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<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">I have just had a look at the “Sessions Protocol Specification” available at
<a href="http://fixprotocol.org/documents/3070/FIX_Transport_1.1.pdf">http://fixprotocol.org/documents/3070/FIX_Transport_1.1.pdf</a>. I can’t see anything that says it isn’t required for admin messages.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">The pdf has a test section titled “Test cases applicable to all FIX systems”. Test “g” is as follows:<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">Condition/Stimulus: PossDupFlag set to Y and OrigSendingTime not specified.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">Expected Behaviour: Send Reject (session-level) message referencing missing OrigSendingTime (>= FIX 4.2:SessionRejectReason = “Required
tag missing”). Increment inbound MsgSeqNum.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">This is what QuickFIX/n presently does.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">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.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">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.<o:p></o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy"><o:p> </o:p></span></font></p>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">Regards, Tom<o:p></o:p></span></font></p>
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<p class="MsoNormal"><b><font size="2" face="Tahoma"><span lang="EN-US" style="font-size:10.0pt;font-family:Tahoma;font-weight:bold">From:</span></font></b><font size="2" face="Tahoma"><span lang="EN-US" style="font-size:10.0pt;font-family:Tahoma"> quickfixn-bounces@lists.quickfixn.com
[mailto:quickfixn-bounces@lists.quickfixn.com] <b><span style="font-weight:
bold">On Behalf Of
</span></b>Tom Boyce<br>
<b><span style="font-weight:bold">Sent:</span></b> 04 September 2012 15:43<br>
<b><span style="font-weight:bold">To:</span></b> <st1:PersonName w:st="on">Mailing list for QuickFIX/n</st1:PersonName><br>
<b><span style="font-weight:bold">Subject:</span></b> Re: {{Quickfixn}} Possible bug in QuickFIX/n?</span></font><span lang="EN-US"><o:p></o:p></span></p>
</div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"><o:p> </o:p></span></font></p>
<p class="MsoNormal" style="margin-bottom:12.0pt"><font size="3" face="Times New Roman"><span style="font-size:12.0pt">We ran into a similar issue with TT. TT indicates that the spec says that it does not need to be sent with administrative messages, and that
they have requested a clarification of the documentation to better reflect this.<o:p></o:p></span></font></p>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">On Tue, Sep 4, 2012 at 4:04 AM, Thomas Fleming <<a href="mailto:thomas.fleming@sucfin.com" target="_blank">thomas.fleming@sucfin.com</a>> wrote:<o:p></o:p></span></font></p>
<div link="blue" vlink="purple">
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">We are currently failing a conformance test with BARX, and are trying to decide if there is a bug in
the QuickFIX/n engine, or not. Apologies for the long message, I wanted to provide as much detail as possible.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">The issue: We are sending a resend request. Barx is replying with 2 ExecutionReports followed by a
</span></font>SequenceReset <font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">message. All three messages have the PossDupFlag=Y. QuickFix is rejecting the SequenceReset message because it does not have field 122 (OrigSendingTime)
present. Barclays say that the third message should not be rejected.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">According to FIXimate, for field 122 (OrigSendingTime): “</span></font>Required for message resent as
a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)”<o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt"> <o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt">Since the SequenceReset message has PossDupFlag=Y we assume it is sent as part of the ResendRequest, thus falls
under the above FIXimate rule. The FIX engine is behaving as we would expect, but Barclays disagree.<o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt"> <o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt">Having spoken to a Java developer at my company, he has experienced the same issue with QuickFIX/j when carrying
out a conformance test with the CME in the last month. He provided the following link (<a href="http://www.quickfixj.org/jira/browse/QFJ-403?page=com.atlassian.jira.plugin.system.issuetabpanels%3Acomment-tabpanel#issue-tabs" target="_blank">http://www.quickfixj.org/jira/browse/QFJ-403?page=com.atlassian.jira.plugin.system.issuetabpanels%3Acomment-tabpanel#issue-tabs</a>)
which discusses the issue but dates back a couple of years i.e. if it is a bug, it’s been known for a while but not fixed, therefore maybe it’s not a bug?<o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt"> <o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="3" face="Times New Roman"><span style="font-size:12.0pt">I believe the equivalent C# code to that discussed in the link is in Session.cs, pasted below.<o:p></o:p></span></font></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt">/// FIXME<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> protected bool DoPossDup(Message msg)<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> {<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> <b><span style="font-weight:bold">if (!msg.Header.IsSetField(Fields.Tags.OrigSendingTime))</span></b><o:p></o:p></span></font></pre>
<pre><b><font size="2" face="Courier New"><span style="font-size:10.0pt;font-weight:bold"> {</span></font></b><o:p></o:p></pre>
<pre><b><font size="2" face="Courier New"><span style="font-size:10.0pt;font-weight:bold"> GenerateReject(msg, FixValues.SessionRejectReason.REQUIRED_TAG_MISSING, Fields.Tags.OrigSendingTime);</span></font></b><o:p></o:p></pre>
<pre><b><font size="2" face="Courier New"><span style="font-size:10.0pt;font-weight:bold"> return false;</span></font></b><o:p></o:p></pre>
<pre><b><font size="2" face="Courier New"><span style="font-size:10.0pt;font-weight:bold"> }</span></font></b><o:p></o:p></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> var origSendingTime = msg.Header.GetDateTime(Fields.Tags.OrigSendingTime);<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> var sendingTime = msg.Header.GetDateTime(Fields.Tags.SendingTime);<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> <o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> System.TimeSpan tmSpan = origSendingTime - sendingTime;<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> if (tmSpan.TotalSeconds > 0)<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> {<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> GenerateReject(msg, FixValues.SessionRejectReason.SENDING_TIME_ACCURACY_PROBLEM);<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> GenerateLogout();<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> return false;<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> }<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> return true;<o:p></o:p></span></font></pre>
<pre><font size="2" face="Courier New"><span style="font-size:10.0pt"> }<o:p></o:p></span></font></pre>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">The first line of this function effectively says, if PossDupFlag=Y and OrigSendingTime is not present,
reject message. We are wondering if the SequenceReset message is a special case the does not require field 122, or if Barclays are wrong. There is however a big “FIXME” comment above the function, but I could not find a bug on the GITHUB page pertaining to
this function.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">Any help would be great.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">Thanks, Tom</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">Below is the command line output from QuickFIX/N. There are two concurrent sessions. Relevant fields
have been marked in bold.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> Received logon</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> Received logon</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> MsgSeqNum too high, expecting 114 but received 116</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> MsgSeqNum too high, expecting 122 but received 124</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><outgoing> 8=FIX.4.4☺9=76☺35=2☺34=231☺49=FETDC_SCDN☺52=20120903-15:58:23.741☺56=</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">BARXFUTSTP☺7=114☺16=0☺10=037☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><outgoing> 8=FIX.4.4☺9=75☺35=2☺34=114☺49=SUCTST-DC☺52=20120903-15:58:23.741☺56=B</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">ARXFUTSTP☺7=122☺16=0☺10=208☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">Sent ResendRequest FROM: 114 TO: 0</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">Sent ResendRequest FROM: 122 TO: 0</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=376☺35=8☺49=BARXFUTSTP☺56=FETDC_SCDN☺<b><span style="font-weight:
bold">34=114</span></b>☺52=20120903-1</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">5:58:23☺50=fixuser16☺<b><span style="font-weight:bold">43=Y</span></b>☺<b><span style="font-weight:bold">122=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12</span></b>☺55=RY☺54=1☺14=0☺38=5☺44=0☺151=5☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">6=0.00000☺59=0☺40=2☺200=201312☺461=FXXXS☺207=CME☺21=3☺11=XTAS:1000511852☺1=FIX16</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">☺37=258878324☺17=2588783242051271347☺39=A☺150=A☺60=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12☺32=0☺31=0☺4</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">53=3☺448=fixuser16☺447=D☺452=12☺448=FIXTEST16☺447=D☺452=3☺448=BARCLAYS☺447=D☺452</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=1☺10=081☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=382☺35=8☺49=BARXFUTSTP☺56=SUCTST-DC☺<b><span style="font-weight:
bold">34=122</span></b>☺52=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">:58:23☺50=fixuser16☺<b><span style="font-weight:bold">43=Y</span></b>☺<b><span style="font-weight:bold">122=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12</span></b>☺55=RY☺54=1☺14=0☺38=5☺44=0☺151=5☺6</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=0.00000☺59=0☺40=2☺200=201312☺461=FXXXS☺207=CME☺21=3☺6084=0☺11=XTAS:1000511852☺1</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=FIX16☺37=258878324☺17=2588783242051271347☺39=A☺150=A☺60=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12☺32=0☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">31=0☺453=3☺448=fixuser16☺447=D☺452=12☺448=FIXTEST16☺447=D☺452=3☺448=BARCLAYS☺447</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=D☺452=1☺10=058☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">ResendRequest for messages FROM: 114 TO: 0 has been satisfied.</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">ResendRequest for messages FROM: 122 TO: 0 has been satisfied.</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=376☺35=8☺49=BARXFUTSTP☺56=FETDC_SCDN☺<b><span style="font-weight:
bold">34=115</span></b>☺52=20120903-1</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">5:58:23☺50=fixuser16☺<b><span style="font-weight:bold">43=Y</span></b>☺<b><span style="font-weight:bold">122=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12</span></b>☺55=RY☺54=1☺14=0☺38=5☺44=0☺151=5☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">6=0.00000☺59=0☺40=2☺200=201312☺461=FXXXS☺207=CME☺21=3☺11=XTAS:1000511852☺1=FIX16</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">☺37=258878324☺17=2588783242051271348☺39=0☺150=0☺60=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12☺32=0☺31=0☺4</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">53=3☺448=fixuser16☺447=D☺452=12☺448=FIXTEST16☺447=D☺452=3☺448=BARCLAYS☺447=D☺452</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=1☺10=049☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=382☺35=8☺49=BARXFUTSTP☺56=SUCTST-DC☺<b><span style="font-weight:
bold">34=123</span></b>☺52=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">:58:23☺50=fixuser16☺<b><span style="font-weight:bold">43=Y</span></b>☺<b><span style="font-weight:bold">122=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:58:12</span></b>☺55=RY☺54=1☺14=0☺38=5☺44=0☺151=5☺6</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=0.00000☺59=0☺40=2☺200=201312☺461=FXXXS☺207=CME☺21=3☺6084=0☺11=XTAS:1000511852☺1</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=FIX16☺37=258878324☺17=2588783242051271348☺39=0☺150=0☺60=20120903-15:58:12☺32=0☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">31=0☺453=3☺448=fixuser16☺447=D☺452=12☺448=FIXTEST16☺447=D☺452=3☺448=BARCLAYS☺447</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=D☺452=1☺10=026☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> Processing queued message: 124</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=78☺35=4☺49=BARXFUTSTP☺56=SUCTST-DC☺<b><span style="font-weight:
bold">34=124</span></b>☺52=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a>:</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">58:23☺<b><span style="font-weight:bold">43=Y</span></b>☺123=Y☺36=125☺10=151☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event> Processing queued message: 116</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><incoming> 8=FIX.4.4☺9=79☺35=4☺49=BARXFUTSTP☺56=FETDC_SCDN☺<b><span style="font-weight:
bold">34=116</span></b>☺52=<a href="tel:20120903-15" target="_blank" value="+12012090315">20120903-15</a></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">:58:23☺<b><span style="font-weight:bold">43=Y</span></b>☺123=Y☺36=117☺10=237☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">Message 116 Rejected: Required tag missing (Field=122)</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><event>
<b><span style="font-weight:bold">Message 124 Rejected: Required tag missing (Field=122)</span></b></span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">---------------------------------------</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">2012-09-03 16:58:26,976 [11] ERROR Sucden.Barx.Client.vshost [Sucden.Barx.Client</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">.BarxInitiator] - 8=FIX.4.4☺9=115☺35=3☺34=115☺49=SUCTST-DC☺52=20120903-15:58:26.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">847☺56=BARXFUTSTP☺45=124☺58=Required tag missing☺371=122☺372=4☺373=1☺10=080☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><outgoing> 8=FIX.4.4☺9=115☺35=3☺34=115☺49=SUCTST-DC☺52=20120903-15:58:26.847☺56=</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">BARXFUTSTP☺45=124☺58=Required tag missing☺371=122☺372=4☺373=1☺10=080☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">2012-09-03 16:58:26,976 [12] ERROR Sucden.Barx.Client.vshost [Sucden.Barx.Client</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">.BarxInitiator] - 8=FIX.4.4☺9=116☺35=3☺34=232☺49=FETDC_SCDN☺52=20120903-15:58:26</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">.846☺56=BARXFUTSTP☺45=116☺58=Required tag missing☺371=122☺372=4☺373=1☺10=164☺</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial"><outgoing> 8=FIX.4.4☺9=116☺35=3☺34=232☺49=FETDC_SCDN☺52=20120903-15:58:26.846☺56</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" face="Arial"><span style="font-size:10.0pt;font-family:Arial">=BARXFUTSTP☺45=116☺58=Required tag missing☺371=122☺372=4☺373=1☺10=164☺</span></font><o:p></o:p></p>
</div>
<p><font size="2" face="Times New Roman"><span lang="EN-US" style="font-size:10.0pt;
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<p><font size="2" face="Arial"><span lang="EN-US" style="font-size:10.0pt;font-family:
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<br>
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VAT registration no. GB 446 9061 33</span></font><o:p></o:p></p>
<p><font size="2" face="Arial"><span lang="EN-US" style="font-size:10.0pt;font-family:
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<p class="MsoNormal" style="margin-bottom:12.0pt"><font size="3" face="Times New Roman"><span style="font-size:12.0pt"><br>
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Quickfixn mailing list<br>
<a href="mailto:Quickfixn@lists.quickfixn.com">Quickfixn@lists.quickfixn.com</a><br>
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12.0pt"><br>
<br clear="all">
<o:p></o:p></span></font></p>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"><o:p> </o:p></span></font></p>
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<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">--
<o:p></o:p></span></font></p>
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<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">Tom Boyce<o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">Developer<o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><strong><b><font size="3" face="Times New Roman"><span style="font-size:12.0pt">Algo Design Solutions, LLC</span></font></b></strong><o:p></o:p></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"><a href="mailto:tpboyce@algodesignsolutions.com" target="_blank">tpboyce@algodesignsolutions.com</a><o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">(708) 297-8193
<st1:City w:st="on"><st1:place w:st="on">Mobile</st1:place></st1:City><o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">(312) 241-1731 x 101<o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"><a href="http://www.algodesignsolutions.com/" target="_blank">www.algodesignsolutions.com</a><o:p></o:p></span></font></p>
</div>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"> <o:p></o:p></span></font></p>
</div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt"><o:p> </o:p></span></font></p>
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