Quickfixj automatic re-subscription to Quote session

Question

As part of the conformance test performed by our FIX provider on the connector application we have developed should automatically re-connect and re-subscribe to the quote session, after experiencing an abrupt disconnection across all sessions.

Since we use QuickfixJ, the client app automatically reconnects and re-login successfully when any disruption happens to the Quote session and by default resets the Sequence numbers to start from 1. But, after re-login, our app is not receiving any quote messages even though the counterparty is continuously sending the subscribed Quotes prior to disruption(this what our counterparty says). We see nothing in the logs also except successful Heartbeat messages.

Do we have to send again a fresh QuoteRequest after re-login? or do we have to send a ResendRequest?

I think we can't send a ResendRequest here because the sequence numbers are already reset during logon. If we have to send a fresh QuoteRequest, does it cause any error at the counterparty as it has not stopped sending the previously subscribed Quotes?

Could you please suggest us a solution. Thanks in Advance.

Answer 1

Do we have to send again a fresh QuoteRequest after re-login?

This answer is counterparty-specific. The FIX protocol does not answer this. You really need to ask your counterparty. My gut says that the answer is probably "yes", but you should confirm with them.

FIX gives a default set of application-level messages and fields, but does not describe how they must be used. Therefore, every counterparty does things a little differently.

or de we have to send a ResendRequest?

Heavens, no! ResendRequest is a transport-layer message; the QF/j engine will send this automatically when it's needed. You should not send it manually (just like you shouldn't send a Heartbeat manually).