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General Q/A
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re: Unsupported MsgType
John Greenan / Alignment Systems
2 Sep 2003 1:18PM ET Hi,
I think I know what you are trying to do here (I've done the same...)
You've got Reuters providing the FIX connectivity and a FIX engine which then pumps FIX messages into the Fidessa FIX gateway FEC / FIX.
Fidessa will not accept message XYZ, so you configure the Reuters engine to reject the message. But, you want to notify the Sales Traders that their clients are sending messages that you cannnot support (classic example - fidessa could not - I am not sure if it can now - support FIX 4.2 format baskets, so a lot of users configured their gateways to reject the messages).
So, what I'd suggest is that you have the FIX engine call to a little fidessa Open Access application and create an OA message - a sort of business level message reject notification. I'd then use the fidessa front end and create a little OCX based on the toolkit to filter the OA stream and get all of these business level message reject notification messages and display them.
That's the solution that has been proposed to at least one large London based broker / dealer.
As this is not really about FIX (more about implementing Fidessa) why not get in touch off list if you'd like to go into this in more detail.
Regards,
John
> Lilia,
>
> The answer depends on how you design your environment. In general the FIX engine should only be screening out messages the OMS (or other backend system) does not want or is not prepared to handle. If the OMS application wants to receive an "unsuppored" message type then it seems only fair that the OMS assumes the responsibility to respond.
>
> Dean
>
> > Dean,
> >
> > Is is accepted to not notify the OMS?
> >
> > Thanks
> >
> > Lilia
> >
> >
> >
> > > Lilia,
> > >
> > > Responding to an unsupported message type is one of the accepted uses of the Business Message Reject. See Volume 1 of the 4.4 specification.
> > >
> > > Dean
> > >
> > > > In the case that the FIX platform (Reuters FIX Solution) does not support a message type (a choice made by the broker to not support all FIX messages), we send a Rejet to the client without notification of the OMS (Fidessa).
> > > >
> > > > Does this behaviour coherent?
> > > >
> > > > Thanks.
> > > >
> > > > Lilia
> > > >
> > > >
> > >
> >
>
re: Unsupported MsgType
John Greenan / Alignment Systems 2 Sep 2003 1:18PM ET
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