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 depending on the severity.
Where possible, the T4 FIX API will provide:
When a FIX session termination is imminent due to a session rejection, the T4 FIX API may also issue a Logout message with additional details.
FIX Session rejects can be generated for many reasons, such as:
When the FIX Session is terminated due to a reject, the T4 FIX API will expect a restart with:
| Tag | Field Name | Req'd | Comments |
|---|---|---|---|
| - | Standard Header | Y | MsgType = 3 |
| 45 | RefSeqNum | Y | MsgSeqNum of rejected message |
| 371 | RefTagID | N | Tag number of the FIX field being referenced |
| 372 | RefMsgType | N | MsgType of the FIX message being referenced |
| 373 | SessionRejectReason | N | Code to identify reason for session-level Reject message |
| 58 | Text | N | Optional message to explain reason for rejection |
| - | Standard Trailer | Y |
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]
Reject Message for SendingTime Accuracy Problem
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]