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FIXTradingCommunity / fix-orchestra

Machine readable rules of engagement
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Should Orchestra indicate which application messages are eligible for session level retransmission? #70

Open jimnup opened 5 years ago

jimnup commented 5 years ago

We are in the process of revising the FIX4 and FIXT session layer specifications (just the specifications - not the standard). During the refactoring it occurred to me that there should be some way to communicate to a FIX message processor which FIX Application messages are eligible for retransmission should a message resend request be received. The Orchestra message/scenario definition seems to be a possible place where this information can be conveyed.

kleihan commented 5 years ago

What about MsgTypeGrp in the Logon message? That currently defines the supported message types in general and the direction (send/receive) with MsgDirection(385). We could add MsgRetransmission(TBD) to say whether a message type is also supported for retransmission.

jimnup commented 5 years ago

The use of MsgTypeGrp would be for inband communication. What is being proposed here is for out of band communication for configuration. You do raise an interesting point that once an Orchestra file is available, it would be relatively straightforward for a FIX message processor to populate the MsgTypeGrp on the Logon. I haven't run into an implementation of the MsgTypeGrp in practice yet. They may exist, but my conjecture is the community largely steers away from dynamic and in-band configuration and transmittal of metadata about the session.