Folks:
I have come across a problem with the QuickFix Engine in that it
1) Rejects a Cancel Replace Message indicating that a required tag is
missing. No required tag is missing in the message. A second problem
exists: Assume the Cancel Replace Message had a sequence number of 4.
2) Since the Cancel Replace arrives with a sequence number of 4, and the
quick Fix engine improperly rejected the valid message. It doesn't
consume the fact that sequence number 4 arrived and was rejected.
It then begins sending resend requests to the customer.
Has anyone run into this problem and, if so, how can it be fixed?
(Below, I changed the sender and target compids. The rest of the message
is intact.)
(8=FIX.4.1^A9=0228^A35=G^A115=SENDER^A34=4^A49=SENDER^A56=TARGET^A43=Y^A52=2
0040503-13:41:54^A122=20040503-12:02:12^A
109=100^A41=01043SDBs6900479S002^A11=01043SDBs6900479S005^A21=2^A18=1^A55=SU
NW^A48=SUNW^A22=3^A54=1^A38=200^A40=2
^A44=3.75^A59=6^A126=20040531-23:59:59^A47=A^A10=005^A)
<20040503-13:41:54, FIX.4.1:SENDER->TARGET, event>
(Message 4 Rejected: Required tag missing)
<20040503-13:41:54, FIX.4.1:SENDER->TARGET, outgoing>
(8=FIX.4.1^A9=79^A35=3^A34=1696^A49=SENDER^A52=20040503-13:41:54^A56=TARGET^
A45=4^A58=Required tag missing^A10=078^A)
<20040503-13:41:54, FIX.4.1:SENDER->TARGET, incoming>
(8=FIX.4.1^A9=0240^A35=D^A115=SENDER^A34=5^A49=TARGET^A56=SENDER^A43=Y^A52=2
0040503-13:41:54^A122=20040503-12:35:57
^A11=010443CZv0096965S000^A109=SKBDVP^A1=100862317500^A21=2^A18=1^A55=MSFT^A
48=MSFT^A22=3^A54=2^A38=1180^A40=2^A
44=26.0^A15=USD^A59=6^A126=20040511-23:59:59^A47=A^A58=181610^A10=066^A)
<20040503-13:41:54, FIX.4.1:SENDER->TARGET, event>
(MsgSeqNum too high RECEIVED: 5 EXPECTED: 4)
John Perez
Crown Financial Group, Inc.
201 459 9500 x 241
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