Reject

Modified on 2015/06/12 14:09 by ernestoaparcedo — Categorized as: Uncategorized

Message Rejection

FIX Session rule violations are manifested through the Reject message. The receipt of a Reject message signals a serious violation of FIX Session rules. Appropriate action must immediately be taken by the receiver of a Reject message. A rejected message may be retransmitted by the sending application if a correction is appropriate.

The T4 FIX API can detect an extensive set of FIX session violations and will issue a Reject message. Even after a corrected retransmission, the T4 FIX API may choose to terminate the FIX Session per the gravity of the rejection.

Where possible, the T4 FIX API will provide a Reject message with a Reject Reason (Tag 373), Reference Message Type (Tag 372) and Reference Sequence Number (Tag 45). When a FIX session termination is forthcoming due to a FIX Session rejection, the T4 FIX API may provide a Logout message with further details of the violation.

FIX Session rejects can be generated for many reasons - including gross protocol violation as empty tags, tags out of sequence, incorrect data types, etc. Following are common Rejection Reasons (Tag 373) detected by the T4 FIX API:


Rejection Reason

0 = Invalid tag number
1 = Required tag missing
2 = Tag not defined for this message type
3 = Undefined Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag#
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
11 = Invalid MsgType
12 = XML Validation error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non “data” value includes field delimiter (SOH character)
18 = Invalid Trader or No Trader specified


When the FIX Session is terminated due to a FIX Session reject, the T4 FIX API will expect a restart with a new FIX Session and sequence numbers reset to 1.

Message Dictionary

TagField NameReq'dComments
Standard HeaderYMsgType = 3
45RefSeqNumYMsgSeqNum of rejected message
371RefTagIDNThe tag number of the FIX field being referenced.
372RefMsgTypeNThe MsgType of the FIX message being referenced.
373SessionRejectReasonNCode to identify reason for a session-level Reject message.
58TextNWhere possible, message to explain reason for rejection
Standard TrailerY

Sample Messages


Reject message generated by the receipt of an old Cancel Request message

34=12|49=T4Example|50=TraderName|52=20120828-20:20:14.417|56=T4|57=G|369=11|1=123456|11=11FE|37=533408825203|41=11AN|48=CME_20121200_6EZ2|54=2|55=6E|60=20120828-20:20:14.376|107=Euro FX Dec12|167=FUT|

[FIXCANCEL]
[MsgSeqNum] 34 = 12
[SenderCompID] 49 = T4Example
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20120828-20:20:14.417
[TargetCompID] 56 = T4
[TargetSubID] 57 = G
[LastMsgSeqNumProcessed] 369 = 11
[Account] 1 = 123456
[ClOrdID] 11 = 11FE
[OrderID] 37 = 533408825203
[OrigClOrdID] 41 = 11AN
[SecurityID] 48 = CME_20121200_6EZ2
[Side] 54 = 2 (SELL)
[Symbol] 55 = 6E
[SecurityExchange] 207 = CME_Fo
[TransactTime] 60 = 20120828-19:20:14.376
[SecurityDesc] 107 = Euro FX Dec12
[SecurityType] 167 = FUT (FUTURE)

34=12|49=T4|56=T4Example|50=T4FIX|52=20120905-21:07:45.472|45=12|372=F|373=10|58=Sending Time Accuracy problem|

[REJECT]
[MsgSeqNum] 34 = 12
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20120905-21:07:45.472
[RefSeqNum] 45 = 12
[RefMsgType] 372 = F
[SessionRejectReason] 373 = 10 (SENDINGTIME_ACCURACY_PROBLEM)
[Text] 58 = Sending Time Accuracy problem

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