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4.0 Session
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re: Sequence number resetting
Scott Atwell
15 Sep 1997 8:09PM ETYou're welcome. Unfortunately I think several of us all answered the original question at the same time without realizing it.
The Logout handshake sequence (I send you a logout and wait for you to respond before dropping you) is new in FIX 4.0 therefore you may be dealing with some of FIX's past. At the same time, I think it works pretty well in real life in retaining the sequence numbers following the logout. I think the protocol even suggests that people should keep a
day or two's worth of logs in the event their counterparty needed the data again for disaster recovery purposes.
The key is that both sides of the connection reset at the same time. Agreeing to starting a new session (day) and ending a session at a certain time is very clean and easily implemented (works well today), unless, you need to stay connected 24 hours per day. In addition to the ability to reset based upon time of day, I would like to see the ability to request establishing a new FIX session (new sequence numbers) be something which is explicit (vs. tied to normal Logouts). I think this could be done in the same fashion as requesting a key change when using the PGP/DES/MD5 authentication and encryption technique is done using a series of Logon messages.
re: Sequence number resetting
Scott Atwell 15 Sep 1997 8:09PM ET
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