Discussion Forums

Sequence Number Gap Fill
Stephen Isaac / IFDL
5 Aug 2008 12:43PM ET

Testing against a client got the following scenario whereby a sequence number is used twice by TEST1 - '34=5':

Not 100% of how this should be handled so any help would be much appreciated. Many thanks.

Log Entry : 08:01:34 04 August 2008
  :
  : Logon Tx : 8=FIX.4.1 9=964 35=A 34=3 52=20080804-07:01:34 49=TEST1 56=TEST2 115=TEST11 -------------------------------

Log Entry : 08:01:34 04 August 2008
  :
  : Logon Rx : 8=FIX.4.1 9=965 35=A 49=TEST2 56=TEST1 34=7
-------------------------------
 
Log Entry : 08:01:35 04 August 2008
  :
  : [ 20080804-07:01:35 ][ Rx ] : 8=FIX.4.1 9=91 35=1 49=TEST2 56=TEST1 34=8 52=20080804-07:01:38 112=20080804-
-------------------------------

Log Entry : 08:01:36 04 August 2008
  :
  :8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=4 52=20080804-07:01:36 7=3 16=8 10=159
-------------------------------

Log Entry : 08:01:36 04 August 2008
  :
  : [ 20080804-07:01:36 ][ Rx ] : 8=FIX.4.1 9=983 35=U7 56=TEST1 128=TEST11 34=3
-------------------------------

Log Entry : 08:01:37 04 August 2008
  :
  : [ 20080804-07:01:37 ][ Rx ] : 8=FIX.4.1 9=980 35=U7 56=TEST1 128=TEST11 34=4
-------------------------------

Sequence Number 5 used for the first time.

Log Entry : 08:01:37 04 August 2008 :
  :8=FIX.4.1 9=55 35=2 49=TEST1 56=TEST2 34=5 52=20080804-07:01:37 7=8 16=3 10=161
-------------------------------

Log Entry : 08:01:38 04 August 2008
  :
  : [ 20080804-07:01:38 ][ Rx ] : 8=FIX.4.1 9=978 35=U7 56=TEST1 128=TEST11 34=5
-------------------------------

Log Entry : 08:01:39 04 August 2008
  :
  : [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=990 35=U7 56=TEST1 128=TEST11 34=6
-------------------------------

Log Entry : 08:01:39 04 August 2008
  :
  : [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=107 35=4 49=TEST2 56=TEST1 34=7 52=20080804-
-------------------------------

TEST2 request a resend of sequence number 3

Log Entry : 08:01:39 04 August 2008 :
  : [ 20080804-07:01:39 ][ Rx ] : 8=FIX.4.1 9=78 35=2 49=TEST2 56=TEST1 34=9 52=20080804-
-------------------------------

Should this gap fill show 36=5 rather than 36=4???

Log Entry : 08:01:40 04 August 2008
  :
  :8=FIX.4.1 9=62 35=4 34=3 43=Y 49=TEST1 56=TEST2 52=20080804-07:01:40 36=4 123=Y 10=026
-------------------------------

Log Entry : 08:01:40 04 August 2008
  :
  : [ 20080804-07:01:40 ][ Rx ] : 8=FIX.4.1 9=92 35=1 49=TEST2 56=TEST1 34=10 52=20080804-07:01:43 112=20080804-
-------------------------------

Sequence Number 5 used for the second time.

Log Entry : 08:01:42 04 August 2008 :
  :8=FIX.4.1 9=68 35=0 49=TEST1 56=TEST2 34=5 52=20080804-07:01:42 112=20080804-07:01:38 10=086
-------------------------------

43=5 BEEN USED AGAIN. WHAT SHOULD BE THE SEQUENCE AFTER THE TEST2 RESEND REQUEST?

Log Entry : 08:01:42 04 August 2008
  :
  : [ 20080804-07:01:42 ][ Rx ] : 8=FIX.4.1 9=118 35=5 49=TEST2 56=TEST1 34=11 52=20080804-07:01:45 58=Sequence error: Received 5 when expecting 6.
-------------------------------

-------------------------------


Sequence Number Gap Fill
Stephen Isaac / IFDL   5 Aug 2008 12:43PM ET
Re: Sequence Number Gap Fill
Changpeng Yu / FT Computer Solutions   5 Aug 2008 4:44PM ET