{{Quickfixn}} We sent a New Order Single request which was approximately 12K in size and it was "dropped" by our counter party

Mark Cooke mc.developer at verizon.net
Mon Jul 13 08:06:17 PDT 2015


We constructed this Message which, in this case had 252 allocations in 
the order, and the Message ended up having a Body Length of 11730. We 
sent the message but did not receive an Acknowledgment or a Reject. It 
was if it just fell off the wire somewhere.

We contacted our Counter Party about this and their response was that 
this was larger than their FIX Engine's internal buffer size of 10K for 
reading messages. Unfortunately (for us) at this point, their behavior 
appears to be that they just drop the message without any sort of 
response back to the sender.

They will be looking into what to do to correct this but this will take 
some time on their end.

We are using FIX 4.4 (via QuickFix/N on our end).
Is this a common issue for others? Knowing their limit, is there a way 
we might break this request up into multiple messages, but still have it 
behave as expected? (Of course, that would take development and QC 
efforts on our part).

Is there any configuration setting I might use on my end that would at 
least allow me to fail to even attempt to send a message over a certain 
size on our end? A failure would be better than a mysterious 
non-response, so that we can give our end user an indication that this 
is not going to happen?

I am asking about configuration so that we might have an immediate 
solution which does not require code changes (though would still require 
testing, of course)



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