|
4.0 Session
< Previous Next >
Gap fill processing and new messages
Erik Duus / Dean Witter 11 Feb 1999 2:50PM ETMy FIX engine has trouble reestablishing a conversation after a network event. The problem basically boils down to the fact that while our engine is trying to perform gap-fill processing, the counter-party is sending new messages. For example:
- Expect 100, receive 105
- Resend request 100-105
- Receive 106
- Receive 100-105
My FIX vendor claims the counter-party has violated the protocol by sending 106 while we are trying to gap-fill. I think the vendor is wrong. Who's right?
Gap fill processing and new messages Erik Duus / Dean Witter 11 Feb 1999 2:50PM ET
|