Imported from previous forum
Hi,
Any body can advise me the follwoing seq is correct or wrong in resend message. We are at sell side. the original msg sent for FIX buy side is as follow
e.g
35=A 34=1 ->admin msg
35=0 34=2 ->admin msg
35=0 34=3 ->admin msg
35=0 34=4 ->admin msg
35=8 34=5 ->admin msg
35=8 34=6 ->admin msg
35=0 34=7 ->admin msg
35=8 34=8 ->Execution Report
35=8 34=9 ->Execution Report
35=0 34=10 ->admin msg
35=0 34=11 ->admin msg
35=0 34=12 ->admin msg
35=5 34=13 ->admin msg
35=A 34=14 ->admin msg
35=0 34=15 ->admin msg
35=0 34=16 ->admin msg
35=5 34=17 ->admin msg
35=8 34=18 ->Unsoliciated execution report (FILL)
If FIX buy side send the resend req
35=2 34=20 7=1 16=0
for above request what are data need to send , if i am send all message again is it correct.
Thanks in advance
Nilesh S
Hi Nilesh,
In FIX.4.0 you cannot use 16=0, refer page 16 of 67 :-
http://fixprotocol.org/documents/392/fix-40-PDF.zip
Only from FIX 4.2 onwards, 16 = 0 meant 16 =
Refer page 30 (32 of 283):-
http://fixprotocol.org/documents/374/fix-42-with_errata_20010501_pdf.zip
Since processing a Requend request with 16=0 is a 4.2 question, please redirect to 4.2 forum :-
http://fixprotocol.org/discuss/5
Still you can accept and process a FIX.4.2 in “your” application, but this falls “outside” the domain of “strict” FIX compliance, refer discussion thread :-
http://fixprotocol.org/discuss/read/3a6cfd8f
Regards,
Mahesh
Hi, Any body can advise me the follwoing seq is correct or wrong in
resend message. We are at sell side. the original msg sent for FIX buy
side is as follow
e.g 35=A 34=1 ->admin msg 35=0 34=2 ->admin msg 35=0 34=3 ->admin msg
35=0 34=4 ->admin msg 35=8 34=5 ->admin msg 35=8 34=6 ->admin msg 35=0
34=7 ->admin msg 35=8 34=8 ->Execution Report 35=8 34=9 ->Execution
Report 35=0 34=10 ->admin msg 35=0 34=11 ->admin msg 35=0 34=12 -admin msg 35=5 34=13 ->admin msg 35=A 34=14 ->admin msg 35=0 34=15
->admin msg 35=0 34=16 ->admin msg 35=5 34=17 ->admin msg 35=8 34=18
->Unsoliciated execution report (FILL)If FIX buy side send the resend req 35=2 34=20 7=1 16=0 for above
request what are data need to send , if i am send all message again is
it correct.Thanks in advance Nilesh S
Reposted to correct message :-
Hi Nilesh,
In FIX.4.0 you cannot use 16=0, refer page 16 of 67 :-
http://fixprotocol.org/documents/392/fix-40-PDF.zip
Only from FIX 4.2 onwards, 16 = 0 meant 16 = “infinity”
Refer page 30 (32 of 283):-
http://fixprotocol.org/documents/374/fix-42-with_errata_20010501_pdf.zip
Since processing a Requend request with 16=0 is a 4.2 question, please redirect to 4.2 forum :-
http://fixprotocol.org/discuss/5
Still you can accept and process a FIX.4.2 in “your” application, but “mixing different FIX versions in same session” falls “outside” the domain of “strict” FIX compliance, refer discussion thread :-
http://fixprotocol.org/discuss/read/3a6cfd8f
Regards, Mahesh
Hi, Any body can advise me the follwoing seq is correct or wrong in
resend message. We are at sell side. the original msg sent for FIX buy
side is as follow
e.g 35=A 34=1 ->admin msg 35=0 34=2 ->admin msg 35=0 34=3 ->admin msg
35=0 34=4 ->admin msg 35=8 34=5 ->admin msg 35=8 34=6 ->admin msg
35=0 34=7 ->admin msg 35=8 34=8 ->Execution Report 35=8 34=9 -Execution Report 35=0 34=10 ->admin msg 35=0 34=11 ->admin msg 35=0
34=12 -
admin msg 35=5 34=13 ->admin msg 35=A 34=14 ->admin msg 35=0 34=15
->admin msg 35=0 34=16 ->admin msg 35=5 34=17 ->admin msg 35=8 34=18
->Unsoliciated execution report (FILL)If FIX buy side send the resend req 35=2 34=20 7=1 16=0 for above
request what are data need to send , if i am send all message again is
it correct.Thanks in advance Nilesh S
[ original email was from tushar deshpande - tushar.deshpande@citigroup.com ]
Nilesh,
keeping the semantics of the resend-req aside for a moment, you can
send gap-fills to the other side asking them to jump over admins.
Tushar
Reposted to correct message :-
Hi Nilesh,
In FIX.4.0 you cannot use 16=0, refer page 16 of 67 :-
http://fixprotocol.org/documents/392/fix-40-PDF.zip
Only from FIX 4.2 onwards, 16 = 0 meant 16 = “infinity”
Refer page 30 (32 of 283):-
http://fixprotocol.org/documents/374/fix-42-with_errata_20010501_pdf.zip
Since processing a Requend request with 16=0 is a 4.2 question, please
redirect to 4.2 forum :-http://fixprotocol.org/discuss/5
Still you can accept and process a FIX.4.2 in “your” application, but
“mixing different FIX versions in same session” falls “outside” the
domain of “strict” FIX compliance, refer discussion thread :-http://fixprotocol.org/discuss/read/3a6cfd8f
Regards, Mahesh
Hi, Any body can advise me the follwoing seq is correct or wrong in
resend message. We are at sell side. the original msg sent for FIX
buy side is as follow
e.g 35=A 34=1 ->admin msg 35=0 34=2 ->admin msg 35=0 34=3 ->admin
msg 35=0 34=4 ->admin msg 35=8 34=5 ->admin msg 35=8 34=6 ->admin
msg 35=0 34=7 ->admin msg 35=8 34=8 ->Execution Report 35=8 34=9 -Execution Report 35=0 34=10 ->admin msg 35=0 34=11 ->admin msg
35=0
34=12 -
admin msg 35=5 34=13 ->admin msg 35=A 34=14 ->admin msg 35=0
34=15
->admin msg 35=0 34=16 ->admin msg 35=5 34=17 ->admin msg 35=8
34=18 ->Unsoliciated execution report (FILL)If FIX buy side send the resend req 35=2 34=20 7=1 16=0 for above
request what are data need to send , if i am send all message again
is it correct.Thanks in advance Nilesh S
Nilesh,
I did not mean to confuse you with my answer regarding differences between 4.0 and 4.2, if you are trying to understand Resend Request processing, read thru
http://www.fixprotocol.org/documents/742/FIX_Session_Layer_rev1.ppt
( Read from topic “Message sequencing” Page 14 onwards of .ppt )
I am working on “Mixing different FIX versions in same session”
http://www.fixprotocol.org/discuss/read/3a6cfd8f
This requirement to mix different fix version messages in same session is being felt at different places, for example :-
http://www.fixprotocol.org/discuss/read/f68682b5
Since you posted the question in 4.0 Session forum, but having a FIX 4.2+ message, I made the “assumption” you want to “mix different versions in single session”.
Check your FIX engine documentation to see if it can handle a session level message of a higher FIX 4.2 version when configured as a lower FIX 4.0 session.
What happened to your other thread
http://www.fixprotocol.org/discuss/read/609205a7
in which you wanted to create user defined message type / tag and one suggestion you got is upgrading to higher FIX version ? Now are you trying to mix versions ? Welcome to FIX mix 
http://www.fixprotocol.org/discuss/read/ea485534
My FIX engine can mix different FIX versions in single session, but please note that “mixing versions isn’t technically FIX compliant”
http://fixprotocol.org/discuss/read/5c707681
though “This idea is being considered in the GTC”
http://fixprotocol.org/discuss/read/591d71c6
Regards,
K. Mahesh
Mahesh, your question is a simple problem of resend requests & gap fills. whenever a party is trying to fill a gap it has to send tag 43=Y, If it tries to fill a gap for admin messages it can send 123=Y from the start to finish. If it tries to fill a gap for application messages it has to send all the application messages with 43=Y & 123=N. Thats the standard behaviour of fix messages & in sync with Fix protocol.