CODEWITHSUNDEEP
javaquickfixfix-protocolquickfixj
Eduardo Sanchez-Ros
Eduardo Sanchez-Ros

Reputation: 1827

Processing messages with PossDupFlag set with QuickFixJ

In QuickFix/J we can send a ResendRequest message to the Acceptor to request messages to be resent to the Initiator, within a given MsgSeq number range. For example:

Session session = Session.lookupSession(new SessionID("FIXT.1.1:SENDER->TARGET"));
session.send(new ResendRequest(new BeginSeqNo(1), new EndSeqNo(0)));

This message will request all existing Execution Reports for any open orders in the Acceptor.

The issue we have is that these messages come with PossDupFlag set to Y in the header. QuickFix/J by default ignores these messages and doesn't call the fromApp callback. I found that the callback is called if we set

ValidateSequenceNumbers=Y

but, as per the documentation, it has a drawback

If not enabled and a mismatch is detected, nothing is done.

I was wondering:

Thanks

Upvotes: 0

Views: 553

Answers (1)

Eduardo Sanchez-Ros
Eduardo Sanchez-Ros

Reputation: 1827

After some digging around I found a solution for this problem. Basically, we need to tell QuickFix/J that our target MsgSeqNum is 1. The logic will detect that the actual target's MsgSeqNum is higher than the one we have set and it will send a ResendRequest to the Acceptor:

Session session = Session.lookupSession(new SessionID("FIXT.1.1:SENDER->TARGET"));
session.setNextTargetMsgSeqNum(1);

In this case, the fromApp callback is called even though the PosDupFlag is set in the messages.

Upvotes: 1

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