s).  Any unauthorized review,
> use or disclosure is prohibited.  If you are not the intended recipient,
> please advise the sender by reply message (e.g., email, fax or
> telephone) and destroy all copies of this Message. The information in
> this Message is not intended to replace a recipient's own internal
> processes for evaluating a transaction.  This Message should not be
> regarded as (i) a recommendation to buy or refrain from buying any
> security; (ii) an offer to sell or solicitation of an offer to buy any
> security; or (iii) an official confirmation of any transaction.  Sky
> Road cannot guarantee that the transmission and content of this Message
> is secure or error-free.  Sky Road does not represent that this Message
> is accurate, uncorrupted, or free of viruses or other harmful code.
> _______________________________________________
> _______________________________________________
> Marketcetera Users mailing list
> Marketcetera Documentation: http://trac.marketcetera.org
> To unsubscribe, go to
> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
>



--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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