Imported from previous forum
Hi, All,
I am currently implementing a Fix4.0 engine with some other programmers, we have a very different perspective on the right order to process message.
Although I strongly favors message processing in sequential which can prevent message missing, my teammate argued that since there is no obvious relationship with messages, which indicts that a message can be processed instantly right after receiving it even though there is a gap detected, instead of waiting for gap fill.
Can anybody provide some convincing explaination why sequential message processing is neccessary for me?
I think that your statement "since there is no obvious relationship with messages" is incorrect.
The order flow handling (New Order - Single, Cancel Requests, Cancel/Replace Requests, etc.) definitely has “a relationship” and requires ordered message processing (i.e. you don’t want to receive a Cancel/Replace Request before the New Order Single). If you review the “Order State Change Matrices” in Appendix D of FIX 4.2 and below or in Vol 4 of FIX 4.3, you will see numerous examples which require ordered message processing.
> Hi, All,
> I am currently implementing a Fix4.0 engine with some other programmers, we have a very different perspective on the right order to process message.
> Although I strongly favors message processing in sequential which can prevent message missing, my teammate argued that since there is no obvious relationship with messages, which indicts that a message can be processed instantly right after receiving it even though there is a gap detected, instead of waiting for gap fill.
> Can anybody provide some convincing explaination why sequential message processing is neccessary for me?
>
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