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4.0 Session
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Rejection Loop
Eva Schmidt
4 Sep 2007 8:59AM ETHello,
I had the following problem and don't really know how it should be handled:
First I send an order which is rejected for any reason, for example "Unknown instrument". My counterparty sends me an ExecutionReport with this information, but due to the unknown instrument the value in tag "Symbol" (55) is empty. On my side this leads to a Reject Message.
So far so good. But: The ExecutionReport has been received, but not really handled, so I don't increment the incoming SequenceNumber. Due to this, my application sends a ResendRequest and the whole game starts again... The result is a never-ending loop with ResendRequest - ExecutionReport - Reject - SequenceReset ...
In my opinion, the counterparty should react somehow to my Reject Message. Or at least doesn't resend the faulty ExecutionReport.
Does anybody had the same problem before or any ideas how I should solve this?
The FIX 4.2 Specification tells only that "there should be some logic..." ;-) :
"Note: The receiving application should disregard any message that is garbled, cannot be parsed or
fails a data integrity check. Processing of the next valid FIX message will cause detection of a
sequence gap and a Resend Request will be generated. Logic should be included in the FIX engine to
recognize the possible infinite resend loop, which may be encountered in this situation."
Thanks for any help or ideas!
Eva
Rejection Loop
Eva Schmidt 4 Sep 2007 8:59AM ET
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