quickfix-developers

[Quickfix-developers] FIX Query

[Parag T. <tri...@gm...>]

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?

Re: [Quickfix-developers] FIX Query

[Oren M. <or...@qu...>]

An execution report will probably be best since it gives back the  
order ID.  It makes it easier for the sender to identify the order  
that is being rejected.  There is no need to disconnect a user just  
because of a session level reject.

--oren

On Feb 18, 2008, at 9:24 AM, Parag Trivedi wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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?
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