[This message was posted by Raj Dasgupta of UBS <[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/327fee13 - PLEASE DO NOT REPLY BY MAIL.]
> > 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. I understand your concern and it is definitely something the customer must avoid for Order Sessions. I'd add that, as you have noted, this is done mainly for the Market Data session only, not the separate Order session. > > 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? > There are 2 scenarios -- 1. Seq1 A -----> B (Logon with 141=Y) Seq1 B -----> A (Logon Acknowledgment without 141=Y) Seq2 A -----> B (Logon message again with 141=Y) B issues error mesg saying that it has received a second logon messages, whilst already connected. The session, at this point, is still connected. Seq3 A -------> B (MarketDataRequest) And B, the acceptor, throws an error saying A is "not logged into FIX session" - although when when A, the initiator, subsequently sends a TestRequest/Heartbeat over the same session, B does reply back - indicating that the session IS actually connected. Nowhere in the FIX engine logs does it say that there was any Logoff. The message only appears when the client is trying to send a Market Data Request, not for other message types such as TestRequest or Heartbeat. 2. Seq1 A -----> B (Logon with 141=Y) Seq1 B -----> A (Logon Acknowledgment without 141=Y) Seq1 A -----> B (TestRequest) B now throws an error as it has received the second message with the same SeqNum 1 as Logon and disconnects. This most likely happens as A has failed to recognize that B had actually acknowledged the Logon message ... it sends a new message such as a TestRequest with the same Seq as the Logon, i.e. 1. > > 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 -~----------~----~----~----~------~----~------~--~---
