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Queueing incoming messages
Eva Schmidt
14 Aug 2007 9:27AM ET

Hi all,

I've got a basic question on message queueing:
In the case of a higher message sequence number than expected, my FIX Engine currently sends a ResendRequest Message and queues all received messages with a higher sequence number than the expected one. After the resending process the messages in the queue will be handled.
This leads to some problems: If the resending was caused driectly after the logon (for example in case of a further crash), the Logon Message will also be queued. The last message of the resend will be a SequenceReset-Gap Fill with exactly the same sequence message as the queued logon, so it will be dropped.
The described scenario above is just one case where I get in trouble with my queue.

After all I come to the conclusion, that I don't need any queue for incoming messages at all, right? If I use only ResendRequests with EndSeqNo = 0, I will always receive everything from that SeqNo on, so it's allowed to ignore messages I can't handle due to a too small sequence number, isn't it?

What's your experience with Message queueing? Is this useful for a FIX Client Session or can I get rid of my nasty queue with a clear conscience :-)?

Thanks for any help!
Kind regards,
Eva


Queueing incoming messages
Eva Schmidt   14 Aug 2007 9:27AM ET
Re: Queueing incoming messages
John Prewett / Lava Trading   14 Aug 2007 9:46AM ET
Re: Queueing incoming messages
Strat Efstratiou / Bear Stearns   14 Aug 2007 12:08PM ET
Re: Queueing incoming messages
Eva Schmidt   15 Aug 2007 3:26AM ET