Resequencing of MsgSeqNum in FIX 4.2
Resequencing of MsgSeqNum in FIX 4.2
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Taimoor Choudhary · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: Taimoor Choudhary
Original post: https://quant.stackexchange.com/questions/3383
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I am trying to achieve the following functionality using QuickFIX for FIX 4.2
Send a couple of orders and make sure they’re filled.
Then disconnect.
Change the incoming (from Broker) sequence number to a lower number. Example if it is 300 i now change it to 260.
Log back in.
My Application should detect the sequence number from Broker, as lower than what is expected and my side should automatically send a type 2 (resend request) message to Broker.
Broker will gap fill/send missing data.
At the moment when i attempt the step 3 (i.e change to sequence number from broker to a lower value) and then attempt to login, my applications logs out immediately with the error message the MsgSeqNum is lower than what is expected.
I am familiar with the ResetSequenceNumFlag, ResetOnLogon, ResetOnLogout flags but they don't seem to be the right choice for the above procedure.
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