Imported from previous forum
Hi
I have a question about application sequencing and whether it would be applicable for a scenario I have.
I have a FIX Engine through which a number of clients can connect and trade. If a particular client gets disconnected it may want to re-request certain messages. I thought rather than a resendRequest the application sequencing would be useful here (having seen the presentation at EMEA).
So the disconnected application needs to request messages using its ApplID however I have not seen where it can set it.
To use messages and fields for a bit more clarity:
application A sends an order and received an execution with application sequence number 5. In order to use application sequencing I would have thought that the ApplID ‘A’ would need to be sent in the order to be returned in the execution. The later if application A got disconnected and reconnected, it could query for the last execution sent for application A.
I am aware that OrderStatusRequest could possibly applied in the above example but lets assume it isn’t just orders/executions that I am interested in, and also I would like to be able to query on the last message intended for application A without any presumption about what application A thinks it should have received (if you see what I mean).
cheers
pritam
Pritam,
the ApplID is not issued by the client (order submitter) but by the central marketplace that wishes to split bulk information into logical streams by means of multiple ApplID values.
Application Sequencing thus needs to be supported by the entity receiving the orders. You could support it towards your clients for drop copies of Execution Reports. You could assign ApplID values such as “O” for orders and “T” for trades (fills) and sequence them accordingly. Your clients can then request message sequences from “T” to get drop copies of trades.
It should not replace the FIX session level recovery as this is standard FIX engine behaviour. However, you can send gap fill messages on the session layer to keep MsgSeqNum values intact and use application sequencing to make some of the messages available for recovery on an application level, e.g. only “T” and not “O”.
Regards,
Hanno.
Hi
I have a question about application sequencing and whether it would be
applicable for a scenario I have.I have a FIX Engine through which a number of clients can connect and
trade. If a particular client gets disconnected it may want to re-
request certain messages. I thought rather than a resendRequest the
application sequencing would be useful here (having seen the
presentation at EMEA).So the disconnected application needs to request messages using its
ApplID however I have not seen where it can set it.To use messages and fields for a bit more clarity: application A sends
an order and received an execution with application sequence number 5.
In order to use application sequencing I would have thought that the
ApplID ‘A’ would need to be sent in the order to be returned in the
execution. The later if application A got disconnected and reconnected,
it could query for the last execution sent for application A.I am aware that OrderStatusRequest could possibly applied in the above
example but lets assume it isn’t just orders/executions that I am
interested in, and also I would like to be able to query on the last
message intended for application A without any presumption about what
application A thinks it should have received (if you see what I mean).cheers pritam
Hi Hanno
thanks for that - it doesn’t quite fit my scenario but I didn’t describe it very well.
Let me try again without reference to a specific message type.
Lets say you have a client FIX Engine which acts, for want of a better term, as a multiplexer of messages to end users. So each end user can connect to the client FIX Engine, which connects to a sellside FIX engine. The sellside FIX engine knows about all the messages it has issued but the client FIX engine does not have any persistence at its end. Now a specific end user of the client FIX Engine wants to know about his messages and only his mesages. What I was thinking was that each end user would have an ApplID which he could effectively ‘register’ with the sellside and thus issue a request for just the messages he was interested in. What I didn’t see was a way to ‘register’ this ApplID - from what I understand this needs to be assigned and known by the sellside.
cheers
pritam
Pritam,
the ApplID is not issued by the client (order submitter) but by the
central marketplace that wishes to split bulk information into logical
streams by means of multiple ApplID values.Application Sequencing thus needs to be supported by the entity
receiving the orders. You could support it towards your clients for drop
copies of Execution Reports. You could assign ApplID values such as “O”
for orders and “T” for trades (fills) and sequence them accordingly.
Your clients can then request message sequences from “T” to get drop
copies of trades.It should not replace the FIX session level recovery as this is standard
FIX engine behaviour. However, you can send gap fill messages on the
session layer to keep MsgSeqNum values intact and use application
sequencing to make some of the messages available for recovery on an
application level, e.g. only “T” and not “O”.Regards, Hanno.
Hi
I have a question about application sequencing and whether it would be
applicable for a scenario I have.I have a FIX Engine through which a number of clients can connect and
trade. If a particular client gets disconnected it may want to re-
request certain messages. I thought rather than a resendRequest the
application sequencing would be useful here (having seen the
presentation at EMEA).So the disconnected application needs to request messages using its
ApplID however I have not seen where it can set it.To use messages and fields for a bit more clarity: application A sends
an order and received an execution with application sequence number 5.
In order to use application sequencing I would have thought that the
ApplID ‘A’ would need to be sent in the order to be returned in the
execution. The later if application A got disconnected and
reconnected, it could query for the last execution sent for
application A.I am aware that OrderStatusRequest could possibly applied in the above
example but lets assume it isn’t just orders/executions that I am
interested in, and also I would like to be able to query on the last
message intended for application A without any presumption about what
application A thinks it should have received (if you see what I mean).cheers pritam