Imported from previous forum
When routing messages, there is a need to be able to record the original message sequence number of the message before it was routed to a DeliverToCompID so that any session level reject messages can be forwarded back to the original sender populated with the correct RefSeqNum.
Can an OnBehalfOfMsgSeqNum be added to 4.3 analagous to OnBehalfOfSendingTime in order to permit this without having to persist this information in the router.
With Draft #3, we are adding a new optional repeating group of "Hops" to the Standard Header which incorporate this request. Specifically HopRefID should address your request. There are regulatory requirements for some options exchanges which require an "audit trail" of hops.
[PC20010712_2]
Below are some of the details:
Volume 2’s Standard Header section
Message Routing Details – Third Party Message Routing
The FIX Session Protocol supports the ability for a single FIX session to represent multiple counterpaties. This can be in a 1-to-many, many-to-1, or 1-to-1 fashion. In addition, some third parties may be connected to other third parties effectively forming a “chain” of “hops” between the original message initiator and the final message receiver. The SenderCompID, OnBehalfOfCompID, TargetCompID, and DeliverToCompID fields are used for routing purposes.
When a third party sends a message on behalf of another firm (using OnBehalfOfCompID), that third party may optionally add their details to the NoHops repeating group. This repeating group buids a “history” of third parties through which the original message was re-transmitted. The NoHops repeating group is NOT used to facilitate routing, rather it provides an audit trail of third party involvement to the receiver of a message. An audit trail of intermediary involvement may be a requirement of some regulatory bodies or counterparties. When a third party forwards a message on to the next hop (may be the end point or another third party), that third party can add its hop details to the NoHops repeating group (e.g. its SenderCompID as HopCompID, its SendingTime as HopSendingTime, and the received message’s MsgSeqNum or some other reference as HopRefID).
Added to Standard Header:
NoHops
HopCompID
HopSendingTime
HopRefID
Marked OnBehalfOfSendingTime (370) as Deprecated (use HopSendingTime).
> When routing messages, there is a need to be able to record the original message sequence number of the message before it was routed to a DeliverToCompID so that any session level reject messages can be forwarded back to the original sender populated with the correct RefSeqNum.
>
> Can an OnBehalfOfMsgSeqNum be added to 4.3 analagous to OnBehalfOfSendingTime in order to permit this without having to persist this information in the router.
>