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From: Oren M. <or...@qu...> - 2006-10-30 16:39:14
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Indeed. For whatever reason they chose to gap fill this message. This is most commonly done with administrative messages (heartbeats etc), but is occasionally done for application messages as well (Orders that are too old to go into market). This is analysis is correct. For some reason they put TradingSessionStatus in this category, which may or may not be intentional or an oversight. FYI, here is the relevant section in the specifications: "The sending application will initiate the Sequence Reset. The message in all situations specifies NewSeqNo to reset to as the value of the next sequence number to be expected by the message receipient immediately following the messages and/or sequence numbers being skipped." On Oct 30, 2006, at 9:19 AM, Alex McGlashan wrote: > I'm getting a similar problem. What's happening is that the Sequence > Reset from your counterparty (message 289) causes your QFJ to reset > its > expected incoming sequence number to 295, thereby skipping over > message > 294. You need, somehow, to get your counterparty to adjust the > Sequence > Reset to 294 and the Trading Session Status message should then be > processed. Unfortunately I have not managed to get my counterparty to > do this so please let me know if you have any success! |