Discussion Forums

Gap fill processing and new messages
Erik Duus / Dean Witter
11 Feb 1999 2:50PM ET

My 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
re: Gap fill processing and new messages
Shay Gordon / Instinet   11 Feb 1999 3:06PM ET
re: Gap fill processing and new messages
Ed Colletta / Lehman Bros.   11 Feb 1999 3:47PM ET
re: Gap fill processing and new messages
Ed Colletta / Lehman Bros.   11 Feb 1999 4:03PM ET
re: Gap fill processing and new messages
Ryan Pierce / Townsend Analytics Ltd. / Archipelago LLC   11 Feb 1999 3:51PM ET