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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">The rejection is happening in the Session class, function DoPossDup(Message msg).<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 FIX spec says that OrigSendingTime is always required if PossDupFlag=Y i.e. the code overrides the default data dictionary.<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">My fix adds a property to the Session class. I think you are referring to the
<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>
<pre style="background:white"><font size="2" color="#2b91af" face="Consolas"><span style="font-size:10.0pt;font-family:Consolas;color:#2B91AF">SessionSettings</span></font><font color="black" face="Consolas"><span style="font-family:Consolas;color:black"> settings = </span></font><font color="blue" face="Consolas"><span style="font-family:Consolas;color:blue">new</span></font><font color="black" face="Consolas"><span style="font-family:Consolas;color:black"> </span></font><font color="#2b91af" face="Consolas"><span style="font-family:Consolas;color:#2B91AF">SessionSettings</span></font><font color="black" face="Consolas"><span style="font-family:Consolas;color:black">(“config.cfg”);<o:p></o:p></span></font></pre>
<pre style="background:white"><font size="2" color="black" face="Consolas"><span style="font-size:10.0pt;font-family:Consolas;color:black"><o:p> </o:p></span></font></pre>
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">If so, my code doesn’t add a setting that the user can put in the config file. I will need to take a deeper look at the existing code
to add this, but I think it makes sense.<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">As for your final question, my work around is specific to SequenceReset messages and I have defaulted to OrigSendingTime being required,
which is conforming exactly to the FIX spec, but not the common behaviour or many exchanges etc.<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>
<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>
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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>Grant Birchmeier<br>
<b><span style="font-weight:bold">Sent:</span></b> 06 September 2012 15:48<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>
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<p class="MsoNormal"><font size="3" color="black" face="Times New Roman"><span style="font-size:12.0pt;color:black">The proper procedure is to create a github fork and then submit a pull request with your fix. Please make sure all existing tests pass and that
your code has tests that confirm that it does what it is supposed to do. After review, we will merge it into the mainline. Let me know if you have any questions.</span></font><o:p></o:p></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" color="black" face="Times New Roman"><span style="font-size:12.0pt;color:black">Regarding this specific fix, OrigSendingTime isn't marked as required in the DD. Where in the QF/n source is the rejection beign triggered?
I think I agree that a missing OrigSendingTime shouldn't always cause the message to be rejected. I assume your fix implements a new Config setting?</span></font><o:p></o:p></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" color="black" face="Times New Roman"><span style="font-size:12.0pt;color:black">Perhaps the most key question now is whether the default config should be to reject or not reject.</span></font><o:p></o:p></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"><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">On Thu, Sep 6, 2012 at 9:28 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="blue">
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy">Having gone away and done some more research on this, the general consensus
is that whilst OrigSendingTime is technically required by the FIX Session Spec, it is not logical for it to be required and should therefore not be a mandatory field. See
<a href="http://fixprotocol.org/discuss/read/ae47f2f5" target="_blank">http://fixprotocol.org/discuss/read/ae47f2f5</a> for a better discussion.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy">I have coded a work around in Session.cs, effectively a property that sets
whether this field should be required or not for SequenceReset messages, and an if statement in DoPossDup(Message msg).</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy">This seems to be a common issue, therefore I believe this workaround should
be available in QuickFIX/n. Would anyone have an issue with me checking this in to the main repository?</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy">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" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
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<div class="MsoNormal" align="center" style="text-align:center"><font size="3" face="Times New Roman"><span lang="EN-US" style="font-size:12.0pt">
<hr size="2" width="100%" align="center">
</span></font></div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a> [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>]
<b><span style="font-weight:bold">On Behalf Of </span></b>Thomas Fleming<br>
<b><span style="font-weight:bold">Sent:</span></b> 04 September 2012 16:45</span></font><o:p></o:p></p>
<div>
<p class="MsoNormal"><font size="3" face="Tahoma"><span style="font-size:12.0pt;
font-family:Tahoma"><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><o:p></o:p></p>
</div>
</div>
<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="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" target="_blank">
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.</span></font><o:p></o:p></p>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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:</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><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.</span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy"> </span></font><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><font size="2" color="navy" face="Arial"><span style="font-size:10.0pt;font-family:Arial;
color:navy">Regards, Tom</span></font>
<o:p></o:p></p>
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<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
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<p class="MsoNormal"><b><font size="3" face="Times New Roman"><span style="font-size:12.0pt;font-weight:bold">Made-To-Measure Trading Solutions.</span></font></b><o:p></o:p></p>
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<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">Exactly what you need. No more. No less.<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"><a href="http://connamara.com" target="_blank">http://connamara.com</a><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 align=left><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"><A title=http://www.sucdenfinancial.com/ href="http://www.sucdenfinancial.com/"><FONT face="Arial, Helvetica, sans-serif" color=#0000ff></A><A href="http://www.sucdenfinancial.com/">www.sucdenfinancial.com</FONT></A></SPAN><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT></A></P>
<P align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white">Sucden Financial Limited, <st1:address w:st="on"><st1:Street w:st="on">Plantation Place South, 60 Great Tower Street</st1:Street>, <st1:City w:st="on">London</st1:City> <st1:PostalCode w:st="on">EC3R 5AZ</st1:PostalCode></st1:address><BR>Telephone +44 203 207 5000<BR><BR>Registered in <st1:country-region w:st="on"><st1:place w:st="on">England</st1:place></st1:country-region> no. 1095841<BR>VAT registration no. GB 446 9061 33</SPAN></FONT></P>
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