Reject ResendRequest

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Imported from previous forum

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[ original email was from Jonas Weinrich - jonas.weinrich@orcsoftware.com ]
Hello FIX community,

We have a client which is rejecting our ResendRequests if the amount of requested messages exceeds a certain number.

My question now is whether this is legitimate (according to the FIX spec I reckon they have to serv any ResendRequest),

and if yes, how should this scenario be handled?
For example, drop the session and Logon again with resetting the numbers (141=Y)? But that does not solve the problem that some messages are missing.

Thanks in Advance

Jonas

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You could try to set the EndSeqNo (tag 16) to a specific value to ensure that you receive a specific block of messages, rather than setting it to zero. You can send multiple sequential ResendRequests, each covering a different range, to receive all missed messages.

The FIX spec does not indicate whether it is legal (or illegal) to reject ResendRequest messages asking for a large range of messages.

Do not do a sequence reset as that will change the sequence numbers & you would lose the earlier messages, and recovering the messages becomes difficult.

Hello FIX community,

We have a client which is rejecting our ResendRequests if the amount of
requested messages exceeds a certain number.

My question now is whether this is legitimate (according to the FIX spec
I reckon they have to serv any ResendRequest),

and if yes, how should this scenario be handled? For example, drop the
session and Logon again with resetting the numbers (141=Y)? But that
does not solve the problem that some messages are missing.

Thanks in Advance

Jonas

4

Hi Jonas,

Perhaps you can use some validations in your FIX Engine something similar to the below:

reset_seqnum_on_initial_logon = ON

trading_session_auto_eod = ON
trading_session_auto_retry = ON
trading_session_connection_allowed_outside_trading_session = ON

This would allow the Session to reset the sequence numbers each time on a logon Request.

Thanks,
Amrit

Hello FIX community,

We have a client which is rejecting our ResendRequests if the amount of
requested messages exceeds a certain number.

My question now is whether this is legitimate (according to the FIX spec
I reckon they have to serv any ResendRequest),

and if yes, how should this scenario be handled? For example, drop the
session and Logon again with resetting the numbers (141=Y)? But that
does not solve the problem that some messages are missing.

Thanks in Advance

Jonas