Sequence Numbering Overview

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1

Imported from previous forum

2

Hi, I’m confused about which party manages which sequence numbers.

The documentation says

******** start quote **********
Each session will establish an independent incoming and outgoing sequence series; participants will maintain a sequence series to assign to outgoing messages and a separate series to monitor for sequence
gaps on incoming messages.
******** end quote **********

When, say a logon message is sent: the sender (client) may optionally provide [141] ResetSeqNumFlag which resets BOTH sequences to #1.

However, the client can also send a LastMsgSeqNumProcessed (369) does this refer to the seq no of the last message the client sent or the seq number the client recieved ?

Any help additional documentation or examples very very welcome.

Many thanks

Guy

3

[ original email was from Phil Johnston - phil.johnston@transacttools.net ]
> However, the client can also send a LastMsgSeqNumProcessed (369) does

this refer to the seq no of the last message the client sent or the seq
number the client recieved ?

Guy - regarding 369, the FIX spec states:

“The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.”

Phil Johnston
TransactTools
www.transacttools.net

Hi, I’m confused about which party manages which sequence numbers.

The documentation says

******** start quote ********** Each session will establish an
independent incoming and outgoing sequence series; participants will
maintain a sequence series to assign to outgoing messages and a separate
series to monitor for sequence gaps on incoming messages. ******** end
quote **********

When, say a logon message is sent: the sender (client) may optionally
provide [141] ResetSeqNumFlag which resets BOTH sequences to #1.

However, the client can also send a LastMsgSeqNumProcessed (369) does
this refer to the seq no of the last message the client sent or the seq
number the client recieved ?

Any help additional documentation or examples very very welcome.

Many thanks

Guy

4

Hi I want more clarification on sequence Number reset.

For daily login cases…
is the server responsible for resetting the sequence number.
does it identify a given user and reset the sequence number?

This is my First FIX project

Thanks
Pramod

Hi, I’m confused about which party manages which sequence numbers.

The documentation says

******** start quote ********** Each session will establish an
independent incoming and outgoing sequence series; participants will
maintain a sequence series to assign to outgoing messages and a separate
series to monitor for sequence gaps on incoming messages. ******** end
quote **********

When, say a logon message is sent: the sender (client) may optionally
provide [141] ResetSeqNumFlag which resets BOTH sequences to #1.

However, the client can also send a LastMsgSeqNumProcessed (369) does
this refer to the seq no of the last message the client sent or the seq
number the client recieved ?

Any help additional documentation or examples very very welcome.

Many thanks

Guy