CODEWITHSUNDEEP
fix-protocolquickfixn
Stuart Hall
Stuart Hall

Reputation: 1

quickfixn - Fix message received in the messages log but not received by application C# FIX

I have a C# QuickFix application that connects to an exchange to receive trade data. The exchange enforces a maximum 48-hour lookback, so when starting mid-week, the application relies on receiving a message reject containing the suggested SeqNum to resynchronise.

The issue is that the reject message appears in the log file but isn’t being processed by the application. Below is an example of the reject message logged:

20241213-12:09:24.693 : 8=FIX.4.29=14535=334=9486369=11052=20241213-12:09:24.72549=CME50=5856=OKFFFJN57=HG_EOB143=GB45=11058=Resend Request Could Not Be Fulfilled5024=476010=230

5024=4760 is the suggested SeqNum. Any insights into why the application isn't picking up the reject message would be greatly appreciated!

I expect the message, like all other messages, to come through the application's overridden function.

Upvotes: 0

Views: 27

Answers (0)

Related Questions