Rest SeqNum after NY close from UK

Question

I am running DropCopy session from UK.

The API wants me to Reset SeqNum after 5PM NY time. How can I specify this in my config? Please note my time will be London. Can I specify EST/EDT?
Also, I am confused by ResetSeqNumFlag=N. I long on and off hundreds of times per day. Yet, my SeqNum only gets reset once per day. As I have this set to N why does it reset even once?

If someone could explain the difference between starttime endtime and logon - I would be grateful. I think I want to ResetSeqNum at StartTime NOT Logon (as I logon repeatedly through the day). How do I config to just ResetSeqNum once at StartTime each day?

    CONFIG
    # default settings for sessions
    [DEFAULT]
    FileStorePath=D:\Production\LOGS\Hs_storeDROP
    FileLogPath=D:\Production\LOGS\Hs_logDROP
    ConnectionType=initiator
    ReconnectInterval=1
    SenderCompID=fixclient
    # session definition
    [SESSION]
    # inherit FileStorePath, FileLogPath, ConnectionType, ReconnectInterval and SenderCompID from default
    BeginString=FIX.4.2
    TargetCompID=FIX-E-FEED
    StartTime=01:00:00
    EndTime=23:59:00
    HeartBtInt=20
    SocketConnectPort=xxxx
    SocketConnectHost=xxxx
    DataDictionary=D:\Production\FIX\HS_FIX42.xml
    ValidateUserDefinedFields=N
    ValidateFieldsHaveValues=N
    UseDataDictionary=Y
    ResetOnLogon=N
    ResetSeqNumFlag=N
    EncryptMethod=0

`ResetSeqNumFlag` Where did this come from? I don't see it in the online documentation: http://quickfixn.org/tutorial/configuration.html — Ben Aaronson, May 18 '16 at 15:27
OK I will llok. But can you explain how process works for my question part 2 — ManInMoon, May 18 '16 at 20:38

score 0 · Answer 1 · edited Jun 20 '20 at 09:12

As mentioned in the documentation, there's a configuration setting for the session called "TimeZone":

Specifies time zone ID used for session schedule. Cannot be used with UseLocalTime. Supplied ID will be passed to TimeZoneInfo.FindSystemTimeZoneById. (See here for how to get a list of valid IDs on your system.)

Once you use that setting, you can just use times in the time zone you set, which can be EST or EDT depending on what you need.

To answer the second part of your question, in FIX sessions and connections are not the same thing. This page describes the difference well:

FIX Connection is comprised of three parts: logon, message exchange, and logout.

FIX Session is comprised of one or more FIX Connections, meaning that a FIX Session spans multiple logins.

Starting and ending a session is defined by resetting sequence numbers. Logging in and out doesn't change the session, it just starts and ends a connection to that session. This is what you describe wanting, and is already the normal behaviour for FIX. If you set ResetOnLogon=Y then you would reset sequence numbers each time you log in.

Rest SeqNum after NY close from UK

1 Answers1