OrderStatusRequest issue

1

I always receive a 35=h message from a particular server straight after logon.

I have not written any code to handle this message - I assume it is handled by QuickFIXn automatically like a heartbeat?

Today, for the first time, this message caused a Cracker exception. On restarting the connecting, the message did NOT generate a Cracker exception as usual.

What might have happened to cause the message to create a Cracker exception?

This message caused exception:

20201002-00:23:51.253 : 8=FIX.4.4 9=67 35=h 49=yyy 34=2 52=20201002-00:23:51.234 56=xxxxxxx 336=0 340=2 10=181

This did not:

20201002-03:05:29.953 : 8=FIX.4.4 9=67 35=h 49=yyy 34=2 52=20201002-03:05:29.947 56=xxxxxxxt 336=0 340=2 10=200

2

TradingSessionStatus(35=h) is not a session level message and hence not handled by the (Quick)FIX engine. You need to handle it in your application. BTW, TradingSessionID(336) = 0 is an invalid value. It needs to be between 1 and 7 or a string that starts with a character. TradSesStatus(340) = 2 tells you that the market is open.

3

Hi Hanno,

BUT I don’t handle it!

I would need to have code like this - and I do NOT:

Missing:

public void OnMessage(QuickFix.FIX44.OrderStatusRequest message, SessionID sessionID)

Why does this not cause a Cracker exception if I am not handling it?

4

I do handle it! But message I get is FIX44.TradingSessionStatus.

That’s why I couldn’t find it.

All I do is write some text to form.object, and a log file. I assume one of these must be causing an exception.