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Processing of Test Request in case of gap in SeqNum
Oksana Zheliabina / B2BITS <>
24 Sep 2008 9:04AM ETDear All,
I have a question about correct processing of Test Request message (FIX 4.4 version is used).
Scenario is below:
1) Party A expects Logon with MsgSeqNum = 1.
2) Party B sends Logon with MsgSeqNum = 57.
3) Party B immediately sends Test Request with MsgSeqNum = 58.
4) Party A sends confirming Logon.
5) Party A sends Resend Request with BeginSeqNo = 1, EndSeqNo = 0 (what means infinity).
6) Party B sends Sequence Reset with GapFill = Y and NewSeqNo = 59.
Received Sequence Reset message shows that gap is filled, and Party A should expect next message with MsgSeqNum = 59.
But what is correct behaviour of Party A regarding Test Request with MsgSeqNum = 58?
It looks like it should be ignored because gap is already filled.
But what if Party B still waits for Heartbeat with corresponding TestReqID?
Could you please advise?
Thank you in advance.
Processing of Test Request in case of gap in SeqNum
Oksana Zheliabina / B2BITS 24 Sep 2008 9:04AM ET
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