Incorrect gap filling

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1

Imported from previous forum

2

According to FIX 4.4 specification it’s implied that if message gap occurs and one of the counterparties recognizes it and sends ResendRequest message, other counterparty must resend demanded non-administrative messages with PossDupFlag = Y and also it must transmit administrative messages as SequenceResets (GapFill)

So what is the correct behavior when other counterparty sends demanded non-administrative messages without PossDupFlag=Y ?
Should we process it as usually do? Should we reject it or something?

Example:

A: 35=0, 34=100
B: 35=0, 34=200
A: 35=D, 34=110
B: 35=2, 34=201, 7=101, 16=109
A: 35=D, 34=101, 43 isn’t presented
B: ???

I’m also interested how administrative messages should be processed in this case.

Example:

A: 35=0, 34=100
B: 35=0, 34=200
A: 35=D, 34=110
B: 35=2, 34=201, 7=101, 16=109
A: 35=1, 34=101
B: ??? (should we send Heartbeat?)

Thanks for any help.

3

Actually in the first example – the third message will be rejected since the new order was sent with a lower sequence number (110) than the previous one (200) and the session will be logged out.

Having said that – moving onto the fifth message in the sequence – if the counterparty does not attempt to satisfy your resend request and continues to send messages with a lower sequence number (101) without setting the PossDupFlag (43=Y) then the session should be logged out since it is akin to sending messages with a lower sequence number.

Same is the case for administrative messages in the second example.

According to FIX 4.4 specification it’s implied that if message gap occurs and one of the counterparties recognizes it and sends ResendRequest message, other counterparty must resend demanded non-administrative messages with PossDupFlag = Y and also it must transmit administrative messages as SequenceResets (GapFill)

So what is the correct behavior when other counterparty sends demanded non-administrative messages without PossDupFlag=Y ?
Should we process it as usually do? Should we reject it or something?

Example:

A: 35=0, 34=100
B: 35=0, 34=200
A: 35=D, 34=110
B: 35=2, 34=201, 7=101, 16=109
A: 35=D, 34=101, 43 isn’t presented
B: ???

I’m also interested how administrative messages should be processed in this case.

Example:

A: 35=0, 34=100
B: 35=0, 34=200
A: 35=D, 34=110
B: 35=2, 34=201, 7=101, 16=109
A: 35=1, 34=101
B: ??? (should we send Heartbeat?)

Thanks for any help.