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FIX 协议中的消息恢复

[英]Message recovery in FIX protocol

原文 2022-12-20 07:31:26 2 1 quickfix/ fix-protocol

I'm using QuickFIX C++ in my project.我在我的项目中使用 QuickFIX C++。 I wonder is it possible to recover previous messages from the server when the store is lost(deleted).我想知道当商店丢失（删除）时是否可以从服务器恢复以前的消息。

I have tried in this scenario:我在这种情况下尝试过：

ResetOnLogon=N ResetOnLogon=N
Delete store files删除商店文件

In this scenario, the client's and server's seqnums become different and they try to synchronize the seqnum but it takes too much time.在这种情况下，客户端和服务器的 seqnum 变得不同，它们尝试同步 seqnum，但花费了太多时间。

Let's say, server sent 1...100k messages and the client processed 1...98k messages but 98k...100k messages are not processed yet and the client lost the store files.比方说，服务器发送了 1...100k 条消息，客户端处理了 1...98k 条消息，但 98k...100k 条消息尚未处理，客户端丢失了存储文件。 How can the client recover only the 98k...100k messages?客户端如何才能只恢复 98k...100k 条消息？

1 个解决方案

You are correct in your comment that sequence-number manipulation is not a recommended approach.您的评论是正确的，序列号操作不是推荐的方法。 Resend requests are intended for error recovery, not archive retrieval.重新发送请求旨在用于错误恢复，而不是档案检索。

This sounds more like an application-level use case, rather than a QF protocol question.这听起来更像是应用程序级用例，而不是 QF 协议问题。 I would check your counterparty's docs or ask their support if they support some way of requesting past data (for instance, a TradeCaptureReportRequest).如果他们支持某种请求过去数据的方式（例如，TradeCaptureReportRequest），我会检查你的交易对手的文档或询问他们的支持。