Sequence Number Gap Fill

, ,
1

Imported from previous forum

2

Testing against a client got the following scenario whereby a sequence number is used twice by TEST1 - ‘34=5’:

Not 100% of how this should be handled so any help would be much appreciated. Many thanks.

Log Entry : 08:01:34 04 August 2008
:
: Logon Tx : 8=FIX.4.1 9=964 35=A 34=3 52=20080804-07:01:34 49=TEST1 56=TEST2 115=TEST11 -------------------------------

Log Entry : 08:01:34 04 August 2008
:
: Logon Rx : 8=FIX.4.1 9=965 35=A 49=TEST2 56=TEST1 34=7

Log Entry : 08:01:35 04 August 2008
:
: [ 20080804-07:01:35 ][ Rx ] : 8=FIX.4.1 9=91 35=1 49=TEST2 56=TEST1 34=8 52=20080804-07:01:38 112=20080804-

Log Entry : 08:01:36 04 August 2008
:
:8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=4 52=20080804-07:01:36 7=3 16=8 10=159

Log Entry : 08:01:36 04 August 2008
:
: [ 20080804-07:01:36 ][ Rx ] : 8=FIX.4.1 9=983 35=U7 56=TEST1 128=TEST11 34=3

Log Entry : 08:01:37 04 August 2008
:
: [ 20080804-07:01:37 ][ Rx ] : 8=FIX.4.1 9=980 35=U7 56=TEST1 128=TEST11 34=4

Sequence Number 5 used for the first time.

Log Entry : 08:01:37 04 August 2008 :
:8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=5 52=20080804-07:01:37 7=8 16=3 10=161

Log Entry : 08:01:38 04 August 2008
:
: [ 20080804-07:01:38 ][ Rx ] : 8=FIX.4.1 9=978 35=U7 56=TEST1 128=TEST11 34=5

Log Entry : 08:01:39 04 August 2008
:
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=990 35=U7 56=TEST1 128=TEST11 34=6

Log Entry : 08:01:39 04 August 2008
:
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=107 35=4 49=TEST2 56=TEST1 34=7 52=20080804-

TEST2 request a resend of sequence number 3

Log Entry : 08:01:39 04 August 2008 :
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=78 35=2 49=TEST2 56=TEST1 34=9 52=20080804-

Should this gap fill show 36=5 rather than 36=4???

Log Entry : 08:01:40 04 August 2008
:
:8=FIX.4.1 9=62 35=4 34=3 43=Y 49=TEST1 56=TEST2 52=20080804-07:01:40 36=4 123=Y 10=026

Log Entry : 08:01:40 04 August 2008
:
: [ 20080804-07:01:40 ][ Rx ] : 8=FIX.4.1 9=92 35=1 49=TEST2 56=TEST1 34=10 52=20080804-07:01:43 112=20080804-

Sequence Number 5 used for the second time.

Log Entry : 08:01:42 04 August 2008 :
:8=FIX.4.1 9=68 35=0 49=TEST1 56=TEST2 34=5 52=20080804-07:01:42 112=20080804-07:01:38 10=086

43=5 BEEN USED AGAIN. WHAT SHOULD BE THE SEQUENCE AFTER THE TEST2 RESEND REQUEST?

Log Entry : 08:01:42 04 August 2008
:
: [ 20080804-07:01:42 ][ Rx ] : 8=FIX.4.1 9=118 35=5 49=TEST2 56=TEST1 34=11 52=20080804-07:01:45 58=Sequence error: Received 5 when expecting 6.

3

Testing against a client got the following scenario whereby a sequence
number is used twice by TEST1 - ‘34=5’:

Not 100% of how this should be handled so any help would be much
appreciated. Many thanks.

Log Entry : 08:01:34 04 August 2008
:
: Logon Tx : 8=FIX.4.1 9=964 35=A 34=3 52=20080804-07:01:34 49=TEST1
: 56=TEST2 115=TEST11 -------------------------------

Log Entry : 08:01:34 04 August 2008
:
: Logon Rx : 8=FIX.4.1 9=965 35=A 49=TEST2 56=TEST1 34=7

Log Entry : 08:01:35 04 August 2008
:
: [ 20080804-07:01:35 ][ Rx ] : 8=FIX.4.1 9=91 35=1 49=TEST2 56=TEST1
: 34=8 52=20080804-07:01:38 112=20080804-

Log Entry : 08:01:36 04 August 2008
:
:8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=4 52=20080804-07:01:36 7=3
:16=8 10=159

Log Entry : 08:01:36 04 August 2008
:
: [ 20080804-07:01:36 ][ Rx ] : 8=FIX.4.1 9=983 35=U7 56=TEST1
: 128=TEST11 34=3

Log Entry : 08:01:37 04 August 2008
:
: [ 20080804-07:01:37 ][ Rx ] : 8=FIX.4.1 9=980 35=U7 56=TEST1
: 128=TEST11 34=4

Sequence Number 5 used for the first time.

Log Entry : 08:01:37 04 August 2008 :
:8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=5 52=20080804-07:01:37 7=8
:16=3 10=161

Log Entry : 08:01:38 04 August 2008
:
: [ 20080804-07:01:38 ][ Rx ] : 8=FIX.4.1 9=978 35=U7 56=TEST1
: 128=TEST11 34=5

Log Entry : 08:01:39 04 August 2008
:
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=990 35=U7 56=TEST1
: 128=TEST11 34=6

Log Entry : 08:01:39 04 August 2008
:
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=107 35=4 49=TEST2 56=TEST1
: 34=7 52=20080804-

TEST2 request a resend of sequence number 3

Log Entry : 08:01:39 04 August 2008 :
: [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=78 35=2 49=TEST2 56=TEST1
: 34=9 52=20080804-

Should this gap fill show 36=5 rather than 36=4???

Log Entry : 08:01:40 04 August 2008
:
:8=FIX.4.1 9=62 35=4 34=3 43=Y 49=TEST1 56=TEST2 52=20080804-07:01:40
:36=4 123=Y 10=026

Log Entry : 08:01:40 04 August 2008
:
: [ 20080804-07:01:40 ][ Rx ] : 8=FIX.4.1 9=92 35=1 49=TEST2 56=TEST1
: 34=10 52=20080804-07:01:43 112=20080804-

Sequence Number 5 used for the second time.

Log Entry : 08:01:42 04 August 2008 :
:8=FIX.4.1 9=68 35=0 49=TEST1 56=TEST2 34=5 52=20080804-07:01:42 112=20080804-
:07:01:38 10=086

43=5 BEEN USED AGAIN. WHAT SHOULD BE THE SEQUENCE AFTER THE TEST2
RESEND REQUEST?

Log Entry : 08:01:42 04 August 2008
:
: [ 20080804-07:01:42 ][ Rx ] : 8=FIX.4.1 9=118 35=5 49=TEST2 56=TEST1
: 34=11 52=20080804-07:01:45 58=Sequence error: Received 5 when
: expecting 6.

Log Entry : 08:01:37 04 August 2008 :
:8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=5 52=20080804-07:01:37 7=8 16=3 10=161

This line is not right. Tag(16) is ending sequence number. It will not less than Tag(7) any time.

Good luck,
peng
http://www.eptop.com/FIX/FixExpress.htm