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Enhanced CME Globex Resend Logic #841
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I feel like it is, and I think I even worked on or at least verified it.
But it's been a looooong time since I did that and I'm trying to remember.
I think maybe it's MaxMessagesInResendRequest? I believe we wrote that to
pass CME Autocert like 10 years ago.
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MaxMessagesInResendRequest of 2500 is something CME requires for both 'basic' and 'enhanced' resend logic. But the 'enhanced' requirements go further:
At a high level:
So, looking at where out of seq messages are handled: quickfixn/QuickFIXn/Session.cs Line 1064 in 3200a30
In particular:
This looks to me like the flag So my hunch was that the 'enhanced' logic isn't there, but if autocert is passed then it must be? One of the tests in the Autocert+ spec (dated 2022) explicitly requires use of the enhanced resend logic. See page 20: https://www.cmegroup.com/tools-information/webhelp/autocert-drop-copy4/Content/AutoCert-Drop-Copy-4.pdf |
I think you are right, and QF/n does not fully support CME Globex Enhanced Resend. This is a big deal, and I am very interested in helping get this support into QF/n. I think the most annoying part will be writing new and accurate Acceptance tests to capture the intended new behavior. Updating the implementation will be the easy(er) part. |
Hi @gbirchmeier,
CME Globex supports both basic resend logic and what it describes as 'Enhanced' resend logic. Differences between the two are outlined in CME Globex documentation: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Session+Layer+-+Resend+Request
They warn:
Is enhanced resend logic something that QuickFIX/n may support, now or in the future? Ideally, wrapped up behind a config flag.
Thanks
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