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I have few question on FIX protocol sequence number:

  1. What is the benefit of setting ResetOnLogon=N?
  2. Does initiator and acceptor both can send Resend request?
  3. How message sequence helps in session recovery/error handling?

2 Answers 2

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  1. it means that sequence numbers are reset by the protocol on a logon message. This keeps sequence numbers low which can be useful. The sell side usually defines whether this should be done or not.
  2. Yes, as long as the engine thinks that, due to out of synch sequence numbers, a message may have been lost it may request a resend.
  3. If sequence numbers are out of synch between a message and its predecessor, and the number is higher than expected then the engine may assume that some messages have been lost in the connection. This means that it needs to recover these meaasges.

If you have any more questions or want more information I would be happy to reply.

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3. May I ask how to recover these messages?
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  1. ResetOnLogon determines if sequence numbers should be reset when recieving a logon request. (please find documentation here: http://www.quickfixengine.org/quickfix/doc/html/configuration.html)

  2. Yes, both can send a Resend Request, but you must follow the specs between your side and the counterparty.

  3. The message sequence numbers tell that no messages were lost during the current session. If there is a mismatch, actions must be taken in order to establish the correct sync between the 2 sides.

1 Comment

"actions must be taken in order to establish the correct sync between the 2 sides." May I ask what actions should be taken??I encounter the mismatch situation but don't know how to sync again?@stexsec

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