Should I respond to ALL inclming FIX messages?

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Imported from previous forum

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Generally talking, if I implement a FIX engine, but I don’t want the engine to process all types of FIX messages (ex. “multileg order cancellation”) does the engine has to answer any type of incoming message or simply can it drop the “unhandled” incoming messages?

Ex. if in our FIX implementaion there is nothing to do with the “multileg order cancellation” incoming messages, what should we implement into the engine if such a message comes in?

regards
Ferenc

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[ original email was from Niall McCallion - nmccallion@espeed.co.uk ]
Ferenc,

We return a BusinessMessageReject if we do not handle the received FIX message type.

regards

Niall

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Generally talking, if I implement a FIX engine, but I don’t want the
engine to process all types of FIX messages (ex. “multileg order
cancellation”) does the engine has to answer any type of incoming
message or simply can it drop the “unhandled” incoming messages?

You should support all session level messsages, but you are free to support any application/business level message.

If you receive an unsupported message, you should reply with a BusinessMessageReject, BusinessRejectReason(380)=3(Unsupported Message Type).

If you do not support some special option for a message type, you should check if there is a specific reject message for this message type.

You can use tag 58 (Text) to provide further explanation to the other side.

Cheers, Jörg

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Many thanks,
Ferenc