The logon SeqNum is lower than expected

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1

Imported from previous forum

2

I just want to be absolutely sure in the next question:
Buy side FIXEngine(buyFE) wants to create a FIX session with the sell side FIXEngine(sellFE).
SellFE expects incoming message SeqNum 10.
BuyFE sends Logon with SeqNum 5.
And the question is: How should the sellFE respond to incoming logon message with low SeqNum?

Should sellFE:

  1. respond with Logout (describing logout reason) and terminate the session.
  2. respond with Logon and after that Logout (describing logout reason) and terminate the session
  3. terminate session without sending any messages
  4. other variants

Any help will be appreciated
Thanks.

3

[ original email was from Matt Koehler - matt.koehler@transacttools.net ]
From the spec:

NOTE: In ALL cases except the Sequence Reset - Reset message, the FIX session should be terminated if the incoming sequence number is less than expected and the PossDupFlag is not set. A Logout message with some descriptive text should be sent to the other side before closing the session.

-Matt

> I just want to be absolutely sure in the next question:
> Buy side FIXEngine(buyFE) wants to create a FIX session with the sell side FIXEngine(sellFE).
> SellFE expects incoming message SeqNum 10.
> BuyFE sends Logon with SeqNum 5.
> And the question is: How should the sellFE respond to incoming logon message with low SeqNum?
>
> Should sellFE:
> 1) respond with Logout (describing logout reason) and terminate the session.
> 2) respond with Logon and after that Logout (describing logout reason) and terminate the session
> 3) terminate session without sending any messages
> 4) other variants
>
> Any help will be appreciated
> Thanks.
>

4

[ original email was from kirk benson - kirk.benson@phlx.com ]
In the 4.2 Spec, I see the following:

"Sequence numbers are initialized at the start of each FIX session (see Session Protocol section) starting at 1 (one) and increment throughout the session."

Later in the same spec, I see:

"A FIX session is comprised of three parts: logon, message exchange and logout."

From these two statements, I can conclude that all Logon messages should have a sequence number of 1. Is this in fact correct, or can they in fact have sequence numbers equal to the Logout message + 1?

> From the spec:
>
> NOTE: In ALL cases except the Sequence Reset - Reset message, the FIX session should be terminated if the incoming sequence number is less than expected and the PossDupFlag is not set. A Logout message with some descriptive text should be sent to the other side before closing the session.
>
> -Matt
>
> > I just want to be absolutely sure in the next question:
> > Buy side FIXEngine(buyFE) wants to create a FIX session with the sell side FIXEngine(sellFE).
> > SellFE expects incoming message SeqNum 10.
> > BuyFE sends Logon with SeqNum 5.
> > And the question is: How should the sellFE respond to incoming logon message with low SeqNum?
> >
> > Should sellFE:
> > 1) respond with Logout (describing logout reason) and terminate the session.
> > 2) respond with Logon and after that Logout (describing logout reason) and terminate the session
> > 3) terminate session without sending any messages
> > 4) other variants
> >
> > Any help will be appreciated
> > Thanks.
> >
>

5

No you definitely should not conclude that all Logon messages have a MsgSeqNum of 1.

Your first citation includes “(see Session Protocol section)”. The second sentence in the 4.2 Spec’s “Session Protocol” section states:
“A single FIX session can exist across multiple physical connections. Parties can connect and disconnect multiple times while maintaining a single FIX session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements.”

The key is that a "FIX Session" can be disrupted and then re-established which results in multiple "connections" but the same "FIX Session". A "FIX Session" is probably better defined as lasting the duration counterparties agree to and "begins" when counterparties reset MsgSeqNum back to 1.

I agree that the use of the term "FIX Session" within the spec is currently challenging (opportunity for improvement). Just remember that a "FIX Session" does not equate to a TCP socket/session. Another key consideration with regards to resetting MsgSeqNum back to 1 is that you lose all ResendRequest recoverability of messages.

You should also refer to the “FIX Session-level Test Cases and Expected Behavior” document within the FIX website’s “Organization”, “Technical Committee” archive (also part of Volume 2 in FIX 4.3 spec). This documents session-level “states”.

> In the 4.2 Spec, I see the following:
>
> "Sequence numbers are initialized at the start of each FIX session (see Session Protocol section) starting at 1 (one) and increment throughout the session."
>
> Later in the same spec, I see:
>
> "A FIX session is comprised of three parts: logon, message exchange and logout."
>
> From these two statements, I can conclude that all Logon messages should have a sequence number of 1. Is this in fact correct, or can they in fact have sequence numbers equal to the Logout message + 1?
>