{{Quickfixn}} Possible bug in QuickFIX/n?

Thomas Fleming thomas.fleming at sucfin.com
Thu Sep 6 07:28:47 PDT 2012


Having gone away and done some more research on this, the general consensus is that whilst OrigSendingTime is technically required by the FIX Session Spec, it is not logical for it to be required and should therefore not be a mandatory field. See http://fixprotocol.org/discuss/read/ae47f2f5 for a better discussion.

I have coded a work around in Session.cs, effectively a property that sets whether this field should be required or not for SequenceReset messages, and an if statement in DoPossDup(Message msg).

This seems to be a common issue, therefore I believe this workaround should be available in QuickFIX/n. Would anyone have an issue with me checking this in to the main repository?

Tom

________________________________
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Thomas Fleming
Sent: 04 September 2012 16:45
To: 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} Possible bug in QuickFIX/n?

I have just had a look at the "Sessions Protocol Specification" available at http://fixprotocol.org/documents/3070/FIX_Transport_1.1.pdf. I can't see anything that says it isn't required for admin messages.

The pdf has a test section titled "Test cases applicable to all FIX systems". Test "g" is as follows:

Condition/Stimulus: PossDupFlag set to Y and OrigSendingTime not specified.
Expected Behaviour: Send Reject (session-level) message referencing missing OrigSendingTime (>= FIX 4.2:SessionRejectReason = "Required tag missing"). Increment inbound MsgSeqNum.

This is what QuickFIX/n presently does.

The only other slightly relevant info is that BARX are sending a Sequence Reset (Gap Fill) message i.e. Field 123=Y in the SequenceReset message. This still doesn't seem to change the fact that OrigSendingTime is required.


Tom, how did you resolve your issue with TT? Barx are suggesting that we use ValidateIncomingMessage=N, but this would disable all validation, not just for the SequenceReset message. Obviously we do not want to do that.

Regards, Tom

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