We are using QuickFixN for sending orders to exchange and receiving execution reports.
If the VPN for exchange is disconnected during the day, the QuickFixN could not reconnect until the next day, despite having the ResetOnLogon
and ResetOnDisconnected
settings set to N.
We do not understand the reason: the sequence, or something else?
0171217-12:15:39.122 : Created session
20171217-12:15:39.129 : Connecting to 172.16.105.151 on port 10060
20171217-12:15:39.399 : Connection succeeded
20171217-12:15:39.423 : Initiated logon request
20171217-12:15:39.680 : Session FIX.4.2:NOOR->MBS disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)
at QuickFix.SocketInitiatorThread.Read()
20171217-12:15:41.140 : Connecting to 172.16.105.151 on port 10060
20171217-12:15:41.398 : Connection succeeded
20171217-12:15:41.399 : Initiated logon request
20171217-12:15:41.654 : Session FIX.4.2:NOOR->MBS disconnecting: System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host
at QuickFix.SocketInitiatorThread.ReadSome(Byte[] buffer, Int32 timeoutMilliseconds)
at QuickFix.SocketInitiatorThread.Read()
Requests to exchange
20171217-12:15:39.423 : 8=FIX.4.2|9=65|35=A|34=7304|49=NOOR|52=20171217-12:15:39.415|56=MBS|98=0|108=30|10=192|
20171217-12:15:41.398 : 8=FIX.4.2|9=65|35=A|34=7305|49=NOOR|52=20171217-12:15:41.398|56=MBS|98=0|108=30|10=196|
20171217-12:15:43.397 : 8=FIX.4.2|9=65|35=A|34=7306|49=NOOR|52=20171217-12:15:43.397|56=MBS|98=0|108=30|10=198|
20171217-12:15:45.398 : 8=FIX.4.2|9=65|35=A|34=7307|49=NOOR|52=20171217-12:15:45.398|56=MBS|98=0|108=30|10=202|
20171217-12:15:47.399 : 8=FIX.4.2|9=65|35=A|34=7308|49=NOOR|52=20171217-12:15:47.399|56=MBS|98=0|108=30|10=206|
20171217-12:15:49.400 : 8=FIX.4.2|9=65|35=A|34=7309|49=NOOR|52=20171217-12:15:49.400|56=MBS|98=0|108=30|10=192|
First of All , thank you @rupweb for your replay and interest to give a hand .Second , there were two sources of this problem : 1 - before disconnecting the client system -that connects to remote party - it must logout. 2 - the executable file of client system must run from the same physical location each time.Because, the Fix generates file to keep the sequence on my device to start another handshaking and connecting next time.