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

[Mike Gatny]

Interesting part of the spec, and interesting that it hasn't come up before
-- that I've ever seen anyway.

I think given how long it has been this way in QF/n and QF/c++ (and
possibly QF/j?), I think a config option would be best.

--
Mike Gatny
Connamara Systems, LLC

On Wed, Nov 19, 2014 at 5:06 PM, Martin Adams <martinadamsgh at gmail.com>
wrote:

> 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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