Imported from previous forum
We had a strange issue with on of our client. They are running a 4.1 appia engine
Consider the following FIX session:
PartyA>
Sends Logon, MsgSeqNum = 1
PartyB>
(expected MsgSeqNum=1)
Sends a partail fill MsgSeqNum = 2 (Kind of weired)
Send a fill MsgSeqNum = 3
Sends a Logon MsgSeqNum = 4
PartyA>
Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3
PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?
Hi,
First of all, if PartyA doesn’t receive a logon message as first message, it is supposed to disconnect.
If PartyA receives “Logon MsgSeqNum = 4” but expects MsgSeqNum = 2, it will send a resend request from 2 to 3. PartyB will reply by sending its two trades (MsgSeqNum 2 and 3).
Regards,
Xavier.
We had a strange issue with on of our client. They are running a 4.1 appia engine
Consider the following FIX session:
PartyA>
Sends Logon, MsgSeqNum = 1PartyB>
(expected MsgSeqNum=1)
Sends a partail fill MsgSeqNum = 2 (Kind of weired)
Send a fill MsgSeqNum = 3
Sends a Logon MsgSeqNum = 4PartyA>
Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?
Thanks for the reply.
In our case PartyA received a “Logon MsgSeqNum=4” but was expecting MsSeqNum=1.Ideally it(PartyA)should have sent a resend request 1 to 3 but it sent a resend request 2 to 3. is this the expected behavior?
Hi,
First of all, if PartyA doesn’t receive a logon message as first message, it is supposed to disconnect.
If PartyA receives “Logon MsgSeqNum = 4” but expects MsgSeqNum = 2, it will send a resend request from 2 to 3. PartyB will reply by sending its two trades (MsgSeqNum 2 and 3).
Regards,
Xavier.We had a strange issue with on of our client. They are running a 4.1 appia engine
Consider the following FIX session:
PartyA>
Sends Logon, MsgSeqNum = 1PartyB>
(expected MsgSeqNum=1)
Sends a partail fill MsgSeqNum = 2 (Kind of weired)
Send a fill MsgSeqNum = 3
Sends a Logon MsgSeqNum = 4PartyA>
Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?
If it expected MsgSeqNum = 1, it means that it never received the message with MsgSeqNum = 1. So it has to request messages from MsgSeqNum = 1. There is no reason to ignore the first message…
Thanks for the reply.
In our case PartyA received a “Logon MsgSeqNum=4” but was expecting MsSeqNum=1.Ideally it(PartyA)should have sent a resend request 1 to 3 but it sent a resend request 2 to 3. is this the expected behavior?Hi,
First of all, if PartyA doesn’t receive a logon message as first message, it is supposed to disconnect.
If PartyA receives “Logon MsgSeqNum = 4” but expects MsgSeqNum = 2, it will send a resend request from 2 to 3. PartyB will reply by sending its two trades (MsgSeqNum 2 and 3).
Regards,
Xavier.We had a strange issue with on of our client. They are running a 4.1 appia engine
Consider the following FIX session:
PartyA>
Sends Logon, MsgSeqNum = 1PartyB>
(expected MsgSeqNum=1)
Sends a partail fill MsgSeqNum = 2 (Kind of weired)
Send a fill MsgSeqNum = 3
Sends a Logon MsgSeqNum = 4PartyA>
Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?
Thanks a lot for your help
If it expected MsgSeqNum = 1, it means that it never received the message with MsgSeqNum = 1. So it has to request messages from MsgSeqNum = 1. There is no reason to ignore the first message…
Thanks for the reply.
In our case PartyA received a “Logon MsgSeqNum=4” but was expecting MsSeqNum=1.Ideally it(PartyA)should have sent a resend request 1 to 3 but it sent a resend request 2 to 3. is this the expected behavior?Hi,
First of all, if PartyA doesn’t receive a logon message as first message, it is supposed to disconnect.
If PartyA receives “Logon MsgSeqNum = 4” but expects MsgSeqNum = 2, it will send a resend request from 2 to 3. PartyB will reply by sending its two trades (MsgSeqNum 2 and 3).
Regards,
Xavier.We had a strange issue with on of our client. They are running a 4.1 appia engine
Consider the following FIX session:
PartyA>
Sends Logon, MsgSeqNum = 1PartyB>
(expected MsgSeqNum=1)
Sends a partail fill MsgSeqNum = 2 (Kind of weired)
Send a fill MsgSeqNum = 3
Sends a Logon MsgSeqNum = 4PartyA>
Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?