Imported from previous forum
[ original email was from Kim Kofman - kkofman@fmco.com ]
Could anybody give an example of the following scenario : "message gap was detected in the Logon sequence number"(FIX protocol, v4.1).
As I understand, a Logon message in any situation (even for session with 24 hour connectivity) would have MsgSeqNo equal to 1.
Thanx,
Kim.
That is incorrect. MsgSeqNo is set to one for the first message of a new trading "day" but not for each Logon message. Basically both sides arrange to begin with new sequence numbers once per day at a pre-arranged time. From that point forward MsgSeqNo increments. If the parties disconnect for some reason during that "day", the Logon message which is sent to re-establish the connection would continue with the next MsgSeqNo which would have been sent. Thus one can detect a gap between the MsgSeqNo of the counterparty and the last they have received from that counterparty and recover from any messages lost in flight.
> Could anybody give an example of the following scenario : "message gap was detected in the Logon sequence number"(FIX protocol, v4.1).
> As I understand, a Logon message in any situation (even for session with 24 hour connectivity) would have MsgSeqNo equal to 1.
> Thanx,
> Kim.
>