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Application Message in transit at the time of Logout from other end
Vinay Meher / JPMC <>
19 Sep 2008 8:01AM ET Hi,
I had doubt regarding the status of an Application message. Consider the following scenario:
1) FIX entity-A, that serves the application message, sends a Logout to the other end due to loss of communication to the OMS Server.
2) But at the same time FIX entity-A receives an application message, (E.g. New Order Request) which is in transit. This message was sent by the FIX entity-B before it received the Logout from the FIX entity-A.
What FIX entity-A is supposed to do in this case?
a) Should FIX entity-A discard the received application message without incrementing its incoming sequence number? OR
b) Should FIX entity-A respond to the received application message by a Business Message Reject and increment its incoming sequence number?
Thanks in advance,
Vinay Meher
Application Message in transit at the time of Logout from other end
Vinay Meher / JPMC 19 Sep 2008 8:01AM ET
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