Application Message in transit at the time of Logout from other end

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1

Imported from previous forum

2

Hi,

I had doubt regarding the status of an Application message. Consider the following scenario:

  1. FIX entity-A, that serves the application message, sends a Logout to the other end due to loss of communication to the OMS Server.

  2. But at the same time FIX entity-A receives an application message, (E.g. New Order Request) which is in transit. This message was sent by the FIX entity-B before it received the Logout from the FIX entity-A.

What FIX entity-A is supposed to do in this case?
a) Should FIX entity-A discard the received application message without incrementing its incoming sequence number? OR
b) Should FIX entity-A respond to the received application message by a Business Message Reject and increment its incoming sequence number?

Thanks in advance,
Vinay Meher

3

There can be two possible solution.
1)as u mentioned ie entity-A discard the received application message without incrementing its incoming sequence number.
2) entity A still process the application message and create OMS packet for Order request.transmit to the OMS at the time when OMS Server is UP.
In FIX U really dont need to process single FIX Order packet twice by checking tag <34 ,11> for Sell side or tag <34,17> for buy side application.

Both the above options have some merits and demerits however !

Sourav Banerjee

Hi,

I had doubt regarding the status of an Application message. Consider the
following scenario:

  1. FIX entity-A, that serves the application message, sends a Logout to
    the other end due to loss of communication to the OMS Server.

  2. But at the same time FIX entity-A receives an application message,
    (E.g. New Order Request) which is in transit. This message was sent by
    the FIX entity-B before it received the Logout from the FIX entity-A.

What FIX entity-A is supposed to do in this case?
a) Should FIX entity-A discard the received application message without
incrementing its incoming sequence number? OR
b) Should FIX entity-A respond to the received application message by a
Business Message Reject and increment its incoming sequence number?

Thanks in advance, Vinay Meher