connamara/quickfixn — Issue #22: Sequence numbers not being reset
Author: jcwild
Created: 2012-01-04 10:42:31+00:00
State: open

I reconnected my FIX session today, having last received a message last week. The last sequence number received last week was 6202. When the connection came up today it seemed to be expecting the next sequence (6203) rather than resetting back to 1. The configuration I am using has a distinct start/end time, so the sequences should be getting reset automatically when the connection comes up on a new day.

This is a critical problem. Log attached

20111229-16:59:29.101 : 8=FIX.4.49=7535=034=620249=TID52=20111229-16:59:24.65156=SID112=TEST10=116
20111229-16:59:54.333 : 8=FIX.4.49=23335=Q34=17749=SID52=20111229-16:59:54.32856=TID128=ABN17=tB_Exec_531=132=1000037=tB_Ord_338=054=155=LLOY58=Execution tB_Exec_5 received has quantity exceeding order. 10000 received, only 0 remaining.127=C10=216
20111229-17:00:42.036 : 8=FIX.4.49=7435=134=17849=SID52=20111229-17:00:42.03356=TID112=TEST10=055
20111229-17:02:25.297 : 8=FIX.4.49=7735=A34=17949=SID52=20111229-17:02:25.29456=TID98=0108=6010=097
20120104-10:33:52.616 : 8=FIX.4.49=7735=A34=18049=SID52=20120104-10:33:52.42956=TID98=0108=6010=078
20120104-10:33:52.710 : 8=FIX.4.49=7535=A34=149=TID52=20120104-10:33:52.71056=SID98=0108=6010=221
20120104-10:33:52.773 : 8=FIX.4.49=11735=534=18149=SID52=20120104-10:33:52.77356=TID58=MsgSeqNum too low, expecting 6203 but received 110=132
20120104-10:34:52.384 : 8=FIX.4.49=7735=A34=18249=SID52=20120104-10:34:52.38156=TID98=0108=6010=078
20120104-10:34:52.389 : 8=FIX.4.49=7535=A34=449=TID52=20120104-10:34:52.38756=SID98=0108=6010=235
20120104-10:34:52.391 : 8=FIX.4.49=11735=534=18349=SID52=20120104-10:34:52.38956=TID58=MsgSeqNum too low, expecting 6203 but received 410=141