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I havent been able to find an answer to this exact scenario with the quickFIXn engine. I will be setting up here as the initiator and will have a Start Day, End Day, start Time and end time set up for week long session. At the end of the week the Sequence numbers get reset which is perfectly fine. Now the thing I need to get done is to reset the message sequence numbers daily, keeping the weekly session going on. From what i've read till now, the only way to reset the message sequence numbers at a particular time is to set the start time and it would reset, but if I set the start day, it will reset only on the start day at start time, would ignore resetting the sequence numbers on the rest of the days. My question is this, how can I have both, a week long session and also have the message sequence number reset daily.

QV1
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It sounds like what you really want is a day-long session, not a week-long session.

Delete StartDay and EndDay from your config file and you'll have day-long sessions.

QF will, however, attempt to connect on every day of the week, though, so if you want it to not start on, say, Sat/Sun, you'll have to shut it down.

Grant Birchmeier
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  • Thanks for the reply Grant. Actually I'm looking for a week long session, with the sequence numbers reset daily. I've just started working with FIX, so this is a new direction for me. Is this possible or am I asking for something that's beyond quickFIX... I'm not sure yet. – QV1 Dec 22 '15 at 07:11
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    A session is pretty much defined by when the sequence numbers are reset. You *do* want a daily session. If you're resetting sequence numbers daily, then your weeklong session is meaningless. – Grant Birchmeier Dec 23 '15 at 03:55
  • Thanks Grant. Appreciate the help. – QV1 Dec 23 '15 at 07:49