[This message was posted by Hanno Klein of Deutsche Börse Systems <[EMAIL
PROTECTED]> to the "General Q/A" discussion forum at
http://fixprotocol.org/discuss/22. You can reply to it on-line at
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Ok, sounds similar to what the test request message followed by a heartbeat
message can accomplish. The field TestReqID lets you tie the two together.
However, there are no additional application level fields in these messages,
that could be a reason for using user-defined messages. Message types sound
like "ping" and "pong". I would prefer people to come forward with extension
requests for the standard messages but you can't force them.
Regards,
Hanno.
> Hello Hanno,
>
> Thank you very much for your explanation. According to the specification
> for Citi's FX e-Commerce, the offending messages ("PO", "PI") are called
> "Application Ping" and used to measure round trip, end-to-end latency
> time between Citi and its counterparties. "PO" is sent by Citi's servers
> and we are expected to reply with "PI" immediately.
>
> Regards, Serge
>
> > Your understanding is correct, all user-defined messages are to be pre-
> > fixed with "U", i.e. "UPO" and "UPI" would be fine. A standard FIX
> > engine would probably respond with a Reject message with the field
> > SessionRejectReason set to 11=Invalid MsgType. FIX 4.4 does not
> > support an alternate transport so that the FIX engine must have been
> > tweaked to get such a message through to the application layer.
> >
> > What is the content of these messages and are they sent to you or
> > expected from you? Are they similar to one of the standard FIX
> > messages or outright custom?
> >
> > Regards, Hanno.
> >
> > > Hi there,
> > >
> > > I have a question regarding proper use of FIX user-defined message
> > > types. As I understand it, if certain version of FIX protocol
> > > doesn't contain necessary message type, it can be added as user-
> > > defined message with MsgType field starting with "U".
> > >
> > > We are looking at some specification from Citi that claims to
> > > support FIX 4.4 and it has two messages defined by Citi, which use
> > > "PO" and "PI" as MsgType.
> > >
> > > Is it a normal practice? If not, how come one of the big names in
> > > this industry does not follow the rules?
> > >
> > > Thanks, Serge
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