Re: Daily SessionSchedule with Weekend Disconnects

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Re: Daily SessionSchedule with Weekend Disconnects

Freedman, Jon
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi All,

 

I imagine this is a fairly common use case, some of our counterparties need us to disconnect for ~10min on a daily basis and throughout the weekend.  My understanding of SessionSchedule.java and the documentation is that if you set StartDay & EndDay session properties the session is expected to run without disconnect during the week.

 

I have implemented my own Schedule concept and am unsure how best to inject that into QuickFix, Session#sessionSchedule is final so I cannot replace it without replacing DefaultSessionFactory.  Is it a good idea to set a SessionStateListener on each session and check my own Schedule when #onDisconnect is called and then call #logout on the Session and schedule a call to #logon later in time?  The reason I suggest this is that IoSessionInitiator#shouldReconnect calls both Session#isEnabled and Session#isSessionTime.

 

Cheers

 

Jon




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Re: Daily SessionSchedule with Weekend Disconnects

QuickFIX/J mailing list
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi,

correct, if you set StartDay and EndDay then it is considered a week-long session.
The solution in the links you posted is still valid.

In future versions you can pass your own SessionScheduleFactory, maybe that will help?
https://github.com/quickfix-j/quickfixj/pull/94

Cheers,
Chris.


On 20/06/17 11:49, Freedman, Jon wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi All,

 

I imagine this is a fairly common use case, some of our counterparties need us to disconnect for ~10min on a daily basis and throughout the weekend.  My understanding of SessionSchedule.java and the documentation is that if you set StartDay & EndDay session properties the session is expected to run without disconnect during the week.

 

I have implemented my own Schedule concept and am unsure how best to inject that into QuickFix, Session#sessionSchedule is final so I cannot replace it without replacing DefaultSessionFactory.  Is it a good idea to set a SessionStateListener on each session and check my own Schedule when #onDisconnect is called and then call #logout on the Session and schedule a call to #logon later in time?  The reason I suggest this is that IoSessionInitiator#shouldReconnect calls both Session#isEnabled and Session#isSessionTime.

 

Cheers

 

Jon




This email, the information therein and any attached materials (collectively the "Email") are intended only for the addressee(s) and may contain confidential, proprietary, copyrighted and/or privileged material. If you have received this Email in error please delete it and notify the sender immediately. This Email remains the property of Brevan Howard, which reserves the right to require its return (together with any copies or extracts thereof) at any time upon request. Any unauthorised review, retransmission, dissemination, forwarding, printing, copying or other use of this Email is prohibited. Brevan Howard may be legally required to review and retain outgoing and incoming email and produce it to regulatory authorities and others with legal rights to the information. Internet communications cannot be guaranteed to be secure or error free as information could be intercepted, changed corrupted, lost, arrive late or contain viruses. Brevan Howard accepts no liability for any errors or omissions in this Email which arise as a result of internet transmission. This Email is not an official confirmation of any transaction. Any comments or statements made herein do not necessarily reflect the views of Brevan Howard. 
This Email is not an offer to sell or solicitation of an offer to buy any security or investment. It does not constitute or contain any investment advice and is being made without regard to the recipients investment objectives, financial situation or means. Past Performance is not an indicator of future results and Brevan Howard provides no assurance that future results will be consistent with any information provided herein or attached hereto. Brevan Howard and the sender make no warranties regarding the accuracy or completeness of the information in this Email and it should not be relied upon and is subject to change without notice. Brevan Howard and its representatives, officers and employees accept no responsibility for any losses suffered as a result of reliance on the information in this Email or the reliability, accuracy, or completeness thereof.
In this Email, "Brevan Howard" means Brevan Howard Asset Management LLP ("BHAM"), Brevan Howard Inc., Brevan Howard (Israel) Ltd and their respective affiliates. BHAM is a limited liability partnership authorised and regulated by the Financial Conduct Authority of the United Kingdom and registered in England & Wales (reg. no. OC302636).


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Re: Daily SessionSchedule with Weekend Disconnects

Freedman, Jon
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I think that PR will definitely help, I have this working with a SessionStateListener – as mentioned in the 3rd link ApplicationExtended#canLogon is called after a connection has been established before the logon message is sent, which doesn’t help if the other party is not accepting connections at all.

 

From: Christoph John [mailto:[hidden email]]
Sent: 20 June 2017 10:59
To: [hidden email]; Freedman, Jon
Subject: Re: [Quickfixj-users] Daily SessionSchedule with Weekend Disconnects

 

Hi,

correct, if you set StartDay and EndDay then it is considered a week-long session.
The solution in the links you posted is still valid.

In future versions you can pass your own SessionScheduleFactory, maybe that will help?
https://github.com/quickfix-j/quickfixj/pull/94

Cheers,
Chris.

On 20/06/17 11:49, Freedman, Jon wrote:

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
 
 




Hi All,

 

I imagine this is a fairly common use case, some of our counterparties need us to disconnect for ~10min on a daily basis and throughout the weekend.  My understanding of SessionSchedule.java and the documentation is that if you set StartDay & EndDay session properties the session is expected to run without disconnect during the week.

 

I have implemented my own Schedule concept and am unsure how best to inject that into QuickFix, Session#sessionSchedule is final so I cannot replace it without replacing DefaultSessionFactory.  Is it a good idea to set a SessionStateListener on each session and check my own Schedule when #onDisconnect is called and then call #logout on the Session and schedule a call to #logon later in time?  The reason I suggest this is that IoSessionInitiator#shouldReconnect calls both Session#isEnabled and Session#isSessionTime.

 

Cheers

 

Jon




This email, the information therein and any attached materials (collectively the "Email") are intended only for the addressee(s) and may contain confidential, proprietary, copyrighted and/or privileged material. If you have received this Email in error please delete it and notify the sender immediately. This Email remains the property of Brevan Howard, which reserves the right to require its return (together with any copies or extracts thereof) at any time upon request. Any unauthorised review, retransmission, dissemination, forwarding, printing, copying or other use of this Email is prohibited. Brevan Howard may be legally required to review and retain outgoing and incoming email and produce it to regulatory authorities and others with legal rights to the information. Internet communications cannot be guaranteed to be secure or error free as information could be intercepted, changed corrupted, lost, arrive late or contain viruses. Brevan Howard accepts no liability for any errors or omissions in this Email which arise as a result of internet transmission. This Email is not an official confirmation of any transaction. Any comments or statements made herein do not necessarily reflect the views of Brevan Howard. 
This Email is not an offer to sell or solicitation of an offer to buy any security or investment. It does not constitute or contain any investment advice and is being made without regard to the recipients investment objectives, financial situation or means. Past Performance is not an indicator of future results and Brevan Howard provides no assurance that future results will be consistent with any information provided herein or attached hereto. Brevan Howard and the sender make no warranties regarding the accuracy or completeness of the information in this Email and it should not be relied upon and is subject to change without notice. Brevan Howard and its representatives, officers and employees accept no responsibility for any losses suffered as a result of reliance on the information in this Email or the reliability, accuracy, or completeness thereof.
In this Email, "Brevan Howard" means Brevan Howard Asset Management LLP ("BHAM"), Brevan Howard Inc., Brevan Howard (Israel) Ltd and their respective affiliates. BHAM is a limited liability partnership authorised and regulated by the Financial Conduct Authority of the United Kingdom and registered in England & Wales (reg. no. OC302636).


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Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:Christoph.John@...




http://www.macd.com



MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10

 Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663

Geschäftsführer: George Macdonald



take care of the environment - print only if necessary


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