Resequencing of MsgSeqNum in FIX 4.2
Resequencing of MsgSeqNum in FIX 4.2
Loading saved threads...
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/
Adaptation: HTML converted to plain text; contact email addresses removed.
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.
Quote
Report
Post Reply
Quoted from Forex.com.bd-Editorial External question — Quantitative Finance Stack Exchange Author: Taimoor Choudhary Source score (net votes, not local likes): 4 Original post: https://quant.stackexchange.com/questions/3383 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. 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.
Checking account access…