[This message was posted by Sanjeev Sukumaran of <[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/5c531a21 - PLEASE DO NOT REPLY BY MAIL.]
Hello Thanks for your reply. I am aware of the Trading Session Status message but unfortunately I have no control over the client software and it seems they don't really process that message. I also aware of Execution Reports (35=8) and Order Cancel Reject (35=9) but I was wondering if there was a reject message that I can use to uniformly reject all message. It seems there is no "uniform" reject message in FIX. I wonder why they put restriction of the types of message you can reject using Business Message Reject (MsgType = j) Cheers > Hi, > > If you can capture the connection lost event, you can look at notifying > the upstream systems using Trading Session Status (MsgType = h). > > For rejecting messages, you could hold on to the connection name and > it's status in a simple data structure like HashMap. Before sending out > the order on a particular connection, you can check the status of the > connection in the map and reject the order if the connection is down. > > All new order reject messages are Execution Reports (35=8), > Cxl/CxlReplace rejects are OrderCancelReject (35=9) in standard fix. You > could continue to use the same reject messages in your case too. > > - Ashish > > > > > Hello, > > > > I am writing order routing gateway where orders are forwarded to > > multiple exchanges. > > > > Say one of the exchange goes offline (lost connection etc) and the > > client wants to sumit an order (or any other message) to that > > exchange. How can I let that client know that this exchange is gone > > offline? > > > > I looked into Reject (MsgType = 3) message and this can only be sent > > if there is a session level violation and that's not the case here. > > > > There is also Business Message Reject (MsgType = j) and that can only > > be sent in certain casees. > > > > So any ideas as to what is the best/recommended way to reject messages > > in situation outlined above? > > > > Thanks [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 -~----------~----~----~----~------~----~------~--~---
