Imported from previous forum
Hi all,
we are having a discussion with our customer regarding the following Fix Standard 4.2 sequence of messages, can you help us in understanding if Exchange or Client is not correctly behaving?
-
Client Login Message (TAG 35 = A, TAG 34 = 4). Take not that in previous session client has delivered only sequence number 1 and 2. So the Market has NOT received at the moment sequence number 3 (TAG 34 = 3):
8=FIX.4.2 9=142 35=A 49=1754 56=TLX 34=4 52=20031114-09:42:56.718 98=0 108=80 95=49 96=1ITSWMM1 password 93=1 89= 50=ITSWMM1 10=253 -
The Market delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16=0)
8=FIX.4.2 9=160 35=A 49=TLX 56=1754 34=43 50=1 52=20031114-09:41:43.559 369=2 98=0 108=80 95=53 96=ITSWMM1 1754 20031114-09:41:43.544 93=13 89=BQLDBPP867948 10=150
8=FIX.4.2 9=88 35=2 49=TLX 56=1754 34=44 50=1 52=20031114-09:41:43.622 7=3 16=0 93=13 89=BQLDBPP867948 10=055
- Client delivered a Sequence Reset – Gap Fill message with TAG 36=4:
8=FIX.4.2 9=100 35=4 49=1754 56=TLX 34=3 43=Y 52=20031114-09:43:01.703 123=Y 36=4 50=ITSWMM1 93=13 89=BQLDBPP867948 10=136
Questions:
-
TAG 36 = 4 of Client Sequence Reset - Gap Fill message is correct or in this situation TAG 36 = 5 is expected?
-
It is correct in the Market Resend Request message that TAG 7 = 3 and TAG 16 = 0 or it is correct TAG 7 = 3 and TAG 16 = 3 or they are both correct solution?
Thank you very much
Stefano
[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
Stefano,
Question 2: Both forms are correct but have different intent. Resend Request 7=3 16=3 asks for a single message. Resend Request 7=3 16=0 requests all messages from 3 onward.
Question 1: If the Resend Request had been 7=3 16=3 then the proper response would have been Gap Fill 34=3 36=4 to stand in for a single message. But in your example the Resend Request was 7=3 16=0 so the client should have sent Gap Fill 34=3 36=5 to fill the entire gap.
But as you might expect you have to accept some implementation variances connecting to various engines. Otherwise you can waste much time and energy getting beyond the session details to the more complex and interesting business aspects of the protocol.
> Hi all,
>
> we are having a discussion with our customer regarding the following Fix Standard 4.2 sequence of messages, can you help us in understanding if Exchange or Client is not correctly behaving?
>
>
> - Client Login Message (TAG 35 = A, TAG 34 = 4). Take not that in previous session client has delivered only sequence number 1 and 2. So the Market has NOT received at the moment sequence number 3 (TAG 34 = 3):
> 8=FIX.4.2 9=142 35=A 49=1754 56=TLX 34=4 52=20031114-09:42:56.718 98=0 108=80 95=49 96=1ITSWMM1 password 93=1 89= 50=ITSWMM1 10=253
>
> - The Market delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16=0)
>
> 8=FIX.4.2 9=160 35=A 49=TLX 56=1754 34=43 50=1 52=20031114-09:41:43.559 369=2 98=0 108=80 95=53 96=ITSWMM1 1754 20031114-09:41:43.544 93=13 89=BQLDBPP867948 10=150
>
> 8=FIX.4.2 9=88 35=2 49=TLX 56=1754 34=44 50=1 52=20031114-09:41:43.622 7=3 16=0 93=13 89=BQLDBPP867948 10=055
>
> - Client delivered a Sequence Reset – Gap Fill message with TAG 36=4:
> 8=FIX.4.2 9=100 35=4 49=1754 56=TLX 34=3 43=Y 52=20031114-09:43:01.703 123=Y 36=4 50=ITSWMM1 93=13 89=BQLDBPP867948 10=136
>
> Questions:
> 1. TAG 36 = 4 of Client Sequence Reset - Gap Fill message is correct or in this situation TAG 36 = 5 is expected?
>
> 2. It is correct in the Market Resend Request message that TAG 7 = 3 and TAG 16 = 0 or it is correct TAG 7 = 3 and TAG 16 = 3 or they are both correct solution?
>
> Thank you very much
>
> Stefano
>
Hi Dean,
thank you very much for your reply.
Hereafter I will try to summarize what I have understood. I would like you to let me know if the scenarios described hereafter are both correct:
1 Scenario:
-
Client Logon Message (TAG 35 = A, TAG 34 = 4). Take note that in previous session client has delivered only sequence number 1 and 2. So
the Exchange has NOT received at the moment sequence number 3 (TAG 34 = 3): -
The Exchange delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 3 (TAG 16 = 3)
-
The Client delivered a Sequence Reset - Gap Fill message with TAG 36=4 and TAG 123 = Y.
-
The next message that the client will deliver to Exchange (i.e. an Order Request) must have Sequence Number TAG 34 = 5.
2 Scenario:
-
Client Logon Message (TAG 35 = A, TAG 34 = 4). Take note that in previous session client has delivered only sequence number 1 and 2. So
the Exchange has NOT received at the moment sequence number 3 (TAG 34 = 3): -
The Exchange delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16 = 0)
-
The Client delivered a Sequence Reset - Gap Fill message with TAG 36=5 and TAG 123 = Y
-
The next message that the client will deliver to Exchange (i.e. an Order Request) must have Sequence Number TAG 34 = 5.
Thank you very much for your help
Regards
Stefano
> Stefano,
>
> Question 2: Both forms are correct but have different intent. Resend Request 7=3 16=3 asks for a single message. Resend Request 7=3 16=0 requests all messages from 3 onward.
>
> Question 1: If the Resend Request had been 7=3 16=3 then the proper response would have been Gap Fill 34=3 36=4 to stand in for a single message. But in your example the Resend Request was 7=3 16=0 so the client should have sent Gap Fill 34=3 36=5 to fill the entire gap.
>
> But as you might expect you have to accept some implementation variances connecting to various engines. Otherwise you can waste much time and energy getting beyond the session details to the more complex and interesting business aspects of the protocol.
>
> > Hi all,
> >
> > we are having a discussion with our customer regarding the following Fix Standard 4.2 sequence of messages, can you help us in understanding if Exchange or Client is not correctly behaving?
> >
> >
> > - Client Login Message (TAG 35 = A, TAG 34 = 4). Take not that in previous session client has delivered only sequence number 1 and 2. So the Market has NOT received at the moment sequence number 3 (TAG 34 = 3):
> > 8=FIX.4.2 9=142 35=A 49=1754 56=TLX 34=4 52=20031114-09:42:56.718 98=0 108=80 95=49 96=1ITSWMM1 password 93=1 89= 50=ITSWMM1 10=253
> >
> > - The Market delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16=0)
> >
> > 8=FIX.4.2 9=160 35=A 49=TLX 56=1754 34=43 50=1 52=20031114-09:41:43.559 369=2 98=0 108=80 95=53 96=ITSWMM1 1754 20031114-09:41:43.544 93=13 89=BQLDBPP867948 10=150
> >
> > 8=FIX.4.2 9=88 35=2 49=TLX 56=1754 34=44 50=1 52=20031114-09:41:43.622 7=3 16=0 93=13 89=BQLDBPP867948 10=055
> >
> > - Client delivered a Sequence Reset – Gap Fill message with TAG 36=4:
> > 8=FIX.4.2 9=100 35=4 49=1754 56=TLX 34=3 43=Y 52=20031114-09:43:01.703 123=Y 36=4 50=ITSWMM1 93=13 89=BQLDBPP867948 10=136
> >
> > Questions:
> > 1. TAG 36 = 4 of Client Sequence Reset - Gap Fill message is correct or in this situation TAG 36 = 5 is expected?
> >
> > 2. It is correct in the Market Resend Request message that TAG 7 = 3 and TAG 16 = 0 or it is correct TAG 7 = 3 and TAG 16 = 3 or they are both correct solution?
> >
> > Thank you very much
> >
> > Stefano
> >
>
[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
Your scenarios are correct.
> Hi Dean,
>
> thank you very much for your reply.
>
> Hereafter I will try to summarize what I have understood. I would like you to let me know if the scenarios described hereafter are both correct:
>
> 1 Scenario:
> - Client Logon Message (TAG 35 = A, TAG 34 = 4). Take note that in previous session client has delivered only sequence number 1 and 2. So
> the Exchange has NOT received at the moment sequence number 3 (TAG 34 = 3):
>
> - The Exchange delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 3 (TAG 16 = 3)
>
> - The Client delivered a Sequence Reset - Gap Fill message with TAG 36=4 and TAG 123 = Y.
>
> - The next message that the client will deliver to Exchange (i.e. an Order Request) must have Sequence Number TAG 34 = 5.
>
> 2 Scenario:
> - Client Logon Message (TAG 35 = A, TAG 34 = 4). Take note that in previous session client has delivered only sequence number 1 and 2. So
> the Exchange has NOT received at the moment sequence number 3 (TAG 34 = 3):
>
> - The Exchange delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16 = 0)
>
> - The Client delivered a Sequence Reset - Gap Fill message with TAG 36=5 and TAG 123 = Y
>
> - The next message that the client will deliver to Exchange (i.e. an Order Request) must have Sequence Number TAG 34 = 5.
>
> Thank you very much for your help
>
> Regards
>
> Stefano
>
> > Stefano,
> >
> > Question 2: Both forms are correct but have different intent. Resend Request 7=3 16=3 asks for a single message. Resend Request 7=3 16=0 requests all messages from 3 onward.
> >
> > Question 1: If the Resend Request had been 7=3 16=3 then the proper response would have been Gap Fill 34=3 36=4 to stand in for a single message. But in your example the Resend Request was 7=3 16=0 so the client should have sent Gap Fill 34=3 36=5 to fill the entire gap.
> >
> > But as you might expect you have to accept some implementation variances connecting to various engines. Otherwise you can waste much time and energy getting beyond the session details to the more complex and interesting business aspects of the protocol.
> >
> > > Hi all,
> > >
> > > we are having a discussion with our customer regarding the following Fix Standard 4.2 sequence of messages, can you help us in understanding if Exchange or Client is not correctly behaving?
> > >
> > >
> > > - Client Login Message (TAG 35 = A, TAG 34 = 4). Take not that in previous session client has delivered only sequence number 1 and 2. So the Market has NOT received at the moment sequence number 3 (TAG 34 = 3):
> > > 8=FIX.4.2 9=142 35=A 49=1754 56=TLX 34=4 52=20031114-09:42:56.718 98=0 108=80 95=49 96=1ITSWMM1 password 93=1 89= 50=ITSWMM1 10=253
> > >
> > > - The Market delivered a Logon Response message, and immediately after delivered a Resend Request message (TAG 35 = 2) with BeginSeqNo (TAG 7=3) and EndSeqNo = 0 (TAG 16=0)
> > >
> > > 8=FIX.4.2 9=160 35=A 49=TLX 56=1754 34=43 50=1 52=20031114-09:41:43.559 369=2 98=0 108=80 95=53 96=ITSWMM1 1754 20031114-09:41:43.544 93=13 89=BQLDBPP867948 10=150
> > >
> > > 8=FIX.4.2 9=88 35=2 49=TLX 56=1754 34=44 50=1 52=20031114-09:41:43.622 7=3 16=0 93=13 89=BQLDBPP867948 10=055
> > >
> > > - Client delivered a Sequence Reset – Gap Fill message with TAG 36=4:
> > > 8=FIX.4.2 9=100 35=4 49=1754 56=TLX 34=3 43=Y 52=20031114-09:43:01.703 123=Y 36=4 50=ITSWMM1 93=13 89=BQLDBPP867948 10=136
> > >
> > > Questions:
> > > 1. TAG 36 = 4 of Client Sequence Reset - Gap Fill message is correct or in this situation TAG 36 = 5 is expected?
> > >
> > > 2. It is correct in the Market Resend Request message that TAG 7 = 3 and TAG 16 = 0 or it is correct TAG 7 = 3 and TAG 16 = 3 or they are both correct solution?
> > >
> > > Thank you very much
> > >
> > > Stefano
> > >
> >
>