Discussion Forums

Re: Processing of Test Request in case of gap in SeqNum
Sri Thayaparan / Millennium IT <>
24 Sep 2008 9:42AM ET

Hi All,

I would also state that B *immediately* sending a test request is not an elegant practice. B should ideally wait for the logon-ack before it sends out any messages OR wait some amount of time before it starts sending out new / queued messages.

As John stated, the test request can be (and have to be) now ignored by A. I would suggest the corrective action to take place on B's side to wait for the logon-ack which is what is stipulated in FIX as well

Thaya.

> Dear All,
>
> I have a question about correct processing of Test Request message (FIX
> 4.4 version is used).
>
> Scenario is below:
>
> 1) Party A expects Logon with MsgSeqNum = 1.
> 2) Party B sends Logon with MsgSeqNum = 57.
> 3) Party B immediately sends Test Request with MsgSeqNum = 58.
> 4) Party A sends confirming Logon. 5) Party A sends Resend Request with
> BeginSeqNo = 1, EndSeqNo = 0 (what means infinity).
> 5) Party B sends Sequence Reset with GapFill = Y and NewSeqNo = 59.
>
> Received Sequence Reset message shows that gap is filled, and Party A
> should expect next message with MsgSeqNum = 59.
>
> But what is correct behaviour of Party A regarding Test Request with
> MsgSeqNum = 58? It looks like it should be ignored because gap is
> already filled. But what if Party B still waits for Heartbeat with
> corresponding TestReqID?
>
> Could you please advise?
>
> Thank you in advance.


Processing of Test Request in case of gap in SeqNum
Oksana Zheliabina / B2BITS   24 Sep 2008 9:04AM ET
Re: Processing of Test Request in case of gap in SeqNum
John Prewett / Lava Trading   24 Sep 2008 9:22AM ET
Re: Processing of Test Request in case of gap in SeqNum
Sri Thayaparan / Millennium IT   24 Sep 2008 9:42AM ET
Re: Processing of Test Request in case of gap in SeqNum
Oksana Zheliabina / B2BITS   25 Sep 2008 10:16AM ET