[Quickfix-developers] FIX Query
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From: Parag T. <tri...@gm...> - 2008-02-18 15:24:53
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Hello, I have following queries. 1) For new single order request, for example, if I say I will support value 1 & 2 for OrderType field and supposing couterparty sends value 3 in request should I generate session-level reject? If No, then should I forward the request with invalid value to trading exchange and allow exchange to send rejection(execution report)? 2) If I reject any message at session-level after sending session level reject, should I disconnect the sender? |