[This message was posted by Ryan Pierce (FPL Technical Director) of FIX Protocol Ltd. <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/5a210e50 - PLEASE DO NOT REPLY BY MAIL.]
> Agreed. What I am getting to is that, there are *some* Initiators who > inisist on re-establishing a new connection with SeqNum=1 and not the > last known SeqNum. However on the Acceptor side, the SeqNum is still the > last SeqNum at disconnection. Acceptor says "MesgSeqNum too low, > expecting xxx but received 1" and disconnects the Initiator. The > Initiator then tries to reconnect again, but this time with 141=Y to > sync Seqs on both sides. This is when the problem occurs, and > QFJ/Cameron communication runs into trouble and all these errors pop up. I'm not sure why an Initiator would do that. Doing so loses all possibility of session-level recovery of missed messages. This makes sense to me only with messages that are "disposable" like a FIX session solely used for IOIs, Market Data, etc. but it could be a disaster for order flow. What does Cameron do when it receives a 141=Y Logon? You've said it doesn't respond with 141=Y Logon. But does it reset its own sequence number to 1 and appear to accept your sequence number 1 Logon? If not, I'd say that is the Acceptor's right. I don't believe the spec forces someone to implement 24-hour session semantics, or use 141=Y as a way to avoid persistence. If I were a sell-side broker or an exchange, and someone sent me 141=Y on an order flow connection, I probably wouldn't want to accept it. Doing so means I could have queued fills for the client that the client would never see, and I'd have a whole mess on my hands about who is liable for them. If so, it sounds like QFJ is having trouble, too. Yes, the spec does say 141=Y is the proper response. But I'm a big fan of making FIX engines bomb-proof and not assuming others will be 100% technically correct. If I send a Logon with seq no 1 and 141=Y, and my counterparty sends me a Logon with seq no 1, even if 141=Y is missing which might not be technically correct, I should still assume that this was a success. [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
