<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:st1="urn:schemas-microsoft-com:office:smarttags" xmlns="http://www.w3.org/TR/REC-html40">
<head>
<meta http-equiv="Content-Type" content="text/html; charset=us-ascii">
<meta name="Generator" content="Microsoft Word 11 (filtered medium)">
<!--[if !mso]>
<style>
v\:* {behavior:url(#default#VML);}
o\:* {behavior:url(#default#VML);}
w\:* {behavior:url(#default#VML);}
.shape {behavior:url(#default#VML);}
</style>
<![endif]--><o:SmartTagType namespaceuri="urn:schemas-microsoft-com:office:smarttags" name="PersonName" /><!--[if !mso]>
<style>
st1\:*{behavior:url(#default#ieooui) }
</style>
<![endif]--><style>
<!--
/* Font Definitions */
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0cm;
margin-bottom:.0001pt;
font-size:12.0pt;
font-family:"Times New Roman";}
a:link, span.MsoHyperlink
{color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{color:blue;
text-decoration:underline;}
p
{mso-margin-top-alt:auto;
margin-right:0cm;
mso-margin-bottom-alt:auto;
margin-left:0cm;
font-size:12.0pt;
font-family:"Times New Roman";}
pre
{margin:0cm;
margin-bottom:.0001pt;
font-size:10.0pt;
font-family:"Courier New";}
span.EmailStyle19
{mso-style-type:personal;
font-family:Arial;
color:navy;}
span.EmailStyle21
{mso-style-type:personal-reply;
font-family:Arial;
color:navy;}
@page Section1
{size:595.3pt 841.9pt;
margin:72.0pt 90.0pt 72.0pt 90.0pt;}
div.Section1
{page:Section1;}
-->
</style>
</head>
<body lang="EN-GB" link="blue" vlink="blue">
<div class="Section1">
<p class="MsoNormal"><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">http://fixprotocol.org/discuss/read/ae47f2f5</a> for a better discussion.<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">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).<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 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?<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<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>
<div>
<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" tabindex="-1">
</span></font></div>
<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>Thomas Fleming<br>
<b><span style="font-weight:bold">Sent:</span></b> 04 September 2012 16:45<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"><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</span></font>
<o:p></o:p></p>
</div>
<FONT style="BACKGROUND-COLOR: #ffffff">
<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>
<P align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white">Authorised and Regulated by the Financial Services Authority (FSA) and entered in the FSA register under no. 114239<BR><BR></SPAN></FONT><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face="Arial, Helvetica, sans-serif">This email, including any files transmitted with it, is confidential and may be privileged. It may be read, copied and used only by the intended recipient. If you are not the intended recipient of this message, please notify <U><A href="mailto:postmaster@sucfin.com">postmaster@sucfin.com</A></U> immediately and delete it from your computer system.</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face=Arial></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face="Arial, Helvetica, sans-serif"></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face="Arial, Helvetica, sans-serif">We believe, but do not warrant, that this email and its attachments are virus-free, but you should check.</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face=Arial></FONT></SPAN> </P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face=Arial></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face="Arial, Helvetica, sans-serif"></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face="Arial, Helvetica, sans-serif">Sucden Financial Limited may monitor traffic data of both business and personal emails. By replying to this email, you consent to Sucden Financial 's monitoring the content of any emails you send to or receive from Sucden Financial . Sucden Financial is not liable for any opinions expressed by the sender where this is a non-business email.</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face=Arial></FONT></SPAN> </P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"><FONT face=Arial></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><SPAN style="FONT-SIZE: 10pt; mso-ansi-language: EN-GB"></SPAN><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white">The contents of this e-mail do not constitute advice and should not be regarded as a recommendation to buy, sell or otherwise deal with any particular investment.</SPAN></FONT></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT> </P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></P></SPAN></FONT>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt" align=left><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white"></SPAN></FONT><FONT face="Arial, Helvetica, sans-serif"><SPAN lang=EN-US style="FONT-SIZE: 10pt; BACKGROUND: white">This message has been scanned for viruses by </SPAN><SPAN lang=EN-US style="FONT-SIZE: 10pt"><A title=http://www.mimecast.com/ href="http://www.mimecast.com/"><SPAN style="BACKGROUND: white; COLOR: black">Mimecast</SPAN></A></SPAN></FONT></FONT></P>
</body>
</html>