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when I send message as client using quickfix, how can I know if it's sent successfully?

Best,

Deveti

Draško
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  • depends who you are sending it too. If it is something like an order you will usually get a reply. If it is something else you may not. You could use the test server and connect to that to see if you are sending the messages you think you are. – robthewolf Jun 19 '12 at 13:34
  • actually, I am trying to send request and can (but not must) receive quote for it. so, how can I know if my request reached the destination? thanks. – Draško Jun 19 '12 at 13:39

3 Answers3

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It depends on the message type and the flow that your counterparty supports. For some messages you will never know, others, such as logon or heartbeat have fixed guaranteed responses using the same message type. Others, such as NOS (D) have a response using an execution report which updates the status of the order. Typical flows can be found on the FIX website and most counterparties' "rules of engagement" detail their expected flows and will include any confirmation or status update messages they support. Other than these flows there are no simple aknowledgements that messages have been received. edit: having seen your comment I'll add that quote requests do not normally send an acknowledgement.

MD-Tech
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    just a little extra "help" - if the system is still heartbeating (i.e. there are successful heartbeats on either side of the message) you can generally safely assume that the message has got through. If the TCP/IP connection or the sequence numbers give an indication that there has been a problem the engine will automatically resend. – MD-Tech Jun 19 '12 at 14:01
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I totally agree with MD-Tech.

In my experience, we have worked with many counterparties and each provide a set of "rules" in order to minimize the possibility to loose messages.

For execution messages, as example, it's a common practice to reply with an "aknowledge" message in order to inform the counterparty.

Also keep in mind that the sequence numbers tell that no messages are lost during the current session.

stexcec
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0

Screen logs and file logs should be kept enabled. If some tags are missing or wrong, there is a clear rejection message based on FIX protocol with FIX tags mentioned.

Groovy
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  • Thank you for your answer. But my question points to another direction, actually it covers following scenario: I'm sending request for quote, internet connection breaks, reconnects and I don't have idea is my message is sent successfully to server. – Draško Jul 03 '12 at 08:55