<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="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]--><style>
<!--
/* Font Definitions */
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
@font-face
{font-family:Consolas;
panose-1:2 11 6 9 2 2 4 3 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:purple;
text-decoration:underline;}
pre
{margin:0cm;
margin-bottom:.0001pt;
font-size:10.0pt;
font-family:"Courier New";}
span.EmailStyle17
{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="purple">
<div class="Section1">
<p class="MsoNormal"><font size="2" color="navy" face="Arial"><span style="font-size:
10.0pt;font-family:Arial;color:navy">Anyone else have an opinion on the default value?<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 now coded this so it can be set via the config file like<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="black" face="Consolas"><span style="font-size:10.0pt;font-family:Consolas;color:black">PossDupResetSequenceMessageRequiresOrigSendingTime=N<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"><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 field name is long and cumbersome but does describe exactly what it is for. If anyone has a better suggestion I will change it before
I check it in.<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 will write some unit tests over the weekend and check it in over the next few days once I’m up to speed with Git.<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>Manuel Lopez<br>
<b><span style="font-weight:bold">Sent:</span></b> 07 September 2012 02:14<br>
<b><span style="font-weight:bold">To:</span></b> quickfixn@lists.quickfixn.com<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>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">>"Perhaps the most key question now is whether the default config should be to reject or not reject."<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>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">I'd vote the default config should be NOT to reject. A standard is its implementation, and here we have one rather big counterparty (Barclays) that interprets the standard as not
requiring that item (OrigSendingTime). A default of not requiring would not cause problems for counterparties that do require it; it means only that they would be missing a validation check until the default setting is changed; but a default of requiring
would cause outright failure against counterparties that take it as not required. (And apart from that, I don't see a good reason why it's required.)<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>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">--I assume there are only a handful of quirks like this (I mean where the interpretations of defined (non-custom) FIX messages differ). But if there are more than a
few, then ideally the config file would have a setting to select from a list of major counterparties, though I imagine that would be a lot of work. Or there could be a choice of three settings: NoValidation, RelaxedValidation, and StrictValidation. RelaxedValidation
would skip checks where the interpretation is unclear (as implemented by major counterparties).<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>
<div>
<p class="MsoNormal"><font size="3" face="Times New Roman"><span style="font-size:
12.0pt">(@Thomas Fleming, thanks for reporting the issue and the workaround.)<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>
</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>