{{Quickfixn}} Resend Requests, Gap Fills and Rejects

[Martin Adams]

When responding to a Resend request, current QFn implementation issues
SeqReset-GapFill messages in place of any of a range of admin messages
(types 0,1,2,3,4,5,A), but this is contrary to both our requirements and
also perhaps to the official FIX specs.

 

The particular point of contention is the session-level Reject message
(type=3). We'd like to see this being re-sent. The FIX spec suggests it
should be too. Here, for example, is an extract from FIX 4.4 spec Vol 2:

 

During the gap fill process, certain administrative messages should not be
retransmitted.  Instead, a special SeqReset-GapFill message is generated.
The administrative messages which are not to be resent are: Logon, Logout,
ResendRequest, Heartbeat, TestRequest and SeqReset-Reset and
SeqReset-GapFill.  The SeqReset-GapFill can also be used to skip application
messages that the sender chooses not to retransmit (e.g. aged orders).  This
leaves Reject as the only administrative message which can be resent.

 

It's perhaps notable that QFn behaviour here is the same as for the C++ QF
engine.

 

So what do people think? Would a change to match the spec cause any grief?
If this were the case, perhaps it could be make a configuration option?

 

Martin.

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