Quickfix/N - execution reports

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Hi,

We are using the QuickFix/n for our trading business for the last on1 year, from July 2020
we are facing some issues like when we send bulk trades to FXALL, few of the execution reports are not received. We try to analyze our FIX the logs and we checked the same with the counterparty (FXALL) as well, FXALL says they have send the execution report to US. We have checked with our network team as well and there no drops and few disconnects which FXALL told that it has crossed their interval threshold value of 60 seconds. Any help would be more helpful

Note : We are using our in-house OMS system to send orders to FXALL and update back as well.

Application has created using the windows service for communicate to FXALL and vice-versa.

Quickfix/n - FIX engine 4.4

With Regards,
R.Rajkumar

What I have tried:

For example 10 orders has been processed , we receive back only 8 - 2 is missing , we are not sure where it has gone, so we analyzed the fix logs of ours, network, firewall, ncap and the counterparty as well.

1.FXALL concludes that they are not getting the proper heartbeats , so the connection is dropped, so they told somewhere in the application is dropped
2.our Infra team says that they are not receiving from their end (only few orders)

I am not sure where the issue is , looking forward for the help

# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=10
SenderCompID=xxxx
HttpAcceptPort=111
CheckLatency=N
LogonTimeout=10

# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.4
TargetCompID=xxx
HeartBtInt=60
StartTime=00:00:00
EndTime=23:59:00
SocketConnectPort=111
SocketConnectHost=xxx.xxx.xxx.xxx
FileStorePath=F:\FXALL\Fxall_winservice\filestorepath
FileLogPath=F:\FXALL\Fxall_winservice\logfile
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
SSLEnable=Y
SSLValidateCertificates=N
UseDataDictionary=Y
ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=N
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
DataDictionary=F:\FXALL\Fxall_winservice\Libraries\FIX44.xml

Posted 6-Oct-20 0:26am

kpg123

Updated 6-Oct-20 1:15am

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Richard MacCutchan · Answer 1 · 2020-10-06T01:15:00

Solution 1

Go to quickfixn.org/help[^] as they are the people who know the product.

Posted 6-Oct-20 1:15am

Richard MacCutchan

Comments

kpg123 7-Oct-20 3:36am

I saw the example in codeproject, so i posted the same.

Note : I have already approached quickfix/n , thanks

Richard MacCutchan 7-Oct-20 4:02am

Then you should post a question to the person who wrote the example.