Sequence Reset Fails

Hi All,

Here are the steps:

1. Our FIX engine receives an out of sequence messages with MsgSeqNum(s) => 200938 -> 200941 -> 200939 (No 200940 received).

2. It complains => "MsgSeqNum too high, expecting 200939 but received 200941" and sends a 'ResendRequest(35=2)' with 'BeginSeqNo=200939'.

3. Before receiving the reset message it receives two more messages with MsgSeqNum(s) => 200942 -> 200943.

4. It then receives the 'SequenceReset(35=4)' with:
a) NewSeqNo = 200944
b) MsgSeqNum = 200939
c) PossDupFlag = Y
d) GapFillFlag = Y

5. No trace in the logs as to whether the 'SequenceReset' is handled or not.

6. It then receives a message with MsgSeqNum = 200944 and complains => 'MsgSeqNum too high, expecting 200940 but received 200944'. This error message persists for all subsequent messages and our engine is not able to recover from it as the MsgSeqNum = 200940 is never received.

At step 6, shouldn't the engine ignore all messages from 200939-200943 and start afresh from 200944.

Thanks
Rahul