Imported from previous forum
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
The FIX 4.0 and 4.1 spec lists a maximum sequence number of 999999, and the proper way to request all messages after a given number is to request from X to 999999. This obviously will blow up should sessions exceed one million messages.
As more and more business is done over FIX, the addition of true 24-hour sessions to FIX 4.1, and the potential for high volume book updates via FIX by ECNs and exchanges, this one million message limit may become a serious issue.
Rather than keep adding 9’s to the spec (as was done between FIX 3.0 and FIX 4.0), I’ve heard several people say it would be good for the next spec version not to specify a maximum sequence number, and instead have a way to specify a resend to infinity. Two possibilities:
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Define a number, such as 0 or -1, to mean infinity. So a ResendRequest with BeginSeqNo=100 and EndSeqNo=-1 would accomplish a resend of everything after 100 without bumping into the million message limit.
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Make EndSeqNo optional. If not specified, infinity is assumed.
Comments?