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

Thu Sep 6 08:16:05 PDT 2012

The rejection is happening in the Session class, function DoPossDup(Message msg).

The FIX spec says that OrigSendingTime is always required if PossDupFlag=Y i.e. the code overrides the default data dictionary.

My fix adds a property to the Session class. I think you are referring to the

SessionSettings settings = new SessionSettings("config.cfg");

If so, my code doesn't add a setting that the user can put in the config file. I will need to take a deeper look at the existing code to add this, but I think it makes sense.

As for your final question, my work around is specific to SequenceReset messages and I have defaulted to OrigSendingTime being required, which is conforming exactly to the FIX spec, but not the common behaviour or many exchanges etc.

Regards, Tom

________________________________
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 06 September 2012 15:48
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Possible bug in QuickFIX/n?

The proper procedure is to create a github fork and then submit a pull request with your fix.  Please make sure all existing tests pass and that your code has tests that confirm that it does what it is supposed to do.  After review, we will merge it into the mainline.  Let me know if you have any questions.

Regarding this specific fix, OrigSendingTime isn't marked as required in the DD.  Where in the QF/n source is the rejection beign triggered?  I think I agree that a missing OrigSendingTime shouldn't always cause the message to be rejected.  I assume your fix implements a new Config setting?

Perhaps the most key question now is whether the default config should be to reject or not reject.

On Thu, Sep 6, 2012 at 9:28 AM, Thomas Fleming <thomas.fleming at sucfin.com><mailto:thomas.fleming at sucfin.com>> wrote:
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> [mailto: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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