|
From: Philip W. <Phi...@fl...> - 2020-11-10 14:45:12
|
Hi all, In the FIX spec (FIX Session Layer Technical Specification) in "4.8.2 Request retransmission of messages" we see several scenarios. QFJ seems to operate based on a hybrid of the two which has a problem in certain scenarios. We enqueue messages received (per the second approach). But we also send an infinite resend request. Thus in the scenario provided if we receive 3,4,5 we will enqueue them. Then we will re-request 2 -> 0. A compliant broker then sends, 2,3,4,5 per the first approach. When we get 2, we process it then de-queue 3,4,5 and process them. Then when we process 3,4,5 from the broker we complain (in the form of a disconnect). Has anyone else seen this behaviour. My view is: 1. If we send an infinite resend request we should discard queued messages 2. If we send a finite resend request we should keep enqueuing messages I'm unclear how "ClosedResendInterval" should affect this - or is "ClosedResendInterval" essentially "follow the spec" (contrary to the docs). Best regards, Philip Whitehouse |