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manoj ittiyankal / Tata Consultancy services <>
8 Dec 2011 12:19PM ET
Thanks for the reply.
In our case PartyA received a "Logon MsgSeqNum=4" but was expecting MsSeqNum=1.Ideally it(PartyA)should have sent a resend request 1 to 3 but it sent a resend request 2 to 3. is this the expected behavior?
> First of all, if PartyA doesn't receive a logon message as first message, it is supposed to disconnect.
> If PartyA receives "Logon MsgSeqNum = 4" but expects MsgSeqNum = 2, it will send a resend request from 2 to 3. PartyB will reply by sending its two trades (MsgSeqNum 2 and 3).
> > We had a strange issue with on of our client. They are running a 4.1 appia engine
> > Consider the following FIX session:
> > PartyA>
> > Sends Logon, MsgSeqNum = 1
> > PartyB>
> > (expected MsgSeqNum=1)
> > Sends a partail fill MsgSeqNum = 2 (Kind of weired)
> > Send a fill MsgSeqNum = 3
> > Sends a Logon MsgSeqNum = 4
> > PartyA>
> > Sends ResendRequest, BeginSeqNo = 2, EndSeqNo=3
> > PartA sent a resend, but not for 1-3 but 2-3, missing seq no. 1 which was a partial fill. Have you ever seen this happen before? is it FIX engine version isssue?
manoj ittiyankal / Tata Consultancy services 8 Dec 2011 12:19PM ET