No reply to a resend request

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1

Imported from previous forum

2

Hi,

I’d like to know what the FIX protocol specifies in that case:

  • My session sends a resendrequest message
  • My session ignores all received messages until the first resent message
  • The counterpart never replies to my resend request and continues sending new messages
  • My session continues ignoring counterpart messages

Should my session resend resendrequest messages instead of ignoring messages?

3

[ original email was from John Prewett - jprewett@lavatrading.com ]
> Hi,

I’d like to know what the FIX protocol specifies in that case:

  • My session sends a resendrequest message
  • My session ignores all received messages until the first resent
    message
  • The counterpart never replies to my resend request and continues
    sending new messages
  • My session continues ignoring counterpart messages

Should my session resend resendrequest messages instead of
ignoring messages?

I start a timer when I send out a ResendRequest.
If I haven’t received at least one message starting from the MsgSeqNum I requested within a configurable time T1, I send the ResendRequest again.
If I haven’t received at least one message starting from the MsgSeqNum I requested after a configurable time T2, I disconnect the session.
T1 is typically a factor of the HeartBtInt (such as HeartBtInt / 2).
T2 is generally a multiple of T1 (such as T1 * 4).

I hope this helps.

JohnP

4

Hi,

I’d like to know what the FIX protocol specifies in that case:

  • My session sends a resendrequest message
  • My session ignores all received messages until the first resent
    message
  • The counterpart never replies to my resend request and continues
    sending new messages
  • My session continues ignoring counterpart messages

Should my session resend resendrequest messages instead of ignoring
messages?

I start a timer when I send out a ResendRequest. If I haven’t received
at least one message starting from the MsgSeqNum I requested within a
configurable time T1, I send the ResendRequest again. If I haven’t
received at least one message starting from the MsgSeqNum I requested
after a configurable time T2, I disconnect the session. T1 is typically
a factor of the HeartBtInt (such as HeartBtInt / 2). T2 is generally a
multiple of T1 (such as T1 * 4).

I hope this helps.

JohnP

Thank you for the quick answer. We thought implementing something similar. Moreover Joël has just sent me the document you wrote on resend requests. It’s really useful.

Xavier.

5

Bonjour Xavier,

For all the questions you have asked there are answer on the specifications start from Page 7 to page 9 for 4.0, but more in details in the attached docs I send separately “ResendRequests In Depth By John Prewett, Lava Trading” I believe should answer all your Questions.

Bon courage

Joel, Consultant Lingosa Ltd
Hi,

I’d like to know what the FIX protocol specifies in that case:

  • My session sends a resendrequest message
  • My session ignores all received messages until the first resent
    message
  • The counterpart never replies to my resend request and continues
    sending new messages
  • My session continues ignoring counterpart messages

Should my session resend resendrequest messages instead of
ignoring messages?