Quickfix python. How to omit StartTime and EndTime from config file without getting error

Question

I do not want to include starttime and endtime in my config file, as I want to set NonStopSession=Y. As mentioned in the docs, setting NonStopSession=Y is incompatible with start and endtime flags. https://quickfixengine.org/n/documentation/

When i remove start and endtime, i get the following error. The reason i want to set NonStopSession=Y is that the acceptor seems to not reset my sequence numbers. As a result, at the start of each new day, my outgoing sequence number will be reset to 1, and will not be accepted by the acceptor Error

I tried setting ResetOnLogon = N, as well as ValidateSequenceNumbers = N, all of which did not work.

Grant Birchmeier · Accepted Answer · 2024-08-20 16:18:41Z

0

You have made a few errors:

You are looking at the wrong docs. You linked the docs for QuickFIX/n, which is the C# port.

Since you are using Python, you must be using the C++ build with the Python bindings. So you need to look at the C++ docs: https://quickfixengine.org/c/documentation/
Now that we are looking at the correct docs, you will see that "NonStopSession" is not a supported feature in the C++ build.

(I cannot tell you when or if NonStopSession will ever be supported in C++.)

I suspect you do not actually need NonStopSession. I think you actually just need to find out what your counterparty's session schedule is and set your config accordingly.

answered Aug 20, 2024 at 16:18

Grant Birchmeier

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