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Page Revision: 2012/09/06 10:16
Resetting Sequence Numbers.......
Sequence numbers resets can only increase the sequence numbers. Sequence Resets attempting to reset to a sequence number less than expected will generate a resend request condition (i.e.
Request Resend message).
Sequence Resets are encountered in two modes:
- Gap Fill Mode (Tag 123 - GapFillFlag=Y)
- Reset Mode (Tag 123 - GapFillFlag=N or absent)
Gap Fill ModeThe Gap Fill mode is the most commonly encountered mode. Gap-Fill Sequence Resets attempt to fill the sequence number gap by indicating (with Tag 36) the sequence number of the message that shall be expected immediately following the skipped message gap.
Gap-Fill Sequence Resets are generated as a response to
Resend Request message to indicate that messages are to be skipped from the requested resend range. Messages are skippped in a resend sequence as the messages can be administrative (e.g. heartbeats, test requests, etc.) or the resending party opts not to send the message per risk and/or age considerations.
Message gaps where multiple messages are to be ignored should be serviced by a single Sequence Reset and not by one Sequence Reset per message. For instance, if a gap exists for sequence numbers 89 to 95, one single Sequence Reset with NewSeqNo (Tag 36) equals to 96 should be sent.
The Gap-fill mode Sequence Reset must conform to the protocol sequencing rules. Hence, the sequence number of the Gap-Fill message (as reflected in Tag 34) must reflect the next sequence number expected by the counter party. This next sequence number should represent the beginning of the message gap (i.e. the sequence number of the first message in the message gap). Failure to adhere to sequencing rule will result in a
Resend Request message.
Reset ModeThe Reset mode Sequence Reset is applicable to application failures where the traditional Gap-Mode Sequence Reset is not able to regain normal sequence progression. Reset mode Sequence Resets should only be considered for disaster recovery situations.
The Reset mode Sequence Resets do not adhere to the protocol sequencing rule. Hence, a
Resend Request will not be generated for an incorrect sequence number (as reflected on Tag 34 of the Reset Sequence Number). Please note, that the use of Reset mode Sequence Resets carry the possibility of losing messages.
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = 4 |
| 123 | GapFillFlag | N | Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. |
| 36 | NewSeqNo | Y | New sequence number |
| | Standard Trailer | Y |
Sample Message
Resetting Sequence Number to 30
34=2|49=test|56=T4Test|50=TraderName|52=20120906-14:14:16.424|36=30|123=Y|
[FIXSEQUENCERESET]
[MsgSeqNum] 34 = 2
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20120906-14:14:16.424
[NewSeqNo] 36 = 30
[GapFillFlag] 123 = Y (YES)
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