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

[Thomas Fleming]

Anyone else have an opinion on the default value?

I have now coded this so it can be set via the config file like


PossDupResetSequenceMessageRequiresOrigSendingTime=N

The field name is long and cumbersome but does describe exactly what it is for. If anyone has a better suggestion I will change it before I check it in.

I will write some unit tests over the weekend and check it in over the next few days once I'm up to speed with Git.

________________________________
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Manuel Lopez
Sent: 07 September 2012 02:14
To: quickfixn at lists.quickfixn.com
Subject: Re: {{Quickfixn}} Possible bug in QuickFIX/n?

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

I'd vote the default config should be NOT to reject.  A standard is its implementation, and here we have one rather big counterparty (Barclays) that interprets the standard as not requiring that item (OrigSendingTime).  A default of not requiring would not cause problems for counterparties that do require it; it means only that they would be missing a validation check until the default setting is changed; but a default of requiring would cause outright failure against counterparties that take it as not required.  (And apart from that, I don't see a good reason why it's required.)

--I assume there are only a handful of quirks like this (I mean where the interpretations of defined (non-custom) FIX messages differ).  But if there are more than a few, then ideally the config file would have a setting to select from a list of major counterparties, though I imagine that would be a lot of work.  Or there could be a choice of three settings: NoValidation, RelaxedValidation, and StrictValidation.  RelaxedValidation would skip checks where the interpretation is unclear (as implemented by major counterparties).

(@Thomas Fleming, thanks for reporting the issue and the workaround.)

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