Simultaneous posseDup and possResend

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Imported from previous forum

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[ original email was from Aatif Awan - aatifawan@mail.com ]
I am getting a series of messages in response to a resend request. But all the resent messages have both possDup and possResend flags set to Y. Is this logically possible?
How should i handle such messages?

aa

aatif awan
GIKI

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[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> I am getting a series of messages in response to a resend request. But all the resent messages have both possDup and possResend flags set to Y. Is this logically possible?
> How should i handle such messages?

This is possible, but it requires a specific set of unlikely circumstances which may or may not be happening here.

PossDup is a session level concept. It means that the message with the same sequence number is being sent again, as a result of a Resend Request.

PossResend is an application level concept. It is a way of saying that the same business data is being sent a second time, in a new FIX message with a new sequence number. For instance, you might not have received an ack back on an order, so you send the order again with a new sequence number as PossResend. PossResend instructs the recieving application to look at the business content to determine if it is a duplicate. I.e. for an execution, look at ExecID, for an order, look at ClOrdID.

So the following is a situation where PossDupe and PossResend can be on the same message:

Party A:

Msg 100, Order, ClOrdID=ABC1234
[several messages follow]
[party A thinks order was never received]
Msg 125, PossResend, Order, ClOrdID=ABC1234
Msg 126, Heartbeat

Party B:

[receives 123, 124, 126 - note gap]
Sends Resend Request, 125-0

Party A:

Msg 125, PossDup, PossResend, Order, ClOrdID=ABC1234
Msg 126, PossDup, Gap Fill to 127

Now if a party just responds to all resend requests with both PossDup and PossResend regardless of whether the message being resent was flagged as PossResend, then it is my belief that they are improperly setting PossResend.

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[ original email was from Aatif Awan - aatifawan@mail.com ]
Thanx Ryan, for the explanation. I am now clear about it. I guess the other party in my case has faulty mechanism as they even have been resending administrative messages like heartbeats with both possDup and possResend flags set to Y.
An administrative message can never have possResend set to Y. (am i missing out something).
Any thoughts…

aa

aatif awan

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> Thanx Ryan, for the explanation. I am now clear about it. I guess the other party in my case has faulty mechanism as they even have been resending administrative messages like heartbeats with both possDup and possResend flags set to Y.
> An administrative message can never have possResend set to Y. (am i missing out something).
> Any thoughts…

In fact, the only administrative message that is ever resent is a Reject message (session level, type 3). In that case, it is resent with PossDup=Y, and in all practical situations PossResend=N (although theoretically it could be Y).

Regards,

Paul van Diepen